wehub-resource-sync
34 lines
1.3 KiB
Python
34 lines
1.3 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from AlgorithmImports import *
|
|
|
|
class ScheduledEventsBenchmark(QCAlgorithm):
|
|
|
|
def initialize(self):
|
|
|
|
self.set_start_date(2011, 1, 1)
|
|
self.set_end_date(2022, 1, 1)
|
|
self.set_cash(100000)
|
|
self.add_equity("SPY")
|
|
|
|
for i in range(300):
|
|
self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.after_market_open("SPY", i), self.rebalance)
|
|
self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.before_market_close("SPY", i), self.rebalance)
|
|
|
|
def on_data(self, data):
|
|
pass
|
|
|
|
def rebalance(self):
|
|
pass
|