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Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms

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This commit is contained in:
AlexCatarino
2018-09-05 22:26:16 +01:00
parent 9e0d2dce3a
commit 3e4a71cd50
115 changed files with 467 additions and 243 deletions
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Algorithm.Python/AddRemoveSecurityRegressionAlgorithm.py
+1 -2
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@@ -14,12 +14,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import QCAlgorithm
from QCAlgorithm import QCAlgorithm
### <summary>
### This algorithm demonstrates the runtime addition and removal of securities from your algorithm.
Algorithm.Python/Alphas/ForexCalendarAlpha.py
+1 -2
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@@ -14,18 +14,17 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import QCAlgorithm
from datetime import timedelta, datetime
from decimal import Decimal
from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Risk.NullRiskManagementModel import NullRiskManagementModel
from QuantConnect.Data.Custom import DailyFx
from QCAlgorithm import QCAlgorithm
### <summary>
### This demonstration alpha reads the DailyFx calendar and provides insights based upon
Algorithm.Python/Alphas/RebalancingLeveragedETFAlpha.py
+1 -2
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@@ -14,12 +14,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import QCAlgorithm
from QCAlgorithm import QCAlgorithm
from datetime import timedelta, datetime
from decimal import Decimal
Algorithm.Python/BasicTemplateAlgorithm.py
+1 -2
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@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
import numpy as np
### <summary>
Algorithm.Python/BasicTemplateCryptoAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Brokerages import *
from QuantConnect.Orders import *
from QCAlgorithm import QCAlgorithm
import decimal as d
Algorithm.Python/BasicTemplateDailyAlgorithm.py
+1 -2
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@@ -13,15 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
import numpy as np
### <summary>
Algorithm.Python/BasicTemplateFillForwardAlgorithm.py
+1 -2
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@@ -13,12 +13,11 @@
import clr
clr.AddReference("System")
clr.AddReference("QuantConnect.Algorithm")
clr.AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
class BasicTemplateFillForwardAlgorithm(QCAlgorithm):
Algorithm.Python/BasicTemplateForexAlgorithm.py
+1 -2
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@@ -13,15 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
import numpy as np
Algorithm.Python/BasicTemplateFrameworkAlgorithm.py
-2
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@@ -13,14 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Selection import *
Algorithm.Python/BasicTemplateFuturesAlgorithm.py
+1 -2
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@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Securities import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/BasicTemplateFuturesConsolidationAlgorithm.py
+1 -2
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@@ -13,16 +13,15 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Securities import *
from QuantConnect.Data.Consolidators import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/BasicTemplateFuturesFrameworkAlgorithm.py
-2
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@@ -13,7 +13,6 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
@@ -21,7 +20,6 @@ from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Securities import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Portfolio import *
Algorithm.Python/BasicTemplateFuturesHistoryAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Securities import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/BasicTemplateIntrinioEconomicData.py
+1 -3
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@@ -13,17 +13,15 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Indicators")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Custom import *
from QuantConnect.Data.Custom.Intrinio import *
from QCAlgorithm import QCAlgorithm
from numpy import sign
class BasicTemplateIntrinioEconomicData(QCAlgorithm):
Algorithm.Python/BasicTemplateLibrary.py
+1 -2
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@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Basic Template Library Class
Algorithm.Python/BasicTemplateOptionStrategyAlgorithm.py
+1 -2
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@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Securities.Option import OptionStrategies
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/BasicTemplateOptionTradesAlgorithm.py
+1 -2
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@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/BasicTemplateOptionsAlgorithm.py
+1 -2
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@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/BasicTemplateOptionsFilterUniverseAlgorithm.py
+1 -2
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@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/BasicTemplateOptionsFrameworkAlgorithm.py
-2
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@@ -13,14 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Portfolio import *
Algorithm.Python/BasicTemplateOptionsHistoryAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Securities.Option import OptionPriceModels
from QuantConnect.Data.UniverseSelection import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
import decimal as d
Algorithm.Python/Benchmarks/BasicTemplateBenchmark.py
+2 -1
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@@ -13,13 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Benchmark Algorithm: The minimalist basic template algorithm benchmark strategy.
Algorithm.Python/Benchmarks/CoarseFineUniverseSelectionBenchmark.py
+1 -2
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@@ -15,13 +15,12 @@ from clr import AddReference
AddReference("System.Core")
AddReference("System.Collections")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from System.Collections.Generic import List
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
from QCAlgorithm import QCAlgorithm
class CoarseFineUniverseSelectionBenchmark(QCAlgorithm):
Algorithm.Python/Benchmarks/EmptyMinute400EquityBenchmark.py
+2 -1
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@@ -13,13 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QCAlgorithm import QCAlgorithm
class EmptyMinute400EquityBenchmark(QCAlgorithm):
Algorithm.Python/Benchmarks/EmptySingleSecuritySecondEquityBenchmark.py
+2 -1
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@@ -13,13 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Benchmark Algorithm: Pure processing of 1 equity second resolution with the same benchmark.
Algorithm.Python/Benchmarks/HistoryRequestBenchmark.py
+1 -2
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@@ -13,15 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
class HistoryRequestBenchmark(QCAlgorithm):
Algorithm.Python/Benchmarks/IndicatorRibbonBenchmark.py
+1 -2
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@@ -13,7 +13,6 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Indicators")
@@ -22,7 +21,7 @@ from QuantConnect import *
from QuantConnect.Indicators import *
from QuantConnect.Data import *
from QuantConnect.Data.Market import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
import numpy as np
from datetime import datetime
Algorithm.Python/Benchmarks/ScheduleEventsBenchmark.py
+1 -2
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@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
class ScheduledEventsBenchmark(QCAlgorithm):
Algorithm.Python/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.py
-2
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@@ -13,14 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import QCAlgorithmFramework
from QuantConnect.Algorithm.Framework.Selection import *
from Alphas.HistoricalReturnsAlphaModel import HistoricalReturnsAlphaModel
Algorithm.Python/BrokerageModelAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Brokerages import *
from QuantConnect.Orders import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Demonstrate the usage of the BrokerageModel property to help improve backtesting
Algorithm.Python/BubbleAlgorithm.py
+1 -2
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@@ -13,16 +13,15 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from QCAlgorithm import QCAlgorithm
from datetime import date, timedelta, datetime
import decimal
import numpy as np
Algorithm.Python/CoarseFineFundamentalComboAlgorithm.py
+1 -2
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@@ -15,13 +15,12 @@ from clr import AddReference
AddReference("System.Core")
AddReference("System.Collections")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from System.Collections.Generic import List
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Demonstration of using coarse and fine universe selection together to filter down a smaller universe of stocks.
Algorithm.Python/CoarseFineFundamentalRegressionAlgorithm.py
+1 -2
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@@ -14,12 +14,11 @@
from clr import AddReference
AddReference("System.Core")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
from QCAlgorithm import QCAlgorithm
from datetime import date
### <summary>
Algorithm.Python/CoarseFundamentalTop3Algorithm.py
+1 -2
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@@ -14,12 +14,11 @@
from clr import AddReference
AddReference("System.Core")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Demonstration of using coarse and fine universe selection together to filter down a smaller universe of stocks.
Algorithm.Python/CompositeAlphaModelFrameworkAlgorithm.py
-2
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@@ -13,13 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Selection import *
Algorithm.Python/ConstituentsQC500GeneratorAlgorithm.py
+1 -2
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@@ -15,13 +15,12 @@ from clr import AddReference
AddReference("System.Core")
AddReference("System.Collections")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from System.Collections.Generic import List
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
from QCAlgorithm import QCAlgorithm
from math import ceil
import numpy as np
import pandas as pd
Algorithm.Python/ConvertToFrameworkAlgorithm.py
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@@ -13,14 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Indicators")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import QCAlgorithmFrameworkBridge
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Indicators import *
Algorithm.Python/CustomBenchmarkAlgorithm.py
+1 -2
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@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Shows how to set a custom benchmark for you algorithms
Algorithm.Python/CustomChartingAlgorithm.py
+1 -2
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@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
import numpy as np
import decimal as d
Algorithm.Python/CustomDataBitcoinAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from QCAlgorithm import QCAlgorithm
from datetime import date, timedelta, datetime
import decimal
Algorithm.Python/CustomDataIndicatorExtensionsAlgorithm.py
+1 -2
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@@ -13,7 +13,6 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Indicators")
@@ -24,8 +23,8 @@ from QuantConnect.Indicators import *
from QuantConnect.Data import *
from QuantConnect.Data.Market import *
from QuantConnect.Data.Custom import *
from QuantConnect.Algorithm import *
from QuantConnect.Python import PythonQuandl
from QCAlgorithm import QCAlgorithm
### <summary>
### The algorithm creates new indicator value with the existing indicator method by Indicator Extensions
Algorithm.Python/CustomDataNIFTYAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from QCAlgorithm import QCAlgorithm
from datetime import date, timedelta, datetime
import decimal
import numpy as np
Algorithm.Python/CustomDataRegressionAlgorithm.py
+1 -2
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@@ -14,13 +14,12 @@
from clr import AddReference
AddReference("System.Core")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from QCAlgorithm import QCAlgorithm
from datetime import datetime
import decimal
Algorithm.Python/CustomDataUniverseAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from QCAlgorithm import QCAlgorithm
from datetime import date, timedelta, datetime
import decimal as d
Algorithm.Python/CustomIndicatorAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Indicators import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from collections import deque
from datetime import datetime, timedelta
from numpy import sum
Algorithm.Python/CustomModelsAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Orders import OrderStatus
from QuantConnect.Orders.Fills import ImmediateFillModel
from QCAlgorithm import QCAlgorithm
import numpy as np
import decimal as d
import random
Algorithm.Python/CustomSecurityInitializerAlgorithm.py
+1 -2
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@@ -13,16 +13,15 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Brokerages import *
from QuantConnect.Data import BaseData
from QuantConnect.Data.Market import *
from QuantConnect.Securities import *
from QCAlgorithm import QCAlgorithm
### <summary>
### This algorithm shows how to set a custom security initializer.
Algorithm.Python/CustomVolatilityModelAlgorithm.py
+1 -2
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@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
import numpy as np
Algorithm.Python/DailyAlgorithm.py
+1 -2
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@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Uses daily data and a simple moving average cross to place trades and an ema for stop placement
Algorithm.Python/DailyFxAlgorithm.py
+1 -2
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@@ -14,12 +14,11 @@
from clr import AddReference
AddReference("System.Core")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.Custom import DailyFx
from QCAlgorithm import QCAlgorithm
import numpy as np
### <summary>
Algorithm.Python/DataConsolidationAlgorithm.py
+1 -2
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@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data.Consolidators import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/DelistingEventsAlgorithm.py
+1 -2
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@@ -13,15 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import *
from QuantConnect.Data.Market import *
from QuantConnect.Orders import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Demonstration of using the Delisting event in your algorithm. Assets are delisted on their last day of trading, or when their contract expires.
Algorithm.Python/DisplacedMovingAverageRibbon.py
+1 -2
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@@ -13,7 +13,6 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Indicators")
@@ -22,7 +21,7 @@ from QuantConnect import *
from QuantConnect.Indicators import *
from QuantConnect.Data import *
from QuantConnect.Data.Market import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
import numpy as np
from datetime import datetime
Algorithm.Python/DividendAlgorithm.py
+1 -2
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@@ -13,16 +13,15 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Brokerages import *
from QuantConnect.Data import *
from QuantConnect.Data.Market import *
from QuantConnect.Orders import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Demonstration of payments for cash dividends in backtesting. When data normalization mode is set
Algorithm.Python/DropboxBaseDataUniverseSelectionAlgorithm.py
+1 -3
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@@ -13,18 +13,16 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from datetime import date, timedelta, datetime
from System.Collections.Generic import List
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
from QCAlgorithm import QCAlgorithm
import decimal as d
import numpy as np
import math
Algorithm.Python/DropboxUniverseSelectionAlgorithm.py
+1 -2
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@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
from QCAlgorithm import QCAlgorithm
import decimal as d
import base64
Algorithm.Python/ETFGlobalRotationAlgorithm.py
+1 -2
View File
@@ -13,16 +13,15 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from System.Collections.Generic import List
from QCAlgorithm import QCAlgorithm
import decimal as d
from datetime import datetime, timedelta
from decimal import Decimal
Algorithm.Python/EmaCrossUniverseSelectionAlgorithm.py
+1 -2
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@@ -13,16 +13,15 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from System.Collections.Generic import List
from QCAlgorithm import QCAlgorithm
import decimal as d
### <summary>
Algorithm.Python/EmaCrossUniverseSelectionFrameworkAlgorithm.py
-2
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@@ -13,14 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from Alphas.ConstantAlphaModel import ConstantAlphaModel
Algorithm.Python/FilteredIdentityAlgorithm.py
+1 -2
View File
@@ -13,15 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import Tick
from QCAlgorithm import QCAlgorithm
### <summary>
### Example algorithm of the Identity indicator with the filtering enhancement. Filtering is used to check
Algorithm.Python/FinancialAdvisorDemoAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
### <summary>
### This algorithm demonstrates how to submit orders to a Financial Advisor account group, allocation profile or a single managed account.
Algorithm.Python/FractionalQuantityRegressionAlgorithm.py
+1 -2
View File
@@ -14,18 +14,17 @@
from clr import AddReference
AddReference("System")
AddReference("NodaTime")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from NodaTime import DateTimeZone
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Brokerages import *
from QuantConnect.Securities import *
from QuantConnect.Data.Market import *
from QuantConnect.Data.Consolidators import *
from QCAlgorithm import QCAlgorithm
import decimal as d
from datetime import timedelta
Algorithm.Python/FuturesMomentumAlgorithm.py
+1 -2
View File
@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Securities import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
import decimal as d
import numpy as np
Algorithm.Python/HistoryAlgorithm.py
+1 -2
View File
@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from QuantConnect.Indicators import *
from QuantConnect.Python import PythonQuandl
from QuantConnect.Securities.Equity import EquityExchange
Algorithm.Python/HourReverseSplitRegressionAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
### <summary>
Algorithm.Python/HourSplitRegressionAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
### <summary>
Algorithm.Python/IndicatorSuiteAlgorithm.py
+1 -3
View File
@@ -13,18 +13,16 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Indicators")
from System import *
from QuantConnect import *
from QuantConnect.Indicators import *
from QuantConnect.Data import *
from QuantConnect.Data.Market import *
from QuantConnect.Data.Custom import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
Algorithm.Python/IndicatorWarmupAlgorithm.py
+1 -2
View File
@@ -14,17 +14,16 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import *
from QuantConnect.Indicators import *
from QuantConnect.Orders import *
from QuantConnect.Securities import *
from QCAlgorithm import QCAlgorithm
import decimal as d
### <summary>
Algorithm.Python/LimitFillRegressionAlgorithm.py
+2 -2
View File
@@ -13,12 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
### <summary>
### Basic template algorithm simply initializes the date range and cash
Algorithm.Python/MACDTrendAlgorithm.py
+1 -2
View File
@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime
### <summary>
Algorithm.Python/MarginCallEventsAlgorithm.py
+1 -2
View File
@@ -14,12 +14,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import QCAlgorithm
from QCAlgorithm import QCAlgorithm
import numpy as np
import decimal as d
from datetime import datetime, timedelta
Algorithm.Python/MarketOnOpenOnCloseAlgorithm.py
+1 -2
View File
@@ -13,15 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Securities import *
from QuantConnect.Data.Market import *
from QuantConnect.Orders import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime
### <summary>
Algorithm.Python/MeanVarianceOptimizationFrameworkAlgorithm.py
-2
View File
@@ -13,14 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import QCAlgorithmFramework
from QuantConnect.Algorithm.Framework.Selection import *
from Alphas.HistoricalReturnsAlphaModel import HistoricalReturnsAlphaModel
Algorithm.Python/MovingAverageCrossAlgorithm.py
+5 -6
View File
@@ -11,16 +11,15 @@
# See the License for the specific language governing permissions and
# limitations under the License.
import clr
clr.AddReference("System")
clr.AddReference("QuantConnect.Algorithm")
clr.AddReference("QuantConnect.Indicators")
clr.AddReference("QuantConnect.Common")
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
import decimal as d
### <summary>
Algorithm.Python/MultipleSymbolConsolidationAlgorithm.py
+1 -1
View File
@@ -16,8 +16,8 @@ from QuantConnect import *
from QuantConnect.Data.Consolidators import *
from QuantConnect.Data.Market import *
from QuantConnect.Orders import OrderStatus
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
import numpy as np
from datetime import timedelta, datetime
Algorithm.Python/OptionChainConsistencyRegressionAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/OptionChainProviderAlgorithm.py
+1 -2
View File
@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
import numpy as np
from datetime import timedelta
Algorithm.Python/OptionDataNullReferenceRegressionAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/OptionExerciseAssignRegressionAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/OptionOpenInterestRegressionAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/OptionRenameRegressionAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/OptionSplitRegressionAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/OrderTicketDemoAlgorithm.py
+1 -2
View File
@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Orders import *
from QuantConnect.Data import *
from QCAlgorithm import QCAlgorithm
import decimal as d
### <summary>
Algorithm.Python/ParameterizedAlgorithm.py
+1 -2
View File
@@ -13,15 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Parameters import *
from QCAlgorithm import QCAlgorithm
import decimal as d
### <summary>
Algorithm.Python/PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.py
-2
View File
@@ -12,11 +12,9 @@
# limitations under the License.
from clr import AddReference
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Selection import *
Algorithm.Python/PythonPackageTestAlgorithm.py
+1 -2
View File
@@ -13,12 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QCAlgorithm import QCAlgorithm
# Libraries included with basic python install
from bisect import bisect
Algorithm.Python/QCUWeatherBasedRebalancing.py
+1 -2
View File
@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
import decimal
Algorithm.Python/QuandlFuturesDataAlgorithm.py
+1 -2
View File
@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Python import PythonQuandl
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/QuandlImporterAlgorithm.py
+1 -2
View File
@@ -13,16 +13,15 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Custom import *
from QuantConnect.Python import PythonQuandl
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/RawPricesCoarseUniverseAlgorithm.py
+1 -2
View File
@@ -14,14 +14,13 @@
from clr import AddReference
AddReference("System.Core")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Algorithm")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data.UniverseSelection import *
from QuantConnect.Orders import OrderStatus
from QuantConnect.Orders.Fees import ConstantFeeModel
from QCAlgorithm import QCAlgorithm
### <summary>
### In this algorithm we demonstrate how to use the coarse fundamental data to define a universe as the top dollar volume and set the algorithm to use raw prices
Algorithm.Python/RegressionAlgorithm.py
+1 -2
View File
@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data.Market import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime, timedelta
### <summary>
Algorithm.Python/RegressionChannelAlgorithm.py
+1 -2
View File
@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
import numpy as np
import decimal as d
Algorithm.Python/RenkoConsolidatorAlgorithm.py
+1 -2
View File
@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data.Market import *
from QuantConnect.Data.Consolidators import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/RollingWindowAlgorithm.py
+1 -2
View File
@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import TradeBar
from QCAlgorithm import QCAlgorithm
### <summary>
### Using rolling windows for efficient storage of historical data; which automatically clears after a period of time.
Algorithm.Python/ScheduledEventsAlgorithm.py
+1 -2
View File
@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data import *
from QCAlgorithm import QCAlgorithm
from datetime import timedelta
### <summary>
Algorithm.Python/ScheduledUniverseSelectionModelRegressionAlgorithm.py
-2
View File
@@ -13,13 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Portfolio import *
Algorithm.Python/SectorExposureRiskFrameworkAlgorithm.py
-2
View File
@@ -13,14 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Selection import *
Algorithm.Python/StandardDeviationExecutionModelRegressionAlgorithm.py
-2
View File
@@ -13,13 +13,11 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Selection import *
from Alphas.RsiAlphaModel import RsiAlphaModel
Algorithm.Python/TiingoDailyDataAlgorithm.py
+1 -2
View File
@@ -13,13 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Data.Custom.Tiingo import *
from QCAlgorithm import QCAlgorithm
### <summary>
### This example algorithm shows how to import and use Tiingo daily prices data.
Algorithm.Python/TimeInForceAlgorithm.py
+1 -2
View File
@@ -13,14 +13,13 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Orders import *
from QuantConnect.Orders.TimeInForces import *
from QCAlgorithm import QCAlgorithm
from datetime import datetime
### <summary>

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