Commit Graph

7 Commits

Author SHA1 Message Date
Colton Sellers d3ccc14fcd Unit test for RegisterIndicator in Python (#4676) 2020-08-31 19:11:24 -03:00
Colton Sellers b8674731a5 Feature 2456 custom Python consolidator support (#4637)
* DataConsolidator Wrapper for Python Consolidators

* Regression Unit Test

* Refactor Regression test

* Bad test fix

* pre review

* self review

* Add RegisterIndicator for Python Consolidator

* Python base class for consolidators

* Modify regression algo to register indicator

* unit test - attach event

* Test fix

* Fix test python imports

* Add license header file and null check

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2020-08-25 17:26:55 -03:00
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data""
This reverts commit 8cd8d206ca.
2020-04-06 10:32:59 -03:00
Jared 8cd8d206ca Revert "Adding Support for Equity L1 Quote Data" 2020-03-11 19:16:05 -07:00
Martin Molinero 21f636fecc Fix undeterministic unit test
- Fix underterministic python indicator unit test
- Refactor `QCAlgorithm.Indicators.GetSubscriptions`
2020-03-11 14:34:13 -03:00
AlexCatarino 22723204ff Fixes VolumeWeightedAveragePriceExecutionModel.IntradayVwap
`VolumeWeightedAveragePriceExecutionModel.IntradayVwap.Update` did not return a boolean.
2019-07-29 11:28:06 +01:00
AlexCatarino 0b0a1b31ff Refactors PythonIndicator
In order to provide full Lean Indicator functionality to python custom indicators, they need to inherit from a C# class. `PythonIndicator` will serve for this purpose.
Algorithms can use the former version (no inheritance).
2019-07-26 00:35:57 +01:00