Commit Graph

8 Commits

Author SHA1 Message Date
Martin Molinero af8e6bf85c Fix starting capital for non usd cash
- Moving `UniverseSelection.EnsureCurrencyDataFeeds` call into the
`IResultHandler` implementation through usage of the new `SetupHandlerHelper`
class, that will also set an initial conversion rate if none present.
- Adding regression test, that reproduces original issue
2018-12-19 16:15:28 -03:00
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 b2027c9022 Update BasicTemplateCryptoAlgorithm to include crypto specific features
Fixes #1820
2018-04-12 11:04:49 +02:00
Stefano Raggi 66822fb95c Simplify log statement in BasicTemplateCryptoAlgorithm.py 2018-03-09 17:36:32 +01:00
Stefano Raggi 1fcb4a6b96 Increase accuracy of order quantity calculation in CashBuyingPowerModel
Fixes #1680
2018-03-09 16:08:21 +01:00
Stefano Raggi ffc848ef5f Fix BasicTemplateCryptoAlgorithm class name (Python) 2018-02-12 17:40:27 +01:00
Stefano Raggi c235dc7ada Add BasicTemplateCryptoAlgorithm
Also added both C# and Python versions as regression tests
2018-02-12 17:40:26 +01:00