Adds Missing Date Range

Author: AlexCatarino

03 Writing Algorithms/03 Securities/99 Asset Classes/03 Crypto/01 Requesting Data/99 Examples.html

@@ -23,6 +23,8 @@ <h4>
 {
     public override void Initialize()
     {
+        SetStartDate(2024, 9, 1); 
+        SetEndDate(2024, 12, 31);
         // Set the brokerage and account type for accurate fee and margin behavior.
         SetBrokerageModel(BrokerageName.Binance, AccountType.Cash);
 
@@ -69,6 +71,8 @@ <h4>
  </script>
  <pre class="python">class CryptoExampleAlgorithm(QCAlgorithm):
     def initialize(self) -&gt; None:
+        self.set_start_date(2024, 9, 1)
+        self.set_end_date(2024, 12, 31)
         # Set the brokerage and account type for accurate fee and margin behavior.
         self.set_brokerage_model(BrokerageName.BINANCE, AccountType.CASH)
 

03 Writing Algorithms/03 Securities/99 Asset Classes/03 Crypto/02 Handling Data/99 Examples.html

@@ -19,6 +19,8 @@ <h4>
 
     public override void Initialize()
     {
+        SetStartDate(2024, 9, 1);
+        SetEndDate(2024, 12, 31);
         // Set the brokerage and account type to match your brokerage environment for accurate fee and margin behavior.
         SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash);
         // For daily DCA purchases, subscribe to daily asset data.
@@ -76,6 +78,8 @@ <h4>
  <pre class="python">class CryptoExampleAlgorithm(QCAlgorithm):
 
     def initialize(self) -&gt; None:
+        self.set_start_date(2024, 9, 1)
+        self.set_end_date(2024, 12, 31)
         # Set a day count variable for counting the days of the DCA trade.
         self._day_count = 0
         # Set the brokerage and account type to match your brokerage environment for accurate fee and margin behavior.
@@ -143,6 +147,8 @@ <h4>
 
     public override void Initialize()
     {
+        SetStartDate(2024, 9, 1); 
+        SetEndDate(2024, 12, 31);
         // Subscribe to BTC/USD on 2 different exchanges.
         _krakenBtc = AddCrypto("BTCUSD", market: Market.Kraken).Symbol;
         _coinbaseBtc = AddCrypto("BTCUSD", market: Market.Coinbase).Symbol;
@@ -191,6 +197,8 @@ <h4>
  </script>
  <pre class="python">class CryptoExampleAlgorithm(QCAlgorithm):
     def initialize(self) -&gt; None:
+        self.set_start_date(2024, 9, 1)
+        self.set_end_date(2024, 12, 31)
         # Subscribe to BTC/USD on 2 different exchanges.
         self.kraken_btc = self.add_crypto("BTCUSD", market=Market.KRAKEN).symbol
         self.coinbase_btc = self.add_crypto("BTCUSD", market=Market.COINBASE).symbol

03 Writing Algorithms/03 Securities/99 Asset Classes/04 Crypto Futures/01 Requesting Data/99 Examples.html

@@ -16,6 +16,7 @@ <h4>
     public override void Initialize()
     {
         SetStartDate(2020, 4, 1);
+        SetEndDate(2024, 12, 31);
         // Set brokerage and account type to match your brokerage environment for accurate fee and margin behavior.
         SetBrokerageModel(BrokerageName.Binance, AccountType.Margin);
         // In the Binance brokerage, you can't trade with USD.
@@ -75,6 +76,7 @@ <h4>
 
     def initialize(self) -&gt; None:
         self.set_start_date(2020, 4, 1)
+        self.set_end_date(2024, 12, 31)
         # Set brokerage and account type to match your brokerage environment for accurate fee and margin behavior.
         self.set_brokerage_model(BrokerageName.BINANCE, AccountType.MARGIN)
         # In the Binance brokerage, you can't trade with USD.

03 Writing Algorithms/12 Universes/03 Equity/01 Liquidity Universes/99 Examples.html

@@ -21,6 +21,8 @@ <h4>
 {
     public override void Initialize()
     {
+        SetStartDate(2024, 1, 1);
+        SetEndDate(2024, 7, 1);
         // Use asynchronous universe selection to speed up your algorithm.
         UniverseSettings.Asynchronous = true;
         // Use minute resolution data so orders fill at realistic prices.
@@ -62,7 +64,9 @@ <h4>
  </script>
  <pre class="python">class MinuteLiquidUniverseAlgorithm(QCAlgorithm):
 
-    def initialize(self) -&gt; None:
+    def initialize(self) -> None:
+        self.set_start_date(2024, 1, 1)
+        self.set_end_date(2024, 7, 1)
         # Use asynchronous universe selection to speed up your algorithm.
         self.universe_settings.asynchronous = True
         # Use minute resolution data so orders fill at realistic prices.

03 Writing Algorithms/12 Universes/03 Equity/03 ETF Constituents Universes/99 Examples.html

@@ -18,6 +18,7 @@ <h4>
     public override void Initialize()
     {
         SetStartDate(2023, 6, 1);
+        SetEndDate(2024, 12, 31);
         SetCash(10000000);
         Settings.MinimumOrderMarginPortfolioPercentage = 0m;
         // To avoid over-trading and high transaction costs, refilter and rebalance weekly.
@@ -98,6 +99,7 @@ <h4>
 
     def initialize(self) -&gt; None:
         self.set_start_date(2023, 6, 1)
+        self.set_end_date(2024, 12, 31)
         self.set_cash(10_000_000)
         self.settings.minimum_order_margin_portfolio_percentage = 0
         # To avoid over-trading and high transaction costs, refilter and rebalance weekly.
@@ -195,6 +197,7 @@ <h4>
     public override void Initialize()
     {
         SetStartDate(2023, 6, 1);
+        SetEndDate(2024, 12, 31);
         // Seed the price of each asset that enters the universe with its last known price so you can trade it 
         // on the same morning it enters the universe without getting warnings.
         SetSecurityInitializer(
@@ -309,6 +312,7 @@ <h4>
 
     def initialize(self):
         self.set_start_date(2023, 6, 1)
+        self.set_end_date(2024, 12, 31)
         # Seed the price of each asset that enters the universe with its last known price so you can trade it 
         # on the same morning it enters the universe without getting warnings.
         self.set_security_initializer(

03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/05 Chain Fundamental and Alternative Data.html

@@ -17,6 +17,7 @@
     public override void Initialize()
     {
         SetStartDate(2023, 1, 2);
+        SetEndDate(2024, 12, 31);
         SetCash(100000);
 
         // Filter the top 100 liquid equities of the last trading day, and save the symbols for the next filtering.
@@ -93,6 +94,7 @@
 
     def initialize(self) -> None:
         self.set_start_date(2023, 1, 2)
+        self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
         self.add_universe(self._fundamental_filter_function)
         self.add_universe(QuiverCNBCsUniverse, self._mad_money_selection)

03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/06 Chain Fundamental and US Equity Options.html

@@ -17,6 +17,7 @@
     public override void Initialize()
     {
         SetStartDate(2023, 2, 2);
+        SetEndDate(2024, 12, 31);
         SetCash(100000);
         UniverseSettings.Asynchronous = true;
         // Need to set data normalization mode to raw for options to compare the strike price fairly.
@@ -92,6 +93,8 @@
 class ChainedUniverseAlgorithm(QCAlgorithm):
     def initialize(self) -> None:
         self.set_start_date(2023, 2, 2)
+        self.set_end_date(2024, 12, 31)
+        self.set_cash(100000)
         self.universe_settings.asynchronous = True
         # Need to set data normalization mode to raw for options to compare the strike price fairly.
         self.universe_settings.data_normalization_mode = DataNormalizationMode.RAW

03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/07 Chain ETF and Fundamental.html

@@ -20,6 +20,7 @@
     public override void Initialize()
     {
         SetStartDate(2023, 2, 2);
+        SetEndDate(2024, 12, 31);
         SetCash(100000);
         UniverseSettings.Asynchronous = true;
         // Select QQQ constituents first, then by fundamental data.
@@ -55,6 +56,7 @@
 class ChainedUniverseAlgorithm(QCAlgorithm):
     def initialize(self) -> None:
         self.set_start_date(2023, 2, 2)
+        self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
         self.universe_settings.asynchronous = True
         # Select QQQ constituents first, then by fundamental data.

03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/08 Chain ETF and Alternative Data.html

@@ -17,6 +17,7 @@
     public override void Initialize()
     {
         SetStartDate(2023, 1, 2);
+        SetEndDate(2024, 12, 31);
         SetCash(100000);
         UniverseSettings.Asynchronous = true;
 
@@ -92,6 +93,7 @@
 
     def initialize(self):
         self.set_start_date(2023, 1, 2)
+        self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
         self.universe_settings.asynchronous = True
         # Save all SPY constituents for the next filtering.

03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/10 Chain ETF and US Equity Options.html

@@ -17,6 +17,7 @@
     public override void Initialize()
     {
         SetStartDate(2023, 2, 2);
+        SetEndDate(2024, 12, 31);
         SetCash(100000);
         UniverseSettings.Asynchronous = true;
         // Need to set the data normalization mode to raw for fair strike price comparison.
@@ -88,6 +89,8 @@
 class ChainedUniverseAlgorithm(QCAlgorithm):
     def initialize(self):
         self.set_start_date(2023, 2, 2)
+        self.set_end_date(2024, 12, 31)
+        self.set_cash(100000)
         self.universe_settings.asynchronous = True
         # Set the data normalization mode to raw for fair strike price comparison.
         self.universe_settings.data_normalization_mode = DataNormalizationMode.RAW