Martin-Molinero
aaba566954
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Order handling improvements - Execution model will only trigger market order if they are above the minimum order margin portfolio percetage value - SecurityCache.Reset is complete * Python Import fixes - Add regression test for ImmediateExecutionModel minimum order margin check
20 lines
940 B
Python
20 lines
940 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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from AlgorithmImports import *
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class NullPortfolioConstructionModel(PortfolioConstructionModel):
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'''Provides an implementation of IPortfolioConstructionModel that does nothing'''
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def CreateTargets(self, algorithm, insights):
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return []
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