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
+3 -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 +11,7 @@
# 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.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Python import PythonQuandl
from QuantConnect.Securities.Equity import EquityExchange
from datetime import datetime, timedelta
from AlgorithmImports import *
### <summary>
### This algorithm demonstrates the various ways you can call the History function,
@@ -142,4 +130,4 @@ class QuandlFuture(PythonQuandl):
# Define ValueColumnName: cannot be None, Empty or non-existant column name
# If ValueColumnName is "Close", do not use PythonQuandl, use Quandl:
# self.AddData[QuandlFuture](self.crude, Resolution.Daily)
self.ValueColumnName = "Settle"
self.ValueColumnName = "Settle"