Rebase - Improve exception message

This commit is contained in:
Martin Molinero
2019-04-03 19:24:00 -03:00
parent cfa08a11fb
commit 4bc7ec124c
5 changed files with 13 additions and 16 deletions
@@ -19,6 +19,7 @@ AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Execution import *
@@ -27,9 +28,9 @@ from QuantConnect.Algorithm.Framework.Risk import *
from QuantConnect.Algorithm.Framework.Selection import *
### <summary>
### Expiry Helper framework algorithm uses Expiry helper class in an Alpha Model
### Expiry Helper algorithm uses Expiry helper class in an Alpha Model
### </summary>
class ExpiryHelperAlphaModelFrameworkAlgorithm(QCAlgorithmFramework):
class ExpiryHelperAlphaModelFrameworkAlgorithm(QCAlgorithm):
'''Expiry Helper framework algorithm uses Expiry helper class in an Alpha Model'''
def Initialize(self):
@@ -29,12 +29,12 @@ from Selection.UncorrelatedUniverseSelectionModel import UncorrelatedUniverseSel
from datetime import timedelta
class UncorrelatedUniverseSelectionFrameworkAlgorithm(QCAlgorithmFramework):
class UncorrelatedUniverseSelectionFrameworkAlgorithm(QCAlgorithm):
def Initialize(self):
self.UniverseSettings.Resolution = Resolution.Daily
self.SetStartDate(2018,1,1) # Set Start Date
self.SetCash(1000000) # Set Strategy Cash
@@ -49,7 +49,7 @@ class UncorrelatedUniverseSelectionFrameworkAlgorithm(QCAlgorithmFramework):
class UncorrelatedUniverseSelectionAlphaModel(AlphaModel):
'''Uses ranking of intraday percentage difference between open price and close price to create magnitude and direction prediction for insights'''
def __init__(self, numberOfStocks = 10, predictionInterval = timedelta(1)):
def __init__(self, numberOfStocks = 10, predictionInterval = timedelta(1)):
self.predictionInterval = predictionInterval
self.numberOfStocks = numberOfStocks