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Updates python framework to support python datetime

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Updates nuget package to support conversion from C# DateTime to python datetime.
Updates algorithms to reflect this change.
This commit is contained in:
AlexCatarino
2017-05-23 13:40:26 +01:00
parent 326e80415e
commit 18d83fb8ec
33 changed files with 142 additions and 173 deletions
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Algorithm.Python/AddRemoveSecurityRegressionAlgorithm.py
+4 -4
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@@ -38,24 +38,24 @@ class AddRemoveSecurityRegressionAlgorithm(QCAlgorithm):
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
if self._lastAction is not None and self._lastAction.Date == self.Time.Date:
if self._lastAction is not None and self._lastAction.date() == self.Time.date():
return
if not self.Portfolio.Invested:
self.SetHoldings(self.spy.Symbol, .5)
self._lastAction = self.Time
if self.Time.DayOfWeek == DayOfWeek.Tuesday:
if self.Time.weekday() == 1:
self.aig = self.AddEquity("AIG")
self.bac = self.AddEquity("BAC")
self._lastAction = self.Time
if self.Time.DayOfWeek == DayOfWeek.Wednesday:
if self.Time.weekday() == 2:
self.SetHoldings(self.aig.Symbol, .25)
self.SetHoldings(self.bac.Symbol, .25)
self._lastAction = self.Time
if self.Time.DayOfWeek == DayOfWeek.Thursday:
if self.Time.weekday() == 3:
self.RemoveSecurity(self.aig.Symbol)
self.RemoveSecurity(self.bac.Symbol)
self._lastAction = self.Time