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 +11,7 @@
# 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.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Data import SubscriptionDataSource
from QuantConnect.Python import PythonData
from datetime import date, timedelta, datetime
from AlgorithmImports import *
### <summary>
### This algorithm shows how to grab symbols from an external api each day
@@ -119,4 +109,4 @@ class NyseTopGainers(PythonData):
nyse.Symbol = Symbol.Create(symbol_string, SecurityType.Equity, Market.USA)
nyse["TopGainersRank"] = self.count
self.count = self.count + 1
return nyse
return nyse