Rebase - Improve exception message
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@@ -19,6 +19,7 @@ AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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from QuantConnect.Algorithm.Framework import *
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from QuantConnect.Algorithm.Framework.Alphas import *
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from QuantConnect.Algorithm.Framework.Execution import *
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@@ -27,9 +28,9 @@ from QuantConnect.Algorithm.Framework.Risk import *
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from QuantConnect.Algorithm.Framework.Selection import *
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### <summary>
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### Expiry Helper framework algorithm uses Expiry helper class in an Alpha Model
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### Expiry Helper algorithm uses Expiry helper class in an Alpha Model
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### </summary>
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class ExpiryHelperAlphaModelFrameworkAlgorithm(QCAlgorithmFramework):
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class ExpiryHelperAlphaModelFrameworkAlgorithm(QCAlgorithm):
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'''Expiry Helper framework algorithm uses Expiry helper class in an Alpha Model'''
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def Initialize(self):
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@@ -29,12 +29,12 @@ from Selection.UncorrelatedUniverseSelectionModel import UncorrelatedUniverseSel
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from datetime import timedelta
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class UncorrelatedUniverseSelectionFrameworkAlgorithm(QCAlgorithmFramework):
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class UncorrelatedUniverseSelectionFrameworkAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.UniverseSettings.Resolution = Resolution.Daily
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self.SetStartDate(2018,1,1) # Set Start Date
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self.SetCash(1000000) # Set Strategy Cash
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@@ -49,7 +49,7 @@ class UncorrelatedUniverseSelectionFrameworkAlgorithm(QCAlgorithmFramework):
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class UncorrelatedUniverseSelectionAlphaModel(AlphaModel):
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'''Uses ranking of intraday percentage difference between open price and close price to create magnitude and direction prediction for insights'''
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def __init__(self, numberOfStocks = 10, predictionInterval = timedelta(1)):
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def __init__(self, numberOfStocks = 10, predictionInterval = timedelta(1)):
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self.predictionInterval = predictionInterval
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self.numberOfStocks = numberOfStocks
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