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quantconnect--lean/Algorithm.Python/RangeConsolidatorWithTickAlgorithm.py
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2026-07-13 13:02:50 +08:00

30 lines
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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 *
from RangeConsolidatorAlgorithm import RangeConsolidatorAlgorithm
### <summary>
### Example algorithm of how to use RangeConsolidator with Tick resolution
### </summary>
class RangeConsolidatorWithTickAlgorithm(RangeConsolidatorAlgorithm):
def get_range(self):
return 5
def get_resolution(self):
return Resolution.TICK
def set_start_and_end_dates(self):
self.set_start_date(2013, 10, 7)
self.set_end_date(2013, 10, 7)