# 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 AlgorithmImports import * class InvalidCommand(): variable = 10 class VoidCommand(): quantity = 0 target = [] parameters = {} targettime = None def run(self, algo: IAlgorithm) -> bool: if not self.targettime or self.targettime != algo.time: return False tag = self.parameters["tag"] algo.order(self.target[0], self.get_quantity(), tag=tag) return True def get_quantity(self): return self.quantity class BoolCommand(Command): something_else = {} array_test = [] result = False def run(self, algo: QCAlgorithm) -> bool: trade_ibm = self.my_custom_method() if trade_ibm: algo.debug(f"BoolCommand.run: {str(self)}") algo.buy("IBM", 1) return trade_ibm def my_custom_method(self): return self.result ### ### Regression algorithm asserting the behavior of different callback commands call ### class CallbackCommandRegressionAlgorithm(QCAlgorithm): def initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.set_start_date(2013, 10, 7) self.set_end_date(2013, 10, 11) self.add_equity("SPY") self.add_equity("IBM") self.add_equity("BAC") self.add_command(VoidCommand) self.add_command(BoolCommand) threw_exception = False try: self.add_command(InvalidCommand) except: threw_exception = True if not threw_exception: raise ValueError('InvalidCommand did not throw!') bool_command = BoolCommand() bool_command.result = True bool_command.something_else = { "Property": 10 } bool_command.array_test = [ "SPY", "BTCUSD" ] link = self.link(bool_command) if "&command%5barray_test%5d%5b0%5d=SPY&command%5barray_test%5d%5b1%5d=BTCUSD&command%5bresult%5d=True&command%5bsomething_else%5d%5bProperty%5d=10&command%5b%24type%5d=BoolCommand" not in link: raise ValueError(f'Invalid link was generated! {link}') potential_command = VoidCommand() potential_command.target = [ "BAC" ] potential_command.quantity = 10 potential_command.parameters = { "tag": "Signal X" } command_link = self.link(potential_command) if "&command%5btarget%5d%5b0%5d=BAC&command%5bquantity%5d=10&command%5bparameters%5d%5btag%5d=Signal+X&command%5b%24type%5d=VoidCommand" not in command_link: raise ValueError(f'Invalid link was generated! {command_link}') self.notify.email("email@address", "Trade Command Event", f"Signal X trade\nFollow link to trigger: {command_link}") untyped_command_link = self.link({ "symbol": "SPY", "parameters": { "quantity": 10 } }) if "&command%5bsymbol%5d=SPY&command%5bparameters%5d%5bquantity%5d=10" not in untyped_command_link: raise ValueError(f'Invalid link was generated! {untyped_command_link}') self.notify.email("email@address", "Untyped Command Event", f"Signal Y trade\nFollow link to trigger: {untyped_command_link}") # We need to create a project on QuantConnect to test the broadcast_command method # and use the project_id in the broadcast_command call self.project_id = 21805137 # All live deployments receive the broadcasts below broadcast_result = self.broadcast_command(potential_command) broadcast_result2 = self.broadcast_command({ "symbol": "SPY", "parameters": { "quantity": 10 } }) def on_command(self, data: object) -> bool: self.debug(f"on_command: {str(data)}") self.buy(data.symbol, data.parameters["quantity"]) return True # False, None