Merge pull request QuantConnect#3736 from gsalaz98/feature-add-histor…

…y-requests-to-demo-altdata-algorithms

Implement History request in demo AltData algorithms

Algorithm.CSharp/AltData/PsychSignalSentimentAlgorithm.cs

@@ -40,6 +40,16 @@ public override void Initialize()
             SetCash(100000);
 
             AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseUniverse));
+
+            // Request underlying equity data.
+            var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
+            // Add news data for the underlying IBM asset
+            var psy = AddData<PsychSignalSentiment>(ibm).Symbol;
+            // Request 120 minutes of history with the PsychSignal IBM Custom Data Symbol.
+            var history = History<PsychSignalSentiment>(psy, 120, Resolution.Minute);
+
+            // Count the number of items we get from our history request
+            Debug($"We got {history.Count()} items from our history request");
         }
 
         /// <summary>

Algorithm.CSharp/AltData/SECReport8KAlgorithm.cs

@@ -35,6 +35,16 @@ public override void Initialize()
 
             UniverseSettings.Resolution = Resolution.Minute;
             AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseSelector));
+
+            // Request underlying equity data.
+            var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
+            // Add SEC report 10-Q data for the underlying IBM asset
+            var earningsFiling = AddData<SECReport10Q>(ibm).Symbol;
+            // Request 120 days of history with the SECReport10Q IBM custom data Symbol.
+            var history = History<SECReport10Q>(earningsFiling, 120, Resolution.Daily);
+
+            // Count the number of items we get from our history request
+            Debug($"We got {history.Count()} items from our history request");
         }
 
         public IEnumerable<Symbol> CoarseSelector(IEnumerable<CoarseFundamental> coarse)

Algorithm.CSharp/AltData/SmartInsiderTransactionAlgorithm.cs

@@ -33,6 +33,16 @@ public override void Initialize()
             SetCash(1000000);
 
             AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseUniverse));
+
+            // Request underlying equity data.
+            var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
+            // Add Smart Insider stock buyback transaction data for the underlying IBM asset
+            var si = AddData<SmartInsiderTransaction>(ibm).Symbol;
+            // Request 60 days of history with the SmartInsiderTransaction IBM Custom Data Symbol.
+            var history = History<SmartInsiderTransaction>(si, 60, Resolution.Daily);
+
+            // Count the number of items we get from our history request
+            Debug($"We got {history.Count()} items from our history request");
         }
 
         public IEnumerable<Symbol> CoarseUniverse(IEnumerable<CoarseFundamental> coarse)

Algorithm.CSharp/AltData/TiingoNewsAlgorithm.cs

@@ -48,6 +48,16 @@ public override void Initialize()
 
             var aapl = AddEquity("AAPL", Resolution.Hour).Symbol;
             _tiingoSymbol = AddData<TiingoNews>(aapl).Symbol;
+
+            // Request underlying equity data
+            var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
+            // Add news data for the underlying IBM asset
+            var news = AddData<TiingoNews>(ibm).Symbol;
+            // Request 60 days of history with the TiingoNews IBM Custom Data Symbol.
+            var history = History<TiingoNews>(news, 60, Resolution.Daily);
+
+            // Count the number of items we get from our history request
+            Debug($"We got {history.Count()} items from our history request");
         }
 
         public override void OnData(Slice data)

Algorithm.CSharp/AltData/TradingEconomicsAlgorithm.cs

@@ -13,6 +13,7 @@
  * limitations under the License.
 */
 
+using System.Linq;
 using QuantConnect.Data;
 using QuantConnect.Data.Custom.TradingEconomics;
 
@@ -35,6 +36,13 @@ public override void Initialize()
             AddEquity("SPY", Resolution.Hour);
 
             _interestRate = AddData<TradingEconomicsCalendar>(TradingEconomics.Calendar.UnitedStates.InterestRate).Symbol;
+
+            // Request 365 days of interest rate history with the TradingEconomicsCalendar custom data Symbol.
+            // We should expect no historical data because 2013-11-01 is before the absolute first point of data
+            var history = History<TradingEconomicsCalendar>(_interestRate, 365, Resolution.Daily);
+
+            // Count the number of items we get from our history request (should be zero)
+            Debug($"We got {history.Count()} items from our history request");
         }
 
         public override void OnData(Slice data)

Algorithm.CSharp/AltData/USTreasuryYieldCurveRateAlgorithm.cs

@@ -33,7 +33,13 @@ public override void Initialize()
             SetCash(100000);
 
             _spy = AddEquity("SPY", Resolution.Hour).Symbol;
-            _yieldCurve = AddData<USTreasuryYieldCurveRate>("YIELDCURVE").Symbol;
+            _yieldCurve = AddData<USTreasuryYieldCurveRate>("USTYCR").Symbol;
+
+            // Request 60 days of history with the USTreasuryYieldCurveRate custom data Symbol.
+            var history = History<USTreasuryYieldCurveRate>(_yieldCurve, 60, Resolution.Daily);
+
+            // Count the number of items we get from our history request
+            Debug($"We got {history.Count()} items from our history request");
         }
 
         public override void OnData(Slice data)

Algorithm.Python/AltData/PsychSignalSentimentAlgorithm.py

@@ -38,6 +38,16 @@ def Initialize(self):
         self.AddUniverseSelection(CoarseFundamentalUniverseSelectionModel(self.CoarseUniverse))
         self.timeEntered = datetime(1, 1, 1)
 
+        # Request underlying equity data.
+        ibm = self.AddEquity("IBM", Resolution.Minute).Symbol
+        # Add sentiment data for the underlying IBM asset
+        psy = self.AddData(PsychSignalSentiment, ibm).Symbol
+        # Request 120 minutes of history with the PsychSignal IBM Custom Data Symbol
+        history = self.History(PsychSignalSentiment, psy, 120, Resolution.Minute)
+
+        # Count the number of items we get from our history request
+        self.Debug(f"We got {len(history)} items from our history request")
+
     # You can use custom data with a universe of assets.
     def CoarseUniverse(self, coarse):
         if (self.Time - self.timeEntered) <= timedelta(days=10):

Algorithm.Python/AltData/SECReport8KAlgorithm.py

@@ -34,6 +34,16 @@ def Initialize(self):
         self.UniverseSettings.Resolution = Resolution.Minute
         self.AddUniverseSelection(CoarseFundamentalUniverseSelectionModel(self.CoarseSelector))
 
+        # Request underlying equity data.
+        ibm = self.AddEquity("IBM", Resolution.Minute).Symbol
+        # Add news data for the underlying IBM asset
+        earningsFiling = self.AddData(SECReport10Q, ibm).Symbol
+        # Request 120 days of history with the SECReport10Q IBM custom data Symbol
+        history = self.History(SECReport10Q, earningsFiling, 120, Resolution.Daily)
+
+        # Count the number of items we get from our history request
+        self.Debug(f"We got {len(history)} items from our history request")
+
     def CoarseSelector(self, coarse):
         # Add SEC data from the filtered coarse selection
         symbols = [i.Symbol for i in coarse if i.HasFundamentalData and i.DollarVolume > 50000000][:10]

Algorithm.Python/AltData/SmartInsiderTransactionAlgorithm.py

@@ -33,6 +33,16 @@ def Initialize(self):
 
         self.AddUniverseSelection(CoarseFundamentalUniverseSelectionModel(self.CoarseUniverse))
 
+        # Request underlying equity data.
+        ibm = self.AddEquity("IBM", Resolution.Minute).Symbol
+        # Add Smart Insider stock buyback transaction data for the underlying IBM asset
+        si = self.AddData(SmartInsiderTransaction, ibm).Symbol
+        # Request 60 days of history with the SmartInsiderTransaction IBM Custom Data Symbol
+        history = self.History(SmartInsiderTransaction, si, 60, Resolution.Daily)
+
+        # Count the number of items we get from our history request
+        self.Debug(f"We got {len(history)} items from our history request")
+
     def CoarseUniverse(self, coarse):
         symbols = [i.Symbol for i in coarse if i.HasFundamentalData and i.DollarVolume > 50000000][:10]
 

Algorithm.Python/AltData/TiingoNewsAlgorithm.py

@@ -45,6 +45,16 @@ def Initialize(self):
         aapl = self.AddEquity("AAPL", Resolution.Hour).Symbol
         self.aaplCustom = self.AddData(TiingoNews, aapl).Symbol
 
+        # Request underlying equity data.
+        ibm = self.AddEquity("IBM", Resolution.Minute).Symbol
+        # Add news data for the underlying IBM asset
+        news = self.AddData(TiingoNews, ibm).Symbol
+        # Request 60 days of history with the TiingoNews IBM Custom Data Symbol
+        history = self.History(TiingoNews, news, 60, Resolution.Daily)
+
+        # Count the number of items we get from our history request
+        self.Debug(f"We got {len(history)} items from our history request")
+
     def OnData(self, data):
         # Confirm that the data is in the collection
         if not data.ContainsKey(self.aaplCustom):

Algorithm.Python/AltData/TradingEconomicsAlgorithm.py

@@ -35,6 +35,13 @@ def Initialize(self):
         self.AddEquity("SPY", Resolution.Hour)
         self.interestRate = self.AddData(TradingEconomicsCalendar, TradingEconomics.Calendar.UnitedStates.InterestRate).Symbol
 
+        # Request 365 days of interest rate history with the TradingEconomicsCalendar custom data Symbol.
+        # We should expect no historical data because 2013-11-01 is before the absolute first point of data
+        history = self.History(TradingEconomicsCalendar, self.interestRate, 365, Resolution.Daily)
+
+        # Count the amount of items we get from our history request (should be zero)
+        self.Debug(f"We got {len(history)} items from our history request")
+
     def OnData(self, data):
         # Make sure we have an interest rate calendar event
         if not data.ContainsKey(self.interestRate):

Algorithm.Python/AltData/USTreasuryYieldCurveRateAlgorithm.py

@@ -33,9 +33,15 @@ def Initialize(self):
         self.SetCash(100000)
 
         self.spy = self.AddEquity("SPY", Resolution.Hour).Symbol
-        self.yieldCurve = self.AddData(USTreasuryYieldCurveRate, "YIELDCURVE").Symbol
+        self.yieldCurve = self.AddData(USTreasuryYieldCurveRate, "USTYCR").Symbol
         self.lastInversion = datetime(1, 1, 1)
 
+        # Request 60 days of history with the USTreasuryYieldCurveRate custom data Symbol.
+        history = self.History(USTreasuryYieldCurveRate, self.yieldCurve, 60, Resolution.Daily)
+
+        # Count the number of items we get from our history request
+        self.Debug(f"We got {len(history)} items from our history request")
+
     def OnData(self, data):
 
         if not data.ContainsKey(self.yieldCurve):