Louis Szeto
08a3de9e2d
* t status pep8 conversion * Minor tweaks and rebase * Various minor fixes --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
24 lines
1.2 KiB
Python
24 lines
1.2 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from AlgorithmImports import *
|
|
from CustomSettlementModelRegressionAlgorithm import CustomSettlementModel, CustomSettlementModelRegressionAlgorithm
|
|
|
|
### <summary>
|
|
### Regression algorithm to test we can specify a custom settlement model using Security.set_settlement_model() method
|
|
### (without a custom brokerage model)
|
|
### </summary>
|
|
class SetCustomSettlementModelRegressionAlgorithm(CustomSettlementModelRegressionAlgorithm):
|
|
def set_settlement_model(self, security):
|
|
security.set_settlement_model(CustomSettlementModel())
|