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");
@@ -11,18 +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.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Indicators import IndicatorDataPoint, RollingWindow
from datetime import timedelta
from AlgorithmImports import *
from io import StringIO
import pandas as pd
class ObjectStoreExampleAlgorithm(QCAlgorithm):
'''This algorithm showcases some features of the IObjectStore feature.
@@ -99,4 +89,4 @@ class ObjectStoreExampleAlgorithm(QCAlgorithm):
self.Liquidate(self.SPY);
elif ema10 > ema50 and self.Portfolio[self.SPY].IsShort:
self.Liquidate(self.SPY)
self.Liquidate(self.SPY)