public override void Initialize()
{
SetStartDate(2014, 3, 25); //Set Start Date
SetEndDate(2014, 4, 7); //Set End Date
SetCash(100000); //Set Strategy Cash
// Set our DataNormalizationMode to raw
UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
_googl = AddEquity(Ticker, Resolution.Daily).Symbol;
// Get our factor file for this regression
var dataProvider =
Composer.Instance.GetExportedValueByTypeName <IDataProvider>(Config.Get("data-provider",
"DefaultDataProvider"));
var mapFileProvider = new LocalDiskMapFileProvider();
mapFileProvider.Initialize(dataProvider);
var factorFileProvider = new LocalDiskFactorFileProvider();
factorFileProvider.Initialize(mapFileProvider, dataProvider);
_factorFile = factorFileProvider.Get(_googl) as CorporateFactorProvider;
// Prime our expected values
_expectedRawPrices.MoveNext();
}
/// <summary>
/// Runs the Coarse universe generator with default values.
/// </summary>
/// <returns></returns>
public static bool CoarseUniverseGenerator()
{
var dailyDataFolder = new DirectoryInfo(Path.Combine(Globals.DataFolder, SecurityType.Equity.SecurityTypeToLower(), Market.USA, Resolution.Daily.ResolutionToLower()));
var destinationFolder = new DirectoryInfo(Path.Combine(Globals.DataFolder, SecurityType.Equity.SecurityTypeToLower(), Market.USA, "fundamental", "coarse"));
var fineFundamentalFolder = new DirectoryInfo(Path.Combine(dailyDataFolder.Parent.FullName, "fundamental", "fine"));
var blackListedTickersFile = new FileInfo("blacklisted-tickers.txt");
var reservedWordPrefix = Config.Get("reserved-words-prefix", "quantconnect-");
var dataProvider = new DefaultDataProvider();
var mapFileProvider = new LocalDiskMapFileProvider();
mapFileProvider.Initialize(dataProvider);
var factorFileProvider = new LocalDiskFactorFileProvider();
factorFileProvider.Initialize(mapFileProvider, dataProvider);
var generator = new CoarseUniverseGeneratorProgram(dailyDataFolder, destinationFolder, fineFundamentalFolder, Market.USA, blackListedTickersFile, reservedWordPrefix, mapFileProvider, factorFileProvider);
return(generator.Run());
}
public override void Initialize()
{
SetStartDate(2014, 6, 5); //Set Start Date
SetEndDate(2014, 6, 5); //Set End Date
UniverseSettings.DataNormalizationMode = DataNormalizationMode.SplitAdjusted;
_aapl = AddEquity(Ticker, Resolution.Minute).Symbol;
var dataProvider =
Composer.Instance.GetExportedValueByTypeName <IDataProvider>(Config.Get("data-provider",
"DefaultDataProvider"));
var mapFileProvider = new LocalDiskMapFileProvider();
mapFileProvider.Initialize(dataProvider);
var factorFileProvider = new LocalDiskFactorFileProvider();
factorFileProvider.Initialize(mapFileProvider, dataProvider);
_factorFile = factorFileProvider.Get(_aapl) as CorporateFactorProvider;
}