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Add Example to Writing Algorithms / Algorithm Framework / Universe Selection / Manual Universes #2015

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Add Example to Writing Algorithms / Algorithm Framework / Universe Selection / Manual Universes #2015

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44 changes: 44 additions & 0 deletions ...orithms/34 Algorithm Framework/02 Universe Selection/03 Manual Universes/99 Examples.html
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<p>The following examples demonstrate some common practices for implementing manual universe selection model.</p>

<h4>Example 1: Crypto List Selection Model</h4>
<p>The following algorithm selects a list of preset cryptos, given we have information that they will perform better. So, we can make use of <code>ManualUniverseSelectionModel</code> to select this list and buy the listed cryptos.</p>
<div class="section-example-container">
<pre class="csharp">public class FrameworkManualUniverseSelectionAlgorithm : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2019, 1, 1);
SetEndDate(2024, 12, 1);
SetCash(100000);

// Add universe selection model to select the most liquid cryptos manually.
var symbols = new [] {
QuantConnect.Symbol.Create("BTCUSD", SecurityType.Crypto, Market.Coinbase),
QuantConnect.Symbol.Create("ETHUSD", SecurityType.Crypto, Market.Coinbase)
};
AddUniverseSelection(new ManualUniverseSelectionModel(symbols));

// Sent insights to buy and hold the most liquid cryptos.
AddAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromDays(7)));
// Evenly dissipate the capital risk among selected cryptos.
SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
}
}</pre>
<pre class="python">class FrameworkManualUniverseSelectionAlgorithm(QCAlgorithm):
def initialize(self) -&gt; None:
self.set_start_date(2019, 1, 1)
self.set_end_date(2024, 12, 1)
self.set_cash(100000)

# Add universe selection model to select the most liquid cryptos manually.
symbols = [
Symbol.create("BTCUSD", SecurityType.CRYPTO, Market.COINBASE),
Symbol.create("ETHUSD", SecurityType.CRYPTO, Market.COINBASE)
]
self.add_universe_selection(ManualUniverseSelectionModel(symbols))

# Sent insights to buy and hold the most liquid cryptos for a week.
self.add_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(7)))
# Evenly dissipate the capital risk among selected cryptos.
self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())</pre>
</div>