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Update FractionalQuantityRegressionAlgorithm.py

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Juan José D'Ambrosio
2018-03-23 09:38:39 -03:00
committed by GitHub
parent 749c4cff66
commit e4f4943ec6
1 changed files with 2 additions and 2 deletions
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Algorithm.Python/FractionalQuantityRegressionAlgorithm.py
+2 -2
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@@ -52,7 +52,7 @@ class FractionalQuantityRegressionAlgorithm(QCAlgorithm):
### The default buying power model for the Crypto security type is now CashBuyingPowerModel.
### Since this test algorithm uses leverage we need to set a buying power model with margin.
security.BuyingPowerModel = SecurityMarginBuyingPowerModel(3.3);
security.BuyingPowerModel = SecurityMarginModel(3.3);
con = QuoteBarConsolidator(timedelta(1))
self.SubscriptionManager.AddConsolidator("BTCUSD", con)
@@ -76,4 +76,4 @@ class FractionalQuantityRegressionAlgorithm(QCAlgorithm):
self.Order("BTCUSD", 0.00001)
self.SetHoldings("BTCUSD", -2.0)
self.SetHoldings("BTCUSD", 2.0)
self.Quit()
self.Quit()