Martin Molinero
9ec1a41235
- `PortfolioTargetCollection` avoid calling `Count` on ConcurrentDictionary directly -> has to take all locks - `SecurityChanges` change Union for Concat since constructor will call HashSet - Make `DynamicSecurityData` hold lazy data objects - `RegisteredSecurityDataTypesProvider` avoid looping over all registered types, adding `TryGetType` - `Security.Update()` will no call group by on data since this data is already grouped by type. Adding `ContainsFillForwardData` will allows to be lazy and not re loop through the data unless necessary - `DefaultAlphaHandler` will use the `static` `Enumerable.Empty<Insight>` instance when possible - `SubscriptionSynchronizer` will be lazy to construct the `universeData` dictionary which is not used in most of the times. Will use `Count` vs `Any` -> `Count` is known by the dictionary - For python algorithms `JobQueue` will respect `AlgorithmLocation`, was using unexisting `"algorithm-path-python"`
42 lines
1.6 KiB
Python
42 lines
1.6 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.Indicators")
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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.Data import *
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from QuantConnect.Algorithm import *
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### <summary>
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### Benchmark Algorithm: The minimalist basic template algorithm benchmark strategy.
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### </summary>
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### <remarks>
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### All new projects in the cloud are created with the basic template algorithm. It uses a minute algorithm
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### </remarks>
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class BasicTemplateBenchmark(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2000, 1, 1)
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self.SetEndDate(2017, 1, 1)
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self.SetBenchmark(lambda x: 1)
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self.AddEquity("SPY")
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def OnData(self, data):
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if not self.Portfolio.Invested:
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self.SetHoldings("SPY", 1)
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self.Debug("Purchased Stock") |