Commit Graph

6 Commits

Author SHA1 Message Date
AlexCatarino 9e6e2f9b22 Use Universe.Unchanged in Alpha Example Algorithm
In the Coarse Universe Selection of the following algorithms
- ContingentClaimsAnalysisDefaultPredictionAlpha
- GreenblattMagicFormulaAlpha
- PriceGapMeanReversionAlpha
- SykesShortMicroCapAlpha
Universe.Unchanged is now used when the universe is not changed instead of saving a list of symbol and returning it.

Other minor refactoring.
2019-11-30 11:50:01 +00:00
Jack Simonson eb8f7dbc7f Update PriceGapMeanReversionAlpha.py
Stumbled upon minor code changes to improve cleanliness and one that affects function
2019-04-23 17:42:24 -07:00
Martin Molinero cfa08a11fb Address reviews
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
2019-04-03 21:55:44 -03:00
Jack Simonson 8551720095 changed class name per suggestion from Alex 2019-02-26 15:24:43 -08:00
Jack Simonson d130cf09ee Rewrote creation of volatility indicator 2019-02-25 08:47:13 -08:00
Jack Simonson 861ea320da New Alpha -- Price Gap Reversion Alpha 2019-02-21 11:38:07 -08:00