Exports signals of desired positions to Collective2 API using JSON and HTTPS. Accepts signals in quantity(number of shares) i.e symbol:"SPY", quant:40 More...
Classes | |
| class | C2ExchangeSymbol |
| The Collective2 symbol More... | |
| class | Collective2Position |
| Stores position's needed information to be serialized in JSON format and then sent to Collective2 API More... | |
Public Member Functions | |
| Collective2SignalExport (string apiKey, int systemId, bool useWhiteLabelApi=false) | |
| Collective2SignalExport constructor. It obtains the entry information for Collective2 API requests. See API documentation at https://trade.collective2.com/c2-api More... | |
| override bool | Send (SignalExportTargetParameters parameters) |
| Creates a JSON message with the desired positions using the expected Collective2 API format and then sends it More... | |
 Public Member Functions inherited from QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport | |
| void | Dispose () |
| If created, dispose of HttpClient we used for the requests to the different 3rd party API's More... | |
Protected Member Functions | |
| bool | ConvertHoldingsToCollective2 (SignalExportTargetParameters parameters, out List< Collective2Position > positions) |
| Converts a list of targets to a list of Collective2 positions More... | |
| int | ConvertPercentageToQuantity (IAlgorithm algorithm, PortfolioTarget target) |
| Converts a given percentage of a position into the number of shares of it More... | |
| string | CreateMessage (List< Collective2Position > positions) |
| Serializes the list of desired positions with the needed credentials in JSON format More... | |
Properties | |
| Uri | Destination [get, set] |
| Collective2 API endpoint More... | |
| override string | Name = "Collective2" [get] |
| The name of this signal export More... | |
| Properties inherited from QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport | |
| abstract string | Name [get] |
| The name of this signal export More... | |
| virtual HashSet< SecurityType > | AllowedSecurityTypes [get] |
| Default hashset of allowed Security types More... | |
Additional Inherited Members | |
| Protected Attributes inherited from QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport | |
| HttpClient | HttpClient => _lazyClient.Value |
| Property to access a HttpClient More... | |
Detailed Description
Exports signals of desired positions to Collective2 API using JSON and HTTPS. Accepts signals in quantity(number of shares) i.e symbol:"SPY", quant:40
Definition at line 32 of file Collective2SignalExport.cs.
Constructor & Destructor Documentation
◆ Collective2SignalExport()
| QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.Collective2SignalExport | ( | string | apiKey, |
| int | systemId, | ||
| bool | useWhiteLabelApi = false |
||
| ) |
Collective2SignalExport constructor. It obtains the entry information for Collective2 API requests. See API documentation at https://trade.collective2.com/c2-api
- Parameters
-
apiKey API key provided by Collective2 systemId Trading system's ID number useWhiteLabelApi Whether to use the white-label API instead of the general one
Definition at line 98 of file Collective2SignalExport.cs.
Member Function Documentation
◆ Send()
|
virtual |
Creates a JSON message with the desired positions using the expected Collective2 API format and then sends it
- Parameters
-
parameters A list of holdings from the portfolio expected to be sent to Collective2 API and the algorithm being ran
- Returns
- True if the positions were sent correctly and Collective2 sent no errors, false otherwise
Reimplemented from QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport.
Definition at line 116 of file Collective2SignalExport.cs.
◆ ConvertHoldingsToCollective2()
|
protected |
Converts a list of targets to a list of Collective2 positions
- Parameters
-
parameters A list of targets from the portfolio expected to be sent to Collective2 API and the algorithm being ran positions A list of Collective2 positions
- Returns
- True if the given targets could be converted to a Collective2Position list, false otherwise
Definition at line 143 of file Collective2SignalExport.cs.
◆ ConvertPercentageToQuantity()
|
protected |
Converts a given percentage of a position into the number of shares of it
- Parameters
-
algorithm Algorithm being ran target Desired position to be sent to the Collective2 API
- Returns
- Number of shares hold of the given position
Definition at line 193 of file Collective2SignalExport.cs.
◆ CreateMessage()
|
protected |
Serializes the list of desired positions with the needed credentials in JSON format
- Parameters
-
positions List of Collective2 positions to be sent to Collective2 API
- Returns
- A JSON request string of the desired positions to be sent by a POST request to Collective2 API
Definition at line 218 of file Collective2SignalExport.cs.
Property Documentation
◆ Destination
|
getset |
Collective2 API endpoint
Definition at line 68 of file Collective2SignalExport.cs.
◆ Name
|
getprotected |
The name of this signal export
Definition at line 73 of file Collective2SignalExport.cs.
The documentation for this class was generated from the following file:
- Common/Algorithm/Framework/Portfolio/SignalExports/Collective2SignalExport.cs
