Martin-Molinero
5ebf451fb3
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
- After https://github.com/QuantConnect/Lean/pull/5872 trading API changes numpy float64 was not converted correctly by pythonNet and used an int. Reverting API changes and adding regression test. This should be fixed at pythonNet layer
40 lines
1.7 KiB
Python
40 lines
1.7 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from AlgorithmImports import *
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### <summary>
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### Regression algorithm testing the SetHolding trading API precision
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### </summary>
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class SetHoldingsRegressionAlgorithm(QCAlgorithm):
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'''Basic template algorithm simply initializes the date range and cash'''
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def Initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.SetStartDate(2013, 10, 7)
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self.SetEndDate(2013, 10, 8)
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self.AddEquity("SPY", Resolution.Minute)
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def OnData(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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Arguments:
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data: Slice object keyed by symbol containing the stock data
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'''
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if not self.Portfolio.Invested:
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self.SetHoldings("SPY", 0.1)
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self.SetHoldings("SPY", np.float(0.20))
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self.SetHoldings("SPY", np.float64(0.30))
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self.SetHoldings("SPY", 1)
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