19f1806ddc
Address review: readd Framework project
2019-04-03 21:55:43 -03:00
32ac3146b4
Merge Framework and Classic Algorithms
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- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00
6dd7a2d50f
Merge pull request #3028 from HalldorAndersen/patch-9
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New Universe Selection Model: Correlation breakdown
2019-04-03 16:09:45 -07:00
45eb639dfa
Adds Example Algorithm of Expiry Helper Class Usage in Alpha Models
2019-04-03 22:08:52 +01:00
da6519b9f4
Updates pythonnet to 1.0.5.19
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Updates PythonNet to 1.0.5.19
- Related https://github.com/QuantConnect/pythonnet/pull/28/
2019-04-02 17:17:40 +01:00
c3dc6dea0c
Update UncorrelatedUniverseSelectionFrameworkAlgorithm.py
2019-04-01 10:51:23 -07:00
ac30e127cf
Update UncorrelatedUniverseSelectionFrameworkAlgorithm.py
2019-04-01 10:40:26 -07:00
50f95aed00
Update UncorrelatedUniverseSelectionFrameworkAlgorithm.py
2019-04-01 10:35:49 -07:00
1fefb2d474
Update UncorrelatedUniverseSelectionFrameworkAlgorithm.py
2019-04-01 10:33:09 -07:00
a945e5dab7
Update QuantConnect.Algorithm.Python.csproj
2019-04-01 10:08:13 -07:00
f37c2944d1
Update and rename UncorrelatedFrameworkAlgorithm.py to UncorrelatedUniverseSelectionFrameworkAlgorithm.py
2019-04-01 10:00:43 -07:00
ba829a9c0e
Update UncorrelatedFrameworkAlgorithm.py
2019-04-01 09:59:07 -07:00
6d2460d8ed
Updates pythonnet to 1.0.5.18
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- Updates PythonNet to 1.0.5.18
- Cherry picks the memory leak fix from upstream/pythonnet
2019-03-28 00:47:38 +00:00
afd10768a6
Merge pull request #3002 from QuantConnect/bug-subscription-data-reader-time-zones
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Fix Time Zone Bug in SubscriptionDataReader
2019-03-27 08:06:17 -07:00
0e621e93db
Rename UncorrelatedToBenchmarkFrameworkAlgorithm.py to UncorrelatedFrameworkAlgorithm.py
2019-03-26 11:21:30 -07:00
c085e439a7
Rename UncorrelatedToSPYFrameworkAlgorithm.py to UncorrelatedToBenchmarkFrameworkAlgorithm.py
2019-03-26 10:17:42 -07:00
c69d00d76c
Update QuantConnect.Algorithm.Python.csproj
2019-03-26 10:15:37 -07:00
259560c4e3
Update UncorrelatedToSPYFrameworkAlgorithm.py
2019-03-26 10:02:17 -07:00
e7b2751388
Create UncorrelatedToSPYFrameworkAlgorithm.py
2019-03-25 17:06:35 -07:00
1194a04678
Update and rename Algorithm.Python/UncorrelatedToSpyUniverseSelectionModel.py to Algorithm.Framework/Selection/UncorrelatedToSpyUniverseSelectionModel.py
2019-03-25 16:40:27 -07:00
9ba0955ba0
Update UncorrelatedToSpyUniverseSelectionModel.py
2019-03-25 15:12:03 -07:00
ebbc74290c
Update UncorrelatedToSpyUniverseSelectionModel.py
2019-03-25 14:52:05 -07:00
c2230266dd
Update UncorrelatedToSpyUniverseSelectionModel.py
2019-03-25 14:47:32 -07:00
d702aa5def
Create UncorrelatedToSpyUniverseSelectionModel.py
2019-03-25 14:40:53 -07:00
10d1d3e854
Merge pull request #2938 from simonsonjack/cca_alpha
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New Alpha -- Contingent Claims Analysis Alpha
2019-03-15 09:49:23 -07:00
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
206d3bee50
Merge pull request #2997 from QuantConnect/bug-2994-qc500-inconsistencies
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Implements IndexUniverseDefinitions
2019-03-13 08:17:02 -07:00
fc780e6136
Remove logging
2019-03-12 21:56:09 +00:00
6cc832c782
Implements IndexUniverseDefinitions
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In this new UniverseDefintions, a member, QC500, defines the QC500 Universe. This helper can be used to add that custom universe to the user algorithm (both in C# and Python).
2019-03-12 18:50:18 +00:00
0b0f81d18e
Merge branch 'master' into price_gap_alpha
2019-03-12 10:37:49 -07:00
bba622a580
Merge pull request #2995 from AlexCatarino/bug-2994-qc500-inconsistencies
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Fix QC500 bugs and inconsistencies
2019-03-12 09:58:00 -07:00
1e7fee1800
Merge pull request #2984 from AlexCatarino/feature-2950-adds-csharp-exemple-alphas
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Adds matching version of C# and Python Alpha algorithms
2019-03-12 09:57:48 -07:00
0d64032dfe
Remove logging
2019-03-12 16:36:40 +00:00
fa179b4659
Fix QC500 bugs and inconsistencies
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- ConstituentsQC500GeneratorAlgorithm:
- Change monthly flag to be consistent with Selection Model that cannot use Schedule events.
- Use a Dictionary keyed by `Symbol` instead of `string`.
- Selector functions return `Universe.Unchanged` instead of empty list;
-Refactoring and more informative logging.
- QC500UniverseSelectionModel
- SelectFine methods were performing all the logics every day and it should be only once per month
- Log and return `Universe.Unchanged` before division by zero if universe drops to zero members after filtering before selection by sector.
- Refactoring
2019-03-12 10:57:01 +00:00
e24f506486
Merge pull request #2983 from simonsonjack/university_updates
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Python Demo Algorithm Updates
2019-03-08 18:46:55 -08:00
276b4c4484
Revert Qaundl class subscription data source, edit quandl tickers for examples to ensure compilation
2019-03-08 17:17:34 -08:00
0f2e62a4f0
Added back ticker to force scheduled data event on trading day; added second data handler for trade bars
2019-03-08 15:34:39 -08:00
0f5bcd6454
Adds VIXDualThrustAlpha
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- Adds Python version
2019-03-05 23:02:24 +00:00
89817a7b96
Adds GasAndCrudeOilEnergyCorrelationAlpha
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- Adds C# version
- Some improments in python version
- Refactors the CorrelationPairsSelection
- Replace history request for rolling window
2019-03-05 23:01:07 +00:00
df6bdedd64
Adds GreenblattMagicFormulaAlpha
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- Adds C# version
- Minor improments in python version
2019-03-05 22:53:38 +00:00
c071979350
Assorted changes to address import statements and Rolling Window code that fails to run
2019-03-04 11:37:21 -08:00
ff565f933f
Del. decimal import
2019-03-04 10:20:10 -08:00
0d963ccdd5
Changed Quanld source to correctly retrieve csv data, along with simple cleanup of import statements and use of Decimal
2019-03-04 09:47:33 -08:00
587bb4d279
Merge pull request #2979 from HalldorAndersen/patch-8
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Update and rename GreenblattMagicFormulaAlgorithm.py to GreenblattMag…
2019-03-01 17:27:23 -08:00
f0564c0821
Update and rename GreenblattMagicFormulaAlgorithm.py to GreenblattMagicFormulaAlpha.py
2019-03-01 17:15:59 -08:00
37affce63e
Merge branch 'master' into feature-2950-adds-csharp-alpha-stream-examples
2019-03-01 17:10:07 -08:00
6ca82fd196
Further Fixes From Peer-Review
2019-03-02 01:06:09 +00:00
774b32bc5f
Apply Fixes Suggested by Peer-Review
2019-03-02 00:34:12 +00:00
2a66b4d727
Merge pull request #2941 from simonsonjack/energy_correlation_alpha
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New Alpha -- Energy Correlation Alpha
2019-03-01 16:06:56 -08:00
70c0ba431c
Clean up ticker names/lists
2019-03-01 15:45:35 -08:00
Martin Molinero