f6d7e5fcd7
Addresses Peer-Review
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- Standarizes basic template algorithms for options and futures
- Fix typo
2020-02-12 22:28:45 +00:00
9690acfd25
Changes Basic Template Algorithms With Options and Futures to Show The New Overloads
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Keeps the original overloads in the comments.
2020-02-12 16:49:44 +00:00
fe78801fca
Add future 'EnableIntradayMargins'
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- Add `FutureMarginModel.EnableIntradayMargins` false by default to
avoid margin calls with SetHoldings usage
- Updating regression tests
2020-02-04 18:41:15 -03:00
9172bf0ed2
Addresses Peer-Review
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The `AlphaStreamsBrokerageModel` was unnecesarily duplicating the `GetBuyingPowerModel` from the base class. Missing docs were added.
2020-01-21 15:52:54 +00:00
63bd501306
Adds InitialMarginRequirement and MaintenanceMarginRequirement Properties to FutureMarginModel
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These properties expose the current margin requirements that can be used to compute the number of contracts manually.
2020-01-20 22:49:03 +00:00
5ddcf12428
Remove order event logging in BasicTemplateFuturesAlgorithm
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Regression run time is now about 50% less
2019-03-14 12:03:41 +01:00
fdc866fda0
Reverting 'Merge pull request #2483 python-history-provider'
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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
3e4a71cd50
Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms
2018-09-17 19:05:48 +01:00
7bd2a2049c
Fix BasicTemplateFuturesAlgorithm C#/Python difference
2018-07-19 00:57:34 +02:00
ae99f7b9a1
Add Python version
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Add comments to `IRegressionAlgorithmDefinition` members.
2018-07-17 18:01:53 -03:00
18a559943e
Upgrade LEAN Python to 3.6 from 2.7
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- 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
a39e6a8e28
Revert "Merge pull request #1526 from AlexCatarino/python3"
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This reverts commit 2e523992d0fa48fc23ea
2018-02-14 16:03:12 +01:00
84282503d0
Fixes python algorithm to be python 3 compliant
2018-02-13 13:00:50 +00:00
244ac0b72a
Fix regression test and tag python algorithms
2017-09-20 20:06:48 -04:00
7bb331dfad
Updates Futures and Options template python algorithms
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Updates BasicTemplateFuturesAlgorithm.py andBasicTemplateOptionsAlgorithm.py to use python datetime/timedelta instead of C# DateTime/TimeSpan.
2017-05-26 01:17:35 +01:00
41e7ad047a
Adds python basic templates for options and futures
2017-05-10 13:32:36 +01:00
AlexCatarino