11 Commits

Author	SHA1	Message	Date
Jing Wu	f606c6f0a6	Fix zero value issue in Greeks	2018-05-21 14:54:05 -04:00
Jing Wu	4c98817c9e	change the benchmark setting	2018-04-12 18:33:01 -04:00
Jing Wu	4c86c5f3df	change the resolution of option history request to minute	2018-04-12 16:54:57 -04:00
Michael Handschuh	18a559943e	Upgrade LEAN Python to 3.6 from 2.7 ... - 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
Stefano Raggi	a39e6a8e28	Revert "Merge pull request #1526 from AlexCatarino/python3" ... This reverts commit 2e523992d0, reversing changes made to fa48fc23ea.	2018-02-14 16:03:12 +01:00
AlexCatarino	84282503d0	Fixes python algorithm to be python 3 compliant	2018-02-13 13:00:50 +00:00
AlexCatarino	98a1b6a2a2	Refactors options algorithms ... AddEquity and SetDataNormalization calls were removed because they are not mandatory since PostInitialize calls them.	2017-12-18 11:24:08 +00:00
Jing Wu	bd6ca26391	fix zero implied volatility and greek by adding price model	2017-11-14 18:51:13 -05:00
Jared Broad	244ac0b72a	Fix regression test and tag python algorithms	2017-09-20 20:06:48 -04:00
Jing Wu	1c0793e649	added options history algorithm	2017-09-15 18:11:09 -04:00
Jing Wu	6ec318439a	added option trade algorithm	2017-09-15 18:09:54 -04:00