Commit Graph

4 Commits

Author SHA1 Message Date
Louis Szeto 08a3de9e2d pep8 conversion of python algos #13 (#7955)
* t status
pep8 conversion

* Minor tweaks and rebase

* Various minor fixes

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-04-19 16:14:12 -03:00
Louis Szeto 4a1f30bd96 pep8 conversion of python #7 (#7945)
* pep8 conversion

* PEP8 updates/fixes

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-18 16:12:36 -03:00
Martin-Molinero 3eedde9b6e Normalize ETF constituents universe (#7858)
- Normalize ETF constituents universe data. Adding new tests and
  assertions
2024-03-19 11:28:17 -03:00
Gerardo Salazar a4d49c05ca Adds ETF(...) to UniverseDefinitions (#5873)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Adds ETF(...) to UniverseDefinitions

  * Adds ETF constituents universe framework regression algorithm
    for C#/Python

* Address review: adds test cases for ticker/Symbol ETF universe additions

  * Fixes bug where null Market would result in null dereference exception

* Address review: add missing Index tests

* Address review: don't hardcode market when creating constituent universe

  * Uses Brokerage Model's default markets collection to determine
    the market for the given security type

* Address review: restore QC500 and DollarVolume.Top(...)

  * Restores algorithms related to both helper universe
    definition methods

* Address review: remove copy to output directory for python algos

* Add example algorithms for ETF constituent universes using custom RSI alpha model

* Address review: adjust algorithm to use cache + algo RSI & clean up code

* Address review: make ETF Constituent RSI Alpha Model algo a regression test

* Address review: increase trade count and remove single trade logic
2021-08-25 11:22:31 -03:00