Jhonathan Abreu
fb3409d8a2
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* Support sourcing custom data from ObjectStore * Add Python regression algorithm * Wire engine to pass ObjectStore down to the stream readers * Minor changes * Minor unit tests fixes * Remove unused SetupHandlerParameters.ObjectStore * Minor changes * Minor changes * Support single-file zipped data to be sourced from object store * Assert object store custom data history requests in regression algorithms * Add custom object store data live data feed unit test * Add multi-file object store custom data regression algorithms * Minor fix
28 lines
1.2 KiB
Python
28 lines
1.2 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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from AlgorithmImports import *
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from CustomDataObjectStoreRegressionAlgorithm import *
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### <summary>
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### Regression algorithm demonstrating the use of zipped custom data sourced from the object store
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### </summary>
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class CustomDataZippedObjectStoreRegressionAlgorithm(CustomDataObjectStoreRegressionAlgorithm):
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def GetCustomDataKey(self):
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return "CustomData/ExampleCustomData.zip"
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def SaveDataToObjectStore(self):
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self.ObjectStore.SaveBytes(self.GetCustomDataKey(), Compression.ZipBytes(bytes(self.CustomData, 'utf-8'), 'data'))
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