Ashutosh
52 lines
2.2 KiB
Python
52 lines
2.2 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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### <summary>
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### Example and regression algorithm asserting the behavior of registering and unregistering an indicator from the engine
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### </summary>
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class UnregisterIndicatorRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.set_start_date(2013,10, 7)
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self.set_end_date(2013,10,11)
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spy = self.add_equity("SPY")
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ibm = self.add_equity("IBM")
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self._symbols = [ spy.symbol, ibm.symbol ]
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self._trin = self.trin(self._symbols, Resolution.MINUTE)
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self._trin2 = None
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def on_data(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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Arguments:
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data: Slice object keyed by symbol containing the stock data
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'''
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if self._trin.is_ready:
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self._trin.reset()
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self.unregister_indicator(self._trin)
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# let's create a new one with a differente resolution
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self._trin2 = self.trin(self._symbols, Resolution.HOUR)
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if not self._trin2 is None and self._trin2.is_ready:
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if self._trin.is_ready:
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raise ValueError("Indicator should of stop getting updates!")
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if not self.portfolio.invested:
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self.set_holdings(self._symbols[0], 0.5)
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self.set_holdings(self._symbols[1], 0.5)
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