- EventProvider will receive start date during initialization, this will
be used by the `MappingEventProvider` to correctly set current mapped
symbol
- Adding unit test, updating existing regression test
- Replacing `BaseData.AdjustResolution` for `DefaultResolution` and
`SupportedResolutions`
- Making `Resolution` nullable for `Algorithm.AddData` methods
- The `ISubscriptionDataConfigService` will set the default resolution
if none was provided and assert it is supported
- Fix bug with `PythonData` `IsSparseData` and `RequiresMapping`
resolution
- Adding `BaseData.AdjustResolution()` that should return a valid
resolution for the given data and security type.
This allows us to set a limitation which is useful to avoid invalid data
requests or unnecessary fill forward situations. The user will be
notified through a console message.
- Adding unit and regression test
- Updating example algorithms custom data resolution
- Some performance improvements. Wont change console color if
`SelectedOptimization` is defined
- Adds Python version of `TrainingInitializeRegressionAlgorithm`;
- Adds C# version of `TrainingExampleAlgorithm`;
- Removes `TrainingScheduledRegressionAlgorithm`.
- Adds PyObject overload to `ScheduleManager.TrainingNow` and `ScheduleManager.Training`
- Adds `QCAlgorithm.Train` helper method
- Adds Python algorithm showing how to use the helper method.
- Adding new `ConfidenceWeightedPortfolioConstructionModel` (C# / Py) that will
generate percent `Targets` based on the latest active `Insight` `Confidence` per
`Symbol`.
- Will ignore `Insights` that have no `Confidence`.(unit tested)
- If the sum of all the last active `Insight` per `Symbol` is bigger than 1, it
will factor down each target percent holdings proportionally so the sum is 1. (unit tested)
- Adding unit tests
- Adding a new regression test framework algorithm (C#/Py)
-**Note**: `ConfidenceWeightedPortfolioConstructionModel` inherits from the `InsightWeightingPortfolioConstructionModel`. Protect method `GetValue` was implemented in `IWPCM` to enable the choice of `Insight` member.
- `PortfolioTargetCollection` avoid calling `Count` on
ConcurrentDictionary directly -> has to take all locks
- `SecurityChanges` change Union for Concat since constructor will call
HashSet
- Make `DynamicSecurityData` hold lazy data objects
- `RegisteredSecurityDataTypesProvider` avoid looping over all
registered types, adding `TryGetType`
- `Security.Update()` will no call group by on data since this data is
already grouped by type. Adding `ContainsFillForwardData` will allows to
be lazy and not re loop through the data unless necessary
- `DefaultAlphaHandler` will use the `static`
`Enumerable.Empty<Insight>` instance when possible
- `SubscriptionSynchronizer` will be lazy to construct the
`universeData` dictionary which is not used in most of the times. Will
use `Count` vs `Any` -> `Count` is known by the dictionary
- For python algorithms `JobQueue` will respect `AlgorithmLocation`, was
using unexisting `"algorithm-path-python"`
* Adds and removes various fields from enums to represent data accurately
* Renames various variables
* Changes algorithms to work with new changes
* SmartInsider transaction/intention docs updated
* Added new enum values to represent pieces of data
* Updates Smart Insider demo algorithm end date for presentation
purposes of the equity curve
* Adds liquidation logic to SEC and Smart Insider demo algorithms
Gerardo Salazar