# 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 = 10class VoidCommand():quantity = 0target = []parameters = {}targettime = Nonedef run(self, algo: IAlgorithm) -> bool:if not self.targettime or self.targettime != algo.time:return Falsetag = self.parameters["tag"]algo.order(self.target[0], self.get_quantity(), tag=tag)return Truedef get_quantity(self):return self.quantityclass BoolCommand(Command):something_else = {}array_test = []result = Falsedef 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_ibmdef 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 = Falsetry:self.add_command(InvalidCommand)except:threw_exception = Trueif not threw_exception:raise ValueError('InvalidCommand did not throw!')bool_command = BoolCommand()bool_command.result = Truebool_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 = 10potential_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 callself.project_id = 21805137# All live deployments receive the broadcasts belowbroadcast_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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