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)
