Commit Graph

6 Commits

Author SHA1 Message Date
Stefano Raggi 399274b29b Fix ScheduledUniverseSelectionModelRegressionAlgorithm.py regression failure 2018-09-28 15:17:38 +02:00
Michael Handschuh fdc866fda0 Reverting 'Merge pull request #2483 python-history-provider'
We didn't experience the expected performance improvements. Locally under
unit test there was aboout an order of magnitude throughput increase, but
when run against the history benchmark, this new approach was 60% slower.
We're reverting this for now to perform further analysis and better
understand the performance profiling of the python history stack.
2018-09-18 18:37:23 -04:00
AlexCatarino 3e4a71cd50 Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms 2018-09-17 19:05:48 +01:00
AlexCatarino 595700e340 Fixes EqualWeightingPortfolioConstructionModel logic
`EqualEeightingPortfolioConstructionModel` (C# and Python) allocates all cash to the stocks who have insights in universe.
- Fixes regression tests to reflect the model logic change
- Fixes imports in python algorithms to use python models when available
2018-05-28 12:47:06 +01:00
AlexCatarino 042028096b Refactors CompositeAlphaModel constructors
Changes the constructor that accepted an array to accept params array and adds a new constructor to deal with a single model addition.
2018-05-09 22:36:33 +01:00
AlexCatarino c4cde0e06d Adds python version of CompositeAlphaModelFrameworkAlgorithm 2018-04-19 11:32:33 +01:00