Update Python regression tests to match C# equivalents

This commit is contained in:
Stefano Raggi
2018-07-02 23:48:47 +02:00
parent f024e57ac1
commit 7a9fc44ccd
8 changed files with 58 additions and 46 deletions
@@ -32,8 +32,8 @@ from datetime import datetime
class CoarseFineFundamentalRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2014,4,1) #Set Start Date
self.SetEndDate(2014,4,30) #Set End Date
self.SetStartDate(2014,3,24) #Set Start Date
self.SetEndDate(2014,4,7) #Set End Date
self.SetCash(50000) #Set Strategy Cash
self.UniverseSettings.Resolution = Resolution.Daily
@@ -47,14 +47,15 @@ class CoarseFineFundamentalRegressionAlgorithm(QCAlgorithm):
self.numberOfSymbolsFine = 2
# return a list of three fixed symbol objects
def CoarseSelectionFunction(self, coarse):
def CoarseSelectionFunction(self, coarse):
tickers = [ "GOOG", "BAC", "SPY" ]
if self.Time < datetime(2014, 4, 5):
dt = datetime(self.Time.year, self.Time.month, self.Time.day)
if dt < datetime(2014, 4, 1):
tickers = [ "AAPL", "AIG", "IBM" ]
return [ Symbol.Create(x, SecurityType.Equity, Market.USA) for x in tickers ]
# sort the data by P/E ratio and take the top 'NumberOfSymbolsFine'
def FineSelectionFunction(self, fine):
@@ -76,12 +77,12 @@ class CoarseFineFundamentalRegressionAlgorithm(QCAlgorithm):
# we want 50% allocation in each security in our universe
for security in self.changes.AddedSecurities:
self.SetHoldings(security.Symbol, 0.5)
self.Debug("Purchased Stock: " + str(security.Symbol.Value))
if (security.Fundamentals.EarningRatios.EquityPerShareGrowth.OneYear > 0.25):
self.SetHoldings(security.Symbol, 0.5)
self.Debug("Purchased Stock: " + str(security.Symbol.Value))
self.changes = None
# this event fires whenever we have changes to our universe
def OnSecuritiesChanged(self, changes):
self.changes = changes