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Lean
/
Algorithm.Python
/
CallbackCommandRegressionAlgorithm.py
Lean
/
Algorithm.Python
/
CallbackCommandRegressionAlgorithm.py
CallbackCommandRegressionAlgorithm.py 4.41 KB
一键复制 编辑 原始数据 按行查看 历史
Jhonathan Abreu 提交于 2025年08月11日 22:55 +08:00 . Python syntax algorithms fixes (#8916)
# 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) -> 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
### <summary>
### Regression algorithm asserting the behavior of different callback commands call
### </summary>
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
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