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");
@@ -11,17 +11,9 @@
# 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.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from AlgorithmImports import *
from QuantConnect.Data.Custom.SEC import *
from QuantConnect.Data.Custom.USTreasury import *
import numpy as np
### <summary>
### Regression algorithm checks that adding data via AddData
@@ -73,4 +65,4 @@ class CustomDataAddDataRegressionAlgorithm(QCAlgorithm):
data: Slice object keyed by symbol containing the stock data
'''
if not self.Portfolio.Invested and len(self.Transactions.GetOpenOrders()) == 0:
self.SetHoldings(self.googlEquity, 0.5)
self.SetHoldings(self.googlEquity, 0.5)