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feature-python-dataframe-performance-2
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6 Commits

Author SHA1 Message Date
Martin Molinero 1983f36792 Allow Python selection to return unchanged 
- We will now check if python selection method returned `Universe.Unchanged`
- Removing `ToList()` call on fine and coarse data before sending it to
the python algorithm
- Adding regression algorithms
 2019-07-31 15:36:07 -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 19f1806ddc Address review: readd Framework project 2019-04-03 21:55:43 -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
AlexCatarino df698d1925 Adds constructor overloads with PyObject parameter to UniverseSelectionModel 
The PyObject parameter is converted into selector function of `Func<T1,T2>` type so that the model can user universe selector methods defined in python algorithms.
 2018-04-12 17:09:03 +01:00
Michael Handschuh d87c121d4b Rename IPortfolioSelectionModel -> IUniverseSelectionModel 2018-03-29 12:18:44 -04:00