Adds python algorithms for regression tests

CoarseFineFundamentalRegressionAlgorithm
CoarseFundamentalTop5Algorithm
DropboxUniverseSelectionAlgorithm
FractionalQuantityRegressionAlgorithm
This commit is contained in:
AlexCatarino
2017-10-06 13:32:35 +01:00
parent 21cd972e99
commit 9211b67286
6 changed files with 409 additions and 130 deletions
@@ -36,147 +36,80 @@
<LangVersion>6</LangVersion>
</PropertyGroup>
<ItemGroup>
<Content Include="BrokerageModelAlgorithm.py" />
<Content Include="CustomDataUniverseAlgorithm.py" />
<Content Include="CustomModelsAlgorithm.py" />
<Content Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
<Content Include="FilteredIdentityAlgorithm.py" />
<Content Include="MarginCallEventsAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="QuandlFuturesDataAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="CustomChartingAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="PythonPackageTestAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="BasicTemplateFuturesAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="BasicTemplateOptionsAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="CustomDataBitcoinAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Compile Include="PythonAlgorithm.cs" />
<Compile Include="Properties\AssemblyInfo.cs" />
</ItemGroup>
<ItemGroup>
<None Include="AddRemoveSecurityRegressionAlgorithm.py" />
<None Include="app.config">
<SubType>Designer</SubType>
</None>
<None Include="build.sh">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Include="build.bat">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Include="packages.config" />
<None Include="readme.md" />
<None Include="BasicTemplateOptionStrategyAlgorithm.py" />
<None Include="BasicTemplateFuturesHistoryAlgorithm.py" />
<None Include="BasicTemplateFuturesConsolidationAlgorithm.py" />
<None Include="EmaCrossUniverseSelectionAlgorithm.py" />
<None Include="BasicTemplateAlgorithm.py" />
<None Include="BasicTemplateDailyAlgorithm.py" />
<None Include="BasicTemplateFillForwardAlgorithm.py" />
<None Include="BasicTemplateForexAlgorithm.py" />
<None Include="CustomDataRegressionAlgorithm.py" />
<None Include="BasicTemplateFuturesAlgorithm.py" />
<None Include="BasicTemplateFuturesConsolidationAlgorithm.py" />
<None Include="BasicTemplateFuturesHistoryAlgorithm.py" />
<None Include="BasicTemplateOptionsAlgorithm.py" />
<None Include="BasicTemplateOptionsFilterUniverseAlgorithm.py" />
<None Include="BasicTemplateOptionsHistoryAlgorithm.py" />
<None Include="BasicTemplateOptionStrategyAlgorithm.py" />
<None Include="BasicTemplateOptionTradesAlgorithm.py" />
<None Include="WeeklyUniverseSelectionRegressionAlgorithm.py" />
<None Include="DailyFxAlgorithm.py" />
<None Include="FuturesMomentumAlgorithm.py" />
<None Include="RegressionChannelAlgorithm.py" />
<None Include="OptionChainProviderAlgorithm.py" />
<None Include="BrokerageModelAlgorithm.py" />
<None Include="BubbleAlgorithm.py" />
<None Include="OptionRenameRegressionAlgorithm.py" />
<None Include="build.sh" />
<None Include="build.bat" />
<None Include="CoarseFineFundamentalComboAlgorithm.py" />
<None Include="CoarseFineFundamentalRegressionAlgorithm.py" />
<None Include="CoarseFundamentalTop5Algorithm.py" />
<None Include="CustomBenchmarkAlgorithm.py" />
<None Include="CustomChartingAlgorithm.py" />
<None Include="CustomDataBitcoinAlgorithm.py" />
<None Include="CustomDataNIFTYAlgorithm.py" />
<None Include="CustomDataRegressionAlgorithm.py" />
<None Include="CustomDataUniverseAlgorithm.py" />
<None Include="CustomModelsAlgorithm.py" />
<None Include="DailyAlgorithm.py" />
<None Include="DailyFxAlgorithm.py" />
<None Include="DataConsolidationAlgorithm.py" />
<None Include="DelistingEventsAlgorithm.py" />
<None Include="DividendAlgorithm.py" />
<None Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
<None Include="DropboxUniverseSelectionAlgorithm.py" />
<None Include="EmaCrossUniverseSelectionAlgorithm.py" />
<None Include="ETFGlobalRotationAlgorithm.py" />
<None Include="FilteredIdentityAlgorithm.py" />
<None Include="FractionalQuantityRegressionAlgorithm.py" />
<None Include="FuturesMomentumAlgorithm.py" />
<None Include="HistoryAndWarmupRegressionAlgorithm.py" />
<None Include="LimitFillRegressionAlgorithm.py" />
<None Include="MACDTrendAlgorithm.py" />
<None Include="main.py" />
<None Include="MarginCallEventsAlgorithm.py" />
<None Include="MarketOnOpenOnCloseAlgorithm.py" />
<None Include="MovingAverageCrossAlgorithm.py" />
<None Include="OptionChainProviderAlgorithm.py" />
<None Include="OptionExerciseAssignRegressionAlgorithm.py" />
<None Include="OptionOpenInterestRegressionAlgorithm.py" />
</ItemGroup>
<ItemGroup>
<Content Include="AddRemoveSecurityRegressionAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="CustomDataNIFTYAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="DataConsolidationAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="HistoryAndWarmupRegressionAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="DelistingEventsAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="DividendAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="ETFGlobalRotationAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="MACDTrendAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="QCUWeatherBasedRebalancing.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="QuandlImporterAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="OrderTicketDemoAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="DailyAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="MarketOnOpenOnCloseAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="ParameterizedAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="CoarseFineFundamentalComboAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="RollingWindowAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="ScheduledEventsAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="UniverseSelectionRegressionAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="UpdateOrderRegressionAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="BasicTemplateAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="CustomBenchmarkAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="LimitFillRegressionAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="MovingAverageCrossAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="RegressionAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="UserDefinedUniverseAlgorithm.py" />
<Content Include="WarmupAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="WarmupHistoryAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<None Include="OptionRenameRegressionAlgorithm.py" />
<None Include="OrderTicketDemoAlgorithm.py" />
<None Include="packages.config" />
<None Include="ParameterizedAlgorithm.py" />
<None Include="PythonPackageTestAlgorithm.py" />
<None Include="QCUWeatherBasedRebalancing.py" />
<None Include="QuandlFuturesDataAlgorithm.py" />
<None Include="QuandlImporterAlgorithm.py" />
<None Include="readme.md" />
<None Include="RegressionAlgorithm.py" />
<None Include="RegressionChannelAlgorithm.py" />
<None Include="RollingWindowAlgorithm.py" />
<None Include="ScheduledEventsAlgorithm.py" />
<None Include="UniverseSelectionRegressionAlgorithm.py" />
<None Include="UpdateOrderRegressionAlgorithm.py" />
<None Include="UserDefinedUniverseAlgorithm.py" />
<None Include="WarmupAlgorithm.py" />
<None Include="WarmupHistoryAlgorithm.py" />
<None Include="WeeklyUniverseSelectionRegressionAlgorithm.py" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Algorithm\QuantConnect.Algorithm.csproj">