Commit Graph

4 Commits

Author SHA1 Message Date
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 751a66a36a Refactors Custom Models for python
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
AlexCatarino 9998e65df9 Adds support for custom models for python
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