Commit Graph

119 Commits

Author SHA1 Message Date
AlexCatarino 1ea28c4d0e Adds RollingWindowAlgorithm example in python
New algorithm shows how to use rolling windows in python.
2017-07-27 17:09:15 +01:00
AlexCatarino 46ead54f79 Implements Quandl support for Python
Implements Quandl support for Python.
It was not possible to derive from Quandl in order to select the column. If the data did not have "close", it would thrown an exception since it would look for this work in a dictionary.
It is now possible to select the column.
See example QuandFuturesDataAlgorithm.py
2017-07-27 00:18:08 +01:00
Stefano Raggi 2ef90140c9 Update "Copy to output directory" setting from Always to PreserveNewest
When building the solution, this setting (on a few files) was always triggering almost a full rebuild, even if no files changed.
2017-07-14 00:26:23 +02:00
Stefano Raggi e463ccf088 Upgrade all projects to target .NET Framework 4.5.2
In the advanced build settings, Language version was also upgraded from C# 5.0 to C# 6.0. The minimum Visual Studio version required will now be VS2015.
2017-07-07 22:49:17 +02:00
AlexCatarino 37b22d4693 Updates pythonnet nuget version
In this version, we have just included a dll for macOS
2017-06-23 13:22:24 +01:00
AlexCatarino 6ca9d7cf14 Updates pythonnet package
This update implemented implicit conversion.
From now on, python algorithms will be able to use string object instead of Symbol object when a method overload requires Symbol.
2017-06-15 18:32:29 +01:00
AlexCatarino 77d1b537ee Charting support for python
Adds overloads to Plot and PlotIndicator to handle calls from python.
Adds CustomChartingAlgorithm and changes MACDTrendAlgorithm to showcase the feature
2017-06-02 10:45:45 +01:00
AlexCatarino f6aa31643c Updates pythonnet package
This new pythonnet package makes available the latest version from pythonnet master branch and includes modifications to enable charting in Lean for python.

The dockerfile to create images for the cloud is updated to reflect the package update and adds keras and tensorflow
2017-06-02 10:45:45 +01:00
AlexCatarino 4eb80e78e9 Upgrades pythonnet to version 1.0.2.1
Previous version was not matching methods with nullables accordingly
2017-05-26 01:16:54 +01:00
AlexCatarino 18d83fb8ec Updates python framework to support python datetime
Updates nuget package to support conversion from C# DateTime to python datetime.
Updates algorithms to reflect this change.
2017-05-23 13:40:26 +01:00
AlexCatarino 41e7ad047a Adds python basic templates for options and futures 2017-05-10 13:32:36 +01:00
jaredbroad e8b72fedd4 Added QC Algorithm to required python project dependencies 2017-04-30 17:54:54 -04:00
jaredbroad 469abd42cf Shuffle PyUtil to build-none, common project 2017-04-30 17:44:43 -04:00
jaredbroad 2ac57081a6 Fix static activator reuse and made PyUtils copy to bin directory 2017-04-30 17:17:09 -04:00
jaredbroad 0e114cb94c Fix missing arg on Liquidate 2017-04-29 18:39:13 -04:00
AlexCatarino b3bc2ec556 Removes all references in Algorithm.Python
Removes all references in Algorithm.Python since they are not used.
2017-04-11 17:48:27 +01:00
AlexCatarino 40e570b2cb Updates QuantConnect.Pythonnet package
New version include instructions to copy nPython.exe to bin directories
2017-04-11 17:05:29 +01:00
AlexCatarino 9774af9adc Custom Data for Python Support 2017-02-09 17:48:50 -02:00
Stefano Raggi 8688ece2d4 Update Accord.NET library to version 3.3.0 2016-12-15 20:46:25 +01:00
Andrew Hart 7779fb567e Build events in Algo.Python now platform dependent 2016-09-20 17:19:50 -04:00
jaredbroad dd8a6442b6 Tidy unneccessary TravisCI build configuration 2016-04-19 19:51:51 -04:00
jaredbroad e93006b6a5 Added Travis CI release configuration and disabled views from building in linux 2016-04-15 12:44:37 -04:00
Michael Handschuh 6db044dd0c Merge pull request #364 from AlexCatarino/py_dataconsolidation
Adds DataConsolidationAlgorithm.py
2016-04-07 08:29:42 -04:00
Michael Handschuh 555d015357 Merge pull request #368 from AlexCatarino/py_etfglobalrotation
Adds ETFGlobalRotationAlgorithm.py
2016-04-07 08:24:19 -04:00
Michael Handschuh 37c6f1eb0e Merge pull request #358 from AlexCatarino/py_delistingevents
Adds DelistingEventsAlgorithm.py
2016-04-07 08:23:13 -04:00
AlexCatarino a308e51077 Adds DelistingEventsAlgorithm.py
Adds Python version of DelistingEventsAlgorithm
2016-04-07 08:21:24 -04:00
Michael Handschuh e0d13f0d34 Merge pull request #356 from AlexCatarino/py_historyandwarmupregression
Adds HistoryAndWarmupRegressionAlgorithm.py
2016-04-07 08:06:08 -04:00
AlexCatarino 0ae4660140 Adds ETFGlobalRotationAlgorithm.py
Adds Python version of ETFGlobalRotationAlgorithm
2016-04-06 09:19:16 -03:00
Jared 4a12258a95 Merge pull request #366 from AlexCatarino/py_customcharting
Adds CustomChartingAlgorithm.py
2016-03-30 11:49:20 -04:00
AlexCatarino acf121aaf3 Adds TickDataFilteringAlgorithm.py
Adds Python version of TickDataFilteringAlgorithm
2016-03-29 23:09:55 -03:00
AlexCatarino cb10cc2c5e Adds CustomChartingAlgorithm.py
Adds Python version of CustomChartingAlgorithm
2016-03-29 17:02:27 -03:00
AlexCatarino 7e2d6c80bf Adds DataConsolidationAlgorithm.py
Adds Python version of DataConsolidationAlgorithm
2016-03-29 15:13:39 -03:00
AlexCatarino 5fde773835 Adds WarmupHistoryAlgorithm.py
Adds Python version of WarmupHistoryAlgorithm
2016-03-27 18:55:26 -03:00
AlexCatarino 28bc2812de Adds DividendAlgorithm.py
Adds Python version of DividendAlgorithm
2016-03-25 18:52:32 -03:00
AlexCatarino aa88285adf Adds HistoryAndWarmupRegressionAlgorithm.py
Adds Python version HistoryAndWarmupRegressionAlgorithm
2016-03-24 17:55:53 -03:00
Michael Handschuh e005cb1f1b Merge branch 'py_quandlimporteralgorithm' of https://github.com/AlexCatarino/Lean
Conflicts:
	Algorithm.Python/QuantConnect.Algorithm.Python.csproj
2016-03-24 14:51:21 -04:00
Jared c393854048 Merge pull request #353 from AlexCatarino/py_scheduleevents
Adds ScheduledEventsAlgorithm.py
2016-03-24 14:46:55 -04:00
AlexCatarino 7cd1f7f538 Adds WarmupAlgorithm.py
Adds Python version of WarmupAlgorithm
2016-03-23 22:50:35 -03:00
AlexCatarino 9df78393cc Adds ScheduledEventsAlgorithm.py
Adds Python version of ScheduledEventsAlgorithm
2016-03-23 21:46:29 -03:00
AlexCatarino 6b6d8daecf Adds MACDTrendAlgorithm.py
Adds Python version of MACDTrendAlgorithm
2016-03-22 22:54:40 -03:00
AlexCatarino 39b5958c24 Adds QuandlImporterAlgorithm.py
Adds Python version of QuandlImporterAlgorithm
2016-03-22 17:23:47 -03:00
Michael 6195aa199d Merge pull request #346 from AlexCatarino/py_orderticketdemo
Adds OrderTicketDemoAlgorithm.py
2016-03-22 11:18:29 -04:00
Michael Handschuh 7ace5745ce Merge branch 'py_universeselectiondefinitions' of https://github.com/AlexCatarino/Lean into AlexCatarino-py_universeselectiondefinitions
Conflicts:
	Algorithm.Python/QuantConnect.Algorithm.Python.csproj
2016-03-22 10:49:02 -04:00
AlexCatarino 3426bd9ffd Adds OrderTicketDemoAlgorithm.py
Adds Python version of OrderTicketDemoAlgorithm
2016-03-22 11:38:41 -03:00
Jared 705d2cebfa Merge pull request #337 from AlexCatarino/py_userdefineduniverse
Adds UserDefinedUniverseAlgorithm.py
2016-03-21 10:05:44 -04:00
Jared b1761196d2 Merge pull request #342 from AlexCatarino/py_marketonopenonclose
Adds MarketOnOpenOnCloseAlgorithm.py
2016-03-21 10:04:43 -04:00
Jared 700e984741 Merge pull request #338 from AlexCatarino/py_coarsefundamentaltop5
Adds CoarseFundamentalTop5Algorithm.py
2016-03-21 10:01:32 -04:00
AlexCatarino edb8361da1 Adds MarketOnOpenOnCloseAlgorithm.py
Adds Python version of MarketOnOpenOnCloseAlgorithm
2016-03-20 23:09:23 -03:00
AlexCatarino 4f08afa353 Adds CoarseFundamentalTop5Algorithm.py
Add Python version of CoarseFundamentalTop5Algorithm
2016-03-18 12:55:20 -03:00
AlexCatarino 7f1ece096d Adds UserDefinedUniverseAlgorithm.py
Add Python version of UserDefinedUniverseAlgorithm
2016-03-17 23:11:57 -03:00