Slice dynamic accessors ignore Quote for equities

- Slice dynamic data accessors will ignore QuoteBars and
Ticks TickType.QuoteBars for equities. This is to make slice dynamic
accessors deterministic and avoid breaking backwards compatibility when
adding QuoteBars for equities.
This commit is contained in:
Martin Molinero
2020-03-13 19:17:34 -03:00
parent 499248fe12
commit 5671a3293a
3 changed files with 40 additions and 13 deletions
@@ -58,7 +58,7 @@ class ConvertToFrameworkAlgorithm(QCAlgorithm):
Args:
data: Slice object with your stock data'''
# wait for our indicator to be ready
if not self.macd.IsReady or data[self.symbol] is None: return
if not self.macd.IsReady or not data.ContainsKey(self.symbol) or data[self.symbol] is None: return
holding = self.Portfolio[self.symbol]