Updates Dropbox Algorithms
- Updates `DropboxUniverseSelectionAlgorithm` and `DropboxBaseDataUniverseSelectionAlgorithm` with new links to Dropbox files and date range to match the dates in the files. - Adds copy of files in `TestData` folder.
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@@ -43,11 +43,11 @@ class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm):
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self.UniverseSettings.Resolution = Resolution.Daily
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self.SetStartDate(2013,1,1)
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self.SetEndDate(2013,12,31)
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self.SetStartDate(2017, 7, 4)
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self.SetEndDate(2018, 7, 4)
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self.AddUniverse(StockDataSource, "my-stock-data-source", self.stockDataSource)
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def stockDataSource(self, data):
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list = []
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for item in data:
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@@ -59,34 +59,34 @@ class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm):
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if slice.Bars.Count == 0: return
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if self._changes is None: return
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# start fresh
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self.Liquidate()
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percentage = 1 / slice.Bars.Count
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for tradeBar in slice.Bars.Values:
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self.SetHoldings(tradeBar.Symbol, percentage)
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# reset changes
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self._changes = None
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def OnSecuritiesChanged(self, changes):
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self._changes = changes
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class StockDataSource(PythonData):
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def GetSource(self, config, date, isLiveMode):
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url = "https://www.dropbox.com/s/2az14r5xbx4w5j6/daily-stock-picker-live.csv?dl=1" if isLiveMode else \
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"https://www.dropbox.com/s/rmiiktz0ntpff3a/daily-stock-picker-backtest.csv?dl=1"
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url = "https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1" if isLiveMode else \
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"https://www.dropbox.com/s/ae1couew5ir3z9y/daily-stock-picker-backtest.csv?dl=1"
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return SubscriptionDataSource(url, SubscriptionTransportMedium.RemoteFile)
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def Reader(self, config, line, date, isLiveMode):
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if not (line.strip() and line[0].isdigit()): return None
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stocks = StockDataSource()
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stocks.Symbol = config.Symbol
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csv = line.split(',')
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if isLiveMode:
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stocks.Time = date
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