from AlgorithmImports import * from RangeConsolidatorAlgorithm import RangeConsolidatorAlgorithm ### ### Example algorithm of how to use RangeConsolidator with Tick resolution ### class RangeConsolidatorWithTickAlgorithm(RangeConsolidatorAlgorithm): def GetRange(self): return 5 def GetResolution(self): return Resolution.Tick def SetStartAndEndDates(self): self.SetStartDate(2013, 10, 7) self.SetEndDate(2013, 10, 7)