wehub-resource-sync
89 lines
3.0 KiB
C#
89 lines
3.0 KiB
C#
#r "Python.Runtime.dll"
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#r "QuantConnect.Algorithm.dll"
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#r "QuantConnect.Algorithm.Framework.dll"
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#r "QuantConnect.Common.dll"
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#r "QuantConnect.Indicators.dll"
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#r "QuantConnect.Research.dll"
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#r "NodaTime.dll"
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#r "Accord.dll"
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#r "Accord.Fuzzy.dll"
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#r "Accord.Math.Core.dll"
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#r "Accord.Math.dll"
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#r "MathNet.Numerics.dll"
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#r "Newtonsoft.Json.dll"
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#r "QuantConnect.AlgorithmFactory.dll"
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#r "QuantConnect.Logging.dll"
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#r "QuantConnect.Messaging.dll"
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#r "QuantConnect.Configuration.dll"
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#r "QuantConnect.Lean.Engine.dll"
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#r "QuantConnect.Algorithm.CSharp.dll"
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#r "QuantConnect.Api.dll"
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// Note: #r directives must be in the beggining of the file
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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/*
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* This C# Script File (.csx) can be loaded in a notebook (ipynb file)
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* in order to reference QuantConnect assemblies
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* https://github.com/scriptcs/scriptcs/wiki/Writing-a-script#referencing-assemblies
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*
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* Usage:
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* #load "QuantConnect.csx"
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*/
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using System;
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using System.Collections;
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using System.Collections.Generic;
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using System.Linq;
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using System.Globalization;
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using QuantConnect;
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using QuantConnect.Algorithm;
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using QuantConnect.Algorithm.Framework;
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using QuantConnect.Algorithm.Framework.Selection;
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using QuantConnect.Algorithm.Framework.Alphas;
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using QuantConnect.Algorithm.Framework.Portfolio;
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using QuantConnect.Algorithm.Framework.Execution;
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using QuantConnect.Algorithm.Framework.Risk;
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using QuantConnect.Api;
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using QuantConnect.Parameters;
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using QuantConnect.Benchmarks;
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using QuantConnect.Brokerages;
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using QuantConnect.Util;
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using QuantConnect.Interfaces;
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using QuantConnect.Indicators;
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using QuantConnect.Research;
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using QuantConnect.Data;
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using QuantConnect.Data.Consolidators;
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using QuantConnect.Data.Custom;
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using QuantConnect.Data.Fundamental;
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using QuantConnect.Data.Market;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Notifications;
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using QuantConnect.Orders;
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using QuantConnect.Orders.Fees;
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using QuantConnect.Orders.Fills;
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using QuantConnect.Orders.Slippage;
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using QuantConnect.Scheduling;
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using QuantConnect.Securities;
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using QuantConnect.Securities.Equity;
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using QuantConnect.Securities.Forex;
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using QuantConnect.Securities.Interfaces;
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using QuantConnect.Configuration;
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using QuantConnect.Lean.Engine;
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Config.Reset();
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Initializer.Start();
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Api api = (Api)Initializer.GetSystemHandlers().Api;
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var algorithmHandlers = Initializer.GetAlgorithmHandlers(researchMode: true);
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