Fixes algorithms with new SetBrokerage implementation

Fixes HourReverseSplitRegressionAlgorithm and HourSplitRegressionAlgorithm to pass regression tests with new SetBrokerage implementation
2017-10-13 00:00:33 +01:00
parent 6fc55de371
commit 1f20d22c39
2 changed files with 4 additions and 1 deletions
@@ -32,7 +32,8 @@ class HourSplitRegressionAlgorithm(QCAlgorithm):
        self.SetStartDate(2005, 2, 25)
        self. SetEndDate(2005, 2, 28)
        self.SetCash(100000)
-        
+        self.SetBenchmark(lambda x: 0)
+
        self.symbol = self.AddEquity("AAPL", Resolution.Hour).Symbol
    
    def OnData(self, slice):