26 Commits

Author SHA1 Message Date
JosueNina 888752fa0a Avoid unnecessary Python wrapper creation for pure C# models (#9106)
* Centralize Python/C# model detection logic

* Improve helper method

* Remove unnecessary conditionals

* Fix unit tests

* Refactor QCAlgorithm.python.cs to use the new helper method for models

* Solve review comments

* Clean up Python wrapper exception

* Update XML comments to better describe T and TWrapper in CreateModelOrWrapper

* Join unit tests in TestCases

* Solve review comments

* Replace manual TryConvert checks with CreateInstanceOrWrapper helper
2025-12-08 18:01:31 -03:00
Jhonathan Abreu 49bf436aa2 Remove Lean path info from runtime exceptions (#8309)
* Strip lean path info from runtime exceptions

* Minor fix
2024-09-09 17:54:29 -04:00
Ricardo Andrés Marino Rojas 5a7a162d34 Fix warnings CA1574 (#8186)
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2024-07-09 17:52:07 -03:00
Jhonathan Abreu 28baf03250 Improve PythonException stack trace parser (#8002)
* Improve PythonException stack trace parser

* Minor fix

* Minor improvements
2024-05-09 13:20:20 -04:00
Jhonathan Abreu 17ba1088bd Pythonnet PEP8 fixes (#7931)
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* Improve python exception message for cases when derived class uses member names already defined in base C# classes

* Update pythonnet version to 2.0.33

* Update error message

* Pythonnet version bump to 2.0.34. Minor unit test fix

* Enhance pythonnet overload tests

---------

Co-authored-by: Jared <jaredbroad@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-04-17 14:25:25 -03:00
Louis Szeto 6bf2acd0da Allow smoothing in Implied Volatility and add forward tree model (#7820)
* Allow mirror contract and smoothing IV

* Python wrapper on smoothing IV

* helper method update

* Add forward tree model

* modify and add unit tests and data

* address peer review

* address peer review
2024-03-04 11:00:04 -03:00
Martin-Molinero e22565c849 C# stacktrace exception normalization (#7328)
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- Following the Py pattern of exception handling we will normalize stack
  traces for C# too, adding unit test
2023-06-21 10:51:17 -03:00
Jhonathan Abreu 460ef10ff4 Add more info to python runtime error message (#6526) 2022-08-09 17:56:23 -03:00
Martin-Molinero 630503bf9c Remove deprecated inspect.getargspec (#6443)
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- Remove deprecated python `inspect.getargspec` usage, replace for new
  `getfullargspec`. Adding unit tests reproducing issue
2022-06-27 18:49:46 -03:00
Martin-Molinero b9d3d99917 Bump pythonNet version 2.0.12 (#6310)
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* Updates after pythonNet rebase

* Bump pythonNet version 2.0.12

* Fix exception types being thrown
2022-05-02 14:38:50 -03:00
Martin-Molinero 06228a8de8 Improve python stack trace parsing (#6316)
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- Improve python stack trace parsing removing base Lean path directory.
  Adding unit test
2022-05-02 11:42:36 -03:00
Martin-Molinero b77f0122b2 Improve python exception parsing (#5831)
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* Improve python exception parsing

- Improve python exception parsing adding support for line shift. Adding
  unit tests

* PythonException revert change

* Centralized and normalize algorithm runtime handling

* Adding support for C# line and file exception report
2021-08-06 20:11:54 -03:00
Martin-Molinero f3c386663b Feature .net 5 (#5505)
* Update projects to use .NET 5.0, the successor to .NET Core

* Fix ambiguous errors. Add IBAutomator net5

* Remove FXCM

* Upgrade IBAutomater to v1.0.51

ignored, and an empty message aborts the commit.

* Fix rebase

- Fix ambiguous Index
- Remove StrategyCapacity.cs
- Update System.Threading.Tasks.Extensionsy

* Remove unrequired references

* Fixes

- Travis will use dotnet, not nunit nor mono
- Remove mono from foundation image
- Fix python setup in research
- Fix unit tests

* Don't call ReadKey when input is redirected

* Fix ConsoleLeanOptimizer

* Research fixes

* Update comment

* Add vsdbg to Dockerfile

* Fixes

- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
   - Option assignment will be deterministic in the order
   - 'Rolling Averaged Population' is calculated using doubles, updating
     expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock

* Replace ICSharp with .NET Interactive

* Fixes after rebase

* CSharp research fixes

- Adding new Initialize.csx that pre loads all assemblies
- Adjusting template research file
- Moving steps in dockerfilejupyter
- Fix unit tests and regression tests after rebase

Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Jasper van Merle <jaspervmerle@gmail.com>
2021-05-06 17:23:51 -03:00
Colton Sellers b8033c496c Bug 4487 Get Fundamental for CSharp (#4703)
* Add unit tests

* Refactor Py and create C# function

* Update readme to include local

* Refactor solution; fix python cases

* Update tests

* Don't accept null selector for python; Create SelectedData class

* Fix Testing

* Pre review

* Fix tests for Travis

* Test fix V2

* Test fix V3

* Refactor quantbook and fix tests

* Sort list by date

* Move ConvertToSymbols to Python Util

* Address review

* Order dataframe columns by Security ID

* Address review V2

* header for PythonUtilTests
2020-09-16 18:06:01 -03:00
Martin Molinero fa122fa809 Add missing PyObject.Dispose calls
- Adding _some_ of the missing PyObject.Dispose calls. In the cases
where C# is calling the Python side.
   - Note that Python calls to C# code is correctly handling the
   disposure of resources.
2019-04-10 15:03:10 -03:00
AlexCatarino ef59fa7ba2 Updates pythonnet package.
In the new package:
- C# decimal conversion will use C# double and python float due to the big performance impact of converting C# decimal to python decimal;
2019-01-18 23:18:35 +00:00
Stefano Raggi 57d50c69c4 Fix XML documentation compiler warnings
- Fixed all warnings except for missing XML comments (CS1591)
2018-11-09 11:44:03 +01:00
AlexCatarino bfe8a272ed Fixes PythonExceptionStackParser
`PythonExceptionStackParser` was wrongly replacing all `in` string for `at` where it should only replace the first occurence.
2018-04-13 11:29:38 +01:00
AlexCatarino 7bab95fa0b Adds methods to create universe selection Func from python methods 2018-04-06 19:41:34 +01:00
AlexCatarino 0bbb5def47 Fixes PythonUtil.PythonExceptionStackParser 2018-03-14 14:37:27 +00:00
AlexCatarino 682b312c0f Moves GetStringBetweenChars to Extensions from PythonUtil
Since this method is not exclusive of python algorithms, it is being moved to Extension methods.
2018-03-07 23:24:35 +00:00
AlexCatarino b672580693 Implements KeyErrorPythonExceptionInterpreter 2018-03-06 11:05:39 +00:00
AlexCatarino 718c1d61c8 Implements DllNotFoundPythonExceptionInterpreter
This exception interpreter interprets a DllNotFoundException that is thrown when pythonnet cannot fing the python dynamic-link library in the system.
2018-03-05 22:55:11 +00:00
AlexCatarino 6fc55de371 Extends SetBenchmark to accept functions as paramenters in Python 2017-10-12 23:57:20 +01:00
AlexCatarino 4119bbfe4b Implements convertion to System.Action from PyObject
Implements ToAction methods that converts a PyObject that represents a method or function into a System.Action object.
2017-10-11 10:37:18 +01:00
AlexCatarino 58a7f0cf8a Moves ToFunc method from QCAlgorithm to Util/PythonUtil
ToFunc method is used to convert a PyObject that represents a method into a System.Func. Since this method will be used across different classes, we are moving it to PythonUtil class.
2017-10-06 16:44:53 +01:00