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Adds tests for keras and tensorflow

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Updates PythonPackageTestAlgorithm to include tests for keras an tensorflow packages
Fix bugs in two algorithms due to pythonnet update.
This commit is contained in:
AlexCatarino
2017-06-01 13:11:40 +01:00
parent 77d1b537ee
commit 799fbde198
3 changed files with 45 additions and 12 deletions
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Algorithm.Python/UpdateOrderRegressionAlgorithm.py
+3 -3
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@@ -92,7 +92,7 @@ class UpdateOrderRegressionAlgorithm(QCAlgorithm):
ticket = self.__tickets[-1]
if self.Time.day > 8 and self.Time.day < 14:
if ticket.UpdateRequests.Count == 0 and ticket.Status is not OrderStatus.Filled:
if len(ticket.UpdateRequests) == 0 and ticket.Status is not OrderStatus.Filled:
self.Log("TICKET:: {0}".format(ticket))
updateOrderFields = UpdateOrderFields()
updateOrderFields.Quantity = ticket.Quantity + copysign(self.__DeltaQuantity, self.__Quantity)
@@ -100,7 +100,7 @@ class UpdateOrderRegressionAlgorithm(QCAlgorithm):
ticket.Update(updateOrderFields)
elif self.Time.day > 13 and self.Time.day < 20:
if ticket.UpdateRequests.Count == 1 and ticket.Status is not OrderStatus.Filled:
if len(ticket.UpdateRequests) == 1 and ticket.Status is not OrderStatus.Filled:
self.Log("TICKET:: {0}".format(ticket))
updateOrderFields = UpdateOrderFields()
updateOrderFields.LimitPrice = self.__Security.Price*d.Decimal(1 - copysign(self.__LimitPercentageDelta, ticket.Quantity))
@@ -108,7 +108,7 @@ class UpdateOrderRegressionAlgorithm(QCAlgorithm):
updateOrderFields.Tag = "Change prices: {0}".format(self.Time)
ticket.Update(updateOrderFields)
else:
if ticket.UpdateRequests.Count == 2 and ticket.Status is not OrderStatus.Filled:
if len(ticket.UpdateRequests) == 2 and ticket.Status is not OrderStatus.Filled:
self.Log("TICKET:: {0}".format(ticket))
ticket.Cancel("{0} and is still open!".format(self.Time))
self.Log("CANCELLED:: {0}".format(ticket.CancelRequest))