03f56481d4
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Python research import improvements - Improve start.py for research env - Remove unrequired imports * Centralize algorithm imports * Add regression test GH action * Unit test python import clean up * Join research and main imports * More python import clean up * Fix failing skipped regression algorithm
41 lines
2.0 KiB
Python
41 lines
2.0 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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from QuantConnect.Data.Custom.TradingEconomics import *
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### <summary>
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### This example algorithm shows how to import and use Trading Economics data.
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### </summary>
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### <meta name="tag" content="strategy example" />
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="custom data" />
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### <meta name="tag" content="tradingeconomics" />
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class TradingEconomicsCalendarIndicatorAlgorithm(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.SetStartDate(2018, 1, 1)
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self.SetEndDate(2019, 1, 1)
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self.calendar = self.AddData(TradingEconomicsCalendar, TradingEconomics.Calendar.UnitedStates.InterestRate).Symbol
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self.indicator = self.AddData(TradingEconomicsIndicator, TradingEconomics.Indicator.UnitedStates.InterestRate).Symbol
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def OnData(self, slice):
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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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if slice.ContainsKey(self.calendar):
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self.Log(f"{self.Time} - {slice[self.calendar]}")
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if slice.ContainsKey(self.indicator):
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self.Log(f"{self.Time} - {slice[self.indicator]}")
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