7 Commits

Author SHA1 Message Date
Louis Szeto 279a7ef235 pep8 conversion on python algos #10 (#7951)
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* pep8 conversion

* PEP8 updates/fixes

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-19 12:59:02 -03:00
Marco Grassi e823dfdfb7 fix a typo, and remove all unnecessary semicolumns in Python (#5795)
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2021-07-27 16:05:13 -03:00
Martin-Molinero cb326788b3 Filter out small orders based on Setting (#5776)
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* Filter out small orders based on Setting

- BuyingPowerModel will filter out small orders based on algorithm
  setting, a % of PTV, instead of hard coded 1 share value. Addin unit
  and regression tests
- Updating regression algorithms to use new setting, reduce order trades

* Update regression algorithms
2021-07-19 13:17:51 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
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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
2021-06-15 19:06:06 -03:00
Colton Sellers faa4e91e04 Test 4249 fix regression algorithms executed together (#4832)
* Fix for running regressions algorithms together

* Remove unneeded changes
2020-10-08 19:59:06 -03:00
Martin Molinero 983d84bf01 Implement PortfolioBias for MVOPCM, BLOPCM, AIPCM
- Implement portfolio bias for
`MeanVarianceOptimizationPortfolioConstructionModel`,
`BlackLittermanOptimizationPortfolioConstructionModel`,
`AccumulativeInsightPortfolioConstructionModel`. Adding unit tests
2020-02-21 12:12:59 -03:00
AlexCatarino c2ff03caad Implements PortfolioBias in EWPCM and IWPCM
Implements `PortfolioBias` in EWPCM, CWPCM and IWPCM. With this new feature, these PCM will ignore insights that do not respect the desired bias. E.g. for `PortfolioBias.Long`, on Insights with `InsightDirection.Up` will be converted into `PortfolioTarget.Quantity` greater than zero and other `InsightDirection` will result in `PortfolioTarget.Quantity` of zero.
2020-02-20 19:29:12 -03:00