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Disable OHLC session tracking by default (#9046)
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* Disable OHLC session tracking by default

* Minor test fix
This commit is contained in:
Martin-Molinero
2025-10-17 15:59:50 -03:00
committed by GitHub
parent cfd46cf63f
commit 6c95372d27
9 changed files with 102 additions and 38 deletions
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Algorithm.Python/SecuritySessionRegressionAlgorithm.py
+6 -1
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@@ -20,6 +20,7 @@ from AlgorithmImports import *
class SecuritySessionRegressionAlgorithm(QCAlgorithm):
def initialize(self):
self.add_security_initializer(self.initialize_session_tracking)
self.initialize_security()
# Check initial session values
@@ -51,6 +52,10 @@ class SecuritySessionRegressionAlgorithm(QCAlgorithm):
self.set_end_date(2013, 10, 11)
self.security = self.add_equity("SPY", Resolution.HOUR)
def initialize_session_tracking(self, security):
# activate session tracking
security.session.size = 3
def _are_equal(self, value1, value2):
tolerance = 1e-10
return abs(value1 - value2) <= tolerance
@@ -125,4 +130,4 @@ class SecuritySessionRegressionAlgorithm(QCAlgorithm):
self.high = data[symbol].high
self.low = data[symbol].low
self.volume = data[symbol].volume
self.current_date = data.time
self.current_date = data.time