Update regression algorithms
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@@ -25,13 +25,12 @@ from AlgorithmImports import *
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class CustomSecurityInitializerAlgorithm(QCAlgorithm):
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def initialize(self):
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# set our initializer to our custom type
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self.set_brokerage_model(BrokerageName.INTERACTIVE_BROKERS_BROKERAGE)
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func_security_seeder = FuncSecuritySeeder(self.custom_seed_function)
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self.set_security_initializer(CustomSecurityInitializer(self.brokerage_model, func_security_seeder, DataNormalizationMode.RAW))
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self.set_security_initializer(CustomSecurityInitializer(self.brokerage_model, DataNormalizationMode.RAW))
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self.set_start_date(2013,10,1)
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self.set_end_date(2013,11,1)
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@@ -64,12 +63,11 @@ class CustomSecurityInitializer(BrokerageModelSecurityInitializer):
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We sub-class the BrokerageModelSecurityInitializer so we can also
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take advantage of the default model/leverage setting behaviors'''
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def __init__(self, brokerage_model, security_seeder, data_normalization_mode):
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def __init__(self, brokerage_model, data_normalization_mode):
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'''Initializes a new instance of the CustomSecurityInitializer class with the specified normalization mode
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brokerage_model -- The brokerage model used to get fill/fee/slippage/settlement models
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security_seeder -- The security seeder to be used
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data_normalization_mode -- The desired data normalization mode'''
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self.base = BrokerageModelSecurityInitializer(brokerage_model, security_seeder)
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super().__init__(brokerage_model, SecuritySeeder.NULL)
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self.data_normalization_mode = data_normalization_mode
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def initialize(self, security):
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@@ -77,7 +75,7 @@ class CustomSecurityInitializer(BrokerageModelSecurityInitializer):
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security -- The security to be initialized
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seed_security -- True to seed the security, false otherwise'''
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# first call the default implementation
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self.base.initialize(security)
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super().initialize(security)
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# now apply our data normalization mode
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security.set_data_normalization_mode(self.data_normalization_mode)
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