Commit Graph

20 Commits

Author SHA1 Message Date
Louis Szeto 784e497691 pep8 conversion on python algorithms #2 (#7933)
* pep8 conversion

* more

* Minor fix

* Fix related regression algorithm

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-04-17 17:36:53 -03:00
Shukri 73c26ee7ec Fix some typos (#7138)
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Fix typo

who often -> how often

Signed-off-by: hsm207 <hsm207@users.noreply.github.com>

* Fix typo

sometimes bug -> sometimes be buggy

Signed-off-by: hsm207 <hsm207@users.noreply.github.com>

* Correct number of options to run research nbs

Signed-off-by: hsm207 <hsm207@users.noreply.github.com>

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Signed-off-by: hsm207 <hsm207@users.noreply.github.com>
2023-03-27 10:29:52 -03:00
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 725889198c Adds EWPCM Usage Examples in BasicTemplateFrameworkAlgorithm 2019-10-24 01:19:35 +01:00
Martin Molinero 19f1806ddc Address review: readd Framework project 2019-04-03 21:55:43 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00
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 b741ed82a4 Minor fix in BasicTemplateFrameworkAlgorithm.py
Use python version of `EqualWeightingPortfolioConstructionModel` in python version of `BasicTemplateFrameworkAlgorithm`
2018-07-31 12:12:06 +01:00
AlexCatarino 11489b3edf Modifies BasicTemplateFrameworkAlgorithm
- Use `MaximumDrawdownPercentPerSecurity` as `RiskManagementModel`.
- Modifies regression test to reflect risk model choice
- Use SetXXX to set models in python version
2018-04-27 23:08:53 +01:00
Jared 35edb6f802 Updates to use "UniverseSelection" property
The old name "PortfolioSelection" still on the example code. Updated to UniverseSelection
2018-04-08 20:21:48 -04:00
Michael Handschuh c5704a1cd4 Rename SimplePortfolioConstructionModel -> EqualWeightingPortoflioConstructionModel
The simple name was too simple and too vague. Equal weighting nicely
describes the purpose and intent of this model
2018-03-26 17:33:13 -04:00
AlexCatarino eaabaef7f9 Fixes python version of BasicTemplateFrameworkAlgorithm
Renames AlphaType for `InsightType` and `AlphaDirection` for `InsightDirection`, since these `enum` were renamed in a previsous commit.
Adds this algorithm to regression tests.
2018-03-17 19:52:24 +00:00
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
Derek M Tishler 02f7bd0cc6 Update BasicTemplateFrameworkAlgorithm.py
made to match c# example
2017-12-16 14:55:41 -05:00
Michael Handschuh 5e868285d1 Fixes python version of BasicTemplateFrameworkAlgorithm
In order to match C# version.

Committed on behalf of AlexCatarino <alexandre.catarino@gmail.com>
2017-12-08 10:07:54 -05:00
Alexandre Catarino 74bb93b8bf Adds python version of BasicTemplateFrameworkAlgorithm (#1334) 2017-12-08 10:07:54 -05:00