16 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 99a949586c Fix warnings part 12 (#8182)
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* First part of the warnings

* Second half of the changes
2024-07-09 11:08:42 -03:00
Ricardo Andrés Marino Rojas 0a0c012ae9 Fix second half of the CA1051 warnings (#8140)
* Fix second half of the CA1051 warnings

* Address requested changes
2024-07-05 13:54:03 -03:00
Derek Melchin 70acb30546 Test EmaCrossAlphaModel (#7081) 2023-03-17 18:08:43 -03:00
Ricardo Andrés Marino Rojas cde4743ca7 Warm up EmaCrossAlphaModel indicators (#6270)
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* Warm up EmaCrossAlphaModel

Warm Up EmaCrossAlphaModel indicators

* Fix regression test bug

When using the default `EmaCrossAlphaModel()` the period of both indicators to be ready is bigger than the difference between the start date and the end date of the algorithm. Then, as the algorithm didn't warm up the data both indicators of EmaCrossAlpha never were ready, but now as the model warms up the data both indicators are ready so we get different statistics

* Requested change

* Fix unit tests

As there wasn't items in `AddedSecurities`, when trying to remove the items in ´RemovedSecurities´ there was nothing to remove because there was never a security in `_symbolDataBySymbol`. That's why, in order to test, the behavior of `EmaCrossAlphaModel` when removing a security we need to first add one to then remove it.

* Requested changes in Python

- Requested changes in Python
- Nit changes

* Nit change

* Requested Changes

* Add RemoveConsolidators() method in Python version
2022-04-01 12:15:35 -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
Michael Handschuh d90dcc80c9 Use resolution in EmaCrossAlphaModel 2018-05-30 16:24:20 -04:00
AlexCatarino 32b92a9738 Remove readonly property from AlphaModel.Name
If `AlphaModel.Name` is `readonly` python classes cannot inherit from `AlphaModel` and set `Name` is its constructor (`__init__`).
2018-05-15 22:29:17 +01:00
Michael Handschuh df41ec2a80 Add AlphaModel base class
Update existing models to derive from new base class
2018-05-11 01:50:45 -04:00
Michael Handschuh 0b2344f930 Make alpha models overrideable 2018-05-07 16:13:10 -04:00
Michael Handschuh 90d54da87c Add INamedModel and implement in existing alpha models
Alpha models can choose to implement the Name property, if not, the system
will use the model's type name as the Insight.SourceModel.
Existing tests were updated to also assert expected model names
2018-04-17 16:50:16 -04:00
AlexCatarino bf1aa7fa4c Implements Insight.Price helper method.
Implements `Insight.Price` method to make it easier to create new instances of `Insight` of `InsightType.Price`.
Standardize the parameter order to `Symbol`, `TimeSpan`, `InsightType`, `InsightDirection`, `Double`, `Double`.
2018-04-10 19:49:29 +01:00
Michael Handschuh 92c5e64024 Adds VWAP and STD execution models
VWAP will submit market orders while the current price is more favorable than VWAP.
STD will submit market orders while the current price is a configured number of
standard deviations away from the mean in the favorable direction.
2018-04-06 16:30:26 -04:00
Michael Handschuh 82bbfde0be Define default values for EmaCrossAlphaModel
Model constructor arguments simplified to only contain EMA parameters.
2018-04-03 16:20:15 -04:00
Michael Handschuh f5656f6113 Add EmaCrossAlphaModel
Simple alpha model that uses a fast/slow ema cross to generate
a prediction.
2018-03-26 17:33:14 -04:00