5c9b81cef1
Fix Python initialization and imports for multiple tests
2018-10-02 20:28:13 +02:00
340d1d81ff
Adds key check after History requests in framework models …
...
`RsiAlphaModel` and `BlackLittermanOptimizationPortfolioConstructionModel` didn't have a key check after a history request. If a history request retuns no data for a given symbol, trying to access the pandas dataframe results in a `KeyError`.
2018-09-19 17:39:31 +01:00
8b8d2d2d6f
Adds key check after History requests in framework models
...
`RsiAlphaModel` and `BlackLittermanOptimizationPortfolioConstructionModel` didn't have a key check after a history request. If a history request retuns no data for a given symbol, trying to access the pandas dataframe results in a `KeyError`.
2018-09-19 16:11:50 +01:00
d4f67b212d
Refactors RsiAlphaModel
...
The model was assuming that we could only add elements to the dictionary field if there was data in the history request which is not required.
2018-08-08 12:10:22 +01:00
48c87ffb93
Refactors RsiAlphaModel logic in OnSecuritiesChanged
...
The history request to warm up the RSI indicator is performed before it is created.
2018-08-07 20:53:17 +01:00
089199dadf
Fix Python version of RsiAlphaModel to be same as C# version
2018-08-03 20:37:50 +02:00
86e85163d8
Python alpha models subclass C# AlphaModel
2018-05-15 22:29:34 +01:00
f3135b118e
Adds Name attribute to python alpha models
...
These `Name` values match those in C# alpha models.
2018-04-19 18:04:01 +01:00
dc273f3da9
Fixes RsiAlphaModel.py typo
...
In the static method `Insight.Price`, `.Price` was missing.
2018-04-18 20:12:52 +01:00
58493a2f21
Updates python version Lean AlphaModels to reflect API changes
...
Refactors unit tests.
2018-04-11 11:16:04 +01:00
191d92b7ea
Adds python version of RsiAlphaModel
2018-04-11 11:07:51 +01:00
Stefano Raggi