GeezerVisonThe World Wide Web, restored to 800 pixels of glory. |
| Home|About|Gaming cabinet|Archives|How it works|Starter sites |
GeezerVison is showing github.com — Lean/Algorithm.Python/AddAlphaModelAlgorithm.py at master · QuantConnect/Lean Expand file tree/ Copy pathAddAlphaModelAlgorithm.pyMore file actions 56 lines (47 loc) · 2.26 KB / Copy pathAddAlphaModelAlgorithm.pyFile metadata and controls56 lines (47 loc) · 2.26 KB 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 # 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 * ### <summary> ### Test algorithm using 'QCAlgorithm.add_alpha_model()' ### </summary> class AddAlphaModelAlgorithm(QCAlgorithm): def initialize(self): ''' Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.set_start_date(2013,10,7) #Set Start Date self.set_end_date(2013,10,11) #Set End Date self.set_cash(100000) #Set Strategy Cash self.universe_settings.resolution = Resolution.DAILY spy = Symbol.create("SPY", SecurityType.EQUITY, Market.USA) fb = Symbol.create("FB", SecurityType.EQUITY, Market.USA) ibm = Symbol.create("IBM", SecurityType.EQUITY, Market.USA) # set algorithm framework models self.set_universe_selection(ManualUniverseSelectionModel([ spy, fb, ibm ])) self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel()) self.set_execution(ImmediateExecutionModel()) self.add_alpha(OneTimeAlphaModel(spy)) self.add_alpha(OneTimeAlphaModel(fb)) self.add_alpha(OneTimeAlphaModel(ibm)) class OneTimeAlphaModel(AlphaModel): def __init__(self, symbol): self.symbol = symbol self.triggered = False def update(self, algorithm, data): insights = [] if not self.triggered: self.triggered = True insights.append(Insight.price( self.symbol, Resolution.DAILY, 1, InsightDirection.DOWN)) return insights |
| You are visitor 01402503 — GeezerVison does not store the pages you look up. Best viewed with Netscape Navigator 4.7 or Internet Explorer 6 at 800×600. No cookies required. |