config

The config method is used to initialize the interval , aggregations and watchlist member variables of the Algorithm class. Users are expected to override this method in their custom algorithm classes to set these member variables to their desired values. See the Algorithm documentation for more information on these member variables.

Syntax

def config(self)

Users are expected extend the Algorithm class to create their own custom algorithms. In the extended class, users should override the config method to set the interval , aggregations and watchlist member variables.

Example

class MyAlgorithm(Algorithm):
    def config(self):
        self.interval = "5MIN"
        self.aggregations = ["15MIN", "30MIN", "1DAY"]
        self.watchlist = ["AAPL", "@BTC"]