Commit Graph

4 Commits

Author SHA1 Message Date
Martin Molinero 8e71e48c07 PythonSlice
- AlgorithmPythonWrapper will directly call base OnFrameworkData()
  implementation skipping going through python and it's overhead
- Small performance improvement for adding Tick data points into a Ticks
  collection
- For python always wrap slice with PythonSlice, so that slice.Get()
  works even when no custom data is present, adding test.
2020-04-27 19:03:03 -03:00
Martin Molinero fa122fa809 Add missing PyObject.Dispose calls
- Adding _some_ of the missing PyObject.Dispose calls. In the cases
where C# is calling the Python side.
   - Note that Python calls to C# code is correctly handling the
   disposure of resources.
2019-04-10 15:03:10 -03:00
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 32ac3146b4 Merge Framework and Classic Algorithms
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00