8565d0f7b9
add csharp example of ConstituentsQC500Generator
2018-03-05 18:18:57 -05:00
b1734d6948
IndicatorSuiteAlgorithm implemented in Python
2018-02-28 21:45:56 -03:00
7814259c52
Update miniconda download location to S3 cdn
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Placing these scripts in S3 allows us to not worry about the external
site taking down the files and/or being unavailable.
2018-02-23 16:34:07 -05:00
3da7902d84
Update python readme to match DockerfileLeanFoundation
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These commands were updated from fetching latest to fetching a particular
version of miniconda
2018-02-23 16:32:07 -05:00
18a559943e
Upgrade LEAN Python to 3.6 from 2.7
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- 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
a39e6a8e28
Revert "Merge pull request #1526 from AlexCatarino/python3"
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This reverts commit 2e523992d0fa48fc23ea
2018-02-14 16:03:12 +01:00
2532d7c57e
Fixes CustomVolatilityModelAlgorithm to be python 3 compliant
2018-02-13 13:00:50 +00:00
34a271adac
Updates pythonnet
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In this update, we had compiled pythonnet with python 3.6 instead of 2.7 flags
2018-02-13 13:00:50 +00:00
84282503d0
Fixes python algorithm to be python 3 compliant
2018-02-13 13:00:50 +00:00
36a48a6824
Merge pull request #1554 from AlexCatarino/python-slice
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Creates wrapper for Slice (python custom data)
2018-02-12 17:01:45 -05:00
a5f02d646b
Add comment for BuyingPowerModel in FractionalQuantityRegressionAlgorithm
2018-02-12 17:40:27 +01:00
ffc848ef5f
Fix BasicTemplateCryptoAlgorithm class name (Python)
2018-02-12 17:40:27 +01:00
c235dc7ada
Add BasicTemplateCryptoAlgorithm
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Also added both C# and Python versions as regression tests
2018-02-12 17:40:26 +01:00
415542fcbc
Set CashBuyingPowerModel as default for Crypto/GDAX
2018-02-12 17:38:12 +01:00
64a9929fa6
Fixes custom data algos to reflect changes from previous commit
2018-02-12 15:49:09 +00:00
84c3e2bf1b
Adds regression test for custom indicator in python
2018-02-07 17:16:56 +00:00
6827624f83
Adds RegisterIndicator overloads that takes python-defined indicators
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Adds example for this feature
2018-02-07 12:31:18 +00:00
dd14821e75
Enables custom volatility models in python algorithms
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Creates a python wrapper for volatility models created in python algorithms and adds a method to the Security object to set such models.
Adds an algorithm to show how volatility models can be implemented.
2018-01-31 12:17:24 +00:00
5a9d410a86
fix indentation
2018-01-25 15:48:12 -05:00
ca314c93df
fix indentation
2018-01-25 15:31:43 -05:00
b94e62f796
fix sign typo
2018-01-25 15:03:58 -05:00
86aeeaf727
modified project file
2018-01-25 15:03:18 -05:00
2b0937b36a
add MultipleSymbolConsolidationAlgorithm (py)
2018-01-25 15:02:39 -05:00
29e62968c9
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
9459f47cba
Updates pythonnet
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In this update, methods overloads with decimal parameters accept python float.
- Fixes FractionalQuantityRegressionAlgorithm:
With the pythonnet update we can pass a python float where a decimal is required.
2017-12-29 17:25:48 +00:00
3f4c1ba27c
Bug fix self reference
2017-12-28 21:02:26 -05:00
702bb5616d
Merge pull request #1430 from jingwu74/master
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add OptionChainProviderAlgorithm
2017-12-26 09:47:04 -05:00
4c0e856115
Fix use of protected name in custom charting algo
2017-12-24 22:23:13 -05:00
7373d85d4a
remove data normalization setting
2017-12-22 10:09:40 -05:00
03057e9ca2
add OptionChainProviderAlgorithm(Csharp)
2017-12-21 14:37:12 -05:00
51e7726431
Update FractionalQuantityRegressionAlgorithm
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This algorithm has been updated because of the recent minimum order size change (in PR #1400 ).
Also, PR #1428 needsto be merged for the test to pass.
2017-12-21 11:31:10 +01:00
c606a67b33
Merge pull request #1355 from AlexCatarino/pythonnet-update
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Updates pythonnet
2017-12-20 16:30:54 -05:00
98a1b6a2a2
Refactors options algorithms
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AddEquity and SetDataNormalization calls were removed because they are not mandatory since PostInitialize calls them.
2017-12-18 11:24:08 +00:00
970ce7759c
Fixes FractionalQuantityRegressionAlgorithm
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With the pythonnet update we cannot pass a python float where a decimal is required.
2017-12-18 10:57:26 +00:00
c912c0d190
Updates pythonnet
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In this update, we fixed type correspondence from C# Decimal to python decimal that caused wrong method overload binding.
2017-12-18 10:57:26 +00:00
02f7bd0cc6
Update BasicTemplateFrameworkAlgorithm.py
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made to match c# example
2017-12-16 14:55:41 -05:00
5e868285d1
Fixes python version of BasicTemplateFrameworkAlgorithm
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In order to match C# version.
Committed on behalf of AlexCatarino <alexandre.catarino@gmail.com >
2017-12-08 10:07:54 -05:00
74bb93b8bf
Adds python version of BasicTemplateFrameworkAlgorithm ( #1334 )
2017-12-08 10:07:54 -05:00
0c42c1ad1d
Remove SetBenchmark call from WeeklyUniverseSelectionRegressionAlgorithm
2017-12-06 18:55:46 +01:00
88be6d245b
Fix bugs in WeeklyUniverseSelectionRegressionAlgorithm
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This algorithm had a couple of issues:
- it was using a coarse universe with no data files available, so it has been changed to use a custom universe
- it was using algorithm time instead of selection time in the selector function
The regression stats have also been updated to match the new algorithm code.
2017-12-06 17:58:33 +01:00
0efd3a0c48
Renames Fetch to Download
2017-12-04 22:20:19 +00:00
0c998a0740
Changes DropboxUniverseSelectionAlgorithm to showcase Fetch method
2017-12-04 21:25:41 +00:00
49ef6185ca
change the start and the end date of futures history algorithm
2017-11-15 13:07:11 -05:00
c4713211f5
modified futures history algorithm
2017-11-15 11:33:29 -05:00
bd6ca26391
fix zero implied volatility and greek by adding price model
2017-11-14 18:51:13 -05:00
d17877ef76
fixed missing deap test init
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I forgot to add the deap_test() test init after the current last test. tensorflow_test()
2017-11-14 13:19:29 -05:00
6c430f6ae1
Added Deap test
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Added the shortest deap example, onemax_short.py, to the PythonPackageTestAlgorithm script.
2017-11-10 20:25:36 -05:00
e5fdc44d3e
Adds python version of HistoryAlgorithm
2017-11-01 12:51:44 +00:00
a24164ecec
Refactor OrderProperties class to IOrderProperties interface
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This change will make it easier to add other planned brokerage features:
for Interactive Brokers, besides Financial Advisor support, we will be adding IB algorithmic orders soon (PR #1203 ).
2017-10-26 18:22:11 +02:00
b6bccfccc9
Add FinancialAdvisorDemoAlgorithm for Python
2017-10-26 18:15:09 +02:00
Jing Wu