Commit Graph

5 Commits

Author SHA1 Message Date
Jhonathan Abreu 2ddf40b8e9 PEP8 style algorithm API (#7909)
* feat: support snake-case style Python QCAlgorithm implementations

* feat: add unit tests and minor fixes

* feat: implement new BasePythonWrapper class for python wrappers.

Used to cache methods and contains invoke functionality

* feat: make python wrappers implement the new base class for pep8 style support

* feat: keep overriden methods in Algorithm Python Wrapper

* feat: add unit tests for custom models algorithms with PEP8 style

* Bump pythonnet version to 2.0.30

* fix bugs and address peer review

* Address peer review

* Minor revert

* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator

* Minor fixes

* Minor fix

* Minor fix

* Bump pythonnet version to 2.0.31

* Added Greeks.Lambda_ alias of Lambda for python compatibility.

Remove unused method
2024-04-12 17:29:15 -03:00
Martin-Molinero d238a8132e Python fundamental history request fix (#7905)
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- Fix python fundamental pandas history request, where properties
  wouldn't change due to cache. Expanding regression test to assert
  issue
2024-04-09 09:55:20 -03:00
Martin-Molinero 17ca8a743f Refactor universe historical data source (#7837)
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* Refactor universe historical data source

- Add new universe history API methods
- Refactor QuantBook UniverseHistory to use the universe selection
  itself instead of a given func
- Refactor and rename fundamental types
- Refactor AddUniverse API to handle universe collection data which
  holds another type internally, like fundamental

* Fix minor bug causing ApiDataProvider not to serve Bitfinex universe data

* Further improvements to add universe API

* Handle no selection function
2024-03-12 13:41:49 -03:00
Martin-Molinero 7498d2e6e2 QuantBook Universe Selection (#7587)
* QuantBook Universe Selection

- QuantBook universe selection helper method. Adding new unit tests.
- Universe selection data sets improvements

* QuantBook API renames
2023-11-21 17:05:02 -03:00
Martin-Molinero f8b258d329 New Fundamental Data (#7490)
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* New Fundamental Data

* Minor CIK lookup fix

* Handle live mode & delete unexisting properties

* Minor coarse fundamental adjustment

* Add fundamental history support

* Fix unit tests

* Performance improvements

* Fixes

* Minor regression algorithm fix

* Improvements. Add FundamentalUniverseSelectionModel

* Change default values

* Fix unit test

* Minor tweaks

* Fix unit test

* Minor error handling improvement

* Fix rebase
2023-10-25 15:47:42 -03:00