James Kardatzke
46ef9a9dbb
* Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Delete QuiverHouseDataDownloader.cs * Delete QuiverSenateDataDownloader.cs * Delete QuiverPoliticalBetaDataDownloader.cs * Add files via upload * Delete QuiverHouse.cs * Delete QuiverSenate.cs * Delete QuiverPoliticalBeta.cs * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Delete QuiverDataAlgorithm.cs * Add files via upload * Add files via upload * Add files via upload * Addresses self review: Cleans up code and adds new unit tests * Adds Quiver* C# files to project * Adds new unit test for QuiverCongress * Adds Python algorithm example * Address self reviews - Adding some missing xml docs - Removing unrequired imports. - Minor rename from Date to ReportDate - Live trading will throw InvalidOperationException * Fixes for example algorithms Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com> Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
51 lines
2.1 KiB
Python
51 lines
2.1 KiB
Python
# 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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# 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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# 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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# See the License for the specific language governing permissions and
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# limitations under the License.
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from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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from QuantConnect.Data import *
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from QuantConnect.Data.Custom.Quiver import *
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### <summary>
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### Quiver Quantitative is a provider of alternative data.
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### This algorithm shows how to consume the 'QuiverWallStreetBets'
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### </summary>
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class QuiverWallStreetBetsDataAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2019, 1, 1)
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self.SetEndDate(2020, 6, 1)
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self.SetCash(100000)
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aapl = self.AddEquity("AAPL", Resolution.Daily).Symbol
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quiverWSBSymbol = self.AddData(QuiverWallStreetBets, aapl).Symbol
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history = self.History(QuiverWallStreetBets, quiverWSBSymbol, 60, Resolution.Daily)
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self.Debug(f"We got {len(history)} items from our history request");
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def OnData(self, data):
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points = data.Get(QuiverWallStreetBets)
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for point in points.Values:
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# Go long in the stock if it was mentioned more than 5 times in the WallStreetBets daily discussion
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if point.Mentions > 5:
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self.SetHoldings(point.Symbol.Underlying, 1)
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# Go short in the stock if it was mentioned less than 5 times in the WallStreetBets daily discussion
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if point.Mentions < 5:
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self.SetHoldings(point.Symbol.Underlying, -1)
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