Added tags to python algorithms
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@@ -1,10 +1,10 @@
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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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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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#
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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@@ -22,13 +22,15 @@ from QuantConnect.Algorithm import *
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from QuantConnect.Data.Market import *
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from datetime import datetime, timedelta
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### <summary>
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### Algorithm used for regression tests purposes
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### </summary>
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### <meta name="tag" content="regression test" />
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class RegressionAlgorithm(QCAlgorithm):
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'''Algorithm used for regression tests purposes'''
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def Initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.SetStartDate(2013,10,07) #Set Start Date
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self.SetEndDate(2013,10,11) #Set End Date
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self.SetCash(10000000) #Set Strategy Cash
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@@ -41,7 +43,7 @@ class RegressionAlgorithm(QCAlgorithm):
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self.__lastTradeTicks = self.StartDate
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self.__lastTradeTradeBars = self.__lastTradeTicks
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self.__tradeEvery = timedelta(minutes=1)
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def OnData(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
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@@ -51,7 +53,7 @@ class RegressionAlgorithm(QCAlgorithm):
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for kvp in data.Bars:
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period = kvp.Value.Period.total_seconds()
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if self.roundTime(self.Time, period) != self.Time:
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pass
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