def SetupSingleton(securities=None, brokerage_portfolio=None, default_order_status=OrderStatus.Submitted): qc = QCAlgorithm(default_order_status=default_order_status) if securities is not None: qc.Securities = InternalSecurityManager(securities) if brokerage_portfolio is not None: qc.Portfolio = brokerage_portfolio Singleton.Setup(qc, broker=Broker())
def setUp(self): self.qc = QCAlgorithm() Singleton.Setup(self.qc) self.qc.Initialize() self.qc.Securities = InternalSecurityManager([(FOO, 5), (BAR, 50)]) self.algorithm1 = Algorithm(name="alg1", allocation=1.0) foo = self.algorithm1.AddEquity(FOO, Resolution.Daily).Symbol bar = self.algorithm1.AddEquity(BAR, Resolution.Daily).Symbol self.algorithm1.Portfolio.SetCash(200) self.algorithm1.Portfolio[foo] = Position(FOO, 10, 5) self.algorithm1.Portfolio[bar] = Position(BAR, 3, 50)