Ricardo Andrés Marino Rojas
f617d25af9
Research Regression Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Add missing stablecoins * Fix bugs * Remove MIMUSD stablecoin pair That pair is already in the SPDB * Add more stablecoins pairs - Add SUSD and IDRT * Fix bug * Requested changes The algorithm posted in the GH was failing because when finding a conversion between currencies BTC to USD, it wasn't taking into account BTCUSDT and that USD = USDT because is a stablecoin * Solve bugs * Nit changes and more tests * Requested changes * Nit changes * Requested changes * Nit change
31 lines
1.3 KiB
Python
31 lines
1.3 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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### A demonstration algorithm to check there can be placed an order of a pair not present
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### in the brokerage using the conversion between stablecoins
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### </summary>
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class StableCoinsRegressionAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2018, 5, 1)
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self.SetEndDate(2018, 5, 2)
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self.SetCash("USDT", 200000000)
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self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
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self.AddCrypto("BTCUSDT", Resolution.Hour, Market.Binance)
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def OnData(self, data):
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if not self.Portfolio.Invested:
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self.SetHoldings("BTCUSDT", 1)
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