8 Commits

Author SHA1 Message Date
JosueNina ebaa355bf1 Fix Python inheritance issue with SelectionModels (#9069)
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* Initial solution

* Solve review comments

* Add PythonSelectionModelHandler to reduce code duplication

* Refactor universe selection models

* Add python instance to Selection Models with virtual/override methods

* Add python instance to Alpha Models

* Add python instance to Execution models

* Solve review comments

* Solve new review comments

* Fix calling SetPythonInstance only when method exists and is callable

* Use unit test instead of regression algorithms

* Solve review comments

* Set python instance to the models

* Initialize Python containers only when instance is set

* Replace try-catch with explicit method existence check

* Initialize containers in BasePythonWrapper only when needed

* Add null instance check before method invocation

* Refactor TryExecuteMethod

* Refactor Python wrappers which inherit from BasePythonWrapper<>

* Solve review comments

* Remove ununsed methods

* Solve review comments
2025-11-13 17:21:55 -03:00
Alexandre Catarino 9cd05e9f1f Fixes BasePairsTradingAlphaModel (#7003)
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* Updates the PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm

Change the `PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm` logic to show that it doesn't remove the consolidators used in the Alpha Model's indicators.

* Fixes `BasePairsTradingAlphaModel`

The `BasePairsTradingAlphaModel` will create indicators with class constructors and register them to consolidators that will be removed when the security is removed from the universe.

* Addresses Peer-Review
2023-02-24 10:20:01 -03:00
Stefano Raggi d3f5e115e0 Add missing Invariant usages in alpha models and unit tests 2019-10-01 11:00:04 +02:00
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 c59ff47ed7 Refactors PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm
- Moves `PearsonCorrelationPairsTradingAlphaModel` class to its own file in order to make it available as a framework model.
- Follows existing pattern design that alpha models receive a lookback and a `Resolution` object.
- Algorithm implements `IRegressionAlgorithmDefinition`.
2018-07-11 23:40:30 +01:00
AlexCatarino 6dbe83d0be Renames PairsTradingAlphaModel
- Since it will be used as a base class for other pairs trading models, it was ranamed as BasePairsTradingAlphaModel

- Use a tuple of symbols are key of BasePairsTradingAlphaModel._pairs dictionary.
2018-07-11 23:40:29 +01:00