In the advanced build settings, Language version was also upgraded from C# 5.0 to C# 6.0. The minimum Visual Studio version required will now be VS2015.
This update implemented implicit conversion.
From now on, python algorithms will be able to use string object instead of Symbol object when a method overload requires Symbol.
Calling Impromptu.ActLike<IAlgorithm> to make the python object acts like a IAlgorithm caused multiple AlgorithmPythonWrapper objects running in parallel to hold the same python object. That call was removed and instead we access the python object directly.
- Removes AlgorithmPythonUtil.py and add its code directly in AlgorithmPythonWrapper.cs
- Clean up: removes all references to IronPython and ImpromptuInterface
Adds overloads to Plot and PlotIndicator to handle calls from python.
Adds CustomChartingAlgorithm and changes MACDTrendAlgorithm to showcase the feature
This new pythonnet package makes available the latest version from pythonnet master branch and includes modifications to enable charting in Lean for python.
The dockerfile to create images for the cloud is updated to reflect the package update and adds keras and tensorflow
Previously, removal of option contracts from the option chain universe was allowed only on date change (in both live and backtesting).
Now, in order to reduce market data subscriptions in live mode, removal is allowed intraday if the contract has been in the universe for at least 15 minutes. When backtesting, behavior is unchanged.
* Fixes 5 warnings with code CD1572
* Adds the Xml Comment parameter and implements the missing selector parameter
* Fixes rest of the 13 warnings with code CS1572
* Update the ALMA using the correct default value for sigma
* makes ALMA default sigma = 6
* Incorporate the statistical interpretation of the parameters in the docstring.
* documentation small fixes.
Some python algorithms suffered corrections to run under the new python framework (pythonnet).
Others were deleted because some features will be supported in futures implementations.
Adds a method in AlgorithmPythonUtil to transform C# DateTime into Python datetime
sed -i -e 's/UCS2/UCS4/' Common/QuantConnect.csproj
sed -i -e 's/UCS2/UCS4/' Algorithm/QuantConnect.Algorithm.csproj
sed -i -e 's/UCS2/UCS4/' Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
sed -i -e 's/UCS2/UCS4/' AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj
SecurityType and Market properties are already implicitly included in the Symbol property.
With this change we avoid forgetting to set these properties when creating HistoryRequest objects (issue #863)
Currently, calling SetBrokerageModel after AddSecurity, AddForex, etc. has no effect, the security initializer has already been initialized and its models have been set to their default implementations.
For example, Forex backtests using OandaBrokerageModel will report fees calculated with the default fee model (Oanda fees are spread-based, so they should always be reported as zero).
In this PR, SetBrokerageModel now calls SecurityInitializer.Initialize on all securities added before SetBrokerageModel is called.
Fees will be calculated using the correct fee models and the order of the calls in algorithm Initialize is now irrelevant.
Stefano Raggi