---
title: "CrunchDAO"
description: "With our CrunchDAO integration, you can send trading signals from your live algorithms to CrunchDAO."
canonical: https://www.quantconnect.com/docs/v2/drafts/crunchdao
markdown: https://www.quantconnect.com/docs/v2/drafts/crunchdao.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/08%20Drafts/02%20CrunchDAO
modified: 2026-10-31
index: https://www.quantconnect.com/llms.txt
---

# CrunchDAO

[Documentation](https://www.quantconnect.com/docs/v2.md) > Drafts > CrunchDAO

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

## Introduction

CrunchDAO is a service that connects strategy developers and capital allocators. With our CrunchDAO integration, you can send trading signals from your live algorithms to the [CrunchDAO](https://www.crunchdao.com/).

## Add Providers

To export signals to CrunchDAO from your algorithm, during [initialization](https://www.quantconnect.com/docs/v2/writing-algorithms/initialization.md), add a CrunchDAO signal export provider.

```python
self.signal_export.add_signal_export_providers(CrunchDAOSignalExport(apiKey, model, submissionName, comment))
```

The `CrunchDAOSignalExport` constructor accepts the following arguments:

### Argument: `api_key`

Your CrunchDAO API key. To get your API key, see the [Profile > Settings](https://tournament.crunchdao.com/profile/settings) page on the CrunchDAO website.

Data Type: `str` | Default Value: `None`

### Argument: `model`

The Id of your CrunchDAO model. To create a new model or to get the Id of an existing model, see the [Profile > Alpha](https://tournament.crunchdao.com/profile/alpha) page on the CrunchDAO website.

Data Type: `str` | Default Value: `None`

### Argument: `submissionName`

A name for the submission to distinguish it from your other submissions.

Data Type: `str` | Default Value: `""`

### Argument: `comment`

A comment for the submission.

Data Type: `str` | Default Value: `""`

You can add multiple signal export providers to a single algorithm.

## Asset Classes

Our CrunchDAO integration supports signals for [US Equities](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity.md).

## Universe Selection

The [CrunchDAO skeleton](https://docs.crunchdao.com/crunch-alpha/investment-universe) contains the universe constituents. To load it into your algorithm, follow these steps:

1. Define a [custom universe type](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/custom-universes.md#03-Define-Custom-Universe-Types).
   ```python
   class CrunchDaoSkeleton(PythonData):

       def get_source(self, config, date, isLive):
           return SubscriptionDataSource("https://tournament.crunchdao.com/data/skeleton.csv", SubscriptionTransportMedium.REMOTE_FILE)

       def reader(self, config, line, date, isLive):
           if not line[0].isdigit(): return None
           skeleton = CrunchDaoSkeleton()
           skeleton.symbol = config.symbol

           try:
               csv = line.split(',')
               skeleton.end_time = (datetime.strptime(csv[0], "%Y-%m-%d")).date()
               skeleton.symbol =  Symbol(SecurityIdentifier.generate_equity(csv[1], Market.USA, mapping_resolve_date=skeleton.time), csv[1])
               skeleton["Ticker"] = csv[1]

           except ValueError:
               # Do nothing
               return None

           return skeleton
   ```
2. In the `initialize` method, [initialize the universe](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/custom-universes.md#04-Initialize-Custom-Universes).
   ```python
   self.add_universe(CrunchDaoSkeleton, "CrunchDaoSkeleton", Resolution.DAILY, self.select_symbols)
   ```
3. In the algorithm class, define the selector function to select all of the securities in the skeleton file.
   ```python
   def select_symbols(self, data: list[CrunchDaoSkeleton]) -> list[Symbol]:
       return [x.Symbol for x in data]
   ```

## Schedule Submissions

CrunchDAO provides a new skeleton every Saturday at 6 PM Coordinated Universal Time (UTC). To schedule your submissions for before the market opens each week, during initialization, you can create a [Scheduled Event](https://www.quantconnect.com/docs/v2/writing-algorithms/scheduled-events.md).

```python
self.week = -1
self.schedule.on(
    self.date_rules.every([DayOfWeek.monday, DayOfWeek.tuesday, DayOfWeek.wednesday, DayOfWeek.thursday, DayOfWeek.friday]),
    self.time_rules.at(13, 15, TimeZones.UTC),
    self.submit_signals)
```

The preceding Scheduled Event calls the `submit_signals` method every weekday at 1:15 PM UTC. Define this method to create and send portfolio targets to CrunchDAO.

```python
def submit_signals(self):
    if self.IsWarmingUp:
        return

    # Submit signals once per week
    week_num = self.Time.isocalendar()[1]
    if self.week == week_num:
        return
    self.week = week_num

    symbols = [security.Symbol for security in self.crunch_universe if security.Price > 0]

    # Get historical price data
    # close_prices = self.History(symbols, 22, Resolution.Daily).close.unstack(0)

    # Create portfolio targets
    weight_by_symbol = {symbol: 1/len(symbols) for symbol in symbols} # Add your logic here
    targets = [PortfolioTarget(symbol, weight) for symbol, weight in weight_by_symbol.items()]

    # (Optional) Place trades
    self.SetHoldings(targets)

    # Send signals to CrunchDAO
    success = self.SignalExport.SetTargetPortfolio(targets)
    if not success:
        self.Debug(f"Couldn't send targets at {self.Time}")
```

For more information about requesting historical price and alternative data, see [History Requests](https://www.quantconnect.com/docs/v2/writing-algorithms/historical-data/history-requests.md).

## Send Portfolio Targets

The signal export manager automatically sends signals when your portfolio holdings change to CrunchDAO. By default, it waits five seconds after an order is filled to aggregate all the state changes into a single post. Set the `automatic_export_time_span` property to change the waiting time.

```python
self.signal_export.automatic_export_time_span = timedelta(seconds=1)
```

To send targets that aren't based on your portfolio holdings, see [Manual Exports](https://www.quantconnect.com/docs/v2/writing-algorithms/live-trading/signal-exports/key-concepts.md#05-Manual-Exports).

To disable automatic exports, set the `automatic_export_time_span` property to `None`.

```python
self.signal_export.automatic_export_time_span = None
```

## Signal Requirements

When you submit signals to CrunchDAO, abide by the following rules:

- All signals must have a quantity between 0 and 1 (inclusive).
- Submit one signal per round. If you submit more than one signal in a round, your new submission overwrites the previous one.
- Send signals for at least half of the investment universe.

## Examples

**Demonstration Algorithms**

- [CrunchDAOSignalExportDemonstrationAlgorithm.py](https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/CrunchDAOSignalExportDemonstrationAlgorithm.py) (Python)