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- Send warning message to the user if a trade does not happen due to the
  default setting of the minimum order margin percentage value
This commit is contained in:
Martin-Molinero
2023-05-24 16:56:27 -03:00
parent 78de870625
commit edd5f3dab8
13 changed files with 105 additions and 74 deletions
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Algorithm.Python/PortfolioRebalanceOnDateRulesRegressionAlgorithm.py
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@@ -27,6 +27,10 @@ class PortfolioRebalanceOnDateRulesRegressionAlgorithm(QCAlgorithm):
# Commented so regression algorithm is more sensitive
#self.Settings.MinimumOrderMarginPortfolioPercentage = 0.005
# let's use 0 minimum order margin percentage so we can assert trades are only submitted immediately after rebalance on Wednesday
# if not, due to TPV variations happening every day we might no cross the minimum on wednesday but yes another day of the week
self.Settings.MinimumOrderMarginPortfolioPercentage = 0
self.SetStartDate(2015,1,1)
self.SetEndDate(2017,1,1)