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Feature Python Option Filtering Support (#4667)

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* Support List and OptionFilterUniverse for Py filter

* Regression algorithm for testing

* Unit Tests

* Fix for process

* Tighten filters to reduce load on automated testing

* Address review v2
This commit is contained in:
Colton Sellers
2020-09-02 17:38:16 -07:00
committed by GitHub
parent 718dc02173
commit 8edc89a4ff
8 changed files with 365 additions and 38 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -91,6 +91,7 @@
<Content Include="DynamicSecurityDataAlgorithm.py" />
<Content Include="ConfidenceWeightedFrameworkAlgorithm.py" />
<Content Include="ExtendedMarketTradingRegressionAlgorithm.py" />
<Content Include="FilterUniverseRegressionAlgorithm.py" />
<Content Include="FineFundamentalFilteredUniverseRegressionAlgorithm.py" />
<Content Include="KerasNeuralNetworkAlgorithm.py" />
<Content Include="CustomDataUsingMapFileRegressionAlgorithm.py" />