Upgrade LEAN Python to 3.6 from 2.7
- Adds log to display the python version the algorithm is using. - Fixes python algorithms that were failing because of small subtleties like leading zeroes. - Updates pythonnet with a version compiled with python 3.6 flags - Changes in DockerfileFoundation: we now use miniconda to manage the python environment. - Took the opportunity to add NTLK (#1349), Tensorforce (#1369) and PyTorch/Pyro (#1385). - Changes readme in Algorithm.Python to show steps to install miniconda
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@@ -69,7 +69,7 @@ class BasicTemplateOptionsHistoryAlgorithm(QCAlgorithm):
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contract.ImpliedVolatility))
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def OnSecuritiesChanged(self, changes):
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if changes == SecurityChanges.None: return
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if changes == None: return
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for change in changes.AddedSecurities:
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history = self.History(change.Symbol, 10, Resolution.Hour).sort_index(level='time', ascending=False)[:3]
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