5e868285d1
Fixes python version of BasicTemplateFrameworkAlgorithm
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In order to match C# version.
Committed on behalf of AlexCatarino <alexandre.catarino@gmail.com >
2017-12-08 10:07:54 -05:00
74bb93b8bf
Adds python version of BasicTemplateFrameworkAlgorithm ( #1334 )
2017-12-08 10:07:54 -05:00
0c42c1ad1d
Remove SetBenchmark call from WeeklyUniverseSelectionRegressionAlgorithm
2017-12-06 18:55:46 +01:00
88be6d245b
Fix bugs in WeeklyUniverseSelectionRegressionAlgorithm
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This algorithm had a couple of issues:
- it was using a coarse universe with no data files available, so it has been changed to use a custom universe
- it was using algorithm time instead of selection time in the selector function
The regression stats have also been updated to match the new algorithm code.
2017-12-06 17:58:33 +01:00
0efd3a0c48
Renames Fetch to Download
2017-12-04 22:20:19 +00:00
0c998a0740
Changes DropboxUniverseSelectionAlgorithm to showcase Fetch method
2017-12-04 21:25:41 +00:00
49ef6185ca
change the start and the end date of futures history algorithm
2017-11-15 13:07:11 -05:00
c4713211f5
modified futures history algorithm
2017-11-15 11:33:29 -05:00
bd6ca26391
fix zero implied volatility and greek by adding price model
2017-11-14 18:51:13 -05:00
d17877ef76
fixed missing deap test init
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I forgot to add the deap_test() test init after the current last test. tensorflow_test()
2017-11-14 13:19:29 -05:00
6c430f6ae1
Added Deap test
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Added the shortest deap example, onemax_short.py, to the PythonPackageTestAlgorithm script.
2017-11-10 20:25:36 -05:00
e5fdc44d3e
Adds python version of HistoryAlgorithm
2017-11-01 12:51:44 +00:00
a24164ecec
Refactor OrderProperties class to IOrderProperties interface
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This change will make it easier to add other planned brokerage features:
for Interactive Brokers, besides Financial Advisor support, we will be adding IB algorithmic orders soon (PR #1203 ).
2017-10-26 18:22:11 +02:00
b6bccfccc9
Add FinancialAdvisorDemoAlgorithm for Python
2017-10-26 18:15:09 +02:00
0446dd5a47
Merge pull request #1248 from AlexCatarino/python-universe
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Enables Universe Selection Helpers in Python
2017-10-24 15:04:02 -04:00
bd54a7a879
Fixes FractionalQuantityRegressionAlgorithm to pass regression tests
2017-10-24 19:31:49 +01:00
b032a91a71
Adds UniverseSelectionDefinitionsAlgorithm for python
2017-10-24 19:07:40 +01:00
98b49aa08b
Fixes python version of MACDTrendAlgorithm
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Fixes MACDTrendAlgorithm to match C# and pass regression tests.
In the C#, the MACD fast period was previously updated from 9 to 12. It lead to an update in regression tests.
2017-10-19 13:27:03 +01:00
adf32d5524
Fixes FractionalQuantityRegressionAlgorithm in python
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Fixes FractionalQuantityRegressionAlgorithm in python to match C# equivalent: BTCUSD uses GDAX market.
2017-10-17 22:20:06 +01:00
1156705916
Changes python algos to use Update(DateTime, decimal) method
2017-10-13 19:10:38 +01:00
e675753075
Includes recently added python algorithms to regression tests
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Also adds those algorithms to the PythonTools project
2017-10-13 00:04:29 +01:00
1f20d22c39
Fixes algorithms with new SetBrokerage implementation
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Fixes HourReverseSplitRegressionAlgorithm and HourSplitRegressionAlgorithm to pass regression tests with new SetBrokerage implementation
2017-10-13 00:00:33 +01:00
b8c7bed5f9
Merge pull request #1194 from jingwu74/master
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add HourReverseSplitRegressionAlgorithm
2017-10-12 18:44:11 -04:00
90692995be
delete uncessary library import
2017-10-12 18:28:52 -04:00
b78897c6cf
Merge pull request #1198 from AlexCatarino/setsecinit-py
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Implements SetSecurityInitializer for Python algorithms
2017-10-12 16:33:17 -04:00
9536123160
Updates pythonnet
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In this update, we have changed our version of pythonnet to give precedence to methods that include a PyObject parameter.
2017-10-12 16:41:50 +01:00
ebb8f499f3
Adds CustomSecurityInitializerAlgortihm for python
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This algorithm serves as an example for the SetSecurityInilializer for python feature
The date range for the C# version is changed to match existing data
2017-10-11 10:38:18 +01:00
f5486fcb6e
add HourReverseSplitRegressionAlgorithm
2017-10-09 11:54:43 -04:00
b43a398ec2
add project file
2017-10-06 18:45:35 -04:00
b57526986f
add HourSplitRegressionAlgorithm
2017-10-06 18:44:38 -04:00
d9d84083a4
add OptionChainConsistencyRegressionAlgorithm
2017-10-06 18:44:09 -04:00
7e866b010f
add OptionSplitRegressionAlgorithm
2017-10-06 18:43:35 -04:00
d2e352cf58
Extends Option.SetFilter with an overload that accepts PyObject
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This feature enables users to write complex filters for option universes.
Fixes OptionExerciseAssignRegressionAlgorithm
Adds regression test for OptionExerciseAssignRegressionAlgorithm
2017-10-06 16:55:18 +01:00
4b4e084694
Fixes python algorithms to pass regression tests
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BasicTemplateOptionsAlgorithm
CustomDataRegressionAlgorithm
UniverseSelectionRegressionAlgorithm
WeeklyUniverseSelectionRegressionAlgorithm
2017-10-06 13:33:03 +01:00
9211b67286
Adds python algorithms for regression tests
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CoarseFineFundamentalRegressionAlgorithm
CoarseFundamentalTop5Algorithm
DropboxUniverseSelectionAlgorithm
FractionalQuantityRegressionAlgorithm
2017-10-06 13:32:35 +01:00
1346acf0cf
Adds support for FilteredIdentity indicator for python
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Also adds FilteredIdentityAlgorithm as a working example.
2017-10-05 12:12:45 +01:00
8bc187f38e
Merge pull request #1171 from AlexCatarino/pythonnet-update
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Updates pythonnet nuget version
2017-10-03 17:07:06 -04:00
b4313ad740
Implements SetBrokerageModel for python algorithms
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Adds BrokerageModelAlgorithm to showcase the implementation
2017-10-03 00:17:34 +01:00
751a66a36a
Refactors Custom Models for python
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Moves custom model setters from QCAlgorithm class to Security class.
Modifies algorithm examples to reflect the change.
2017-09-29 22:56:52 +01:00
099e871afd
Updates pythonnet nuget version
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In this new nuget package, we have included two versions Python.Runtime.dll for macOS
We also add the instructions to compile pythonnet for different operational systems
2017-09-29 17:59:38 +01:00
5b3e456d4b
Merge pull request #1170 from AlexCatarino/algo_work
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Fixes some python algorithms
2017-09-29 09:03:28 -04:00
489e11741b
Fixes some python algorithms
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CustomCharting: did not initialize self.lastprice
QuandFuturesData: algorithm file name and class didn't match
UpdateOrderRegression: did not cast quantity (int) to decimal
UserDefinedUniverse: selector function returns C# List
2017-09-29 11:42:56 +01:00
9998e65df9
Adds support for custom models for python
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Adds support for fee, fill and slippage custom modelling.
Adds CustomModelsAlgorithm to showcase the new feature
Modifies C# version of CustomModelsAlgorithm to match existing data in github
2017-09-28 16:47:58 +01:00
b03c9daa6f
Improves Custom Universe Selection
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Covers the case where the Symbol of a custom data source is important.
Adds CustomDataUniverseAlgorithm python algorithm as an working example
2017-09-27 00:33:19 +01:00
6f1a309843
Improves DropboxBaseDataUniverseSelectionAlgorithm
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For better readability, the body of the selector method was rewritten
2017-09-27 00:33:19 +01:00
a082f930fa
Adds support for Custom Universe Selection
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Includes DropboxBaseDataUniverseSelectionAlgorithm python algorithm as an working example
2017-09-27 00:33:19 +01:00
3da8449fea
Improves Universe Selection for python
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In python algorithm using Universe Selection, the selector method should return a List<Symbol>. To make it more pythonic, we allow returning python list. The conversion is, then, performed in C# side.
2017-09-27 00:33:19 +01:00
5066ed237e
modify project file for adding new algorithms
2017-09-26 18:09:53 -04:00
1bada81ace
add OptionRenameRegressionAlgorithm(Python)
2017-09-26 18:08:42 -04:00
c260c6fb61
add OptionOpenInterestRegressionAlgorithm(Python)
2017-09-26 18:07:38 -04:00
Michael Handschuh