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Merge branch 'master' into forex_triangle_alpha

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This commit is contained in:
Jared
2019-02-22 13:02:42 -08:00
committed by GitHub
parent 307b53edd7 a400cf8c8e
commit 58f342ba5d
29 changed files with 369 additions and 259 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+10 -9
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@@ -1,4 +1,4 @@
<?xml version="1.0" encoding="utf-8"?>
<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<PropertyGroup>
@@ -41,6 +41,7 @@
<Content Include="Alphas\MeanReversionLunchBreakAlpha.py" />
<Content Include="Alphas\RebalancingLeveragedETFAlpha.py" />
<Content Include="Alphas\TriangleExchangeRateArbitrageAlpha.py" />
<Content Include="Alphas\ShareClassMeanReversionAlpha.py" />
<Content Include="Alphas\TripleLeverageETFPairVolatilityDecayAlpha.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
@@ -199,22 +200,22 @@
<Choose>
<When Condition="$(IsWindows) AND '$(ForceLinuxBuild)' != 'true'">
<ItemGroup>
<Reference Include="Python.Runtime, Version=1.0.5.15, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.15\lib\win\Python.Runtime.dll</HintPath>
<Reference Include="Python.Runtime, Version=1.0.5.17, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.17\lib\win\Python.Runtime.dll</HintPath>
</Reference>
</ItemGroup>
</When>
<When Condition="$(IsLinux) OR '$(ForceLinuxBuild)' == 'true'">
<ItemGroup>
<Reference Include="Python.Runtime, Version=1.0.5.15, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.15\lib\linux\Python.Runtime.dll</HintPath>
<Reference Include="Python.Runtime, Version=1.0.5.17, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.17\lib\linux\Python.Runtime.dll</HintPath>
</Reference>
</ItemGroup>
</When>
<When Condition="$(IsOSX) AND '$(ForceLinuxBuild)' != 'true'">
<ItemGroup>
<Reference Include="Python.Runtime, Version=1.0.5.15, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.15\lib\osx\Python.Runtime.dll</HintPath>
<Reference Include="Python.Runtime, Version=1.0.5.17, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.17\lib\osx\Python.Runtime.dll</HintPath>
</Reference>
</ItemGroup>
</When>
@@ -228,12 +229,12 @@
./build.sh
</PostBuildEvent>
</PropertyGroup>
<Import Project="..\packages\QuantConnect.pythonnet.1.0.5.15\build\QuantConnect.pythonnet.targets" Condition="Exists('..\packages\QuantConnect.pythonnet.1.0.5.15\build\QuantConnect.pythonnet.targets')" />
<Import Project="..\packages\QuantConnect.pythonnet.1.0.5.17\build\QuantConnect.pythonnet.targets" Condition="Exists('..\packages\QuantConnect.pythonnet.1.0.5.17\build\QuantConnect.pythonnet.targets')" />
<Target Name="EnsureNuGetPackageBuildImports" BeforeTargets="PrepareForBuild">
<PropertyGroup>
<ErrorText>This project references NuGet package(s) that are missing on this computer. Use NuGet Package Restore to download them. For more information, see http://go.microsoft.com/fwlink/?LinkID=322105. The missing file is {0}.</ErrorText>
</PropertyGroup>
<Error Condition="!Exists('..\packages\QuantConnect.pythonnet.1.0.5.15\build\QuantConnect.pythonnet.targets')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\QuantConnect.pythonnet.1.0.5.15\build\QuantConnect.pythonnet.targets'))" />
<Error Condition="!Exists('..\packages\QuantConnect.pythonnet.1.0.5.17\build\QuantConnect.pythonnet.targets')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\QuantConnect.pythonnet.1.0.5.17\build\QuantConnect.pythonnet.targets'))" />
</Target>
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
Other similar extension points exist, see Microsoft.Common.targets.