AlexCatarino
5bb28b44a8
- Adds Python version of `TrainingInitializeRegressionAlgorithm`; - Adds C# version of `TrainingExampleAlgorithm`; - Removes `TrainingScheduledRegressionAlgorithm`.
51 lines
1.7 KiB
C#
51 lines
1.7 KiB
C#
/*
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* 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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*/
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using System;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Example algorithm showing how to use QCAlgorithm.Train method
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/// <meta name="tag" content="using quantconnect" />
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/// <meta name="tag" content="training" />
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/// </summary>
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public class TrainingExampleAlgorithm : QCAlgorithm
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{
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public override void Initialize()
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{
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SetStartDate(2013, 10, 7);
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SetEndDate(2013, 10, 14);
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AddEquity("SPY", Resolution.Daily);
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// Set TrainingMethod to be executed immediately
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Train(TrainingMethod);
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// Set TrainingMethod to be executed at 8:00 am every Sunday
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Train(DateRules.Every(DayOfWeek.Sunday), TimeRules.At(8, 0), TrainingMethod);
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}
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private void TrainingMethod()
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{
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Log($"Start training at {Time}");
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// Use the historical data to train the machine learning model
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var history = History("SPY", 200, Resolution.Daily);
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// ML code:
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}
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}
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} |