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Hey guys!
I have a very simple question. I have a static list of several stocks that I would like to trade. I have my algorithm ready, but it is only using one symbol. How can I write it so that it will do this strategy for multiple equities?
In other words, how can I implement this exact strategy, but for many securities at the same time.
Thank you for your time!
Nico Xenox, you are a genius, do you also know the answer to this?
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Hey Jesse Fleming
So you asked for quite a bit there xD
It took my quite a time to make it work and I had to add for each of the variables a dictionary. The code is not very beatiful but I guess it does the work…
Btw I changed the normal bar window in Twoweekbar into the other rolling window because you had two.
self.symbolData[bar.Symbol].weekBarWindow.Add(bar)
Please consider liking this if you're happy with my answer and also closing this thread 😊
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Nico Xenox
Hey Jesse Fleming
Dont have much time to explain but I will try to make it short.
If you have a static list the simplest form to include each ticker to the strategy would be to iterate trough each ticker.
Example for simple things:
If you have a lot of different tickers and for each ticker you have to do a lot of calculations, adding indicators, etc. The simplest form would be to have a dictionary of SymbolData:
little example:
If you already have everything that you need and your problem is just that it trades one security, you could simply loop trough each of the tickers in a list and check if the entry strategy is ready for each ticker.
Hope it helps:)
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Jesse Fleming
All of those examples help tremendously. I knew I was going to hear back from you, brother. Your effort has helped me realize the biggest issue I am now having.
I love the idea of looping through entries and exits, but the problem then becomes all the consolidated data I have for this strategy. How can I loop through something like that?
When you said:
‘If you already have everything that you need and your problem is just that it trades one security, you could simply loop trough each of the tickers in a list and check if the entry strategy is ready for each ticker.’
That is exactly what I need to do. I hope this helps and hopefully this template algorithm will enhance what I mean.
Thank you once again, looking forward to hearing from you.
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Jesse Fleming
Here is the template!
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Jesse Fleming
Nico Xenox you have outdone yourself. You are an incredibly hard worker. Thank you for all of this support!
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BrandonHall
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Wayne Adams
How about pretty much everything supported by Anaconda?
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Karen Chaltikian
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Daniel Santiago Rincón
Hi guys I just landed here and I'm setting up the enviroment. Is there an up to date list of the current available python libraries? How are you guys doing in order to use Keras, Tensorflow, etc. in your algorithms? I saw something about porting data via Lean. Any help on that is appreciated.
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Brooke Nyatogo
GREAT
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Derek Tishler
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Sebastian Lueneburg
+1 for more resources on how to enable debugging python scripts in VS lean locally. So far, I found only this. Does it work for others seamlessly?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Qq
i cound't get it to work either. actually i can't even get the 'auto suggestion' to work. for example when we type 'pandas. ', no suggestion pop up
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Young Zhang
Please white-list seaborn as well, thx!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Derek Tishler
Woulld it make sense, secuirty wise, to consider the Dropbox(or other cloud storage api like google storage, etc) package as a quick way to allow for uploading files to a cloud storage? Might be considered a lazy/terrible quickfix to algo/model persistance untill that feature is platform wide?
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Yunpeng Li
Would be great if add PyTorch as well. Thanks!
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Custos
I would like to have the NLTK library (natural language processing)
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Rob Robinson
Is there a list of the python libraries that are supported and the version #'s?
I am seeing some known errors with scipy and I'd like to know which version is currently deployed.
Thanks!
Rob
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Derek Tishler
Rob Robinson you can see the 'install' scripts here to see exactly what is in the master(may not be live in the cloud yet) version.
To get the working version perhaps you can try something like:
import x as X
#inside init
self.Log(str(X.__version__))
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Rob Robinson
That worked great - thanks!
FWIW scipy shows it is installed as version 0.19.1.
#import pycparser #import pandas import scipy #import numpy #import sklearn #import blaze #import cvxopt #import cvxpy #import pykalman #import statistics #import statsmodels #import arch #import copulalib #import xgboost #import theano #import keras #import tensorflow #import deap class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): self.Log(str(scipy.__version__)) def OnData(self, slice): passThe material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Leo Striker
How to use the latest python 3.0 here? I saw it is supporting python 2.0
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Gabriel Moncarz
Does Python Net allow to install talib? Would be useful. I know you support about 100 indicators, but the way TA-LIB manages is different (using Pandas Dataframe, and also is easier to migrate Quantopian algos.
Thanks.
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Tom M
How about hmmlearn (https://hmmlearn.readthedocs.io/en/latest/)?
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Alexandre Catarino
Hi guys, I think most of the requests have been addressed.
Leo Striker, Lean support Python 3.6.
Gabriel Moncarz, ta-lib is white-listed.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jake Mitchell
from pyramid.arima import auto_arimaor
https://github.com/tgsmith61591/pmdarima from pmdarima.arima import auto_arimaThe material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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