Modify and fix select regression algorithms

* OnEndOfDayRegressionAlgorithm - Since the EndTime of the hourly benchmark is during the day,
the OnEndOfDay method gets called one less time than usual. Updates statistics

* CustomUniverseWithBenchmarkRegressionAlgorithm.cs - modified algorithm so
that it works with hourly benchmark. Previously only tested for Daily benchmark

* BasicTemplateAlgorithm.py - Modified resolution to be
Resolution.Minute, just like it is in C#

* CustomDataRegressionAlgorithm.py - Remove warmup call from Initialize

* IndicatorSuiteAlgorithm.py - Adds PythonQuandl import to fix import error
This commit is contained in:
Gerardo Salazar
2020-01-16 11:50:03 -08:00
parent 66e093babb
commit 4102c83e88
5 changed files with 57 additions and 37 deletions
+1 -1
View File
@@ -38,7 +38,7 @@ class BasicTemplateAlgorithm(QCAlgorithm):
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("SPY", Resolution.Second)
self.AddEquity("SPY", Resolution.Minute)
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
def OnData(self, data):