Centralize algorithm imports
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@@ -1,4 +1,4 @@
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# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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@@ -11,16 +11,7 @@
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Common")
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AddReference("QuantConnect.Algorithm")
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import datetime
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from System import *
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from QuantConnect import *
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from QuantConnect.Orders import *
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from QuantConnect.Algorithm import QCAlgorithm
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from AlgorithmImports import *
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### <summary>
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### This algorithm demonstrates extended market hours trading.
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@@ -58,7 +49,7 @@ class ExtendedMarketTradingRegressionAlgorithm(QCAlgorithm):
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def InMarketHours(self):
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now = self.Time.time()
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open = datetime.time(9,30,0)
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close = datetime.time(16,0,0)
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open = time(9,30,0)
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close = time(16,0,0)
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return (open < now) and (close > now)
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