Fixes python version of BasicTemplateFrameworkAlgorithm
In order to match C# version. Committed on behalf of AlexCatarino <alexandre.catarino@gmail.com>
This commit is contained in:
@@ -57,8 +57,10 @@ class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):
|
||||
self.PortfolioSelection = ManualPortfolioSelectionModel(symbols)
|
||||
self.Signal = ConstantSignalModel(SignalType.Price, Direction.Up)
|
||||
self.PortfolioConstruction = SimplePortfolioConstructionModel()
|
||||
self.Execution = ImmediateExecutionModel()
|
||||
self.RiskManagement = NullRiskManagementModel()
|
||||
|
||||
# these are the default values for Execution and RiskManagement models
|
||||
#self.Execution = ImmediateExecutionModel()
|
||||
#self.RiskManagement = NullRiskManagementModel()
|
||||
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
|
||||
|
||||
def OnOrderEvent(self, orderEvent):
|
||||
|
||||
Reference in New Issue
Block a user