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- Adds Python version of `TrainingInitializeRegressionAlgorithm`; - Adds C# version of `TrainingExampleAlgorithm`; - Removes `TrainingScheduledRegressionAlgorithm`.
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/* | ||
* 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. | ||
*/ | ||
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using System; | ||
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namespace QuantConnect.Algorithm.CSharp | ||
{ | ||
/// <summary> | ||
/// Example algorithm showing how to use QCAlgorithm.Train method | ||
/// <meta name="tag" content="using quantconnect" /> | ||
/// <meta name="tag" content="training" /> | ||
/// </summary> | ||
public class TrainingExampleAlgorithm : QCAlgorithm | ||
{ | ||
public override void Initialize() | ||
{ | ||
SetStartDate(2013, 10, 7); | ||
SetEndDate(2013, 10, 14); | ||
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AddEquity("SPY", Resolution.Daily); | ||
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// Set TrainingMethod to be executed immediately | ||
Train(TrainingMethod); | ||
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// Set TrainingMethod to be executed at 8:00 am every Sunday | ||
Train(DateRules.Every(DayOfWeek.Sunday), TimeRules.At(8, 0), TrainingMethod); | ||
} | ||
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private void TrainingMethod() | ||
{ | ||
Log($"Start training at {Time}"); | ||
// Use the historical data to train the machine learning model | ||
var history = History("SPY", 200, Resolution.Daily); | ||
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// ML code: | ||
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} | ||
} | ||
} |
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# 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. | ||
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from clr import AddReference | ||
AddReference("System") | ||
AddReference("QuantConnect.Algorithm") | ||
AddReference("QuantConnect.Common") | ||
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from System import * | ||
from QuantConnect import * | ||
from QuantConnect.Algorithm import * | ||
from time import sleep | ||
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### <summary> | ||
### This regression algorithm is expected to fail and verifies that a training event | ||
### created in Initialize will get run AND it will cause the algorithm to fail if it | ||
### exceeds the "algorithm-manager-time-loop-maximum" config value, which the regression | ||
### test sets to 0.5 minutes. | ||
### </summary> | ||
class TrainingInitializeRegressionAlgorithm(QCAlgorithm): | ||
'''Example algorithm showing how to use QCAlgorithm.Train method''' | ||
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def Initialize(self): | ||
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self.SetStartDate(2013, 10, 7) | ||
self.SetEndDate(2013, 10, 11) | ||
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self.AddEquity("SPY", Resolution.Daily) | ||
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# this should cause the algorithm to fail | ||
# the regression test sets the time limit to 30 seconds and there's one extra | ||
# minute in the bucket, so a two minute sleep should result in RuntimeError | ||
self.Schedule.TrainingNow(lambda: sleep(150)) |