10 Commits

Author SHA1 Message Date
JosueNina 0868fbdd94 Consolidator rolling window fixes (#9596)
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* Fix consolidator rolling window event ordering and out of order handling

* Unify DataConsolidated event and expose rolling window to Python consolidators

* Minor fixes

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2026-07-08 10:22:38 -03:00
JosueNina e3724a4c6d Add built-in rolling window to all consolidators (#9366)
* Add built-in rolling window to all consolidators

* Minor fix

* Add unit tests

* Add Current and Previous properties to consolidators

* Add WindowBase<T> as single source of truth for rolling window logic

* Address review comments on consolidator rolling window

* Fix duplicate window in consolidator wrappers

* Fix Python consolidator equality

* Address review comments

* Make ConsolidatorBase implements IDataConsolidator

* Add IDataConsolidator<T> generic interface to avoid casting Consolidated output

* Revert "Add IDataConsolidator<T> generic interface to avoid casting Consolidated output"

This reverts commit f4bf812f4b26aff2789a8129fb07101962557a2a.

* Address second review round on consolidator rolling window

* Populate consolidator window before firing DataConsolidated events

* Move WindowBase to the Indicators namespace

* Restore original consolidator event ordering

* Recover original Sequential wire-up comment
2026-07-07 16:12:46 -05:00
Ricardo Andrés Marino Rojas b99da54d5a Implement Reset() method (#8410)
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* First draft of the feature

* Add XML docs

* Fix and improve unit test

* Address suggestions

* Improve unit test

* Improve implementation
2024-11-27 16:53:02 -03:00
Jhonathan Abreu b079d32522 Bug python type comparison (#8008)
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* Reapply "Python consolidator removal directly from Python (#7995)" (#8006)

This reverts commit f5f2da3f96.

* Reapply "Fix: interface property implementation in python models (#7987)" (#8007)

This reverts commit 356b51f150.

* Fix: PyObject.TryConvert compares c# and py type by reference
2024-05-09 13:20:44 -04:00
Martin-Molinero f5f2da3f96 Revert "Python consolidator removal directly from Python (#7995)" (#8006)
This reverts commit bac3ec09b6.
2024-05-09 10:05:37 -03:00
Jhonathan Abreu bac3ec09b6 Python consolidator removal directly from Python (#7995)
* Fix: python consolidator reference lost when wrapped

* Make BasePythonWrapper equatable depending on the PyObject underlying reference

* Fix: TryConvert PyObject instances for generic C# types

* Minor unit tests fixes

* Address peer review and add unit tests
2024-05-06 14:44:04 -04:00
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
Jhonathan Abreu b3bd15d3c2 Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931) 2023-02-09 19:23:39 -03:00
Colton Sellers 34676f0c46 Bug 4668 python register indicator (#4670)
* Convert to timespan if possible

* Fix to support both timespans and custom consolidators

* Adjust tests for new wrapper requirements

* Cleanup
2020-08-29 02:53:32 -03:00
Colton Sellers b8674731a5 Feature 2456 custom Python consolidator support (#4637)
* DataConsolidator Wrapper for Python Consolidators

* Regression Unit Test

* Refactor Regression test

* Bad test fix

* pre review

* self review

* Add RegisterIndicator for Python Consolidator

* Python base class for consolidators

* Modify regression algo to register indicator

* unit test - attach event

* Test fix

* Fix test python imports

* Add license header file and null check

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2020-08-25 17:26:55 -03:00