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
52f4c0f834
Merge pull request #2954 from HalldorAndersen/patch-8
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Add new alpha: Greenblatts Magic Formula Alpha
2019-03-01 14:27:15 -08:00
8f9a7a073d
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 14:00:35 -08:00
61d95cce8c
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 13:58:24 -08:00
b05a1c9dd7
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 13:31:08 -08:00
8732e7fe8f
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 12:31:53 -08:00
be5958c46b
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 12:29:24 -08:00
c86e561b02
Added QC header and set fees to $0
2019-02-27 16:42:16 -08:00
699ff5978f
Minor changes based on commets from Alex
2019-02-27 16:16:28 -08:00
dfbf0d899a
changed class name per suggestion from Alex
2019-02-26 15:23:49 -08:00
1883bed1a7
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
25c663c079
Updated Greenblatt Magic Formula Alpha
2019-02-26 09:25:05 -08:00
7906fb19e2
Update GreenblattMagicFormulaAlgorithm.py
2019-02-25 10:12:00 -08:00
d419cafd68
Update QuantConnect.Algorithm.Python.csproj
2019-02-25 09:39:20 -08:00
947a2760db
Create GreenblattMagicFormulaAlgorithm.py
2019-02-25 09:35:14 -08:00
9651df9900
Updating the ScheduledEventBenchmark
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- Renaming files from `Schedule...` to `Scheduled...` to match algorithm
name.
- Removed `ScheduledEvents` set every 5 seconds
- Increased the every day `ScheduledEvents` from 200 to 600
2019-02-22 18:57:08 -03:00
58f342ba5d
Merge branch 'master' into forex_triangle_alpha
2019-02-22 13:02:42 -08:00
307b53edd7
Changes to check that data for all currencies is availabe in each slice and decrease resolution to limit insights
2019-02-22 12:14:37 -08:00
d91cad3123
Updates pythonnet to 1.0.5.17
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- Updates PythonNet to 1.0.5.17
- Improve performance by adding new `interop` `type` cache holding a `bool`, true if its an `exception`. And adding a `setter` and `getter` cache for the `propertyobject`. Closes #2925 .
- Decimal parsing allows numeric string in exponential notation. Closes #2918 #2919 .
Closes #2929
2019-02-22 17:46:59 +00:00
72b74b06ad
Changed Bid-Ask and decreased resolution
2019-02-21 17:55:10 -08:00
c1cdd06d85
Renaming share class alpha file and removing old version; updating VS project file
2019-02-21 16:42:14 -08:00
ad1cfb81a8
Insight prediction interval and magnitude change
2019-02-21 11:43:14 -08:00
1562170959
New Alpha -- Energy Correlation Alpha
2019-02-21 11:34:19 -08:00
fab0e37235
New Alpha -- Dual Share Class Alpha
2019-02-21 11:18:46 -08:00
f5b9690966
New Alpha - Triangle Exchange Rate
2019-02-21 10:44:39 -08:00
bb2e3e37a5
Update QuantConnect.Algorithm.Python.csproj
2019-02-20 19:05:22 -08:00
7686ef3a89
Create TripleLeverageETFPairVolatilityDecayAlpha.py
2019-02-20 19:02:46 -08:00
bc2d1c1963
Added new alpha: Lunch Break Mean Reversion Alpha ( #2931 )
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* Create MeanReversionLunchBreakAlpha.py
2019-02-20 18:58:53 -08:00
42bd32b15c
Added new alpha: Global Equity Mean Reversion using IBS Alpha ( #2930 )
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* Create GlobalEquityMeanReversionIBSAlpha.py
* Update QuantConnect.Algorithm.Python.csproj
* Update QuantConnect.Algorithm.Python.csproj
* Update GlobalEquityMeanReversionIBSAlpha.py
* Update GlobalEquityMeanReversionIBSAlpha.py
2019-02-20 18:37:22 -08:00
0b5a302fb5
Trim and refactor
2019-02-10 18:27:54 -08:00
1001029cb4
Create IntradayReversalCurrencyMarkets.py
2019-02-11 01:00:40 +00:00
a2e0d6f3a4
Merge pull request #2897 from HalldorAndersen/patch-2
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Added Pump and Dump alpha algorithm
2019-02-07 18:29:22 -08:00
f3cf32c3d7
Trim spaces
2019-02-07 18:29:12 -08:00
560f14c63a
Added Pump and Dump alpha algorithm
2019-02-07 18:01:48 -08:00
92730275f1
Update ShareClassMeanReversionAlphaModel.py
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Updates to logic calculating whether position has crossed SMA
2019-02-07 15:17:54 -08:00
7677965f2f
Update ShareClassMeanReversionAlphaModel.py
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Grouped insights
2019-02-05 16:57:11 -08:00
1b8b5373a3
Update ShareClassMeanReversionAlphaModel.py
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Added custom boolean flag for investment position
2019-02-05 16:53:35 -08:00
ae6f69ff5d
Update ShareClassMeanReversionAlphaModel.py
2019-02-04 18:10:48 -08:00
d4b515f30c
Update ShareClassMeanReversionAlphaModel.py
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Grouped insights
2019-02-04 18:06:44 -08:00
a35aee4f2f
Update ShareClassMeanReversionAlphaModel.py
2019-02-04 16:38:02 -08:00
67fa7b5c74
Update ShareClassMeanReversionAlphaModel.py
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Added missing import line
2019-02-04 16:34:30 -08:00
80c1591ddb
Create ShareClassMeanReversionAlphaModel.py
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New Demo Alpha model
2019-02-04 16:19:49 -08:00
ffcd960139
Merge branch 'master' of https://github.com/QuantConnect/Lean
2019-02-04 09:00:41 -08:00
2956a17944
Merge pull request #2866 from QuantConnect/regression-alpha-algorithm-updates
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Regression alpha algorithm updates
2019-02-01 13:23:17 -08:00
245f9645d9
Final tweaks
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Added line to prevent memory leaks
2019-02-01 08:45:48 -08:00
f6c4a9509b
Update LiveFeaturesAlgorithm.py
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Datetime change to match C# format
2019-01-31 18:04:13 -08:00
4c3e423a2c
Update LiveFeaturesAlgorithm.py
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Final tweaks after testing
2019-01-31 17:26:24 -08:00
25766d0ec1
Update LiveFeaturesAlgorithm.py
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Small addition
2019-01-31 17:12:30 -08:00
d9c2fa7974
Create LiveFeaturesAlgorithm.py
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Write Python version of LiveFeaturesAlgorithm.cs
2019-01-31 17:07:12 -08:00
Jared