Added tags to python algorithms
This commit is contained in:
@@ -1,10 +1,10 @@
|
||||
# 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");
|
||||
#
|
||||
# Licensed under the Apache License, Version 2.0 (the "License");
|
||||
# you may not use this file except in compliance with the License.
|
||||
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
||||
#
|
||||
#
|
||||
# Unless required by applicable law or agreed to in writing, software
|
||||
# distributed under the License is distributed on an "AS IS" BASIS,
|
||||
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
@@ -28,21 +28,26 @@ import numpy as np
|
||||
import decimal as d
|
||||
from datetime import timedelta, datetime
|
||||
|
||||
### <summary>
|
||||
### Regression Channel algorithm simply initializes the date range and cash
|
||||
### </summary>
|
||||
### <meta name="tag" content="indicators" />
|
||||
### <meta name="tag" content="indicator classes" />
|
||||
### <meta name="tag" content="placing orders" />
|
||||
### <meta name="tag" content="plotting indicators" />
|
||||
class RegressionChannelAlgorithm(QCAlgorithm):
|
||||
|
||||
''' Regression Channel algorithm simply initializes the date range and cash '''
|
||||
|
||||
def Initialize(self):
|
||||
|
||||
self.SetCash(100000)
|
||||
self.SetStartDate(2009,1,1)
|
||||
self.SetEndDate(2015,1,1)
|
||||
|
||||
|
||||
equity = self.AddEquity("SPY", Resolution.Minute)
|
||||
self._spy = equity.Symbol
|
||||
self._holdings = equity.Holdings
|
||||
self._rc = self.RC(self._spy, 30, 2, Resolution.Daily)
|
||||
|
||||
|
||||
stockPlot = Chart("Trade Plot")
|
||||
stockPlot.AddSeries(Series("Buy", SeriesType.Scatter, 0))
|
||||
stockPlot.AddSeries(Series("Sell", SeriesType.Scatter, 0))
|
||||
@@ -61,7 +66,7 @@ class RegressionChannelAlgorithm(QCAlgorithm):
|
||||
if self._holdings.Quantity >= 0 and value > self._rc.UpperChannel.Current.Value:
|
||||
self.SetHoldings(self._spy, -1)
|
||||
self.Plot("Trade Plot", "Sell", value)
|
||||
|
||||
|
||||
def OnEndOfDay(self):
|
||||
self.Plot("Trade Plot", "UpperChannel", self._rc.UpperChannel.Current.Value)
|
||||
self.Plot("Trade Plot", "LowerChannel", self._rc.LowerChannel.Current.Value)
|
||||
|
||||
Reference in New Issue
Block a user