Commit Graph

5 Commits

Author SHA1 Message Date
Louis Szeto ed7f3ebbbf pep8 conversion of python algos #1-25 (#7926)
* pep8 conversion of python algos

* address peer-review

* PEP8 updates/fixes

* More fixes

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-17 17:02:32 -04:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
Martin Molinero 0ff713d8f9 Refactor AccumulativeInsight PCM
- Refactor AccumulativeInsightPortfolioConstructionModel to inherit from
the EWPCM, reducing code duplication and adding support for rebalancing
period
- Fixing bug where only 1 new insight per symbol was processed per loop
- Adding unit tests
2020-02-17 16:09:16 -03:00
Martin Molinero 8f14f1bdfa Fix failing regression tests
- After https://github.com/QuantConnect/Lean/pull/4000
CoarseFineFundamentalRegressionAlgorithm started using `MarketCap`, but
this value was always 0 in existing data, so it caused undeterministic
results. Adding new data and update expected result.
- `AccumulativeInsightFrameworkAlgorithm` expected statistic were not
correct, updating.
2020-01-17 11:14:09 -03:00
Martin Molinero 14be31d0e5 BacktestingResultHandler orders delta
- BacktestingResultHandler will send a maximum of 50 orders per update
packet and will check `LastFillTime` and `LastUpdateTime` too
- Fix invalid linked file
`AccumulativeInsightPortfolioRegressionAlgorithm`
2020-01-16 17:50:42 -03:00