Exports signals of the desired positions to CrunchDAO API. Accepts signals in percentage i.e ticker:"SPY", date: "2020-10-04", signal:0.54
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Exports signals of the desired positions to CrunchDAO API. Accepts signals in percentage i.e ticker:"SPY", date: "2020-10-04", signal:0.54
Definition at line 29 of file CrunchDAOSignalExport.cs.
◆ CrunchDAOSignalExport()
QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.CrunchDAOSignalExport |
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string |
apiKey, |
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string |
model, |
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string |
submissionName = "" , |
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string |
comment = "" |
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) |
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◆ Send()
override bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.Send |
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SignalExportTargetParameters |
parameters | ) |
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virtual |
Verifies every holding is a stock, creates a message with the desired positions using the expected CrunchDAO API format, verifies there is an open round and then sends the positions with the other required body features. If another signal was submitted before, it deletes the last signal and sends the new one
- Parameters
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parameters | A list of holdings from the portfolio, expected to be sent to CrunchDAO API and the algorithm being ran |
- Returns
- True if the positions were sent to CrunchDAO succesfully and errors were returned, false otherwise
Reimplemented from QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport.
Definition at line 104 of file CrunchDAOSignalExport.cs.
◆ ConvertToCSVFormat()
bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.ConvertToCSVFormat |
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SignalExportTargetParameters |
parameters, |
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out string |
positions |
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) |
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protected |
Converts the list of holdings into a CSV format string
- Parameters
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parameters | A list of holdings from the portfolio, expected to be sent to CrunchDAO API and the algorithm being ran |
positions | A CSV format string of the given holdings with the required features(ticker, date, signal) |
- Returns
- True if a string message with the positions could be obtained, false otherwise
Definition at line 141 of file CrunchDAOSignalExport.cs.
◆ AllowedSecurityTypes
override HashSet<SecurityType> QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.AllowedSecurityTypes => _allowedSecurityTypes |
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protected |
◆ Name
override string QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.Name = "CrunchDAO" |
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getprotected |
The documentation for this class was generated from the following file: