Commit Graph

16 Commits

Author SHA1 Message Date
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
AlexCatarino 7a9778f9fd Addresses Peer-Review
- Do not reuse parameter variables `start` and `end`. Create new variables with meaningful names and rename them to `startUtc` and `endUtc`.
- Use `EachTradeableDayInTimeZone` to calculate `tradableDates`.
- Adds another test/assertion in the regression algorithms to ensure tests in the scheduled event were performed.
2020-05-29 14:56:10 +01:00
AlexCatarino 8b1afdb083 Fixes History Request Data Time Zone
The tradable days of the history request should respect the data time zone since the data source files also do.

Upgrade `BasicTemplateFuturesHistoryAlgorithm` to a regression algorithm and add a schedule event to test history requests every hour.
2020-05-29 00:31:12 +01:00
Michael Handschuh fdc866fda0 Reverting 'Merge pull request #2483 python-history-provider'
We didn't experience the expected performance improvements. Locally under
unit test there was aboout an order of magnitude throughput increase, but
when run against the history benchmark, this new approach was 60% slower.
We're reverting this for now to perform further analysis and better
understand the performance profiling of the python history stack.
2018-09-18 18:37:23 -04:00
AlexCatarino 3e4a71cd50 Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms 2018-09-17 19:05:48 +01:00
Jing Wu 4c98817c9e change the benchmark setting 2018-04-12 18:33:01 -04:00
Jing Wu 955366ee48 change the resolution to minute for futures history request 2018-04-12 15:39:59 -04:00
Michael Handschuh 18a559943e Upgrade LEAN Python to 3.6 from 2.7
- Adds log to display the python version the algorithm is using.
- Fixes python algorithms that were failing because of small subtleties
like leading zeroes.
- Updates pythonnet with a version compiled with python 3.6 flags

- Changes in DockerfileFoundation: we now use miniconda to manage the python
environment.
- Took the opportunity to add NTLK (#1349), Tensorforce (#1369) and
PyTorch/Pyro (#1385).
- Changes readme in Algorithm.Python to show steps to install miniconda
2018-02-23 15:09:06 -05:00
Stefano Raggi a39e6a8e28 Revert "Merge pull request #1526 from AlexCatarino/python3"
This reverts commit 2e523992d0, reversing
changes made to fa48fc23ea.
2018-02-14 16:03:12 +01:00
AlexCatarino 84282503d0 Fixes python algorithm to be python 3 compliant 2018-02-13 13:00:50 +00:00
Jing Wu 49ef6185ca change the start and the end date of futures history algorithm 2017-11-15 13:07:11 -05:00
Jing Wu c4713211f5 modified futures history algorithm 2017-11-15 11:33:29 -05:00
Jared Broad 244ac0b72a Fix regression test and tag python algorithms 2017-09-20 20:06:48 -04:00
Jing Wu e12625745b add licence 2017-09-14 18:49:51 -04:00
Jing Wu d89f376d56 added future history algorithm 2017-09-14 17:50:17 -04:00
Jing Wu 55e882011f add BasicTemplateDailyAlgorithm
add BasicTemplateForexAlgorithm
add BasicTemplateFuturesConsolidationAlgorithm
add BasicTemplateFuturesHistoryAlgorithm
add BasicTemplateOptionStrategyAlgorithm
add EmaCrossUniverseSelectionAlgorithm
modify QuantConnect.Algorithm.Python.csproj
2017-09-14 17:30:37 -04:00