Jing Wu
37 lines
1.4 KiB
Python
37 lines
1.4 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from clr import AddReference
|
|
AddReference("System")
|
|
AddReference("QuantConnect.Algorithm")
|
|
AddReference("QuantConnect.Indicators")
|
|
AddReference("QuantConnect.Common")
|
|
|
|
from System import *
|
|
from QuantConnect import *
|
|
from QuantConnect.Data import *
|
|
from QuantConnect.Algorithm import *
|
|
from QuantConnect.Indicators import *
|
|
|
|
class HistoryRequestBenchmark(QCAlgorithm):
|
|
|
|
def Initialize(self):
|
|
|
|
self.SetStartDate(2015, 1, 1)
|
|
self.SetEndDate(2018, 1, 1)
|
|
self.SetCash(10000)
|
|
self.symbol = self.AddEquity("SPY", Resolution.Hour).Symbol
|
|
|
|
def OnData(self, data):
|
|
self.History([self.symbol], 2, Resolution.Daily)
|
|
self.History([self.symbol], 4, Resolution.Minute) |