Louis Szeto
020cf013df
* CustomDataRegressionAlgorithm * DescendingCustomDataObjectStoreRegressionAlgorithm * CustomDataPropertiesRegressionAlgorithm * DateTime -> should be datetime * KerasNeuralNetworkAlgorithm * OptionIndicatorsMirrorContractsRegressionAlgorithm * BybitCustomDataCryptoRegressionAlgorithm * DropboxBaseDataUniverseSelectionAlgorithm * UserDefinedUniverseAlgorithm * CompleteOrderTagUpdateAlgorithm * BasicTemplateOptionEquityStrategyAlgorithm hint * ETFConstituentUniverseFrameworkRegressionAlgorithm * FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm * SecurityDynamicPropertyPythonClassAlgorithm * hint * hinting * CallbackCommandRegressionAlgorithm * CustomWarmUpPeriodIndicatorAlgorithm * CrunchDAOSignalExportDemonstrationAlgorithm * ExpiryHelperAlphaModelFrameworkAlgorithm * ClassicRenkoConsolidatorAlgorithm * SmaCrossUniverseSelectionAlgorithm * PEP8 Fix: Assigning to a Method * SliceGetByTypeRegressionAlgorithm * MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm * MarketOnCloseOrderBufferRegressionAlgorithm * CustomIndicatorAlgorithm * ScheduledQueuingAlgorithm * ComboOrdersFillModelAlgorithm * CustomIndicatorWithExtensionAlgorithm * IndicatorWithRenkoBarsRegressionAlgorithm * CoarseFineOptionUniverseChainRegressionAlgorithm * NumeraiSignalExportDemonstrationAlgorithm * DropboxUniverseSelectionAlgorithm * WeeklyUniverseSelectionRegressionAlgorithm * AutoRegressiveIntegratedMovingAverageRegressionAlgorithm * DropboxBaseDataUniverseSelectionAlgorithm * IronCondorStrategyAlgorithm * LongAndShortButterflyPutStrategiesAlgorithm * FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm * LongAndShortCallCalendarSpreadStrategiesAlgorithm * KerasNeuralNetworkAlgorithm * LongAndShortPutCalendarSpreadStrategiesAlgorithm * OptionPriceModelForOptionStylesBaseRegressionAlgorithm * TensorFlowNeuralNetworkAlgorithm * MarketOnCloseOrderBufferRegressionAlgorithm * MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm * typing * ComboOrderTicketDemoAlgorithm * PytorchNeuralNetworkAlgorithm * MultipleSymbolConsolidationAlgorithm * fixes * revert getattr mypy syntax * address peer review * Addresses Peer-Review --------- Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
68 lines
3.1 KiB
Python
68 lines
3.1 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 AlgorithmImports import *
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from System.Collections.Generic import List
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from QuantConnect.Data.Custom.IconicTypes import *
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### <summary>
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### Provides an example algorithm showcasing the Security.data features
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### </summary>
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class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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self.set_start_date(2015, 10, 22)
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self.set_end_date(2015, 10, 30)
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ticker = "GOOGL"
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self._equity = self.add_equity(ticker, Resolution.DAILY)
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custom_linked_equity = self.add_data(LinkedData, ticker, Resolution.DAILY)
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first_linked_data = LinkedData()
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first_linked_data.count = 100
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first_linked_data.symbol = custom_linked_equity.symbol
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first_linked_data.end_time = self.start_date
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second_linked_data = LinkedData()
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second_linked_data.count = 100
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second_linked_data.symbol = custom_linked_equity.symbol
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second_linked_data.end_time = self.start_date
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# Adding linked data manually to cache for example purposes, since
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# LinkedData is a type used for testing and doesn't point to any real data.
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custom_linked_equity_type = list(custom_linked_equity.subscriptions)[0].type
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custom_linked_data = List[LinkedData]()
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custom_linked_data.add(first_linked_data)
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custom_linked_data.add(second_linked_data)
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self._equity.cache.add_data_list(custom_linked_data, custom_linked_equity_type, False)
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def on_data(self, data):
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# The Security object's Data property provides convenient access
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# to the various types of data related to that security. You can
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# access not only the security's price data, but also any custom
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# data that is mapped to the security, such as our SEC reports.
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# 1. Get the most recent data point of a particular type:
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# 1.a Using the generic method, Get(T): => T
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custom_linked_data = self._equity.data.get(LinkedData)
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self.log(f"{self.time}: LinkedData: {custom_linked_data}")
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# 2. Get the list of data points of a particular type for the most recent time step:
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# 2.a Using the generic method, GetAll(T): => IReadOnlyList<T>
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custom_linked_data_list = self._equity.data.get_all(LinkedData)
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self.log(f"{self.time}: LinkedData: {len(custom_linked_data_list)}")
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if not self.portfolio.invested:
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self.buy(self._equity.symbol, 10)
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