Modifies python example algorithms to show implicit convertion benefits
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@@ -33,9 +33,8 @@ class ScheduledEventsAlgorithm(QCAlgorithm):
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self.SetEndDate(2013,10,11) #Set End Date
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self.SetCash(100000) #Set Strategy Cash
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# Find more symbols here: http://quantconnect.com/data
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equity = self.AddEquity("SPY")
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self.spy = equity.Symbol
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self.AddEquity("SPY")
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# events are scheduled using date and time rules
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# date rules specify on what dates and event will fire
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# time rules specify at what time on thos dates the event will fire
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@@ -49,11 +48,11 @@ class ScheduledEventsAlgorithm(QCAlgorithm):
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# schedule an event to fire every trading day for a security the
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# time rule here tells it to fire 10 minutes after SPY's market open
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self.Schedule.On(self.DateRules.EveryDay(self.spy), self.TimeRules.AfterMarketOpen(self.spy, 10), Action(self.EveryDayAfterMarketOpen))
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self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", 10), Action(self.EveryDayAfterMarketOpen))
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# schedule an event to fire every trading day for a security the
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# time rule here tells it to fire 10 minutes before SPY's market close
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self.Schedule.On(self.DateRules.EveryDay(self.spy), self.TimeRules.BeforeMarketClose(self.spy, 10), Action(self.EveryDayAfterMarketClose))
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self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY", 10), Action(self.EveryDayAfterMarketClose))
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# schedule an event to fire on certain days of the week
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self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday), self.TimeRules.At(12, 0), Action(self.EveryMonFriAtNoon))
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@@ -65,13 +64,13 @@ class ScheduledEventsAlgorithm(QCAlgorithm):
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# schedule an event to fire at the beginning of the month, the symbol is optional
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# if specified, it will fire the first trading day for that symbol of the month,
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# if not specified it will fire on the first day of the month
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self.Schedule.On(self.DateRules.MonthStart(self.spy), self.TimeRules.AfterMarketOpen(self.spy), Action(self.RebalancingCode))
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self.Schedule.On(self.DateRules.MonthStart("SPY"), self.TimeRules.AfterMarketOpen("SPY"), Action(self.RebalancingCode))
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def OnData(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
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if not self.Portfolio.Invested:
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self.SetHoldings(self.spy, 1)
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self.SetHoldings("SPY", 1)
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def SpecificTime(self):
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