Martin-Molinero
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
67 lines
2.9 KiB
Python
67 lines
2.9 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.USEnergy import USEnergyAPI
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from QuantConnect.Data.Custom.Tiingo import *
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### <summary>
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### This example algorithm shows how to import and use Tiingo daily prices 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="tiingo" />
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class USEnergyInformationAdministrationAlgorithm(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(2017, 1, 1)
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self.SetEndDate(2017, 12, 31)
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self.SetCash(100000)
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# Set your Tiingo API Token here
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Tiingo.SetAuthCode("my-tiingo-api-token")
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# Set your US Energy Information Administration (EIA) API Token here
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USEnergyAPI.SetAuthCode("my-us-energy-information-api-token")
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self.tiingoTicker = "AAPL"
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self.energyTicker = "NUC_STATUS.OUT.US.D"
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self.tiingoSymbol = self.AddData(TiingoDailyData, self.tiingoTicker, Resolution.Daily).Symbol
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self.energySymbol = self.AddData(USEnergyAPI, self.energyTicker, Resolution.Hour).Symbol
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self.emaFast = self.EMA(self.tiingoSymbol, 5)
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self.emaSlow = self.EMA(self.tiingoSymbol, 10)
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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 (not slice.ContainsKey(self.tiingoTicker)) or (not slice.ContainsKey(self.energyTicker)): return
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# Extract Tiingo data from the slice
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tiingoRow = slice[self.tiingoTicker]
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energyRow = slice[self.energyTicker]
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self.Log(f"{self.Time} - {tiingoRow.Symbol.Value} - {tiingoRow.Close} {tiingoRow.Value} {tiingoRow.Price} - EmaFast:{self.emaFast} - EmaSlow:{self.emaSlow}")
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self.Log(f"{self.Time} - {energyRow.Symbol.Value} - {energyRow.Value}")
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# Simple EMA cross
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if not self.Portfolio.Invested and self.emaFast > self.emaSlow:
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self.SetHoldings(self.tiingoSymbol, 1)
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elif self.Portfolio.Invested and self.emaFast < self.emaSlow:
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self.Liquidate(self.tiingoSymbol)
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