Commit Graph

10 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
Martin Molinero 68d9f48c2d Address reviews
- Adding new `CompositeAlphaModel.AddAlphaModel()`
- Adding C#/Py regression algorithms using the new `QCAlgorith.AddAlphaModel()`
- Improving exception message
- Add python version of `QCAlgorith.AddAlphaModel()`
2019-04-05 18:34:18 -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
Jack Simonson 9c19e31c60 Added security initializer line to set fees to $0 2019-02-27 16:40:38 -08:00
Jack Simonson cabf062391 Adjusted universe filtering and SymbolData class to make reading cleaner 2019-02-27 16:19:05 -08:00
Jack Simonson f0cacfaf58 Added QC header info 2019-02-27 13:56:26 -08:00
Jack Simonson 5b152eab0c SymbolData class and other changes based on comments from Alex 2019-02-27 13:54:49 -08:00
Jack Simonson d9278cb247 changed class name per suggestion from Alex 2019-02-26 15:22:41 -08:00
Jack Simonson 67662375a9 Last changes, including time to maturity and emitting insights in only one direction 2019-02-21 17:26:00 -08:00
Jack Simonson f0558a2765 New Alpha -- Contingent Claims Analysis Alpha 2019-02-21 11:00:13 -08:00