Initialize function shared between test algos.
(self)
| 3755 | return self.daily_data[asset.sid].loc[asset.end_date].close |
| 3756 | |
| 3757 | def default_initialize(self): |
| 3758 | """ |
| 3759 | Initialize function shared between test algos. |
| 3760 | """ |
| 3761 | def initialize(context): |
| 3762 | context.ordered = False |
| 3763 | context.set_commission(PerShare(0, 0)) |
| 3764 | context.set_slippage(FixedSlippage(spread=0)) |
| 3765 | context.num_positions = [] |
| 3766 | context.cash = [] |
| 3767 | |
| 3768 | return initialize |
| 3769 | |
| 3770 | def default_handle_data(self, assets, order_size): |
| 3771 | """ |
no outgoing calls
no test coverage detected