# 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 * ### ### Demonstration of requesting daily resolution data for US Equities. ### This is a simple regression test algorithm using a skeleton algorithm and requesting daily data. ### ### class NamedArgumentsRegression(QCAlgorithm): '''Regression algorithm that makes use of PythonNet kwargs''' 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.''' #Use named args for setting up our algorithm self.set_start_date(month=10,day=8,year=2013) #Set Start Date self.set_end_date(month=10,day=17,year=2013) #Set End Date self.set_cash(starting_cash=100000) #Set Strategy Cash #Check our values if self.start_date.year != 2013 or self.start_date.month != 10 or self.start_date.day != 8: raise AssertionError(f"Start date was incorrect! Expected 10/8/2013 Recieved {self.start_date}") if self.end_date.year != 2013 or self.end_date.month != 10 or self.end_date.day != 17: raise AssertionError(f"End date was incorrect! Expected 10/17/2013 Recieved {self.end_date}") if self.portfolio.cash != 100000: raise AssertionError(f"Portfolio cash was incorrect! Expected 100000 Recieved {self.portfolio.cash}") # Use named args for addition of this security to our algorithm symbol = self.add_equity(resolution=Resolution.DAILY, ticker="SPY").symbol # Check our subscriptions for the symbol and check its resolution for config in self.subscription_manager.subscription_data_config_service.get_subscription_data_configs(symbol): if config.resolution != Resolution.DAILY: raise AssertionError(f"Resolution was not correct on security") def on_data(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' if not self.portfolio.invested: self.set_holdings(symbol="SPY", percentage=1) self.debug(message="Purchased Stock")