5 Commits

Author SHA1 Message Date
Louis Szeto 020cf013df Fix bug/syntax in python examples (#8658)
* CustomDataRegressionAlgorithm

* DescendingCustomDataObjectStoreRegressionAlgorithm

* CustomDataPropertiesRegressionAlgorithm

* DateTime -> should be datetime

* KerasNeuralNetworkAlgorithm

* OptionIndicatorsMirrorContractsRegressionAlgorithm

* BybitCustomDataCryptoRegressionAlgorithm

* DropboxBaseDataUniverseSelectionAlgorithm

* UserDefinedUniverseAlgorithm

* CompleteOrderTagUpdateAlgorithm

* BasicTemplateOptionEquityStrategyAlgorithm hint

* ETFConstituentUniverseFrameworkRegressionAlgorithm

* FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm

* SecurityDynamicPropertyPythonClassAlgorithm

* hint

* hinting

* CallbackCommandRegressionAlgorithm

* CustomWarmUpPeriodIndicatorAlgorithm

* CrunchDAOSignalExportDemonstrationAlgorithm

* ExpiryHelperAlphaModelFrameworkAlgorithm

* ClassicRenkoConsolidatorAlgorithm

* SmaCrossUniverseSelectionAlgorithm

* PEP8 Fix: Assigning to a Method

* SliceGetByTypeRegressionAlgorithm

* MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm

* MarketOnCloseOrderBufferRegressionAlgorithm

* CustomIndicatorAlgorithm

* ScheduledQueuingAlgorithm

* ComboOrdersFillModelAlgorithm

* CustomIndicatorWithExtensionAlgorithm

* IndicatorWithRenkoBarsRegressionAlgorithm

* CoarseFineOptionUniverseChainRegressionAlgorithm

* NumeraiSignalExportDemonstrationAlgorithm

* DropboxUniverseSelectionAlgorithm

* WeeklyUniverseSelectionRegressionAlgorithm

* AutoRegressiveIntegratedMovingAverageRegressionAlgorithm

* DropboxBaseDataUniverseSelectionAlgorithm

* IronCondorStrategyAlgorithm

* LongAndShortButterflyPutStrategiesAlgorithm

* FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm

* LongAndShortCallCalendarSpreadStrategiesAlgorithm

* KerasNeuralNetworkAlgorithm

* LongAndShortPutCalendarSpreadStrategiesAlgorithm

* OptionPriceModelForOptionStylesBaseRegressionAlgorithm

* TensorFlowNeuralNetworkAlgorithm

* MarketOnCloseOrderBufferRegressionAlgorithm

* MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm

* typing

* ComboOrderTicketDemoAlgorithm

* PytorchNeuralNetworkAlgorithm

* MultipleSymbolConsolidationAlgorithm

* fixes

* revert getattr mypy syntax

* address peer review

* Addresses Peer-Review

---------

Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
2025-04-14 09:43:03 -03:00
Martin-Molinero c8446ae26e Refactor AutomaticIndicatorWarmUp settings (#8111)
- Move EnableAutomaticIndicatorWarmUp as an algorithm setting named AutomaticIndicatorWarmUp
2024-06-26 17:02:48 -03:00
Louis Szeto ed7f3ebbbf pep8 conversion of python algos #1-25 (#7926)
* pep8 conversion of python algos

* address peer-review

* PEP8 updates/fixes

* More fixes

---------

Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-17 17:02:32 -04:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* 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
2021-06-15 19:06:06 -03:00
Aaron Janeiro Stone 7d70698c9a Feature #5098 - Time Series Indicators (#5099)
* Cleans history for ArimaIndicator/TimeSeriesIndicator.

-- removes commits from a tracked, already merged branch
-- removes artifacts from debugging sessions

* Removes AR/MA method as a user-specifiable method.
-- Prevents need to reference dll for MathNet in Tests (and potentially elsewhere).
-- Wrapper can be implemented around this functionality.

* Removes AR/MA method as a user-specifiable method.
-- Prevents need to reference dll for MathNet in Tests (and potentially elsewhere).
-- Wrapper can be implemented around this functionality.

* Better adherence to established code style

* Makes _intercept = true by default in constructor where it is not parameter

* WIP -- addressing reviews

* Passing tests following prior refactor

* Rearranged code, access modifiers adjusted

* Fixed indexing of _mafits, adds example algorithm

* Adds regression algo in python + addresses some refactors

* Addresses review

* Adds regression stats

* Fixes missing value signs

* Removes redundant code

* style changes

* style changes

* style: "err" -> "error"

* Minor tweaks

* Fixes python arima regression test

* Refactors AutoregressiveIntegratedMovingAverageTests.cs

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2021-02-01 20:17:49 -03:00