Updates example algorithms written in Python (#889)
Some python algorithms suffered corrections to run under the new python framework (pythonnet). Others were deleted because some features will be supported in futures implementations. Adds a method in AlgorithmPythonUtil to transform C# DateTime into Python datetime
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Jared
parent
808ccbde84
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58f0caf647
@@ -31,17 +31,13 @@ class AddRemoveSecurityRegressionAlgorithm(QCAlgorithm):
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self.SetEndDate(2013,10,11) #Set End Date
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self.SetCash(100000) #Set Strategy Cash
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# Find more symbols here: http://quantconnect.com/data
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self.spy = self.AddSecurity(SecurityType.Equity, "SPY")
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self.spy = self.AddEquity("SPY")
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self._lastAction = None
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def OnData(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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Arguments:
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data: Slice object keyed by symbol containing the stock data
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'''
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
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if self._lastAction is not None and self._lastAction.Date == self.Time.Date:
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return
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@@ -50,8 +46,8 @@ class AddRemoveSecurityRegressionAlgorithm(QCAlgorithm):
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self._lastAction = self.Time
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if self.Time.DayOfWeek == DayOfWeek.Tuesday:
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self.aig = self.AddSecurity(SecurityType.Equity, "AIG")
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self.bac = self.AddSecurity(SecurityType.Equity, "BAC")
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self.aig = self.AddEquity("AIG")
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self.bac = self.AddEquity("BAC")
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self._lastAction = self.Time
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if self.Time.DayOfWeek == DayOfWeek.Wednesday:
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