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Author SHA1 Message Date
Jhonathan Abreu 2ddf40b8e9 PEP8 style algorithm API (#7909) 
* feat: support snake-case style Python QCAlgorithm implementations

* feat: add unit tests and minor fixes

* feat: implement new BasePythonWrapper class for python wrappers.

Used to cache methods and contains invoke functionality

* feat: make python wrappers implement the new base class for pep8 style support

* feat: keep overriden methods in Algorithm Python Wrapper

* feat: add unit tests for custom models algorithms with PEP8 style

* Bump pythonnet version to 2.0.30

* fix bugs and address peer review

* Address peer review

* Minor revert

* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator

* Minor fixes

* Minor fix

* Minor fix

* Bump pythonnet version to 2.0.31

* Added Greeks.Lambda_ alias of Lambda for python compatibility.

Remove unused method
 2024-04-12 17:29:15 -03:00
Alexandre Catarino 44c7dbd698 Adds Rebate and Fee Rates to Shortable Provider (#7840)
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* Adds Rebate and Fee Rates to Shortable Provider

If the provider does have this information, the rates are zero.

* Adds Helper Methods to QCAlgorithm

- Improve summaries.
- Express values as rates instead of percentages.
- Adds headers to files to emulate real data

* Clarify the Data Format

* Removes Helper Methods from QCAlgorithm

* Removes `Shortable` and `ShortableQuantity` from Example

Algorithms should prefer getting the information from the `Security.ShortableProvider`.
 2024-03-13 16:04:33 -03:00
Ricardo Andrés Marino Rojas 3e86712c1a Implement ShortableProviderPythonWrapper.cs (#7209)
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* Implement ShortableProviderPythonWrapper.cs

- Modify AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs and ShortableProviderOrdersRejectedRegressionAlgorithm.cs to use ShortableProvider from Security and not from the Brokerage model
- Add SetShortableProvider() overload method in Security.cs to set a custom shortable provider from Python
- Remove AllShortableSymbols() method from LocalDiskShortableProvider.cs
- Remove DefaultShortableProvider class
- Add regresion algorithms in C# to cover the changes done

* Implement ShortableProviderPythonWrapper.cs

- Modify AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs and ShortableProviderOrdersRejectedRegressionAlgorithm.cs to use ShortableProvider from Security and not from the Brokerage model
- Add SetShortableProvider() overload method in Security.cs to set a custom shortable provider from Python
- Remove AllShortableSymbols() method from LocalDiskShortableProvider.cs
- Remove DefaultShortableProvider class
- Add regresion algorithms in C# to cover the changes done

* Solve bugs and nit change

* Address review

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Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2023-04-25 19:55:44 -03:00