# 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 * from RangeConsolidatorAlgorithm import RangeConsolidatorAlgorithm ### ### Example algorithm of how to use RangeConsolidator with Tick resolution ### class RangeConsolidatorWithTickAlgorithm(RangeConsolidatorAlgorithm): def get_range(self): return 5 def get_resolution(self): return Resolution.TICK def set_start_and_end_dates(self): self.set_start_date(2013, 10, 7) self.set_end_date(2013, 10, 7)