Updates python framework to support python datetime
Updates nuget package to support conversion from C# DateTime to python datetime. Updates algorithms to reflect this change.
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@@ -20,7 +20,6 @@ from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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from QuantConnect.Data.Market import *
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from AlgorithmPythonUtil import to_python_datetime
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from datetime import datetime, timedelta
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@@ -39,23 +38,21 @@ class RegressionAlgorithm(QCAlgorithm):
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self.AddEquity("AIG", Resolution.Hour)
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self.AddEquity("IBM", Resolution.Daily)
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self.__lastTradeTicks = to_python_datetime(self.StartDate)
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self.__lastTradeTicks = self.StartDate
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self.__lastTradeTradeBars = self.__lastTradeTicks
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self.__tradeEvery = timedelta(minutes=1)
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def OnData(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
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pyTime = to_python_datetime(self.Time)
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if pyTime - self.__lastTradeTradeBars < self.__tradeEvery:
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if self.Time - self.__lastTradeTradeBars < self.__tradeEvery:
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return
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self.__lastTradeTradeBars = pyTime
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self.__lastTradeTradeBars = self.Time
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for kvp in data.Bars:
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period = kvp.Value.Period.TotalSeconds
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period = kvp.Value.Period.total_seconds()
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if self.roundTime(pyTime, period) != pyTime:
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if self.roundTime(self.Time, period) != self.Time:
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pass
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symbol = kvp.Key
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