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Remove decimal.py (#5406)

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* Removes decimal.py

* Removes References to Decimal in Examples
This commit is contained in:
Alexandre Catarino
2021-03-19 21:17:05 +00:00
committed by GitHub
parent 87b42f6fb5
commit 63f3af7afe
6 changed files with 8 additions and 51 deletions
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Algorithm.Python/BasicTemplateCryptoAlgorithm.py
+6 -8
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@@ -22,8 +22,6 @@ from QuantConnect.Algorithm import *
from QuantConnect.Brokerages import *
from QuantConnect.Orders import *
import decimal as d
### <summary>
### The demonstration algorithm shows some of the most common order methods when working with Crypto assets.
### </summary>
@@ -84,16 +82,16 @@ class BasicTemplateCryptoAlgorithm(QCAlgorithm):
if self.Time.hour == 1 and self.Time.minute == 0:
# Sell all ETH holdings with a limit order at 1% above the current price
limitPrice = round(self.Securities["ETHUSD"].Price * d.Decimal(1.01), 2)
limitPrice = round(self.Securities["ETHUSD"].Price * 1.01, 2)
quantity = self.Portfolio.CashBook["ETH"].Amount
self.LimitOrder("ETHUSD", -quantity, limitPrice)
elif self.Time.hour == 2 and self.Time.minute == 0:
# Submit a buy limit order for BTC at 5% below the current price
usdTotal = self.Portfolio.CashBook["USD"].Amount
limitPrice = round(self.Securities["BTCUSD"].Price * d.Decimal(0.95), 2)
limitPrice = round(self.Securities["BTCUSD"].Price * 0.95, 2)
# use only half of our total USD
quantity = usdTotal * d.Decimal(0.5) / limitPrice
quantity = usdTotal * 0.5 / limitPrice
self.LimitOrder("BTCUSD", quantity, limitPrice)
elif self.Time.hour == 2 and self.Time.minute == 1:
@@ -108,7 +106,7 @@ class BasicTemplateCryptoAlgorithm(QCAlgorithm):
self.Debug("usdAvailable: {}".format(usdAvailable))
# Submit a marketable buy limit order for ETH at 1% above the current price
limitPrice = round(self.Securities["ETHUSD"].Price * d.Decimal(1.01), 2)
limitPrice = round(self.Securities["ETHUSD"].Price * 1.01, 2)
# use all of our available USD
quantity = usdAvailable / limitPrice
@@ -118,7 +116,7 @@ class BasicTemplateCryptoAlgorithm(QCAlgorithm):
self.LimitOrder("ETHUSD", quantity, limitPrice)
# use only half of our available USD
quantity = usdAvailable * d.Decimal(0.5) / limitPrice
quantity = usdAvailable * 0.5 / limitPrice
self.LimitOrder("ETHUSD", quantity, limitPrice)
elif self.Time.hour == 11 and self.Time.minute == 0:
@@ -130,7 +128,7 @@ class BasicTemplateCryptoAlgorithm(QCAlgorithm):
self.Buy("BTCEUR", 1)
# Submit a sell limit order at 10% above market price
limitPrice = round(self.Securities["BTCEUR"].Price * d.Decimal(1.1), 2)
limitPrice = round(self.Securities["BTCEUR"].Price * 1.1, 2)
self.LimitOrder("BTCEUR", -1, limitPrice)
elif self.Time.hour == 13 and self.Time.minute == 0: