* pep8 conversion * more * Minor fix * Fix related regression algorithm --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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@@ -23,31 +23,31 @@ from AlgorithmImports import *
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### <meta name="tag" content="forex" />
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class BasicTemplateForexAlgorithm(QCAlgorithm):
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def Initialize(self):
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def initialize(self):
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# Set the cash we'd like to use for our backtest
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self.SetCash(100000)
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self.set_cash(100000)
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# Start and end dates for the backtest.
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self.SetStartDate(2013, 10, 7)
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self.SetEndDate(2013, 10, 11)
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self.set_start_date(2013, 10, 7)
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self.set_end_date(2013, 10, 11)
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# Add FOREX contract you want to trade
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# find available contracts here https://www.quantconnect.com/data#forex/oanda/cfd
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self.AddForex("EURUSD", Resolution.Minute)
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self.AddForex("GBPUSD", Resolution.Minute)
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self.AddForex("EURGBP", Resolution.Minute)
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self.add_forex("EURUSD", Resolution.MINUTE)
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self.add_forex("GBPUSD", Resolution.MINUTE)
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self.add_forex("EURGBP", Resolution.MINUTE)
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self.History(5, Resolution.Daily)
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self.History(5, Resolution.Hour)
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self.History(5, Resolution.Minute)
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self.history(5, Resolution.DAILY)
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self.history(5, Resolution.HOUR)
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self.history(5, Resolution.MINUTE)
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history = self.History(TimeSpan.FromSeconds(5), Resolution.Second)
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history = self.history(TimeSpan.from_seconds(5), Resolution.SECOND)
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for data in sorted(history, key=lambda x: x.Time):
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for key in data.Keys:
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self.Log(str(key.Value) + ": " + str(data.Time) + " > " + str(data[key].Value))
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for data in sorted(history, key=lambda x: x.time):
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for key in data.keys():
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self.log(str(key.value) + ": " + str(data.time) + " > " + str(data[key].value))
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def OnData(self, data):
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def on_data(self, data):
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# Print to console to verify that data is coming in
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for key in data.Keys:
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self.Log(str(key.Value) + ": " + str(data.Time) + " > " + str(data[key].Value))
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for key in data.keys():
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self.log(str(key.value) + ": " + str(data.time) + " > " + str(data[key].value))
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