# 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 QuantConnect.Data.Custom.Tiingo import TiingoPrice### <summary>### This example algorithm shows how to import and use Tiingo daily prices data.### </summary>### <meta name="tag" content="strategy example" />### <meta name="tag" content="using data" />### <meta name="tag" content="custom data" />### <meta name="tag" content="tiingo" />class TiingoPriceAlgorithm(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(2017, 1, 1)self.set_end_date(2017, 12, 31)self.set_cash(100000)# Set your Tiingo API Token hereTiingo.set_auth_code("my-tiingo-api-token")self._equity = self.add_equity("AAPL").symbolself._aapl = self.add_data(TiingoPrice, self._equity, Resolution.DAILY).symbolself._ema_fast = self.ema(self._equity, 5)self._ema_slow = self.ema(self._equity, 10)def on_data(self, slice):# OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.if not slice.contains_key(self._equity): return# Extract Tiingo data from the slicerow = slice[self._equity]if not row:returnif self._ema_fast.is_ready and self._ema_slow.is_ready:self.log(f"{self.time} - {row.symbol.value} - {row.close}{row.value}{row.price} - EmaFast:{self._ema_fast} - EmaSlow:{self._ema_slow}")# Simple EMA crossif not self.portfolio.invested and self._ema_fast > self._ema_slow:self.set_holdings(self._equity, 1)elif self.portfolio.invested and self._ema_fast < self._ema_slow:self.liquidate(self._equity)
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