Refactors Custom Models for python

Moves custom model setters from QCAlgorithm class to Security class. Modifies algorithm examples to reflect the change.
2017-09-29 22:56:52 +01:00
parent 5b3e456d4b
commit 751a66a36a
4 changed files with 64 additions and 68 deletions
@@ -45,9 +45,9 @@ class CustomModelsAlgorithm(QCAlgorithm):
        self.spy = self.security.Symbol

        # set our models
-        self.SetFeeModel(CustomFeeModel(self), self.security)
-        self.SetFillModel(CustomFillModel(self), self.security)
-        self.SetSlippageModel(CustomSlippageModel(self), self.security)
+        self.security.SetFeeModel(CustomFeeModel(self))
+        self.security.SetFillModel(CustomFillModel(self))
+        self.security.SetSlippageModel(CustomSlippageModel(self))

        
    def OnData(self, data):