163 Commits

Author SHA1 Message Date
AlexCatarino e35ba389d9 Adds support for user-defined universe selection for python
Adds UserDefinedUniverseAlgorithm python script to show how to use user-defined universe selection for python.
2017-09-20 22:45:51 +01:00
AlexCatarino d2c144ff1e Fixes hard-coded resolution in AddData for Python algorithms 2017-08-30 17:59:55 +01:00
Stefano Raggi 492bc70229 Fix Options and Futures subscriptions at Tick resolution
Previously Tick resolution subscriptions only received ticks with TickType.Trade, now TickType.Quote and TickType.OpenInterest are received as well.

This PR replaces PR #1065
2017-08-22 02:20:36 +02:00
AlexCatarino bcd25b56b4 Refactors PyObject to List of Symbol parsing 2017-08-21 13:52:48 +01:00
AlexCatarino b322dec666 Modifies the pandas dataframe created from a history request
History requests should not return a dictionary with a dataframe, but a multi-index dataframe.
It is more common to work with multi-index dataframes rather than multi-column.
2017-08-18 18:23:11 +01:00
AlexCatarino 46ead54f79 Implements Quandl support for Python
Implements Quandl support for Python.
It was not possible to derive from Quandl in order to select the column. If the data did not have "close", it would thrown an exception since it would look for this work in a dictionary.
It is now possible to select the column.
See example QuandFuturesDataAlgorithm.py
2017-07-27 00:18:08 +01:00
AlexCatarino 3c23759efd Implements History Requests returning pandas.DataFrame
Algorithms written in python can access to new overloads for the QCAlgorithm.History method that returns a dictionary with pandas.DataFrame
2017-07-06 15:09:59 +01:00
AlexCatarino 77d1b537ee Charting support for python
Adds overloads to Plot and PlotIndicator to handle calls from python.
Adds CustomChartingAlgorithm and changes MACDTrendAlgorithm to showcase the feature
2017-06-02 10:45:45 +01:00
AnshulYADAV, Computer Artist (CoArsey) 350e58567f Fixes 18 warnings with code CS1572 (#908)
* Fixes 5 warnings with code CD1572

* Adds the Xml Comment parameter and implements the missing selector parameter

* Fixes rest of the 13 warnings with code CS1572
2017-05-12 09:28:46 -04:00
AlexCatarino bb1c960fb5 Removes lock from AddData method
AddData method has a lock that prevents the subscription of new custom data after initialization.
2017-05-02 17:34:17 +01:00
jaredbroad 664308e7fa Merge in the IDataProvider updates 2017-03-26 10:27:42 -04:00
AlexCatarino 9774af9adc Custom Data for Python Support 2017-02-09 17:48:50 -02:00
AlexCatarino 68fd8a4120 New Python Support Framework
Initial commit
2017-01-10 16:12:19 -02:00