Colton Sellers
69 lines
3.2 KiB
Python
69 lines
3.2 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 clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Indicators")
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AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Data import *
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from QuantConnect.Algorithm import *
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### <summary>
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### Demonstration of requesting daily resolution data for US Equities.
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### This is a simple regression test algorithm using a skeleton algorithm and requesting daily data.
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### </summary>
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### <meta name="tag" content="using data" />
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class NamedArgumentsRegression(QCAlgorithm):
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'''Regression algorithm that makes use of PythonNet kwargs'''
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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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#Use named args for setting up our algorithm
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self.SetStartDate(month=10,day=8,year=2013) #Set Start Date
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self.SetEndDate(month=10,day=17,year=2013) #Set End Date
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self.SetCash(startingCash=100000) #Set Strategy Cash
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#Check our values
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if self.StartDate.year != 2013 or self.StartDate.month != 10 or self.StartDate.day != 8:
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raise AssertionError(f"Start date was incorrect! Expected 10/8/2013 Recieved {self.StartDate}");
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if self.EndDate.year != 2013 or self.EndDate.month != 10 or self.EndDate.day != 17:
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raise AssertionError(f"End date was incorrect! Expected 10/17/2013 Recieved {self.EndDate}");
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if self.Portfolio.Cash != 100000:
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raise AssertionError(f"Portfolio cash was incorrect! Expected 100000 Recieved {self.Portfolio.Cash}");
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# Use named args for addition of this security to our algorithm
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symbol = self.AddEquity(resolution=Resolution.Daily, ticker="SPY").Symbol
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# Check our subscriptions for the symbol and check its resolution
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for config in self.SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(symbol):
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if config.Resolution != Resolution.Daily:
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raise AssertionError(f"Resolution was not correct on security");
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def OnData(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 not self.Portfolio.Invested:
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self.SetHoldings(symbol="SPY", percentage=1)
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self.Debug(message="Purchased Stock")
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