Add SeedInitialPrices and cosmetic changes to C# templates#2384
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Ruuudy1 wants to merge 6 commits intoQuantConnect:masterfrom
Open
Add SeedInitialPrices and cosmetic changes to C# templates#2384Ruuudy1 wants to merge 6 commits intoQuantConnect:masterfrom
Ruuudy1 wants to merge 6 commits intoQuantConnect:masterfrom
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DerekMelchin
requested changes
May 8, 2026
| using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm; | ||
| using Calendar = QuantConnect.Data.Consolidators.Calendar; | ||
| #endregion | ||
| using System.Linq; |
Collaborator
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We should keep the default imports
| Settings.SeedInitialPrices = true; | ||
| // Let's select CFD contracts that trade in different market | ||
| // hours so the algorithm is always invested. | ||
| // Let's select CFD contracts that trade in different market. |
| // You can also create a consolidator with a period of one day and start time of 17 | ||
| // var consolidator = new QuoteBarConsolidator(TimeSpan.FromDays(1), TimeSpan.FromHours(17)); | ||
| // You can also create a consolidator with a period of one day and start time of 17. | ||
| // Var consolidator = new QuoteBarConsolidator(TimeSpan.FromDays(1), TimeSpan.FromHours(17));. |
| //Example Line Format: | ||
| //{"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"} | ||
| // Example Line Format: | ||
| // {"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}. |
Collaborator
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drop period at the end
| //Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price | ||
| //2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356 | ||
| // Example Line Format: | ||
| // Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price. |
| // Trade if the current spread is the lowest bid-ask spread, | ||
| // since it is the most efficient, liquid price with lowest slippage. | ||
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| // Trade if the current spread is the lowest bid-ask spread,. |
| _option.SetFilter(u => u.Expiration(0, 0).Strikes(-1, 1)); | ||
| // Filter the option universe by Delta. The last SetFilter call prevails. | ||
| // _option.SetFilter(optionFilterUniverse => optionFilterUniverse.Delta(0.25m, 0.75m)); | ||
| // _option.SetFilter(optionFilterUniverse => optionFilterUniverse.Delta(0.25m, 0.75m));. |
| Log(message); | ||
| // See https://www.quantconnect.com/docs/v2/writing-algorithms/live-trading/notifications | ||
| // for all notification methods | ||
| // For all notification methods. |
| // and place the OCO orders to sell it. | ||
| // Otherwise, we will short 75% of the portfolio value | ||
| // and place OCO orders to rebuy. | ||
| // If the price is above the EMA, we will buy 75% of the portfolio value. |
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| # Rebalance shortly after the open so today's intersection is locked in. | ||
| self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(9, 0, 0), self._rebalance) | ||
| # Rebalance shortly after the open. |
Collaborator
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Not true given the time_rule
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Summary
Settings.SeedInitialPrices = true;afterSetCashin all 44 C# templates (skipped where noSetCashor already present)liquidateExistingHoldings: true→ positionaltrue,Equity/Equitiescapitalised where referring to asset class///) left untouchedTest plan
SeedInitialPricesplacement and comment style