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Quiver Quantitative Integration (#4869)

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* Addresses self review: Cleans up code and adds new unit tests

  * Adds Quiver* C# files to project
  * Adds new unit test for QuiverCongress
  * Adds Python algorithm example

* Address self reviews

- Adding some missing xml docs
- Removing unrequired imports.
- Minor rename from Date to ReportDate
- Live trading will throw InvalidOperationException

* Fixes for example algorithms

Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
This commit is contained in:
James Kardatzke
2020-11-13 17:07:17 -06:00
committed by GitHub
parent d8d8134437
commit 46ef9a9dbb
20 changed files with 1895 additions and 0 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -65,6 +65,7 @@
<Content Include="Alphas\VIXDualThrustAlpha.py" />
<Content Include="AltData\CachedAlternativeDataAlgorithm.py" />
<Content Include="AltData\BenzingaNewsAlgorithm.py" />
<Content Include="AltData\QuiverWallStreetBetsDataAlgorithm.py" />
<Content Include="AltData\SECReport8KAlgorithm.py" />
<Content Include="AltData\SmartInsiderTransactionAlgorithm.py" />
<Content Include="AltData\USTreasuryYieldCurveRateAlgorithm.py" />