436c8ba102
Merge pull request #1158 from AlexCatarino/onmargincall_python
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Fixes OnMarginCall for python algorithms
2017-09-22 16:10:53 -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
96d47ab192
Remove importing data tag
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It got replace by `custom data` in the case that it wasn't there.
2017-09-22 15:12:06 -04:00
b35b307181
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
e0b200a0a8
Added tags to coarse fine universe
2017-09-21 20:20:22 -04:00
3fa1192cdb
Merge branch 'master' into master
2017-09-21 19:23:43 -04:00
fd75be1254
added tags
2017-09-21 18:53:25 -04:00
6e9ad04306
added ETFGlobalRotationAlgorithm
2017-09-21 18:38:38 -04:00
f3871e1775
Optimize conversion of Python lists to CLR generic Lists
2017-09-21 14:12:10 -04:00
dc27c4e3d6
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
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
6efdcb944c
Merge pull request #1150 from jingwu74/master
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added new algorithms
2017-09-21 06:58:06 -04:00
244ac0b72a
Fix regression test and tag python algorithms
2017-09-20 20:06:48 -04:00
28ded59c42
modified project file for adding new algorithm
2017-09-20 18:46:15 -04:00
0aea32618e
added OptionChainProviderAlgorithm
2017-09-20 18:45:47 -04:00
28d976a319
Tagged first python algorithms
2017-09-20 18:41:26 -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
f6aa7001b7
modified EmaCrossUniverseSelectionAlgorithm to match the result in C# algorithm
2017-09-20 11:15:54 -04:00
accb3d8601
Merge pull request #1137 from jingwu74/master
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Added 6 python algorithms
2017-09-20 08:21:17 -04:00
b19a287cea
modified project file for adding new python algorithm
2017-09-19 18:35:41 -04:00
7e796cf3e6
added RegressionChannelAlgorithm(Python)
2017-09-19 18:34:23 -04:00
adf1d2a5cf
modified project file for adding new python algorithms
2017-09-19 18:17:18 -04:00
7c03adc992
added RegressionChannelAlgorithm(Python)
2017-09-19 18:15:54 -04:00
005b65593f
added FuturesMomentumAlgorithm(Python)
2017-09-19 18:14:15 -04:00
cb41834b1a
added DailyFxAlgorithm(Python)
2017-09-19 18:13:02 -04:00
66b7974e56
modifid Log problem
2017-09-18 10:42:52 -04:00
bf8f2626a6
Adds Algorithm.PythonTools
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Adds Algorithm.PythonTools project that enables PTVS (Python Tools Visual Studio, https://microsoft.github.io/PTVS/ ). With PTVS, the user has more tools to work with python script (e.g.: code completion).
2017-09-18 09:20:57 +01:00
82eab2cdce
modified project file for adding new algorithm
2017-09-15 18:14:44 -04:00
8a0f7cc966
added weekly universe selection algorithm
2017-09-15 18:13:37 -04:00
1c0793e649
added options history algorithm
2017-09-15 18:11:09 -04:00
3a08b4f4ae
added options filter universe algorithm
2017-09-15 18:10:45 -04:00
6ec318439a
added option trade algorithm
2017-09-15 18:09:54 -04:00
4bc154ff2f
fixed typo in forex algorithm
2017-09-15 00:28:46 -04:00
e12625745b
add licence
2017-09-14 18:49:51 -04:00
f1a8b29e95
modified python project file for adding new algorithm
2017-09-14 17:55:46 -04:00
a7e5a6b026
added ema cross universe slection algorithm
2017-09-14 17:52:01 -04:00
ec27cbcb1e
added options strategy algorithm
2017-09-14 17:51:11 -04:00
d89f376d56
added future history algorithm
2017-09-14 17:50:17 -04:00
ee088e0935
added basic Futures Consolidation algorithm
2017-09-14 17:48:42 -04:00
f0d2af89a1
Added basic forex example
2017-09-14 17:47:22 -04:00
fe0e5d3267
Added daily example
2017-09-14 17:44:27 -04:00
55e882011f
add BasicTemplateDailyAlgorithm
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add BasicTemplateForexAlgorithm
add BasicTemplateFuturesConsolidationAlgorithm
add BasicTemplateFuturesHistoryAlgorithm
add BasicTemplateOptionStrategyAlgorithm
add EmaCrossUniverseSelectionAlgorithm
modify QuantConnect.Algorithm.Python.csproj
2017-09-14 17:30:37 -04:00
adb575634f
Merge pull request #1127 from AlexCatarino/pythonnet-version-bump
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Upgrades pythonnet version
2017-09-13 15:24:06 -04:00
14e66ad07b
Improve python installation guide
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Warns users that if python is installed correctly, some procedures can be skipped.
2017-09-13 18:12:33 +01:00
1c330415d3
Updates information about python installation
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Additional information is needed to help users to be able to run python algorithms with Lean.
2017-09-13 14:50:14 +01:00
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
310e5c4211
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.
2017-08-21 21:59:59 +01:00
2d377b6f09
Adds QuoteBar handling to pandas.DataFrame creation
2017-08-21 13:41:00 +01:00
b322dec666
Modifies the pandas dataframe created from a history request
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History requests should not return a dictionary with a dataframe, but a multi-index dataframe.
It is more common to work with multi-index dataframes rather than multi-column.
2017-08-18 18:23:11 +01:00
Jared