Louis Szeto
ed351c8726
pep8 conversion of python algorithms #3 ( #7934 )
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* raw pep8 conversion
* Minor fixes
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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-17 19:28:04 -03:00
Martin-Molinero
4d55493000
Future and option universe selection improvements ( #7313 )
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* Normalize universe selection future and option creation
- Normalize universe selection future and option creation to include
canonical securities enabling continuous future support
* Update existing regression algorithms
* Self review
* Address review
* Extra regression test check
2023-06-13 10:32:26 -03:00
prasom
a4f2c03015
Python ConstantAlphaModel Constructor is Missing an Argument ( #7189 )
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* Python ConstantAlphaModel Constructor is Missing an Argument #7185
* Minor tweak
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Co-authored-by: Martin-Molinero <martin@quantconnect.com >
2023-04-17 20:03:49 -03:00
Martin-Molinero
aaba566954
Alpha Streams Improvements. Python Imports ( #5874 )
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* Order handling improvements
- Execution model will only trigger market order if they are above the
minimum order margin portfolio percetage value
- SecurityCache.Reset is complete
* Python Import fixes
- Add regression test for ImmediateExecutionModel minimum order margin
check
2021-08-24 11:15:48 -03:00
Marco Grassi
e823dfdfb7
fix a typo, and remove all unnecessary semicolumns in Python ( #5795 )
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2021-07-27 16:05:13 -03:00
Martin Molinero
1983f36792
Allow Python selection to return unchanged
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- 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
Stefano Raggi
5c9b81cef1
Fix Python initialization and imports for multiple tests
2018-10-02 20:28:13 +02:00
AlexCatarino
86e85163d8
Python alpha models subclass C# AlphaModel
2018-05-15 22:29:34 +01:00
AlexCatarino
6e1d113922
Minor models fixes
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- ConstantAlphaModel.py: sets default value `None` for magnitude and confidence
- BlackLittermanPortfolioConstructionModel.py: removes logging.
2018-05-03 21:50:11 +01:00
AlexCatarino
fd461ed252
Refactors python framework models to avoid using generator
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We are not using python lists instead of generator (yield) because we get better exception information in this case. The aim is to lead users to avoid using generators and/or know its limitations.
2018-04-26 19:31:11 +01:00
AlexCatarino
f3135b118e
Adds Name attribute to python alpha models
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These `Name` values match those in C# alpha models.
2018-04-19 18:04:01 +01:00
AlexCatarino
58493a2f21
Updates python version Lean AlphaModels to reflect API changes
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Refactors unit tests.
2018-04-11 11:16:04 +01:00
AlexCatarino
8325b77c07
Adds python version of ConstantAlphaModel
2018-04-11 11:07:51 +01:00