Refactor python algorithm import (#5657)
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* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
This commit is contained in:
Martin-Molinero
2021-06-15 19:06:06 -03:00
committed by GitHub
parent c367451c6d
commit 03f56481d4
282 changed files with 909 additions and 3618 deletions
@@ -1,4 +1,4 @@
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
@@ -11,15 +11,7 @@
# See the License for the specific language governing permissions and
# limitations under the License.
from clr import AddReference
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from QuantConnect import *
from QuantConnect.Algorithm import QCAlgorithm
from QuantConnect.Orders import OrderStatus
from QuantConnect.Orders.Fills import FillModel
import numpy as np
from AlgorithmImports import *
### <summary>
### Basic template algorithm that implements a fill model with partial fills
@@ -76,4 +68,4 @@ class CustomPartialFillModel(FillModel):
price = fill.FillPrice
self.algorithm.Debug(f"{self.algorithm.Time} - Partial Fill - Remaining {absoluteRemaining} Price - {price}")
return fill
return fill