Modifies CoarseFundamentalTop5Algorithm

Renames CoarseUniverseTop5DollarVolumeAlgorithm.cs to CoarseFundamentalTop5Algorithm.cs: fine name was unconsistent with class name (not a QuantConnect pattern).

Adds Log method calls to python algorithm that are present in C# example.
This commit is contained in:
AlexCatarino
2018-05-09 19:21:15 +01:00
parent 5006600166
commit ec63bffaa2
3 changed files with 10 additions and 4 deletions
@@ -58,6 +58,9 @@ class CoarseFundamentalTop5Algorithm(QCAlgorithm):
def OnData(self, data):
self.Log(f"OnData({self.UtcTime}): Keys: {', '.join([key.Value for key in data.Keys])}")
# if we have no changes, do nothing
if self._changes == None: return
@@ -75,4 +78,7 @@ class CoarseFundamentalTop5Algorithm(QCAlgorithm):
# this event fires whenever we have changes to our universe
def OnSecuritiesChanged(self, changes):
self._changes = changes
self._changes = changes
def OnOrderEvent(self, fill):
self.Log(f"OnOrderEvent({self.UtcTime}):: {fill}")