Modifies python example algorithms to show implicit convertion benefits

This commit is contained in:
AlexCatarino
2017-06-15 18:40:34 +01:00
parent 6ca9d7cf14
commit 6242706342
22 changed files with 189 additions and 212 deletions
@@ -31,7 +31,7 @@ class AddRemoveSecurityRegressionAlgorithm(QCAlgorithm):
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.spy = self.AddEquity("SPY")
self.AddEquity("SPY")
self._lastAction = None
@@ -42,22 +42,22 @@ class AddRemoveSecurityRegressionAlgorithm(QCAlgorithm):
return
if not self.Portfolio.Invested:
self.SetHoldings(self.spy.Symbol, .5)
self.SetHoldings("SPY", .5)
self._lastAction = self.Time
if self.Time.weekday() == 1:
self.aig = self.AddEquity("AIG")
self.bac = self.AddEquity("BAC")
self.AddEquity("AIG")
self.AddEquity("BAC")
self._lastAction = self.Time
if self.Time.weekday() == 2:
self.SetHoldings(self.aig.Symbol, .25)
self.SetHoldings(self.bac.Symbol, .25)
self.SetHoldings("AIG", .25)
self.SetHoldings("BAC", .25)
self._lastAction = self.Time
if self.Time.weekday() == 3:
self.RemoveSecurity(self.aig.Symbol)
self.RemoveSecurity(self.bac.Symbol)
self.RemoveSecurity("AIG")
self.RemoveSecurity("BAC")
self._lastAction = self.Time
def OnOrderEvent(self, orderEvent):