3 Commits

Author	SHA1	Message	Date
Michael Handschuh	fdc866fda0	Reverting 'Merge pull request #2483 python-history-provider' ... 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
AlexCatarino	3e4a71cd50	Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms	2018-09-17 19:05:48 +01:00
AlexCatarino	6624e18f08	Fixes OnMarginCall for python algorithms ... Due to pythonnet limitations, the list of SubmitOrderRequest could not be modified by OnMarginCall event handler. We now get a new list from that method and update the list in the wrapper.	2017-09-22 20:50:49 +01:00