QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport Class Reference

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...

Inheritance diagram for QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport:

Classes
class	C2Symbol
	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)
	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
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
	)

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

Definition at line 81 of file Collective2SignalExport.cs.

Member Function Documentation

Send()

override bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.Send ( SignalExportTargetParameters  parameters )

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 95 of file Collective2SignalExport.cs.

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ConvertHoldingsToCollective2()

bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.ConvertHoldingsToCollective2 ( SignalExportTargetParameters  parameters, out List< Collective2Position >  positions  )

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 122 of file Collective2SignalExport.cs.

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ConvertPercentageToQuantity()

int QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.ConvertPercentageToQuantity ( IAlgorithm  algorithm, PortfolioTarget  target  )

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/returns>

Definition at line 207 of file Collective2SignalExport.cs.

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CreateMessage()

string QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.CreateMessage ( List< Collective2Position >  positions )

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 223 of file Collective2SignalExport.cs.

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Property Documentation

Name

override string QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.Name = "Collective2"

getprotected

The name of this signal export

Definition at line 57 of file Collective2SignalExport.cs.

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The documentation for this class was generated from the following file:

• Common/Algorithm/Framework/Portfolio/SignalExports/Collective2SignalExport.cs