Exports signals of the desired positions to Numerai API. Accepts signals in percentage i.e numerai_ticker:"IBM US", signal:0.234
More...
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| NumeraiSignalExport (string publicId, string secretId, string modelId, string fileName="predictions.csv") |
| NumeraiSignalExport Constructor. It obtains the required information for Numerai API requests More...
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override bool | Send (SignalExportTargetParameters parameters) |
| Verifies all the given holdings are accepted by Numerai, creates a message with those holdings in the expected Numerai API format and sends them to Numerai API More...
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void | Dispose () |
| If created, dispose of HttpClient we used for the requests to the different 3rd party API's More...
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Exports signals of the desired positions to Numerai API. Accepts signals in percentage i.e numerai_ticker:"IBM US", signal:0.234
It does not take into account flags as NUMERAI_COMPUTE_ID (https://github.com/numerai/numerapi/blob/master/numerapi/signalsapi.py#L164) and TRIGGER_ID(https://github.com/numerai/numerapi/blob/master/numerapi/signalsapi.py#L164)
Definition at line 34 of file NumeraiSignalExport.cs.
◆ NumeraiSignalExport()
QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport.NumeraiSignalExport |
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string |
publicId, |
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string |
secretId, |
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string |
modelId, |
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string |
fileName = "predictions.csv" |
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) |
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NumeraiSignalExport Constructor. It obtains the required information for Numerai API requests
- Parameters
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publicId | PUBLIC_ID provided by Numerai |
secretId | SECRET_ID provided by Numerai |
modelId | ID of the Numerai Model being used |
fileName | Signal file's name |
Definition at line 100 of file NumeraiSignalExport.cs.
◆ Send()
Verifies all the given holdings are accepted by Numerai, creates a message with those holdings in the expected Numerai API format and sends them to Numerai API
- Parameters
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parameters | A list of portfolio holdings expected to be sent to Numerai API and the algorithm being ran |
- Returns
- True if the positions were sent to Numerai API correctly and no errors were returned, false otherwise
Reimplemented from QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport.
Definition at line 115 of file NumeraiSignalExport.cs.
◆ ConvertTargetsToNumerai()
bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport.ConvertTargetsToNumerai |
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SignalExportTargetParameters |
parameters, |
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out string |
positions |
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protected |
Verifies each holding's signal is between 0 and 1 (exclusive)
- Parameters
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parameters | A list of portfolio holdings expected to be sent to Numerai API |
positions | A message with the desired positions in the expected Numerai API format |
- Returns
- True if a string message with the positions could be obtained, false otherwise
Definition at line 145 of file NumeraiSignalExport.cs.
◆ AllowedSecurityTypes
override HashSet<SecurityType> QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport.AllowedSecurityTypes => _allowedSecurityTypes |
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protected |
◆ Name
override string QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport.Name = "Numerai" |
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getprotected |
The documentation for this class was generated from the following file: