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PythonSlice

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- AlgorithmPythonWrapper will directly call base OnFrameworkData()
  implementation skipping going through python and it's overhead
- Small performance improvement for adding Tick data points into a Ticks
  collection
- For python always wrap slice with PythonSlice, so that slice.Get()
  works even when no custom data is present, adding test.
This commit is contained in:
Martin Molinero
2020-04-27 17:06:36 -03:00
parent 73ce2afebd
commit 8e71e48c07
11 changed files with 150 additions and 37 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -102,6 +102,7 @@
<Content Include="RegisterIndicatorRegressionAlgorithm.py" />
<Content Include="SectorWeightingFrameworkAlgorithm.py" />
<Content Include="SetHoldingsMultipleTargetsRegressionAlgorithm.py" />
<Content Include="SliceGetByTypeRegressionAlgorithm.py" />
<Content Include="StringToSymbolImplicitConversionRegressionAlgorithm.py" />
<Content Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
<Content Include="OnEndOfDayRegressionAlgorithm.py" />