Revert "Adding Support for Equity L1 Quote Data"

2020-03-11 19:16:05 -07:00
parent 460a18faff
commit 8cd8d206ca
294 changed files with 1527 additions and 1989 deletions
@@ -65,8 +65,4 @@ class MeanVarianceOptimizationFrameworkAlgorithm(QCAlgorithm):
        # Drops SPY after the 8th
        last = 3 if self.Time.day > 8 else len(self.symbols)

-        return self.symbols[0:last]
-
-    def OnOrderEvent(self,  orderEvent):
-        if orderEvent.Status == OrderStatus.Filled:
-            self.Log(str(orderEvent))
+        return self.symbols[0:last]