2 Commits

Author SHA1 Message Date
Jhonathan Abreu 2ddf40b8e9 PEP8 style algorithm API (#7909)
* feat: support snake-case style Python QCAlgorithm implementations

* feat: add unit tests and minor fixes

* feat: implement new BasePythonWrapper class for python wrappers.

Used to cache methods and contains invoke functionality

* feat: make python wrappers implement the new base class for pep8 style support

* feat: keep overriden methods in Algorithm Python Wrapper

* feat: add unit tests for custom models algorithms with PEP8 style

* Bump pythonnet version to 2.0.30

* fix bugs and address peer review

* Address peer review

* Minor revert

* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator

* Minor fixes

* Minor fix

* Minor fix

* Bump pythonnet version to 2.0.31

* Added Greeks.Lambda_ alias of Lambda for python compatibility.

Remove unused method
2024-04-12 17:29:15 -03:00
Ricardo Andrés Marino Rojas 3712786301 Enable custom Python optimizer in C# MeanVarianceOptimizationPortfolioConstructionModel (#7274)
Benchmarks / build (push) Has been cancelled
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* Solve bug and add regression test

The bug was raised because, when trying to use C#
MeanVarianceOptimizationPortfolioConstructionModel from a Python
algorithm, there wasn't a constructor that accepted a portfolio optimizer
as a PyObject. Additionally, there wasn't also a Python Wrapper to wrapp
that portfolio optimizer.

- Add PortfolioOptimizerPythonWrapper.cs
- Add constructor in
  MeanVarianceOptimizationPortfolioConstructionModel.cs that accepts
  portfolio optimizer as a PyObject
- Add regression algorithms to cover the changes

* Improve constructor overload implementation

* Change implementation to follow API pattern

* Enhance implementation and add unit tests

* Enhance implementation and add more unit tests

* Enhance implementation
2023-05-25 10:15:56 -03:00