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- 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
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Algorithm.Python/ConvertToFrameworkAlgorithm.py
+1 -2
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@@ -21,7 +21,6 @@ AddReference("QuantConnect.Indicators")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import QCAlgorithmFrameworkBridge
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Indicators import *
from datetime import timedelta
@@ -36,7 +35,7 @@ from datetime import timedelta
### <meta name="tag" content="indicators" />
### <meta name="tag" content="indicator classes" />
### <meta name="tag" content="plotting indicators" />
class ConvertToFrameworkAlgorithm(QCAlgorithmFrameworkBridge): # 1. Derive from QCAlgorithmFrameworkBridge
class ConvertToFrameworkAlgorithm(QCAlgorithm): # 1. Derive from QCAlgorithmFrameworkBridge
'''Demonstration algorithm showing how to easily convert an old algorithm into the framework.'''
FastEmaPeriod = 12