Add SetAccountCurrency() override (#7284)
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* Add SetAccountCurrency overload

- Add SetAccountCurrencyOverload to allow the user to set also account
  currency quantity
- Add regression and unit tests to cover the changes

* Add regression algos

* Simplifiy SetAccountCurrency implementation

* Minor changes

* Minor changes
This commit is contained in:
Ricardo Andrés Marino Rojas
2023-06-01 15:44:45 -05:00
committed by GitHub
parent 1283f52de1
commit b14bda2dc0
9 changed files with 162 additions and 19 deletions
@@ -0,0 +1,23 @@
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from AlgorithmImports import *
from BasicSetAccountCurrencyAlgorithm import BasicSetAccountCurrencyAlgorithm
### <summary>
### Basic algorithm using SetAccountCurrency with an amount
### </summary>
class BasicSetAccountCurrencyWithAmountAlgortihm(BasicSetAccountCurrencyAlgorithm):
def SetAccountCurrencyAndAmount(self):
# Before setting any cash or adding a Security call SetAccountCurrency
self.SetAccountCurrency("EUR", 200000)