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

Exports signals of the desired positions to Numerai API. Accepts signals in percentage i.e numerai_ticker:"IBM US", signal:0.234 More...

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

Public Member Functions
	NumeraiSignalExport (string publicId, string secretId, string modelId, string fileName="predictions.csv")
	NumeraiSignalExport Constructor. It obtains the required information for Numerai API requests More...
override bool	Send (SignalExportTargetParameters parameters)
	Verifies all the given holdings are accepted by Numerai, creates a message with those holdings in the expected Numerai API format and sends them to Numerai API 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	ConvertTargetsToNumerai (SignalExportTargetParameters parameters, out string positions)
	Verifies each holding's signal is between 0 and 1 (exclusive) More...

Protected Attributes
override HashSet< SecurityType >	AllowedSecurityTypes => _allowedSecurityTypes
	Hashset property of Numerai allowed SecurityTypes 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 = "Numerai" [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 Numerai API. Accepts signals in percentage i.e numerai_ticker:"IBM US", signal:0.234

It does not take into account flags as NUMERAI_COMPUTE_ID (https://github.com/numerai/numerapi/blob/master/numerapi/signalsapi.py#L164) and TRIGGER_ID(https://github.com/numerai/numerapi/blob/master/numerapi/signalsapi.py#L164)

Definition at line 34 of file NumeraiSignalExport.cs.

Constructor & Destructor Documentation

NumeraiSignalExport()

QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport.NumeraiSignalExport	(	string	publicId,
		string	secretId,
		string	modelId,
		string	fileName = "predictions.csv"
	)

NumeraiSignalExport Constructor. It obtains the required information for Numerai API requests

Parameters

publicId	PUBLIC_ID provided by Numerai
secretId	SECRET_ID provided by Numerai
modelId	ID of the Numerai Model being used
fileName	Signal file's name

Definition at line 100 of file NumeraiSignalExport.cs.

Member Function Documentation

Send()

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

virtual

Verifies all the given holdings are accepted by Numerai, creates a message with those holdings in the expected Numerai API format and sends them to Numerai API

Parameters

parameters

A list of portfolio holdings expected to be sent to Numerai API and the algorithm being ran

Returns

True if the positions were sent to Numerai API correctly and no errors were returned, false otherwise

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

Definition at line 115 of file NumeraiSignalExport.cs.

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ConvertTargetsToNumerai()

bool QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport.ConvertTargetsToNumerai ( SignalExportTargetParameters  parameters, out string  positions  )

protected

Verifies each holding's signal is between 0 and 1 (exclusive)

Parameters

parameters	A list of portfolio holdings expected to be sent to Numerai API
positions	A message with the desired positions in the expected Numerai API format

Returns

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

Definition at line 145 of file NumeraiSignalExport.cs.

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Member Data Documentation

AllowedSecurityTypes

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

protected

Hashset property of Numerai allowed SecurityTypes

Definition at line 91 of file NumeraiSignalExport.cs.

Property Documentation

Name

override string QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport.Name = "Numerai"

getprotected

The name of this signal export

Definition at line 86 of file NumeraiSignalExport.cs.

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

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