Commit Graph

7 Commits

Author SHA1 Message Date
Jhonathan Abreu bc5d51806d Universe data frames normalization (#8385)
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* Normalize universe data frames

Universe and (generically BaseDataCollection) data frames are not normalize and unpacked into a data frame, instead of just creating data frames with the universe lists within it

* Fix unit tests and algorithms to expecte new universe dataframe format

* Fixes

* Add PandasConverter.DataFrameGenerator class

* Pandas data frame generator class fixes

* Add comments

* Housekeeping

* Add attributes to mark classes and properties for pandas processing

* Improve pandas properties expanding

Allow and handle duplicate names

* Use PandasData generalization for Lean common data types

* Add points time as column when converting base data collections to data frames

* Cleanup and minor changes

* Minor change

* Pandas data to get type members on demand

* Move Pandas helper classes to their own files

* Minor changes

* Add flatten argument to python history api

This allows users to decide whether they want fully expanded dataframes for universe and other collection data types. Else, master behavior is kept

* Adding missing changes to last commit

* Update Pythonnet version to 2.0.40

* Add flattent argument to algorithm's OptionChain api

* Minor changes

* Housekeeping

* Minor changes

* Bug fix skipping data collection data points

* Add comment

* Set correct exchange time to OptionUniverse instances

* Address peer review and cleanup

* Cleanup

* Minor changes
2024-11-26 16:16:34 -04:00
Louis Szeto ed7f3ebbbf pep8 conversion of python algos #1-25 (#7926)
* pep8 conversion of python algos

* address peer-review

* PEP8 updates/fixes

* More fixes

---------

Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-17 17:02:32 -04:00
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