Commit Graph

9 Commits

Author SHA1 Message Date
Martin Molinero cfa08a11fb Address reviews
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
2019-04-03 21:55:44 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00
Jack Simonson ffec0e3fe3 Setting brokerage to GDAX returns error, These mdoels are currently unsuitable for Cash Modeled brokerages, but GDAX does not support Margin trading either 2019-03-05 09:56:59 -08:00
Martin Molinero 96dc5e8673 Moving IRegressionAlgorithmDefinition to QuantConnect.Common 2018-07-03 13:34:27 -03:00
AlexCatarino aac5cb65ce Updates Framework example algorithms to use Set model methods 2018-05-07 14:20:35 +01:00
Michael Handschuh d87c121d4b Rename IPortfolioSelectionModel -> IUniverseSelectionModel 2018-03-29 12:18:44 -04:00
Michael Handschuh c5704a1cd4 Rename SimplePortfolioConstructionModel -> EqualWeightingPortoflioConstructionModel
The simple name was too simple and too vague. Equal weighting nicely
describes the purpose and intent of this model
2018-03-26 17:33:13 -04:00
Michael Handschuh 6b239674e2 Renames Alpha -> Insight
The term 'alpha' is used to describe the entire algorithm. Therefore, 'alpha'
produces insights. From this we have things like IAlphaModel, which is the model
defining how insights are produced. We have IAlphaHandler, which defines how the
insights from a single 'alpha' (the algorithm) are managed, analyzed, and stored.
Types closer to the individual prediction level, such as InsightDirection, or
InsightScore relate directly to exactly 1 insight. The distinction between the
two became more clear as we developed the insights API, and from that effort it
was decided to harmonize alpha/insight terminology across the various QC systems.
2018-03-09 16:12:56 -05:00
Michael Handschuh e70e18254b Add regression algorithm for framework crypto algo
This covers the case defined in #1635.
2018-03-02 11:23:35 -05:00