Changes based on review by Alex
This commit is contained in:
@@ -20,6 +20,8 @@ namespace QuantConnect.Algorithm.CSharp
|
||||
{
|
||||
public class BasicPythonIntegrationTemplateAlgorithm : QCAlgorithm
|
||||
{
|
||||
// Create class field for numpy library
|
||||
private dynamic _numpy;
|
||||
|
||||
public override void Initialize()
|
||||
{
|
||||
@@ -28,14 +30,20 @@ namespace QuantConnect.Algorithm.CSharp
|
||||
SetCash(100000); //Set Strategy Cash
|
||||
AddEquity("SPY", Resolution.Minute);
|
||||
|
||||
// Assign numpy library
|
||||
using (Py.GIL())
|
||||
{
|
||||
_numpy = Py.Import("numpy");
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
private decimal ComputeSin(decimal value)
|
||||
{
|
||||
// Calculate python sin(10)
|
||||
using (Py.GIL())
|
||||
{
|
||||
dynamic np = Py.Import("numpy");
|
||||
return (decimal)np.sin(value);
|
||||
return (decimal)_numpy.sin(value);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -47,9 +55,11 @@ namespace QuantConnect.Algorithm.CSharp
|
||||
{
|
||||
SetHoldings("SPY", 1);
|
||||
var sin = ComputeSin(10);
|
||||
|
||||
// Calculate C# sin(10)
|
||||
var sinOfTen = Math.Sin(10);
|
||||
Log($"According to Python, the value of sin(10) is: {sin}");
|
||||
Log($"According to C#, the value of sin(10) is: {sinOfTen}");
|
||||
Debug($"According to Python, the value of sin(10) is: {sin}");
|
||||
Debug($"According to C#, the value of sin(10) is: {sinOfTen}");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user