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

Address reviews

Browse Source 
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
This commit is contained in:
Martin Molinero
2019-04-02 17:30:02 -03:00
parent 19f1806ddc
commit cfa08a11fb
138 changed files with 762 additions and 645 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/BasicTemplateOptionsFrameworkAlgorithm.py
+1 -1
View File
@@ -85,7 +85,7 @@ class ConstantOptionContractAlphaModel(ConstantAlphaModel):
return super().ShouldEmitInsight(utcTime, symbol)
class SingleSharePortfolioConstructionModel(PortfolioConstructionModel):
'''Portoflio construction model that sets target quantities to 1 for up insights and -1 for down insights'''
'''Portfolio construction model that sets target quantities to 1 for up insights and -1 for down insights'''
def CreateTargets(self, algorithm, insights):
targets = []
for insight in insights: