Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Probabilistic Sharpe Ratio 0% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 2.48 Tracking Error 0.06 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 |
from clr import AddReference AddReference("System.Core") AddReference("QuantConnect.Common") AddReference("QuantConnect.Algorithm") from System import * from QuantConnect import * from QuantConnect.Algorithm import QCAlgorithm from QuantConnect.Data import SubscriptionDataSource from QuantConnect.Python import PythonData from datetime import datetime, timedelta import json class ExuberAlgorithm(QCAlgorithm): def Initialize(self): # parameteres self.cash_invested = 20000 self.use_short = False self.lookback = 100 self.confidence_threshold = 1.4 self.lag = 7 self.use_log = True # set up self.SetStartDate(2021, 5, 1) # self.SetEndDate(2010, 1, 1) self.SetCash(self.cash_invested) self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin) self.symbol = self.AddEquity("SPY", Resolution.Hour).Symbol self.AddData(Radf, "RADFDATA", Resolution.Hour) self.SetBenchmark("SPY") # Init # self.radf_window = RollingWindow[float](2) def OnData(self, data): if self.symbol not in data.Bars: return # self.Log(data["RADFDATA"]) Here is the error!!!! class Radf(PythonData): # def __init__(self, symbols="AAPL", date="2021-01-01", window=100, price_lag=1, use_log=1): # # self.algorithm = algorithm # self.symbols = symbols # self.date = date # self.window = window # self.price_lag = price_lag # self.use_log = use_log def GetSource(self, config, date, isLive): # url = "http://207.154.227.4/alphar/radf_point?" # source = url + 'symbols=' + self.symbols + "&date=" + self.date + "&window=" + str(self.window) + "&price_lag=" + str(self.price_lag) + "&use_log=" + ste(self.use_log) # self.algorithm.Log(source) # source = "https://www.dropbox.com/s/8v6z949n25hyk9o/custom_weather_data.csv?dl=1" source = "http://207.154.227.4/alphar/radf_point?symbols=AAPL&date=2021-01-01&window=100&price_lag=1&use_log=1" return SubscriptionDataSource(source, SubscriptionTransportMedium.Rest) def Reader(self, config, line, date, isLive): index = Radf() index.Symbol = config.Symbol # if not isLive: # If first character is not digit, pass # radf.json = line # self.algorithm.Log(f"Line {line}") # self.algorithm.Log(f"Date {date}") # self.algorithm.Log(f"Line json {liveRadf}") # # If value is zero, return None # value = liveBTC["last"] # if value == 0: return None index.Value = 0 return index # http://207.154.227.4/alphar/radf_point?symbols=AAPL&date=2021-01-01&window=100&price_lag=1&use_log=1