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
This commit is contained in:
Michael Handschuh
2018-02-23 15:05:31 -05:00
parent 2217bfaff6
commit 18a559943e
75 changed files with 240 additions and 245 deletions
@@ -69,7 +69,7 @@ class BasicTemplateOptionsHistoryAlgorithm(QCAlgorithm):
contract.ImpliedVolatility))
def OnSecuritiesChanged(self, changes):
if changes == SecurityChanges.None: return
if changes == None: return
for change in changes.AddedSecurities:
history = self.History(change.Symbol, 10, Resolution.Hour).sort_index(level='time', ascending=False)[:3]