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
+4 -15
View File
@@ -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 +11,8 @@
# 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.Indicators import *
from QuantConnect.Algorithm import *
from AlgorithmImports import *
from collections import deque
from datetime import datetime, timedelta
from numpy import sum
### <summary>
### Demonstrates how to create a custom indicator and register it for automatic updated
@@ -80,5 +69,5 @@ class CustomSimpleMovingAverage(PythonIndicator):
def Update(self, input):
self.queue.appendleft(input.Value)
count = len(self.queue)
self.Value = sum(self.queue) / count
return count == self.queue.maxlen
self.Value = np.sum(self.queue) / count
return count == self.queue.maxlen