AlexCatarino
5b34e2519a
Adds C# and Python version of TradingEconomicsCalendarIndicatorAlgorithm to show how TradingEconomics data can be added to an algorithm.
47 lines
2.1 KiB
Python
47 lines
2.1 KiB
Python
# 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");
|
|
# 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.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from clr import AddReference
|
|
AddReference("System")
|
|
AddReference("QuantConnect.Algorithm")
|
|
AddReference("QuantConnect.Common")
|
|
|
|
from System import *
|
|
from QuantConnect import *
|
|
from QuantConnect.Algorithm import *
|
|
from QuantConnect.Data.Custom.TradingEconomics import *
|
|
|
|
### <summary>
|
|
### This example algorithm shows how to import and use Trading Economics data.
|
|
### </summary>
|
|
### <meta name="tag" content="strategy example" />
|
|
### <meta name="tag" content="using data" />
|
|
### <meta name="tag" content="custom data" />
|
|
### <meta name="tag" content="tradingeconomics" />
|
|
class TradingEconomicsCalendarIndicatorAlgorithm(QCAlgorithm):
|
|
|
|
def Initialize(self):
|
|
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
|
|
self.SetStartDate(2018, 1, 1)
|
|
self.SetEndDate(2019, 1, 1)
|
|
|
|
self.calendar = self.AddData(TradingEconomicsCalendar, TradingEconomics.Calendar.UnitedStates.InterestRate).Symbol
|
|
self.indicator = self.AddData(TradingEconomicsIndicator, TradingEconomics.Indicator.UnitedStates.InterestRate).Symbol
|
|
|
|
|
|
def OnData(self, slice):
|
|
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
|
|
if slice.ContainsKey(self.calendar):
|
|
self.Log(f"{self.Time} - {slice[self.calendar]}")
|
|
if slice.ContainsKey(self.indicator):
|
|
self.Log(f"{self.Time} - {slice[self.indicator]}") |