MacdAlphaModel

QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel

MacdAlphaModel(
    fast_period: int = 12,
    slow_period: int = 26,
    signal_period: int = 9,
    moving_average_type: MovingAverageType = ...,
    resolution: Resolution = ...,
)

Bases: AlphaModel

Defines a custom alpha model that uses MACD crossovers. The MACD signal line is used to generate up/down insights if it's stronger than the bounce threshold. If the MACD signal is within the bounce threshold then a flat price insight is returned.

Initializes a new instance of the MacdAlphaModel class

Parameters:

Name	Type	Description	Default
`fast_period`	`int`	The MACD fast period	`12`
`slow_period`	`int`	The MACD slow period	`26`
`signal_period`	`int`	The smoothing period for the MACD signal	`9`
`moving_average_type`	`MovingAverageType`	The type of moving average to use in the MACD	`...`
`resolution`	`Resolution`	The resolution of data sent into the MACD indicator	`...`

name

name: str

Defines a name for a framework model

instance

instance: Any

Gets the underlying python instance

This codeEntityType is protected.

SymbolData

SymbolData(
    algorithm: QCAlgorithm,
    security: Security,
    fast_period: int,
    slow_period: int,
    signal_period: int,
    moving_average_type: MovingAverageType,
    resolution: Resolution,
)

Bases: Object

Class representing basic data of a symbol

Initializes an instance of the SymbolData class with the given arguments

previous_direction

previous_direction: Optional[InsightDirection]

Previous direction property

security

security: Security

Security of the Symbol Data

consolidator

consolidator: IDataConsolidator

Consolidator property

macd

macd: MovingAverageConvergenceDivergence

Moving Average Convergence Divergence indicator

PythonRuntimeChecker

Bases: Object

Set of helper methods to invoke Python methods with runtime checks for return values and out parameter's conversions.

on_securities_changed

on_securities_changed(
    algorithm: QCAlgorithm, changes: SecurityChanges
) -> None

Event fired each time the we add/remove securities from the data feed. This initializes the MACD for each added security and cleans up the indicator for each removed security.

Parameters:

Name	Type	Description	Default
`algorithm`	`QCAlgorithm`	The algorithm instance that experienced the change in securities	required
`changes`	`SecurityChanges`	The security additions and removals from the algorithm	required

update

update(
    algorithm: QCAlgorithm, data: Slice
) -> Iterable[Insight]

Determines an insight for each security based on it's current MACD signal

Parameters:

Name	Type	Description	Default
`algorithm`	`QCAlgorithm`	The algorithm instance	required
`data`	`Slice`	The new data available	required

Returns:

Type	Description
`Iterable[Insight]`	The new insights generated.

equals

equals(obj: Any) -> bool

equals(
    other: BasePythonWrapper[
        QuantConnect_Python_BasePythonWrapper_TInterface
    ],
) -> bool

Signature descriptions:

Determines whether the specified object is an instance of BasePythonWrapper{TInterface} and wraps the same Python object reference as this instance, which would indicate that they are equal.
Determines whether the specified instance wraps the same Python object reference as this instance, which would indicate that they are equal.

Parameters:

Name	Type	Description	Default
`obj`	`Optional[Any]`	The other object to compare this with	`None`
`other`	`Optional[BasePythonWrapper[QuantConnect_Python_BasePythonWrapper_TInterface]]`	The other object to compare this with	`None`

Returns:

Type	Description
`bool`	True if both instances are equal, that is if both wrap the same Python object reference.

set_python_instance

set_python_instance(instance: Any) -> None

set_python_instance(
    instance: Any, validate_interface: bool
) -> None

Signature descriptions:

Sets the python instance
Sets the python instance and sets the validate interface flag

Parameters:

Name	Type	Description	Default
`instance`	`Any`	The underlying python instance	required
`validate_interface`	`Optional[bool]`	Whether to perform validations for interface implementation	`None`

dispose

dispose() -> None

Dispose of this instance

get_event

get_event(name: str) -> Any

Gets the Python instance event with the specified name

Parameters:

Name	Type	Description	Default
`name`	`str`	The name of the event	required

get_hash_code

get_hash_code() -> int

Gets the hash code for the current instance

Returns:

Type	Description
`int`	The hash code of the current instance.

get_method

get_method(
    method_name: str, python_only: bool = False
) -> Any

Gets the Python instances method with the specified name and caches it

Parameters:

Name	Type	Description	Default
`method_name`	`str`	The name of the method	required
`python_only`	`bool`	Whether to only return python methods	`False`

Returns:

Type	Description
`Any`	The matched method.

get_property

get_property(property_name: str) -> Any

Gets the Python instance property with the specified name

Parameters:

Name	Type	Description	Default
`property_name`	`str`	The name of the property	required

has_attr

has_attr(name: str) -> bool

Determines whether the Python instance has the specified attribute

Parameters:

Name	Type	Description	Default
`name`	`str`	The attribute name	required

Returns:

Type	Description
`bool`	Whether the Python instance has the specified attribute.

invoke_method

invoke_method(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> Any

Invokes the specified method with the specified arguments

Parameters:

Name	Type	Description	Default
`method_name`	`str`	The name of the method	required
`args`	`Union[Object, Iterable[Object]]`	The arguments to call the method with	`()`

invoke_void_method

invoke_void_method(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> None

Invokes the specified method with the specified arguments without returning a value

Parameters:

Name	Type	Description	Default
`method_name`	`str`	The name of the method	required
`args`	`Union[Object, Iterable[Object]]`	The arguments to call the method with	`()`

set_property

set_property(property_name: str, value: Any) -> None

Sets the Python instance property with the specified name

Parameters:

Name	Type	Description	Default
`property_name`	`str`	The name of the property	required
`value`	`Any`	The property value	required