oreilm49

class CryptoMomentum(QCAlgorithm):

    def Initialize(self):
        resolution = Resolution.Daily
        self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
        self.SetStartDate(2018, 1, 1)
        self.SetCash('USDT', 9000)
        self.SetWarmUp(timedelta(200), resolution)
        self.EQUITY_RISK_PC = 0.01
        tickers = [

oreilm49

class CryptoMomentum(QCAlgorithm):

    def Initialize(self):
        resolution = Resolution.Daily
        self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
        self.SetStartDate(2018, 1, 1)
        self.SetCash('USDT', 9000)
        self.SetWarmUp(timedelta(200), resolution)
        self.EQUITY_RISK_PC = 0.01
        tickers = [

oreilm49

class SymbolIndicators:
    def __init__(self) -> None:
        self.ma = SimpleMovingAverage(50)
        self.ma_long = SimpleMovingAverage(200)
        self.atr = AverageTrueRange(21)
        self.closed_below_window = RollingWindow[bool](2)
        
    def update(self, trade_bar):
        self.ma.Update(trade_bar.EndTime, trade_bar.Close)
        self.ma_long.Update(trade_bar.EndTime, trade_bar.Close)

oreilm49

import datetime
import yfinance as yf
import pandas as pd
from typing import Optional;

def ticker_in_uptrend(ticker: str) -> tuple[bool, Optional[str]]:
    now = datetime.datetime.now()
    price_data = yf.download(
        ticker, 
        now - datetime.timedelta(days=365),