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Update MaximumDrawdownPercentPerSecurity model to cancel insights (#7103)
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* Remove OnEndOfAlgorithm and update expected trade count

* Update models to cancel insights

* Update expected results

* Remove `Remove` method call

* Update to use the new `Cancel` method
This commit is contained in:
Derek Melchin
2023-03-23 08:11:27 -06:00
committed by GitHub
parent 7db8df3f8d
commit b401fde07e
4 changed files with 32 additions and 28 deletions
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Algorithm.Python/MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.py
-2
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@@ -26,5 +26,3 @@ class MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm(BaseFramewor
self.SetRiskManagement(MaximumDrawdownPercentPerSecurity(0.004))
def OnEndOfAlgorithm(self):
pass