Commit Graph

20 Commits

Author SHA1 Message Date
Martin Molinero 759c15833a Disabling Intrinio regression tests
- Disabling C# and Py `BasicTemplateIntrinioEconomicData` regression
test. Free user credentials are invalid because Intrinio has now a 30 day trial for free users
2018-12-14 15:29:46 -03:00
Juan José D'Ambrosio f6b5da261a Implement method for setting the time interval between calls
Update Python version of BasicTemplateIntrinioEconomicData
2018-11-14 14:10:59 -03:00
Juan José D'Ambrosio 12513a3217 Set the free limit in the regression algorithm
Left the default rate gate time span in 5 seconds. 

Increment the rate gate time span to 1 minute only for testing..
2018-11-13 12:34:30 -03:00
Martin Molinero ed0544b075 Fix for split not correctly handled
- In some cases, for Resolution.Daily, application of splits were
up to one day behind the data. Causing the 'early' data to use a
wrong factor value
- Updating regression test affected by issue
- Adding new regression test
2018-11-01 17:45:24 -03:00
Martin Molinero 6da57a1e12 Improving GetMaximumOrderQuantityForTargetValue 2018-08-03 16:26:14 -03:00
AlexCatarino d75794ede2 Adds indicator with custom data in BasicTemplateIntrinioEconomicData.
This addition aims to show that the fix of the preivious commit solves the bug.
2018-07-23 17:26:43 +01:00
Michael Handschuh 380caa5203 Add IRegressionAlgorithmDefinition.CanRunLocally
This flag indicates whether or not the local regression test system,
via RegressionTests.AlgorithmStatisticsRegression should run a given
IRegressionAlgorithmDefinition
2018-07-18 15:57:11 -04:00
Stefano Raggi 0cc39e53b3 Add missing map/factor files for BasicTemplateIntrinioEconomicData regression 2018-07-18 15:09:08 +02:00
Michael Handschuh 7eb4526724 Update open source data set and regression statistics
Factor files from 2018.06.04
Data   files from 2018.07.05
2018-07-05 15:13:57 -04:00
Martin Molinero 96dc5e8673 Moving IRegressionAlgorithmDefinition to QuantConnect.Common 2018-07-03 13:34:27 -03:00
Michael Handschuh 8402b6f01e Update factor files to 2018.06.04
It's important that we keep the factor files consistent with respect to
the date that they were generated. This enables us to run the regression
algorithms in the cloud and get the same results by using the factor files
from the correct date.
2018-06-07 12:16:45 -04:00
Michael Handschuh 9ee61f425c Refactor regression algorithm to IRegressionAlgorithmDefinition
A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the  C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
2018-06-05 12:10:50 -04:00
Juan José D'Ambrosio b2b541483f Intrinio template modified, C# regression test added
Intrinio Python port added


Python regression test added


RateGate implemented in static IntrinioConfig


Clean stuff


Intrinio C# regression test pass


Intrinio working, Python port, C# regression test
2018-03-26 09:41:10 -03:00
Juan José D'Ambrosio 41d1646a27 SetUserAndPassword static method moved to IntrinioConfig 2018-01-08 19:32:32 -03:00
Juan José D'Ambrosio fc888265ea static class IntrinioConfig added 2018-01-05 21:50:57 -03:00
Juan José D'Ambrosio b644e05328 Clean old stuff 2017-12-15 20:41:05 -03:00
Juan José D'Ambrosio a330f63506 Intrinio example algorithm cleaned 2017-12-15 20:27:21 -03:00
Juan José D'Ambrosio 76dc84aa2a Time between API call adjusted
Basic rought oil arbitrage strategy.
2017-12-11 12:55:49 -03:00
Juan José D'Ambrosio e8e7890aaf Intrinio Economic Data 2017-11-30 11:43:34 -03:00
Juan José D'Ambrosio d795b99715 First Algo working 2017-11-30 06:57:49 -03:00