def __init__(self, volumeLimit=0.25):
super(DefaultStrategy, self).__init__()
self.__volumeLeft = {}
self.__volumeUsed = {}
self.setVolumeLimit(volumeLimit)
self.setSlippageModel(slippage.NoSlippage())
def setUp(self):
BaseTestCase.setUp(self)
self.slippage = slippage.NoSlippage()
self.barsBuilder = broker_backtesting_test.BarsBuilder(
BaseTestCase.TestInstrument, bar.Frequency.DAY)
def setUp(self):
super(NoSlippageTestCase, self).setUp()
self.slippage = slippage.NoSlippage()
self.barsBuilder = broker_backtesting_test.BarsBuilder(INSTRUMENT, bar.Frequency.DAY)