Modifies python example algorithms to show implicit convertion benefits
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@@ -33,9 +33,8 @@ class ParameterizedAlgorithm(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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equity = self.AddEquity("SPY")
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self.spy = equity.Symbol
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self.AddEquity("SPY")
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# Receive parameters from the Job
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ema_fast = self.GetParameter("ema-fast")
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ema_slow = self.GetParameter("ema-slow")
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@@ -44,8 +43,8 @@ class ParameterizedAlgorithm(QCAlgorithm):
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fast_period = 100 if ema_fast is None else int(ema_fast)
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slow_period = 200 if ema_slow is None else int(ema_slow)
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self.fast = self.EMA(self.spy, fast_period)
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self.slow = self.EMA(self.spy, slow_period)
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self.fast = self.EMA("SPY", fast_period)
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self.slow = self.EMA("SPY", slow_period)
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def OnData(self, data):
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@@ -59,6 +58,6 @@ class ParameterizedAlgorithm(QCAlgorithm):
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slow = self.slow.Current.Value
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if fast > slow * d.Decimal(1.001):
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self.SetHoldings(self.spy, 1)
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self.SetHoldings("SPY", 1)
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elif fast < slow * d.Decimal(0.999):
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self.Liquidate(self.spy)
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self.Liquidate("SPY")
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