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Author SHA1 Message Date
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 979bd9baef pep8 conversion of python algos #11 (#7952) 
* pep8 conversion

* Minor tweak

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
 2024-04-19 12:54:50 -03:00
Martin-Molinero 4d55493000 Future and option universe selection improvements (#7313) 
* Normalize universe selection future and option creation

- Normalize universe selection future and option creation to include
  canonical securities enabling continuous future support

* Update existing regression algorithms

* Self review

* Address review

* Extra regression test check
 2023-06-13 10:32:26 -03:00
Ricardo Andrés Marino Rojas 4d5e0fb73a Modify OpenInterestFutureUniverseSelectionModel to work with Python (#7220)
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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

* Revert "Merge process"

This reverts commit 775a4b8ec18e0f1562b72c27203ec0df84c8f675, reversing
changes made to bcc3e790f66fe744ea6f4cb2083c3e9d1881ea2f.

* Revert "Revert "Merge process""

This reverts commit aa18fb40eec2aa551ab7a81310ba4515270d6c1a.

* Solve bug

- Add new constructor overload in OpenInterestFutureUniverseSelectionModel.cs that accepts future chain symbol selector as PyObject
- Add a private static method in OpenInterestFutureUniverseSelectionModel that converts Python lambda function to Func<DateTime, IEnumerable<Symbol>>
- Add a regression algorithm in Python to cover changes. In these case, add Python version of OpenInterestFuturesRegressionAlgorithm.cs

* Nit changes

* Nit change

* Minor docs tweak

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Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2023-04-27 10:04:10 -03:00