Updates python framework to support python datetime
Updates nuget package to support conversion from C# DateTime to python datetime. Updates algorithms to reflect this change.
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@@ -11,11 +11,6 @@
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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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from datetime import date, timedelta
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import decimal
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import numpy as np
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import json
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from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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@@ -27,6 +22,11 @@ from QuantConnect.Algorithm import *
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from QuantConnect.Data import SubscriptionDataSource
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from QuantConnect.Python import PythonData
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from datetime import date, timedelta, datetime
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import decimal
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import numpy as np
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import json
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class CustomDataBitcoinAlgorithm(QCAlgorithm):
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'''3.0 CUSTOM DATA SOURCE: USE YOUR OWN MARKET DATA (OPTIONS, FOREX, FUTURES, DERIVATIVES etc).
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@@ -36,7 +36,7 @@ class CustomDataBitcoinAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2011, 9, 13)
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self.SetEndDate(DateTime.Now.Date.AddDays(-1))
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self.SetEndDate(datetime.now().date() - timedelta(1))
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self.SetCash(100000)
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# Define the symbol and "type" of our generic data:
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@@ -55,7 +55,7 @@ class CustomDataBitcoinAlgorithm(QCAlgorithm):
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self.SetHoldings(self.btc, 1)
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self.Debug("Buying BTC 'Shares': BTC: {0}".format(close))
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self.Debug("Time: {0} {1} {2}".format(DateTime.Now.ToLongDateString(), DateTime.Now.ToLongTimeString(), close))
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self.Debug("Time: {0} {1}".format(datetime.now(), close))
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class Bitcoin(PythonData):
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@@ -84,7 +84,7 @@ class Bitcoin(PythonData):
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value = decimal.Decimal(liveBTC["last"])
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if value == 0: return None
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coin.Time = DateTime.Now
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coin.Time = datetime.now()
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coin.Value = value
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coin["Open"] = float(liveBTC["open"])
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coin["High"] = float(liveBTC["high"])
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@@ -111,7 +111,7 @@ class Bitcoin(PythonData):
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value = decimal.Decimal(data[4])
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if value == 0: return None
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coin.Time = DateTime.Now #DateTime.Parse(data[0], None)
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coin.Time = datetime.strptime(data[0], "%Y-%m-%d")
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coin.Value = value
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coin["Open"] = float(data[1])
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coin["High"] = float(data[2])
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