Added tags to python algorithms

This commit is contained in:
Jared Broad
2017-09-21 08:27:41 -04:00
parent 98d77fab45
commit dc27c4e3d6
37 changed files with 590 additions and 429 deletions
+13 -8
View File
@@ -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)