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
+6 -9
View File
@@ -11,16 +11,14 @@
# See the License for the specific language governing permissions and
# limitations under the License.
import clr
clr.AddReference("System")
clr.AddReference("QuantConnect.Algorithm")
clr.AddReference("QuantConnect.Indicators")
clr.AddReference("QuantConnect.Common")
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
import numpy as np
@@ -34,8 +32,7 @@ class BasicTemplateAlgorithm(QCAlgorithm):
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
equity = self.AddSecurity(SecurityType.Equity, "SPY", Resolution.Second)
self.spy = equity.Symbol
self.AddEquity("SPY", Resolution.Second)
print "numpy test: print np.pi" , np.pi
def OnData(self, data):
@@ -45,4 +42,4 @@ class BasicTemplateAlgorithm(QCAlgorithm):
data: Slice object keyed by symbol containing the stock data
'''
if not self.Portfolio.Invested:
self.SetHoldings(self.spy, 1)
self.SetHoldings("SPY", 1)