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
0446dd5a47
Merge pull request #1248 from AlexCatarino/python-universe
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Enables Universe Selection Helpers in Python
2017-10-24 15:04:02 -04:00
bd54a7a879
Fixes FractionalQuantityRegressionAlgorithm to pass regression tests
2017-10-24 19:31:49 +01:00
b032a91a71
Adds UniverseSelectionDefinitionsAlgorithm for python
2017-10-24 19:07:40 +01:00
98b49aa08b
Fixes python version of MACDTrendAlgorithm
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Fixes MACDTrendAlgorithm to match C# and pass regression tests.
In the C#, the MACD fast period was previously updated from 9 to 12. It lead to an update in regression tests.
2017-10-19 13:27:03 +01:00
adf32d5524
Fixes FractionalQuantityRegressionAlgorithm in python
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Fixes FractionalQuantityRegressionAlgorithm in python to match C# equivalent: BTCUSD uses GDAX market.
2017-10-17 22:20:06 +01:00
1156705916
Changes python algos to use Update(DateTime, decimal) method
2017-10-13 19:10:38 +01:00
e675753075
Includes recently added python algorithms to regression tests
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Also adds those algorithms to the PythonTools project
2017-10-13 00:04:29 +01:00
1f20d22c39
Fixes algorithms with new SetBrokerage implementation
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Fixes HourReverseSplitRegressionAlgorithm and HourSplitRegressionAlgorithm to pass regression tests with new SetBrokerage implementation
2017-10-13 00:00:33 +01:00
b8c7bed5f9
Merge pull request #1194 from jingwu74/master
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add HourReverseSplitRegressionAlgorithm
2017-10-12 18:44:11 -04:00
90692995be
delete uncessary library import
2017-10-12 18:28:52 -04:00
b78897c6cf
Merge pull request #1198 from AlexCatarino/setsecinit-py
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Implements SetSecurityInitializer for Python algorithms
2017-10-12 16:33:17 -04:00
9536123160
Updates pythonnet
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In this update, we have changed our version of pythonnet to give precedence to methods that include a PyObject parameter.
2017-10-12 16:41:50 +01:00
ebb8f499f3
Adds CustomSecurityInitializerAlgortihm for python
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This algorithm serves as an example for the SetSecurityInilializer for python feature
The date range for the C# version is changed to match existing data
2017-10-11 10:38:18 +01:00
f5486fcb6e
add HourReverseSplitRegressionAlgorithm
2017-10-09 11:54:43 -04:00
b43a398ec2
add project file
2017-10-06 18:45:35 -04:00
b57526986f
add HourSplitRegressionAlgorithm
2017-10-06 18:44:38 -04:00
d9d84083a4
add OptionChainConsistencyRegressionAlgorithm
2017-10-06 18:44:09 -04:00
7e866b010f
add OptionSplitRegressionAlgorithm
2017-10-06 18:43:35 -04:00
d2e352cf58
Extends Option.SetFilter with an overload that accepts PyObject
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This feature enables users to write complex filters for option universes.
Fixes OptionExerciseAssignRegressionAlgorithm
Adds regression test for OptionExerciseAssignRegressionAlgorithm
2017-10-06 16:55:18 +01:00
4b4e084694
Fixes python algorithms to pass regression tests
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BasicTemplateOptionsAlgorithm
CustomDataRegressionAlgorithm
UniverseSelectionRegressionAlgorithm
WeeklyUniverseSelectionRegressionAlgorithm
2017-10-06 13:33:03 +01:00
9211b67286
Adds python algorithms for regression tests
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CoarseFineFundamentalRegressionAlgorithm
CoarseFundamentalTop5Algorithm
DropboxUniverseSelectionAlgorithm
FractionalQuantityRegressionAlgorithm
2017-10-06 13:32:35 +01:00
Jing Wu