Colton Sellers
9167882ab2
* Modify Notebook scripts to load API instance * Modify docker to move script to IPython profile * Fix dockerfile copying of start.py * Fix break for C# cloud and docker load * Unnecessary path finding * Update example notebooks * Update documentation * Address review * Adjust readme * Poor choice of words
88 lines
3.0 KiB
C#
88 lines
3.0 KiB
C#
#r "pythonnet/Python.Runtime.dll"
|
|
#r "QuantConnect.Algorithm.dll"
|
|
#r "QuantConnect.Algorithm.Framework.dll"
|
|
#r "QuantConnect.Common.dll"
|
|
#r "QuantConnect.Indicators.dll"
|
|
#r "QuantConnect.Research.dll"
|
|
#r "NodaTime.dll"
|
|
#r "Accord.dll"
|
|
#r "Accord.Fuzzy.dll"
|
|
#r "Accord.Math.Core.dll"
|
|
#r "Accord.Math.dll"
|
|
#r "MathNet.Numerics.dll"
|
|
#r "Newtonsoft.Json.dll"
|
|
#r "QuantConnect.AlgorithmFactory.dll"
|
|
#r "QuantConnect.Logging.dll"
|
|
#r "QuantConnect.Messaging.dll"
|
|
#r "QuantConnect.Configuration.dll"
|
|
#r "QuantConnect.Lean.Engine.dll"
|
|
#r "QuantConnect.Algorithm.CSharp.dll"
|
|
#r "QuantConnect.Api.dll"
|
|
// Note: #r directives must be in the beggining of the file
|
|
|
|
/*
|
|
* 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.
|
|
*/
|
|
/*
|
|
* This C# Script File (.csx) can be loaded in a notebook (ipynb file)
|
|
* in order to reference QuantConnect assemblies
|
|
* https://github.com/scriptcs/scriptcs/wiki/Writing-a-script#referencing-assemblies
|
|
*
|
|
* Usage:
|
|
* #load "QuantConnect.csx"
|
|
*/
|
|
using System;
|
|
using System.Collections;
|
|
using System.Collections.Generic;
|
|
using System.Linq;
|
|
using System.Globalization;
|
|
using QuantConnect;
|
|
using QuantConnect.Algorithm;
|
|
using QuantConnect.Algorithm.Framework;
|
|
using QuantConnect.Algorithm.Framework.Selection;
|
|
using QuantConnect.Algorithm.Framework.Alphas;
|
|
using QuantConnect.Algorithm.Framework.Portfolio;
|
|
using QuantConnect.Algorithm.Framework.Execution;
|
|
using QuantConnect.Algorithm.Framework.Risk;
|
|
using QuantConnect.Api;
|
|
using QuantConnect.Parameters;
|
|
using QuantConnect.Benchmarks;
|
|
using QuantConnect.Brokerages;
|
|
using QuantConnect.Util;
|
|
using QuantConnect.Interfaces;
|
|
using QuantConnect.Indicators;
|
|
using QuantConnect.Research;
|
|
using QuantConnect.Data;
|
|
using QuantConnect.Data.Consolidators;
|
|
using QuantConnect.Data.Custom;
|
|
using QuantConnect.Data.Fundamental;
|
|
using QuantConnect.Data.Market;
|
|
using QuantConnect.Data.UniverseSelection;
|
|
using QuantConnect.Notifications;
|
|
using QuantConnect.Orders;
|
|
using QuantConnect.Orders.Fees;
|
|
using QuantConnect.Orders.Fills;
|
|
using QuantConnect.Orders.Slippage;
|
|
using QuantConnect.Scheduling;
|
|
using QuantConnect.Securities;
|
|
using QuantConnect.Securities.Equity;
|
|
using QuantConnect.Securities.Forex;
|
|
using QuantConnect.Securities.Interfaces;
|
|
using QuantConnect.Configuration;
|
|
|
|
// Loads up a connection to our API for use in the research environment
|
|
Api api = new Api();
|
|
api.Initialize(Config.GetInt("job-user-id", 1),
|
|
Config.Get("api-access-token", "default"),
|
|
Config.Get("data-folder")); |