b866c8b893
Removes Robintrack data source ( #4628 )
2020-08-14 19:46:30 -03:00
cf888028af
Address review
2020-06-26 09:45:33 -07:00
7058254cc7
Addition of ExtendedMarketTradingRegressionAlgorithm in Python
2020-06-25 17:27:30 -07:00
e9d69eba74
Update Pandas version for Python Algorithms
2020-06-22 15:16:16 -07:00
39e56ea7c0
Address reviews
...
- Removing the need to call MHDB.SetEntry, this will be handled by the
data manager
2020-06-15 20:05:12 -03:00
b575880739
Coarse tiingo new universe selection algorithm
...
- Adding an example algorithm of a custom universe selection using
coarse data and adding tiingo news. If conditions are met will add the
underlying and trade it
- Adding required UniversePythonWrapper
2020-06-15 20:05:08 -03:00
370685447d
Merge pull request #4486 from AlexCatarino/feature-add-ema-cross-front-contract-algorithm
...
Adds EmaCrossFuturesFrontMonthAlgorithm
2020-06-05 19:10:23 -03:00
2e1a5925fd
Update EmaCrossFuturesFrontMonthAlgorithm.py
2020-06-05 10:55:39 -03:00
7f1e764211
Addresses Peer-Review
...
- Adds comment explaining `OnlyApplyFilterAtMarketOpen` usage;
- Fix custom plot bug.
- Use `WarmUpIndicator`.
2020-06-05 01:39:35 +01:00
b4e7f4ce46
Merge pull request #4460 from michael-sena/bug-4459-python-postbuildevent
...
Adjust Algorithm.Python PostBuildEvent location and ensure scripts pass
2020-06-04 19:40:31 -03:00
f008e90202
Adds EmaCrossFuturesFrontMonthAlgorithm
...
This example shows how to create an EMA cross algorithm for a futures' front contract. Once the contract is added, the indicators are registered to a new consolidator and warmed up with historical data. When a contract is removed, the consolidator is removed and the indicators are reseted. We don't need to liquidate it, because it's liquidated automatically since it has expired.
2020-06-04 00:21:49 +01:00
b5a9494a9b
Fix for python build scripts
2020-06-02 12:52:28 -03:00
7a9778f9fd
Addresses Peer-Review
...
- Do not reuse parameter variables `start` and `end`. Create new variables with meaningful names and rename them to `startUtc` and `endUtc`.
- Use `EachTradeableDayInTimeZone` to calculate `tradableDates`.
- Adds another test/assertion in the regression algorithms to ensure tests in the scheduled event were performed.
2020-05-29 14:56:10 +01:00
8b1afdb083
Fixes History Request Data Time Zone
...
The tradable days of the history request should respect the data time zone since the data source files also do.
Upgrade `BasicTemplateFuturesHistoryAlgorithm` to a regression algorithm and add a schedule event to test history requests every hour.
2020-05-29 00:31:12 +01:00
bb67bd4d0d
Adjust Algorithm.Python PostBuildEvent location and ensure scripts pass
2020-05-26 15:45:09 +10:00
1d0d4f4d7b
Add assembly descriptions ( #4442 )
...
Add assembly descriptions
2020-05-21 09:35:12 -07:00
891cf4d69b
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
269b8ba204
Remove PsychSignal data
...
- Remove PsychSignal data since it's no longer available
2020-05-11 18:48:13 -03:00
4fea6128a7
Merge pull request #4390 from gsalaz98/feature-alternative-data-robintrack
...
Implements Robintrack BaseData and example algorithms
2020-05-11 12:06:53 -07:00
d2eb0482fa
Address reviews - refactors portions of code and adds tests
2020-05-08 18:22:16 -07:00
d3a5f52fe9
Implements Robintrack BaseData and example algorithms
2020-05-07 16:26:15 -07:00
5b48138f4d
Adds talib indicators example algorithm
2020-05-07 13:57:57 -06:00
4a99eb11c6
Fix regression tests
...
- Fix regression tests. Future symbol contains the market which was used
un the order hash list
2020-04-28 16:29:16 -03:00
8e71e48c07
PythonSlice
...
- AlgorithmPythonWrapper will directly call base OnFrameworkData()
implementation skipping going through python and it's overhead
- Small performance improvement for adding Tick data points into a Ticks
collection
- For python always wrap slice with PythonSlice, so that slice.Get()
works even when no custom data is present, adding test.
2020-04-27 19:03:03 -03:00
f25b2dbc64
Merge pull request #4340 from AlexCatarino/feature-options-price-model-example
...
Adds BasicTemplateOptionsPriceModel
2020-04-24 17:49:58 -07:00
cc3f2416ff
Adds BasicTemplateOptionsPriceModel
...
Show how to define an options price model and the available options. Tests whether the options contracts has a valid (non-zero) `Greeks.Delta`
2020-04-25 01:46:29 +01:00
de05f15a12
Address review
...
- Adding live trading unit test
2020-04-24 19:04:41 -03:00
b3970bdc3b
Fixes and rebase
...
- FineFundamentalSubscriptionEnumeratorFactory will not emit empty fine
points
2020-04-24 17:21:28 -03:00
357729521d
Merge pull request #4326 from QuantConnect/feature-3952-objectstore-python
...
Adds Python Example of ObjectStore Feature
2020-04-22 09:40:44 -07:00
dc79810c3f
Modifies KerasNeuralNetworkAlgorithm to Include ObjectStore Example
2020-04-21 23:14:21 +01:00
2e5eddfc29
Adds Python Example of ObjectStoreExampleAlgorithm
...
Minor change in C# version to keep consistency between examples.
2020-04-21 23:14:21 +01:00
fa819126c9
Improve implicit conversion failure message
...
- Improve string to Symbol implicit conversion exceptions message
2020-04-17 22:11:24 -03:00
e23d7e4486
Adds CustomPartialFillModelAlgorithm
...
This basic algorithm implements a `CustomPartialFillModel` class that chnages the behavior of the `FillModel.MarketFill` to simulate partially fill orders.
2020-04-13 18:50:03 +01:00
8564a29d8a
Updates PythonTools Project
...
Adds missing project files and removed old ones.
2020-04-13 18:48:04 +01:00
5671a3293a
Slice dynamic accessors ignore Quote for equities
...
- Slice dynamic data accessors will ignore QuoteBars and
Ticks TickType.QuoteBars for equities. This is to make slice dynamic
accessors deterministic and avoid breaking backwards compatibility when
adding QuoteBars for equities.
2020-04-06 10:33:02 -03:00
499248fe12
Revert "Revert "Adding Support for Equity L1 Quote Data""
...
This reverts commit 8cd8d206ca
2020-04-06 10:32:59 -03:00
2c0d7e9ebe
Implements Logic in ExtendedDictionary.this[string]
...
And removes it from chidren implementation.
2020-04-01 16:15:05 +01:00
72f0f44f60
Updates Pythonnet Version
...
From 1.0.5.29 to 1.0.5.30
Ref.: https://github.com/QuantConnect/pythonnet/pull/42
2020-04-01 16:15:05 +01:00
a59bd17fb9
Adds BaseDictionary That Implements Python Dict Methods
...
`BaseDictionary` is an abstract implementation of `IExtendedDictionary` keyed by `Symbol` that implements Python `dict` methods. `Slice`, `DataDictionary`, `SecurityManager`, and `SecurityPortfolioManager` derives from it in order to behave like Python `dict`.
2020-04-01 16:15:04 +01:00
ae927677f3
Merge pull request #4159 from QuantConnect/feature-4135-order-event-storing-streaming
...
Live and backtest OrderEvent store and stream
2020-03-31 19:03:42 -03:00
55ec6680b8
Merge pull request #4255 from haxdds/adds-dropbox-coarse-fine-algo
...
Adds Dropbox Coarse Fine algorithm
2020-03-31 11:41:13 -07:00
8be8839194
Added Open Source Header and Changed File Extension
2020-03-31 09:39:17 -07:00
06aadffd44
Added dropbox algo to project file
2020-03-30 10:38:46 -07:00
987a899b81
Created Dropbox Coarse-Fine Algo
2020-03-30 10:37:15 -07:00
697494898d
Removed algorithm from python project file
2020-03-30 09:33:22 -07:00
78ae2d7e1b
Add Price and Quantity to OrderEvent
...
- Adding order current Quantity, StopPrice and LimitPrice to the
OrderEvent instance
- Adding OrderTicketDemoAlgorithm as a regression test
2020-03-30 11:07:18 -03:00
a5d9a16ac3
Delete QCUWeatherBasedRebalancing.py
2020-03-27 13:14:28 -07:00
13431b11c1
Merge pull request #4236 from QuantConnect/bug-4205-registerindicator-of-t
...
Fixes for RegisterIndicator API
2020-03-25 10:55:43 -03:00
589c8e9c92
Address review
...
- Add more comments in regression algorithms
2020-03-24 21:01:40 -03:00
a932589de6
Add missing python Consolidate API method test
2020-03-24 17:50:01 -03:00
Gerardo Salazar