11 Commits

Author SHA1 Message Date
Louis Szeto 7e5b8d6243 pep8 conversion of python algo #8 (#7946)
* pep8 conversion

* Minor tweaks

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-04-18 16:08:34 -03:00
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
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data""
This reverts commit 8cd8d206ca.
2020-04-06 10:32:59 -03:00
Jared 8cd8d206ca Revert "Adding Support for Equity L1 Quote Data" 2020-03-11 19:16:05 -07:00
Martin Molinero f6c687b5f1 Fix regression and unit test
- Reduce MinimumVariancePortfolioOptimizar precision goal so that both
CSharp and Py MeanVarianceOptimizationFrameworkAlgorithm return the same
results
- Limit factor file dates in factor file generator unit test
2020-03-11 16:41:27 -03:00
Michael Handschuh fdc866fda0 Reverting 'Merge pull request #2483 python-history-provider'
We didn't experience the expected performance improvements. Locally under
unit test there was aboout an order of magnitude throughput increase, but
when run against the history benchmark, this new approach was 60% slower.
We're reverting this for now to perform further analysis and better
understand the performance profiling of the python history stack.
2018-09-18 18:37:23 -04:00
AlexCatarino 3e4a71cd50 Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms 2018-09-17 19:05:48 +01:00
AlexCatarino 1f20d22c39 Fixes algorithms with new SetBrokerage implementation
Fixes HourReverseSplitRegressionAlgorithm and HourSplitRegressionAlgorithm to pass regression tests with new SetBrokerage implementation
2017-10-13 00:00:33 +01:00
Jing Wu 90692995be delete uncessary library import 2017-10-12 18:28:52 -04:00
Jing Wu b57526986f add HourSplitRegressionAlgorithm 2017-10-06 18:44:38 -04:00
Jing Wu 7e866b010f add OptionSplitRegressionAlgorithm 2017-10-06 18:43:35 -04:00