35e8e0891e
Fixes RenkoConsolidator for python
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- Missing `event` keyword prevented pythonnet to recognize `DataConsolidated` as a event handler.
- Adds python version of `RenkoConsolidatorAlgorithm`.
2018-04-16 13:39:16 +01:00
db1149b169
Adds python version of ScheduledUniverseSelectionModelRegressionAlgorithm
2018-04-12 17:09:54 +01:00
a4db921b87
Updates pythonnet
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Rebase with pythonnet/master
2018-04-09 18:59:59 +01:00
92238a02fc
Implements MeanVarianceOptimizationAlgorithm
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This framework algorithm alpha model is HistoricalReturnsAlphaModel and the portfolio construction model is MeanVarianceOptimizationPortfolioConstructionModel.
This examples implements an algorithm that rebalances the portfolio according to modern portfolio theory.
2018-04-06 00:28:05 +01:00
b22f8f3cbf
Merge pull request #1773 from Jay-Jay-D/bug-1772-Intrinio-error-too-many-requests
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Intrinio error fixed, Python port and regression test added
2018-03-26 12:11:06 -04:00
b2b541483f
Intrinio template modified, C# regression test added
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Intrinio Python port added
Python regression test added
RateGate implemented in static IntrinioConfig
Clean stuff
Intrinio C# regression test pass
Intrinio working, Python port, C# regression test
2018-03-26 09:41:10 -03:00
0c9ad729b3
add project file of DisplacedMovingAverageRibbon.py
2018-03-21 18:27:41 -04:00
75c5902f89
add CustomDataIndicatorExtensions Algorithm
2018-03-15 17:11:55 -04:00
c7839e3e38
add python example of ConstituentsQC500Generator
2018-03-05 18:20:13 -05:00
b1734d6948
IndicatorSuiteAlgorithm implemented in Python
2018-02-28 21:45:56 -03:00
18a559943e
Upgrade LEAN Python to 3.6 from 2.7
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- Adds log to display the python version the algorithm is using.
- Fixes python algorithms that were failing because of small subtleties
like leading zeroes.
- Updates pythonnet with a version compiled with python 3.6 flags
- Changes in DockerfileFoundation: we now use miniconda to manage the python
environment.
- Took the opportunity to add NTLK (#1349 ), Tensorforce (#1369 ) and
PyTorch/Pyro (#1385 ).
- Changes readme in Algorithm.Python to show steps to install miniconda
2018-02-23 15:09:06 -05:00
a39e6a8e28
Revert "Merge pull request #1526 from AlexCatarino/python3"
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This reverts commit 2e523992d0fa48fc23ea
2018-02-14 16:03:12 +01:00
34a271adac
Updates pythonnet
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In this update, we had compiled pythonnet with python 3.6 instead of 2.7 flags
2018-02-13 13:00:50 +00:00
c235dc7ada
Add BasicTemplateCryptoAlgorithm
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Also added both C# and Python versions as regression tests
2018-02-12 17:40:26 +01:00
6827624f83
Adds RegisterIndicator overloads that takes python-defined indicators
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Adds example for this feature
2018-02-07 12:31:18 +00:00
dd14821e75
Enables custom volatility models in python algorithms
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Creates a python wrapper for volatility models created in python algorithms and adds a method to the Security object to set such models.
Adds an algorithm to show how volatility models can be implemented.
2018-01-31 12:17:24 +00:00
86aeeaf727
modified project file
2018-01-25 15:03:18 -05:00
29e62968c9
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
9459f47cba
Updates pythonnet
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In this update, methods overloads with decimal parameters accept python float.
- Fixes FractionalQuantityRegressionAlgorithm:
With the pythonnet update we can pass a python float where a decimal is required.
2017-12-29 17:25:48 +00:00
c912c0d190
Updates pythonnet
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In this update, we fixed type correspondence from C# Decimal to python decimal that caused wrong method overload binding.
2017-12-18 10:57:26 +00:00
74bb93b8bf
Adds python version of BasicTemplateFrameworkAlgorithm ( #1334 )
2017-12-08 10:07:54 -05:00
e5fdc44d3e
Adds python version of HistoryAlgorithm
2017-11-01 12:51:44 +00:00
b6bccfccc9
Add FinancialAdvisorDemoAlgorithm for Python
2017-10-26 18:15:09 +02:00
b032a91a71
Adds UniverseSelectionDefinitionsAlgorithm for python
2017-10-24 19:07:40 +01:00
b8c7bed5f9
Merge pull request #1194 from jingwu74/master
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add HourReverseSplitRegressionAlgorithm
2017-10-12 18:44:11 -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
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
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
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
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
5066ed237e
modify project file for adding new algorithms
2017-09-26 18:09:53 -04:00
5ecc1820e7
modified python project file
2017-09-26 10:10:55 -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
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
28ded59c42
modified project file for adding new algorithm
2017-09-20 18:46:15 -04:00
e35ba389d9
Adds support for user-defined universe selection for python
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Adds UserDefinedUniverseAlgorithm python script to show how to use user-defined universe selection for python.
2017-09-20 22:45:51 +01:00
b19a287cea
modified project file for adding new python algorithm
2017-09-19 18:35:41 -04:00
adf1d2a5cf
modified project file for adding new python algorithms
2017-09-19 18:17:18 -04:00
82eab2cdce
modified project file for adding new algorithm
2017-09-15 18:14:44 -04:00
f1a8b29e95
modified python project file for adding new algorithm
2017-09-14 17:55:46 -04:00
d7f2411fcd
Upgrades pythonnet version
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In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
2017-09-12 17:33:52 +01:00
8281911bd0
Revert "Upgrades pythonnet version"
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This reverts commit 310e5c4211
2017-08-22 16:11:54 -04:00
AlexCatarino