Commit Graph

17 Commits

Author SHA1 Message Date
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
AlexCatarino f6d7e5fcd7 Addresses Peer-Review
- Standarizes basic template algorithms for options and futures
- Fix typo
2020-02-12 22:28:45 +00:00
AlexCatarino 9690acfd25 Changes Basic Template Algorithms With Options and Futures to Show The New Overloads
Keeps the original overloads in the comments.
2020-02-12 16:49:44 +00:00
Jack Simonson cf1b6c363b Small cosmetic changes 2019-03-01 15:06:37 -08:00
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
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