Set CashBuyingPowerModel as default for Crypto/GDAX

2018-01-31 20:45:21 +01:00
parent 9c6b64a162
commit 415542fcbc
9 changed files with 91 additions and 40 deletions
@@ -23,6 +23,7 @@ from NodaTime import DateTimeZone
 from QuantConnect import *
 from QuantConnect.Algorithm import *
 from QuantConnect.Brokerages import *
+from QuantConnect.Securities import *
 from QuantConnect.Data.Market import *
 from QuantConnect.Data.Consolidators import *

@@ -48,6 +49,7 @@ class FractionalQuantityRegressionAlgorithm(QCAlgorithm):
        self.SetTimeZone(DateTimeZone.Utc)

        security = self.AddSecurity(SecurityType.Crypto, "BTCUSD", Resolution.Daily, Market.GDAX, False, 3.3, True)
+        security.BuyingPowerModel = SecurityMarginBuyingPowerModel(3.3);
        con = QuoteBarConsolidator(timedelta(1))
        self.SubscriptionManager.AddConsolidator("BTCUSD", con)
        con.DataConsolidated += self.DataConsolidated