Commit Graph

7 Commits

Author SHA1 Message Date
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
Martin Molinero eaba3ab24e Fix ManualUniverse duplicate effort
- Removed usages of algorithm.Securities.key as a parameter for the
`ManualUniverseSelectionModel()` since those securities, added through
`AddXXXX` calls will be managed by the `UserDefinedUniverse`. This was
causing for Universes to try to add the same subscription requests
- Adding new empty constructor for ManualUniverseSelectionModel,
required for Python
- ManualUniverse will return any existing SDC for the
symbol. This is for maintaining existing behavior and
preventing breaking changes: Specifically motivated by usages of
Algorithm.Securities.Keys as constructor parameter of the
ManualUniverseSelectionModel, since those Symbols added by Addxxx()
calls will already be managed by the UserDefinedUniverse
- Making some format modifications to aling with used Lean formatting
2018-10-12 18:30:04 -03:00
Martin Molinero 1997197f47 Fix failing unit tests 2018-09-18 12:10:42 -03:00
Martin Molinero 41873b2315 Fixing unit tests 2018-08-31 16:06:41 -03:00
Stefano Raggi b37fd75f59 Fix failing unit test 2018-08-21 18:10:51 +02:00
Michael Handschuh b7c046565b Add unit test for checking insight generated/close times
Confirms the times are set and available inside the portfolio construction
model as well as being set and available via the InsightsGenerated event.
2018-06-01 00:51:41 -04:00