C# decimal to Python conversion

- This commit is related to PR 19 in QC/pythonnet
   - C# decimal will be cast to C# double and converted into python
   float
- Adding new `decimal.py` into the python algorithm project. This is
required for backwards compatibility with users performing operations
over expected decimal types (like `Price`)
- Updating two python regression test algorithms using custom python
execution models to be aware and ignore floating point precision errors
when handling order sizing.
This commit is contained in:
Martin Molinero
2019-01-14 17:08:42 -03:00
parent 82677d77ee
commit d9195317e3
9 changed files with 61 additions and 7 deletions
@@ -41,6 +41,7 @@
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
<Content Include="BasicTemplateOptionsFrameworkAlgorithm.py" />
<Compile Include="Properties\AssemblyInfo.cs" />
<Content Include="decimal.py" />
<None Include="CompositeRiskManagementModelFrameworkAlgorithm.py" />
<None Include="BlackLittermanPortfolioOptimizationFrameworkAlgorithm.py" />
<None Include="packages.config" />