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Refactor solution to use enumerator
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- Refactor daily strict end times solution to be through enumerator
  usage, so it applies for history providers too
This commit is contained in:
Martin Molinero
2024-05-14 16:44:54 -03:00
parent a78dd04112
commit 7480ef0d4b
60 changed files with 478 additions and 189 deletions
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Algorithm.Python/BasicTemplateIndexDailyAlgorithm.py
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@@ -42,6 +42,8 @@ class BasicTemplateIndexDailyAlgorithm(QCAlgorithm):
self.ExpectedBarCount = 10
self.BarCounter = 0
self.settings.daily_strict_end_time_enabled = True
def on_data(self, data: Slice):
if not self.Portfolio.Invested:
# SPX Index is not tradable, but we can trade an option