* Make RollingWindow compatible with any data type
* Add generic RW<T> method
* Add RollingWindow wrapper class for PyObject
* Solve review comments
* Resolve review comments
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* Ignore some errors in python syntax check.
Fix some algorithms syntax as well.
* Revert some changes
* Minor change
* Minor change
* Minor syntax check fixes
* Ignore more mypy errors
* Minor changes
* Ignore more mypy messages
* Ignore more mypy messages
* pep8 conversion of alphas
* pep8 conversion of benchmarks
* Various fixes and rebase
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* docs(VIXDualThrustAlpha): `determine` fixup
Signed-off-by: Ryan Russell <git@ryanrussell.org>
* docs(VixDualThrustAlpha): `unsubscribe` fixup
Signed-off-by: Ryan Russell <git@ryanrussell.org>
Signed-off-by: Ryan Russell <git@ryanrussell.org>
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* Python research import improvements
- Improve start.py for research env
- Remove unrequired imports
* Centralize algorithm imports
* Add regression test GH action
* Unit test python import clean up
* Join research and main imports
* More python import clean up
* Fix failing skipped regression algorithm
In the Coarse Universe Selection of the following algorithms
- ContingentClaimsAnalysisDefaultPredictionAlpha
- GreenblattMagicFormulaAlpha
- PriceGapMeanReversionAlpha
- SykesShortMicroCapAlpha
Universe.Unchanged is now used when the universe is not changed instead of saving a list of symbol and returning it.
Other minor refactoring.
- Adding new `CompositeAlphaModel.AddAlphaModel()`
- Adding C#/Py regression algorithms using the new `QCAlgorith.AddAlphaModel()`
- Improving exception message
- Add python version of `QCAlgorith.AddAlphaModel()`
- 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.
- Adds Python Alpha algorithms to project
- Adds link to appear in Alpha Stream
- Rename algorithms' names to match file name
- Add/remove imports
- Order dictionary by value and key (if true values are the same, order by key)
Jhonathan Abreu