Alexandre Catarino
0247b95edd
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Replaces old `TrailingStopRiskFrameworkAlgorithm` for `TrailingStopRiskFrameworkRegressionAlgorithm` that inherits from `BaseFrameworkRegressionAlgorithm` as a member of the framework regression tests.
29 lines
1.3 KiB
Python
29 lines
1.3 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 BaseFrameworkRegressionAlgorithm import BaseFrameworkRegressionAlgorithm
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from Risk.TrailingStopRiskManagementModel import TrailingStopRiskManagementModel
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class TrailingStopRiskFrameworkRegressionAlgorithm(BaseFrameworkRegressionAlgorithm):
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'''Show example of how to use the TrailingStopRiskManagementModel'''
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def Initialize(self):
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super().Initialize()
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self.SetUniverseSelection(ManualUniverseSelectionModel([Symbol.Create("AAPL", SecurityType.Equity, Market.USA)]))
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self.SetRiskManagement(TrailingStopRiskManagementModel(0.01))
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def OnEndOfAlgorithm(self):
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pass
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