Fix for python SetHoldings precision loss #5879
Merged
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Description
changes numpy float64 was not converted correctly by pythonNet and
used an int. Reverting API changes and adding regression test. This
should be fixed at pythonNet layer
Related Issue
See https://www.quantconnect.com/forum/discussion/12213/setholdings-stopped-working-with-arbitrary-precision/p1/comment-35912
Motivation and Context
Revert SetHoldings breaking change for python algorithms
Requires Documentation Change
N/A
How Has This Been Tested?
Regression test failing in master
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>