change the benchmark setting

2018-04-12 18:33:01 -04:00
parent d0a6353784
commit 4c98817c9e
4 changed files with 4 additions and 4 deletions
@@ -45,7 +45,7 @@ class BasicTemplateOptionsHistoryAlgorithm(QCAlgorithm):
        option.PriceModel = OptionPriceModels.CrankNicolsonFD()
        option.SetFilter(-2,2, timedelta(0), timedelta(180))

-        self.SetBenchmark(lambda x: 0)
+        self.SetBenchmark(lambda x: 1000000)

    def OnData(self,slice):
        if not self.Portfolio.Invested: