8 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

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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
2025-04-14 09:43:03 -03:00
Martin-Molinero 513ced31d7 Add python syntax check (#8651)
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* Add python syntax check

* Fix some python regression algorithms

* Fixing more bugs
2025-03-28 10:36:26 -03:00
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
Alexandre Catarino 3aabb11315 Allows Market-On-Close Orders Outside Buffer Period (#6769)
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* Allows Market-On-Close Orders Outside Buffer Period

Market-On-Close orders can be submitted before and after the buffer period from 15:45 to 16:00 (Tested with TWS) meaning that we can submit MOC when the market is closed and, consequently, use daily resolution data.

* Adds Regression Test with Extended Market Hours

- Removes `nextMarketClose > Time` condition since it's unnecessary. If the algorithm Time is greater than the close of that day, `nextMarektClose` refers to the next day.

* Updates Unit Test

Updates `OrderQuantityConversionTest` because the MOC orders are submitted. They are placed at 7 pm and invalid before this pull request.

* Updates Summary of new Regression Tests
2022-12-08 19:46:58 -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 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 019ac01a4c Reset SubmissionTimeBuffer to default value for other regressions (#5522)
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2021-05-05 11:17:13 -03:00
Colton Sellers 7ddee34e86 Configurable MarketOnCloseOrder Buffer (#5516)
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* Create a configurable SubmissionTimeBuffer for MarketClose orders.

* Nit error spacing

* Add Py and C# regression
2021-05-03 18:08:27 -03:00