github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

Adds CustomBuyingPowerModelAlgorithm (#4824)

Browse Source 
* Adds CustomBuyingPowerModelAlgorithm

This algorithms is an example on how to implement a custom buying power model.

In this particular case, it shows how to override `HasSufficientBuyingPowerForOrder` in order to place orders without sufficient buying power according to the default model.

* Upgrades CustomModelsAlgorithm to Include CustomBuyingPowerModel

The custom buying power model overrides `HasSufficientBuyingPowerForOrderResult` but it doesn't change the trades and, consequently, the regression statistics.
This commit is contained in:
Alexandre Catarino
2020-10-22 01:27:30 +01:00
committed by GitHub
parent b2ed398687
commit 84264ca7ef
7 changed files with 254 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+1
View File
@@ -91,6 +91,7 @@
<Content Include="CustomConsolidatorRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataCoarseSelectionRegressionAlgorithm.py" />
<None Include="CustomBuyingPowerModelAlgorithm.py" />
<Content Include="DynamicSecurityDataAlgorithm.py" />
<Content Include="ConfidenceWeightedFrameworkAlgorithm.py" />
<Content Include="ExtendedMarketTradingRegressionAlgorithm.py" />