Martin-Molinero
97489dfc57
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* Implement Unregister helper method - Implement Unregister helper method, each indicator which hold a reference to the consolidators updating it. Adding regression algorithms * Fix for QuantBook indicators * Address reviews
52 lines
2.2 KiB
Python
52 lines
2.2 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 AlgorithmImports import *
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### <summary>
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### Example and regression algorithm asserting the behavior of registering and unregistering an indicator from the engine
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### </summary>
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class UnregisterIndicatorRegressionAlgorithm(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(2013,10, 7)
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self.SetEndDate(2013,10,11)
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spy = self.AddEquity("SPY")
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ibm = self.AddEquity("IBM")
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self._symbols = [ spy.Symbol, ibm.Symbol ]
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self._trin = self.TRIN(self._symbols, Resolution.Minute)
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self._trin2 = None
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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 self._trin.IsReady:
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self._trin.Reset()
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self.UnregisterIndicator(self._trin)
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# let's create a new one with a differente resolution
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self._trin2 = self.TRIN(self._symbols, Resolution.Hour)
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if not self._trin2 is None and self._trin2.IsReady:
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if self._trin.IsReady:
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raise ValueError("Indicator should of stop getting updates!")
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if not self.Portfolio.Invested:
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self.SetHoldings(self._symbols[0], 0.5)
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self.SetHoldings(self._symbols[1], 0.5)
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