# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.# 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 *### <summary>### This algorithm sends a list of portfolio targets to vBsase API### </summary>class VBaseSignalExportDemonstrationAlgorithm(QCAlgorithm):def initialize(self):''' Initialize the date'''self.set_start_date(2013,10, 7)self.set_end_date(2013,10,11)self.set_cash(100000) # Set Strategy Cashself.vbase_apikey = "YOUR VBASE API KEY"self.vbase_collection_name = "YOUR VBASE COLLECTION NAME"self._symbols = [Symbol.create("SPY", SecurityType.EQUITY, Market.USA),Symbol.create("IBM", SecurityType.EQUITY, Market.USA)]for symbol in self._symbols:self.add_equity(symbol)self._sentSignal = Falseself.signal_export.add_signal_export_provider(VBaseSignalExport(self.vbase_apikey, self.vbase_collection_name))def on_data(self, data):if self._sentSignal:returnself._sentSignal = Trueself.targets = []self.targets.append(PortfolioTarget(self._symbols[0], 0.25)) # SPY 25% of the portfolioself.targets.append(PortfolioTarget(self._symbols[1], 0.75)) # IBM 75% of the portfolioself.signal_export.set_target_portfolio(self.targets)
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