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.
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@@ -58,6 +58,9 @@ class CoarseFundamentalTop5Algorithm(QCAlgorithm):
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def OnData(self, data):
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self.Log(f"OnData({self.UtcTime}): Keys: {', '.join([key.Value for key in data.Keys])}")
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# if we have no changes, do nothing
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if self._changes == None: return
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@@ -75,4 +78,7 @@ class CoarseFundamentalTop5Algorithm(QCAlgorithm):
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# this event fires whenever we have changes to our universe
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def OnSecuritiesChanged(self, changes):
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self._changes = changes
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self._changes = changes
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def OnOrderEvent(self, fill):
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self.Log(f"OnOrderEvent({self.UtcTime}):: {fill}")
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