Commit Graph

12 Commits

Author SHA1 Message Date
AlexCatarino 63bd501306 Adds InitialMarginRequirement and MaintenanceMarginRequirement Properties to FutureMarginModel
These properties expose the current margin requirements that can be used to compute the number of contracts manually.
2020-01-20 22:49:03 +00:00
Stefano Raggi 5ddcf12428 Remove order event logging in BasicTemplateFuturesAlgorithm
Regression run time is now about 50% less
2019-03-14 12:03:41 +01:00
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
Stefano Raggi 7bd2a2049c Fix BasicTemplateFuturesAlgorithm C#/Python difference 2018-07-19 00:57:34 +02:00
Juan José D'Ambrosio ae99f7b9a1 Add Python version
Add comments to `IRegressionAlgorithmDefinition` members.
2018-07-17 18:01:53 -03:00
Michael Handschuh 18a559943e Upgrade LEAN Python to 3.6 from 2.7
- Adds log to display the python version the algorithm is using.
- Fixes python algorithms that were failing because of small subtleties
like leading zeroes.
- Updates pythonnet with a version compiled with python 3.6 flags

- Changes in DockerfileFoundation: we now use miniconda to manage the python
environment.
- Took the opportunity to add NTLK (#1349), Tensorforce (#1369) and
PyTorch/Pyro (#1385).
- Changes readme in Algorithm.Python to show steps to install miniconda
2018-02-23 15:09:06 -05:00
Stefano Raggi a39e6a8e28 Revert "Merge pull request #1526 from AlexCatarino/python3"
This reverts commit 2e523992d0, reversing
changes made to fa48fc23ea.
2018-02-14 16:03:12 +01:00
AlexCatarino 84282503d0 Fixes python algorithm to be python 3 compliant 2018-02-13 13:00:50 +00:00
Jared Broad 244ac0b72a Fix regression test and tag python algorithms 2017-09-20 20:06:48 -04:00
AlexCatarino 7bb331dfad Updates Futures and Options template python algorithms
Updates BasicTemplateFuturesAlgorithm.py andBasicTemplateOptionsAlgorithm.py to use python datetime/timedelta instead of C# DateTime/TimeSpan.
2017-05-26 01:17:35 +01:00
AlexCatarino 41e7ad047a Adds python basic templates for options and futures 2017-05-10 13:32:36 +01:00