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

Exports signals of the desired positions to CrunchDAO API. Accepts signals in percentage i.e ticker:"SPY", date: "2020-10-04", signal:0.54 More...

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

Public Member Functions
	CrunchDAOSignalExport (string apiKey, string model, string submissionName="", string comment="")
	CrunchDAOSignalExport constructor. It obtains the required information for CrunchDAO API requests. See (https://colab.research.google.com/drive/1YW1xtHrIZ8ZHW69JvNANWowmxPcnkNu0?authuser=1#scrollTo=aPyWNxtuDc-X) More...
override bool	Send (SignalExportTargetParameters parameters)
	Verifies every holding is a stock, creates a message with the desired positions using the expected CrunchDAO API format, verifies there is an open round and then sends the positions with the other required body features. If another signal was submitted before, it deletes the last signal and sends the new one 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	ConvertToCSVFormat (SignalExportTargetParameters parameters, out string positions)
	Converts the list of holdings into a CSV format string More...

Protected Attributes
override HashSet< SecurityType >	AllowedSecurityTypes => _allowedSecurityTypes
	HashSet property of allowed SecurityTypes for CrunchDAO More...
Protected Attributes inherited from QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport
HttpClient	HttpClient => _lazyClient.Value
	Property to access a HttpClient More...

Properties
override string	Name = "CrunchDAO" [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...

Detailed Description

Exports signals of the desired positions to CrunchDAO API. Accepts signals in percentage i.e ticker:"SPY", date: "2020-10-04", signal:0.54

Definition at line 29 of file CrunchDAOSignalExport.cs.

Constructor & Destructor Documentation

CrunchDAOSignalExport()

QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.CrunchDAOSignalExport	(	string	apiKey,
		string	model,
		string	submissionName = "",
		string	comment = ""
	)

CrunchDAOSignalExport constructor. It obtains the required information for CrunchDAO API requests. See (https://colab.research.google.com/drive/1YW1xtHrIZ8ZHW69JvNANWowmxPcnkNu0?authuser=1#scrollTo=aPyWNxtuDc-X)

Parameters

apiKey	API key provided by CrunchDAO
model	Model ID or Name
submissionName	Submission Name (Optional)
comment	Comment (Optional)

Definition at line 87 of file CrunchDAOSignalExport.cs.

Member Function Documentation

Send()

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

virtual

Verifies every holding is a stock, creates a message with the desired positions using the expected CrunchDAO API format, verifies there is an open round and then sends the positions with the other required body features. If another signal was submitted before, it deletes the last signal and sends the new one

Parameters

parameters

A list of holdings from the portfolio, expected to be sent to CrunchDAO API and the algorithm being ran

Returns

True if the positions were sent to CrunchDAO succesfully and errors were returned, false otherwise

Reimplemented from QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport.

Definition at line 104 of file CrunchDAOSignalExport.cs.

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ConvertToCSVFormat()

bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.ConvertToCSVFormat ( SignalExportTargetParameters  parameters, out string  positions  )

protected

Converts the list of holdings into a CSV format string

Parameters

parameters	A list of holdings from the portfolio, expected to be sent to CrunchDAO API and the algorithm being ran
positions	A CSV format string of the given holdings with the required features(ticker, date, signal)

Returns

True if a string message with the positions could be obtained, false otherwise

Definition at line 141 of file CrunchDAOSignalExport.cs.

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Member Data Documentation

AllowedSecurityTypes

override HashSet<SecurityType> QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.AllowedSecurityTypes => _allowedSecurityTypes

protected

HashSet property of allowed SecurityTypes for CrunchDAO

Definition at line 77 of file CrunchDAOSignalExport.cs.

Property Documentation

Name

override string QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport.Name = "CrunchDAO"

getprotected

The name of this signal export

Definition at line 72 of file CrunchDAOSignalExport.cs.

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

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