Commit Graph

5 Commits

Author SHA1 Message Date
Ashutosh 1cae47ab25 pep8 conversion of python algos (#7942)
* pep8 conversion of python algos

* adding 10 more pep8 converted algos
2024-04-18 15:14:56 -03:00
Martin-Molinero cb326788b3 Filter out small orders based on Setting (#5776)
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* Filter out small orders based on Setting

- BuyingPowerModel will filter out small orders based on algorithm
  setting, a % of PTV, instead of hard coded 1 share value. Addin unit
  and regression tests
- Updating regression algorithms to use new setting, reduce order trades

* Update regression algorithms
2021-07-19 13:17:51 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
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* 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
Martin Molinero 10fd48417b Adding new TimeSlice TimePulse
- `SubscriptionSynchronizer` will emit a `TimeSlice.TimePulse` before
performing any universe selection on each time loop. This will advance
`Algorithm.Time` which will allow universe selection data time and
`Algorithm.Time` to be aligned.
- Updating Regression algorithms that were using `algorithm.Time` in the
selection method.
- Coarse selection will start from the algorithms start date (not in the
next day)
- Adding regression algorithm
2019-08-07 14:45:39 -03:00
Martin Molinero 1983f36792 Allow Python selection to return unchanged
- We will now check if python selection method returned `Universe.Unchanged`
- Removing `ToList()` call on fine and coarse data before sending it to
the python algorithm
- Adding regression algorithms
2019-07-31 15:36:07 -03:00