Modifies python example algorithms to show implicit convertion benefits
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@@ -11,12 +11,12 @@
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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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import clr
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clr.AddReference("System")
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clr.AddReference("System.Collections")
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clr.AddReference("QuantConnect.Algorithm")
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clr.AddReference("QuantConnect.Indicators")
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clr.AddReference("QuantConnect.Common")
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from clr import AddReference
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AddReference("System")
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AddReference("System.Collections")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Indicators")
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AddReference("QuantConnect.Common")
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from System import *
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from System.Collections.Generic import List
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@@ -34,7 +34,7 @@ class CustomChartingAlgorithm(QCAlgorithm):
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self.SetStartDate(2016,1,1)
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self.SetEndDate(2017,1,1)
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self.SetCash(100000)
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self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol
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self.AddEquity("SPY", Resolution.Daily)
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# In your initialize method:
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# Chart - Master Container for the Chart:
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@@ -56,7 +56,11 @@ class CustomChartingAlgorithm(QCAlgorithm):
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self.resamplePeriod = (self.EndDate - self.StartDate) / 2000
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def OnData(self, slice):
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self.lastPrice = slice[self.spy].Close
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if slice["SPY"] is None:
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self.lastPrice = 0
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return
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self.lastPrice = slice["SPY"].Close
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if self.fastMA == 0: self.fastMA = self.lastPrice
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if self.slowMA == 0: self.slowMA = self.lastPrice
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self.fastMA = (d.Decimal(0.01) * self.lastPrice) + (d.Decimal(0.99) * self.fastMA);
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@@ -69,7 +73,7 @@ class CustomChartingAlgorithm(QCAlgorithm):
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# On the 5th days when not invested buy:
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if not self.Portfolio.Invested and self.Time.day % 13 == 0:
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self.Order(self.spy, (int)(self.Portfolio.MarginRemaining / self.lastPrice))
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self.Order("SPY", (int)(self.Portfolio.MarginRemaining / self.lastPrice))
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self.Plot("Trade Plot", "Buy", self.lastPrice)
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elif self.Time.day % 21 == 0 and self.Portfolio.Invested:
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self.Plot("Trade Plot", "Sell", self.lastPrice)
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