Changes based on review by Alex

This commit is contained in:
Jack Simonson
2019-05-16 09:16:44 -07:00
parent 21f0222fa8
commit 4c1f147acf
2 changed files with 22 additions and 10 deletions
@@ -26,14 +26,12 @@ import numpy as np
class BasicCSharpIntegrationTemplateAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2013,10, 7) #Set Start Date
self.SetEndDate(2013,10,11) #Set End Date
self.SetStartDate(2018, 11, 10) #Set Start Date
self.SetEndDate(2013,12, 1) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.AddEquity("SPY", Resolution.Second)
self.Debug(f'According to Python, the value of sin(10) is {np.sin(10)}')
self.Debug(f'According to C#, the value of sin(10) is {Math.Sin(10)}')
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
@@ -41,4 +39,8 @@ class BasicCSharpIntegrationTemplateAlgorithm(QCAlgorithm):
data: Slice object keyed by symbol containing the stock data
'''
if not self.Portfolio.Invested:
self.SetHoldings("SPY", 1)
self.SetHoldings("SPY", 1)
## Calculate value of sin(10) for both python and C#
self.Debug(f'According to Python, the value of sin(10) is {np.sin(10)}')
self.Debug(f'According to C#, the value of sin(10) is {Math.Sin(10)}')