Updates to use "UniverseSelection" property

The old name "PortfolioSelection" still on the example code. Updated to UniverseSelection
This commit is contained in:
Jared
2018-04-08 20:21:48 -04:00
committed by GitHub
parent 871cdc19f6
commit 35edb6f802
@@ -55,7 +55,7 @@ class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):
symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
# set algorithm framework models
self.PortfolioSelection = ManualPortfolioSelectionModel(symbols)
self.UniverseSelection = ManualUniverseSelectionModel(symbols)
self.Alpha = ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(minutes = 20), 0.025, None)
self.PortfolioConstruction = EqualWeightingPortfolioConstructionModel()
self.Execution = ImmediateExecutionModel()
@@ -65,4 +65,4 @@ class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):
def OnOrderEvent(self, orderEvent):
if orderEvent.Status == OrderStatus.Filled:
self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))