Martin Molinero
d9195317e3
- This commit is related to PR 19 in QC/pythonnet - C# decimal will be cast to C# double and converted into python float - Adding new `decimal.py` into the python algorithm project. This is required for backwards compatibility with users performing operations over expected decimal types (like `Price`) - Updating two python regression test algorithms using custom python execution models to be aware and ignore floating point precision errors when handling order sizing.
18 lines
998 B
Python
18 lines
998 B
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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class Decimal(float):
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'''This is required for backwards compatibility with users performing operations over expected decimal types.
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NOTE: previously we converted C# decimal into python Decimal, but now its converted to python float due to performance.'''
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def __init__(self, obj):
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self = obj |