Fixes python algorithm to be python 3 compliant

This commit is contained in:
AlexCatarino
2018-02-02 15:07:00 +00:00
parent a02553c524
commit 84282503d0
49 changed files with 117 additions and 132 deletions
@@ -69,7 +69,7 @@ class BasicTemplateOptionsHistoryAlgorithm(QCAlgorithm):
contract.ImpliedVolatility))
def OnSecuritiesChanged(self, changes):
if changes == SecurityChanges.None: return
if changes == None: return
for change in changes.AddedSecurities:
history = self.History(change.Symbol, 10, Resolution.Hour).sort_index(level='time', ascending=False)[:3]