Insights.cs•699 B
#region imports
using System;
using QuantConnect;
using QuantConnect.Algorithm.Framework.Alphas;
using QuantConnect.Algorithm.Framework.Portfolio;
using QuantConnect.Algorithm;
#endregion
public class InsightTestAlgorithm : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2024, 1, 8);
SetEndDate(2024, 4, 1);
SetCash(100000);
AddEquity("SPY", Resolution.Daily);
AddAlpha(
new ConstantAlphaModel(
InsightType.Price, InsightDirection.Up, TimeSpan.FromDays(30), 0.1, 0.2, 0.3
)
);
SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
}
}