1f20d22c39
Fixes algorithms with new SetBrokerage implementation
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Fixes HourReverseSplitRegressionAlgorithm and HourSplitRegressionAlgorithm to pass regression tests with new SetBrokerage implementation
2017-10-13 00:00:33 +01:00
b8c7bed5f9
Merge pull request #1194 from jingwu74/master
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add HourReverseSplitRegressionAlgorithm
2017-10-12 18:44:11 -04:00
90692995be
delete uncessary library import
2017-10-12 18:28:52 -04:00
b78897c6cf
Merge pull request #1198 from AlexCatarino/setsecinit-py
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Implements SetSecurityInitializer for Python algorithms
2017-10-12 16:33:17 -04:00
9536123160
Updates pythonnet
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In this update, we have changed our version of pythonnet to give precedence to methods that include a PyObject parameter.
2017-10-12 16:41:50 +01:00
ebb8f499f3
Adds CustomSecurityInitializerAlgortihm for python
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This algorithm serves as an example for the SetSecurityInilializer for python feature
The date range for the C# version is changed to match existing data
2017-10-11 10:38:18 +01:00
f5486fcb6e
add HourReverseSplitRegressionAlgorithm
2017-10-09 11:54:43 -04:00
b43a398ec2
add project file
2017-10-06 18:45:35 -04:00
b57526986f
add HourSplitRegressionAlgorithm
2017-10-06 18:44:38 -04:00
d9d84083a4
add OptionChainConsistencyRegressionAlgorithm
2017-10-06 18:44:09 -04:00
7e866b010f
add OptionSplitRegressionAlgorithm
2017-10-06 18:43:35 -04:00
d2e352cf58
Extends Option.SetFilter with an overload that accepts PyObject
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This feature enables users to write complex filters for option universes.
Fixes OptionExerciseAssignRegressionAlgorithm
Adds regression test for OptionExerciseAssignRegressionAlgorithm
2017-10-06 16:55:18 +01:00
4b4e084694
Fixes python algorithms to pass regression tests
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BasicTemplateOptionsAlgorithm
CustomDataRegressionAlgorithm
UniverseSelectionRegressionAlgorithm
WeeklyUniverseSelectionRegressionAlgorithm
2017-10-06 13:33:03 +01:00
9211b67286
Adds python algorithms for regression tests
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CoarseFineFundamentalRegressionAlgorithm
CoarseFundamentalTop5Algorithm
DropboxUniverseSelectionAlgorithm
FractionalQuantityRegressionAlgorithm
2017-10-06 13:32:35 +01:00
1346acf0cf
Adds support for FilteredIdentity indicator for python
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Also adds FilteredIdentityAlgorithm as a working example.
2017-10-05 12:12:45 +01:00
8bc187f38e
Merge pull request #1171 from AlexCatarino/pythonnet-update
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Updates pythonnet nuget version
2017-10-03 17:07:06 -04:00
b4313ad740
Implements SetBrokerageModel for python algorithms
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Adds BrokerageModelAlgorithm to showcase the implementation
2017-10-03 00:17:34 +01:00
751a66a36a
Refactors Custom Models for python
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Moves custom model setters from QCAlgorithm class to Security class.
Modifies algorithm examples to reflect the change.
2017-09-29 22:56:52 +01:00
099e871afd
Updates pythonnet nuget version
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In this new nuget package, we have included two versions Python.Runtime.dll for macOS
We also add the instructions to compile pythonnet for different operational systems
2017-09-29 17:59:38 +01:00
5b3e456d4b
Merge pull request #1170 from AlexCatarino/algo_work
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Fixes some python algorithms
2017-09-29 09:03:28 -04:00
489e11741b
Fixes some python algorithms
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CustomCharting: did not initialize self.lastprice
QuandFuturesData: algorithm file name and class didn't match
UpdateOrderRegression: did not cast quantity (int) to decimal
UserDefinedUniverse: selector function returns C# List
2017-09-29 11:42:56 +01:00
9998e65df9
Adds support for custom models for python
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Adds support for fee, fill and slippage custom modelling.
Adds CustomModelsAlgorithm to showcase the new feature
Modifies C# version of CustomModelsAlgorithm to match existing data in github
2017-09-28 16:47:58 +01:00
b03c9daa6f
Improves Custom Universe Selection
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Covers the case where the Symbol of a custom data source is important.
Adds CustomDataUniverseAlgorithm python algorithm as an working example
2017-09-27 00:33:19 +01:00
6f1a309843
Improves DropboxBaseDataUniverseSelectionAlgorithm
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For better readability, the body of the selector method was rewritten
2017-09-27 00:33:19 +01:00
a082f930fa
Adds support for Custom Universe Selection
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Includes DropboxBaseDataUniverseSelectionAlgorithm python algorithm as an working example
2017-09-27 00:33:19 +01:00
3da8449fea
Improves Universe Selection for python
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In python algorithm using Universe Selection, the selector method should return a List<Symbol>. To make it more pythonic, we allow returning python list. The conversion is, then, performed in C# side.
2017-09-27 00:33:19 +01:00
5066ed237e
modify project file for adding new algorithms
2017-09-26 18:09:53 -04:00
1bada81ace
add OptionRenameRegressionAlgorithm(Python)
2017-09-26 18:08:42 -04:00
c260c6fb61
add OptionOpenInterestRegressionAlgorithm(Python)
2017-09-26 18:07:38 -04:00
6a4f5c443e
add OptionExerciseAssignRegressionAlgorithm(python)
2017-09-26 18:07:02 -04:00
bb1a6a3c77
remove <summary> in comments
2017-09-26 16:41:47 -04:00
fb00ba1141
remove space lines, modify tags
2017-09-26 15:30:02 -04:00
5ecc1820e7
modified python project file
2017-09-26 10:10:55 -04:00
21db054fef
added bubble algorithm using custom data
2017-09-26 10:10:19 -04:00
298b467ab4
fixed probloms of no trade
2017-09-25 12:10:16 -04:00
5f5d9368b6
Fix typo in example algorithm.
2017-09-24 18:11:52 -04:00
436c8ba102
Merge pull request #1158 from AlexCatarino/onmargincall_python
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Fixes OnMarginCall for python algorithms
2017-09-22 16:10:53 -04:00
6624e18f08
Fixes OnMarginCall for python algorithms
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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
96d47ab192
Remove importing data tag
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It got replace by `custom data` in the case that it wasn't there.
2017-09-22 15:12:06 -04:00
b35b307181
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
e0b200a0a8
Added tags to coarse fine universe
2017-09-21 20:20:22 -04:00
3fa1192cdb
Merge branch 'master' into master
2017-09-21 19:23:43 -04:00
fd75be1254
added tags
2017-09-21 18:53:25 -04:00
6e9ad04306
added ETFGlobalRotationAlgorithm
2017-09-21 18:38:38 -04:00
f3871e1775
Optimize conversion of Python lists to CLR generic Lists
2017-09-21 14:12:10 -04:00
dc27c4e3d6
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
98d77fab45
Merge pull request #1148 from AlexCatarino/py-useruniverse
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Adds support for user-defined universe selection for python
2017-09-21 07:30:09 -04:00
6efdcb944c
Merge pull request #1150 from jingwu74/master
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added new algorithms
2017-09-21 06:58:06 -04:00
244ac0b72a
Fix regression test and tag python algorithms
2017-09-20 20:06:48 -04:00
28ded59c42
modified project file for adding new algorithm
2017-09-20 18:46:15 -04:00
AlexCatarino