Refactors CompositeAlphaModel constructors

Changes the constructor that accepted an array to accept params array and adds a new constructor to deal with a single model addition.
2018-05-09 22:36:33 +01:00
parent 76a4eacf90
commit 042028096b
2 changed files with 16 additions and 2 deletions
@@ -55,7 +55,7 @@ class CompositeAlphaModelFrameworkAlgorithm(QCAlgorithmFramework):
        self.SetUniverseSelection(ManualUniverseSelectionModel(self.Securities.Keys))

        # define alpha model as a composite of the rsi and ema cross models
-        self.SetAlpha(CompositeAlphaModel([RsiAlphaModel(), EmaCrossAlphaModel()]))
+        self.SetAlpha(CompositeAlphaModel(RsiAlphaModel(), EmaCrossAlphaModel()))

        # default models for the rest
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())