12 Commits

Author SHA1 Message Date
Jhonathan Abreu 84b991b577 Some fixes for new C# enums handling in Pythonnet (#8898)
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* Some fixes for new C# enums handling in Pythonnet

* Minor changes and cleanup

* Update Pythonnet version to 2.0.45

* Minor changes

* Minor fix

* Minor fix

* Minor change

* Minor change

* Minor unit test fix
2025-07-31 16:53:24 -04:00
Louis Szeto d977eb2181 Refactor MACD Alpha Model (#7140)
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* Update regression test to check number of insights

* Update model to have insight manager ref and cancel insight when signal goes flat

* Update unit tests and regression tests

* Address peer review: using Insights.Clear
2023-04-04 17:22:15 -03:00
Ricardo Andrés Marino Rojas 3c1ddb7b96 Enable Warm Up process in MacdAlphaModel (#6037)
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* Warm up MACD indicators
- When a security is added in the MACD alpha model, it's warm up at once

* Add unit tests

* Nit change

* Code style and nit changes
2021-11-04 12:15:32 -03:00
Martin-Molinero aaba566954 Alpha Streams Improvements. Python Imports (#5874)
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* Order handling improvements

- Execution model will only trigger market order if they are above the
  minimum order margin portfolio percetage value
- SecurityCache.Reset is complete

* Python Import fixes

- Add regression test for ImmediateExecutionModel minimum order margin
  check
2021-08-24 11:15:48 -03:00
Stefano Raggi 5c9b81cef1 Fix Python initialization and imports for multiple tests 2018-10-02 20:28:13 +02:00
Jing Wu 084cd294b0 Remove semicolon in python algrotihms 2018-07-06 11:05:16 -04:00
AlexCatarino 86e85163d8 Python alpha models subclass C# AlphaModel 2018-05-15 22:29:34 +01:00
AlexCatarino fd461ed252 Refactors python framework models to avoid using generator
We are not using python lists instead of generator (yield) because we get better exception information in this case. The aim is to lead users to avoid using generators and/or know its limitations.
2018-04-26 19:31:11 +01:00
AlexCatarino c3ac0392b7 Removes logging in python version of MacdAlphaModel 2018-04-19 22:09:17 +01:00
AlexCatarino f3135b118e Adds Name attribute to python alpha models
These `Name` values match those in C# alpha models.
2018-04-19 18:04:01 +01:00
AlexCatarino 58493a2f21 Updates python version Lean AlphaModels to reflect API changes
Refactors unit tests.
2018-04-11 11:16:04 +01:00
AlexCatarino 35cb62d65a Adds python version of MacdAlphaModel 2018-04-11 11:07:51 +01:00