Centralize algorithm imports

This commit is contained in:
Martin-Molinero
2021-06-11 19:54:19 -03:00
parent 40a5060192
commit da6e13e4b3
204 changed files with 595 additions and 2616 deletions
@@ -1,4 +1,4 @@
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
@@ -11,19 +11,7 @@
# See the License for the specific language governing permissions and
# limitations under the License.
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from datetime import timedelta
import numpy as np
from AlgorithmImports import *
### <summary>
### Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses
@@ -62,4 +50,4 @@ class BasicTemplateForexAlgorithm(QCAlgorithm):
def OnData(self, data):
# Print to console to verify that data is coming in
for key in data.Keys:
self.Log(str(key.Value) + ": " + str(data.Time) + " > " + str(data[key].Value))
self.Log(str(key.Value) + ": " + str(data.Time) + " > " + str(data[key].Value))