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Fix for python SetHoldings precision loss #5879

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Martin-Molinero
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Description

  • After Add basic template Atreyu algorithm #5872 trading API
    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

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

- After QuantConnect#5872 trading API
  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
@Martin-Molinero Martin-Molinero merged commit 5ebf451 into QuantConnect:master Aug 25, 2021
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@jaredbroad jaredbroad left a comment

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👍 Thanks MM

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2 participants