Commit Graph

8 Commits

Author SHA1 Message Date
Jack Simonson da6424b5cc Update TriangleExchangeRateArbitrageAlpha.py 2019-05-08 10:54:11 -07:00
Jack Simonson f63efbe6fa Update TriangleExchangeRateArbitrageAlpha.py
Updated code in symbol check -- data.Bars.ContainsKey() needs to take string argument
2019-05-08 10:24:17 -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
Martin Molinero 19f1806ddc Address review: readd Framework project 2019-04-03 21:55:43 -03:00
AlexCatarino 774b32bc5f Apply Fixes Suggested by Peer-Review 2019-03-02 00:34:12 +00:00
Jack Simonson 307b53edd7 Changes to check that data for all currencies is availabe in each slice and decrease resolution to limit insights 2019-02-22 12:14:37 -08:00
Jack Simonson 72b74b06ad Changed Bid-Ask and decreased resolution 2019-02-21 17:55:10 -08:00
Jack Simonson f5b9690966 New Alpha - Triangle Exchange Rate 2019-02-21 10:44:39 -08:00