90ee6aae44
Update QuandlImporterAlgorithm.py
2018-06-14 17:51:14 -04:00
be47d60fa7
Fix CustomDataRegressionAlgorithm failing test
2018-06-14 11:44:28 +02:00
06fa8b065a
Showcases Consolidate method feature in DataConsolidationAlgorithm
2018-06-12 13:17:50 -04:00
bb21171943
Implements python Consolidate API
...
Collapse QuoteBar to TradeBar if trade bar handler specified
2018-06-12 13:17:49 -04:00
560b0d70c6
Merge pull request #2057 from QuantConnect/bug-2055-coarse-add-price-split-factors
...
Add price and split factors to CoarseFundamental class
2018-06-05 13:03:04 -04:00
f248772a54
Merge pull request #2070 from jingwu74/master
...
Fixing AddData() syntax in python algorithm
2018-06-04 17:46:40 -04:00
d03c7d69ec
Fixing the error in AddData()
2018-06-04 10:11:44 -04:00
2ff5650b4a
Add price and split factors to CoarseFundamental class
2018-06-01 12:19:06 +02:00
d2ac77b037
Merge pull request #2032 from StefanoRaggi/feature-1093-timeinforce-gtd
...
Add TimeInForce.GoodTilDate (GTD) support in backtesting and IB brokerage
2018-05-30 14:36:10 -05:00
b808e57765
Merge pull request #2024 from AlexCatarino/bug-2023-fixes-equalweightingportfolioconstructionmodel
...
Fixes EqualWeightingPortfolioConstructionModel logic
2018-05-30 14:14:38 -04:00
8613deb3ef
Minor refactor
...
- Added TimeInForce.GoodTilDate static method
- Made GoodTilDateTimeInForce.Expiry readonly
2018-05-30 18:25:52 +02:00
1fea8b8bb0
Added more orders in TimeInForceAlgorithm regression
2018-05-30 11:58:51 +02:00
4b2cc4388d
Add GTD sample code in TimeInForceAlgorithm
2018-05-30 10:00:12 +02:00
75e4001b56
Add python demonstration of porting old algorithm to framework
2018-05-29 22:42:45 +01:00
f0a3196b00
Merge pull request #2041 from jingwu74/master
...
Adding Benchmark algorithms
2018-05-29 17:38:55 -04:00
6045aa0579
minor change
2018-05-29 17:36:11 -04:00
595700e340
Fixes EqualWeightingPortfolioConstructionModel logic
...
`EqualEeightingPortfolioConstructionModel` (C# and Python) allocates all cash to the stocks who have insights in universe.
- Fixes regression tests to reflect the model logic change
- Fixes imports in python algorithms to use python models when available
2018-05-28 12:47:06 +01:00
6e8dd0d40f
modify project file
2018-05-26 01:55:39 -04:00
cbc948a535
add ScheduleEventsBenchmark algorithm
2018-05-26 01:55:00 -04:00
093d6d56a1
add IndicatorRibbonBenchmark algorithm
2018-05-26 01:54:08 -04:00
98027e2025
add HistoryRequestBenchmark algorithm
2018-05-26 01:52:45 -04:00
4481f200ba
add CoarseFineUniverseSelectionBenchmark algorithm
2018-05-26 01:51:45 -04:00
ae427a14d0
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
a9e4c99715
Add the portfolio check
2018-05-24 17:21:05 -04:00
442f419aa9
Add EmptyMinute400EquityBenchmark algorithm
2018-05-24 16:42:33 -04:00
d8559f1fb4
Update project file for adding new algorithms
2018-05-24 16:40:26 -04:00
52467e154d
Add EmptySingleSecuritySecondEquityBenchmark algorithm
2018-05-24 16:39:54 -04:00
105208d3dd
add BasicTemplateBenchmark algorithm
2018-05-24 16:38:37 -04:00
f63a34b699
Delete BasicTemplateFxcmVolumeAlgorithm.py
2018-05-21 19:52:38 -04:00
dcb373afe3
Update QuantConnect.Algorithm.Python.csproj
2018-05-21 19:51:15 -04:00
f606c6f0a6
Fix zero value issue in Greeks
2018-05-21 14:54:05 -04:00
567e9135ee
add python example of using fxcm volume
2018-05-17 17:46:02 -04:00
c6fc61940d
Modifies DisplacedMovingAverageRibbon data resolution
...
Subscribe to daily data instead of minute-resolution to be able to run tests locally.
- Adds regression test for that algorithm.
2018-05-10 19:44:19 +01:00
ec63bffaa2
Modifies CoarseFundamentalTop5Algorithm
...
Renames CoarseUniverseTop5DollarVolumeAlgorithm.cs to CoarseFundamentalTop5Algorithm.cs: fine name was unconsistent with class name (not a QuantConnect pattern).
Adds Log method calls to python algorithm that are present in C# example.
2018-05-10 19:44:19 +01:00
5006600166
Modifies RenkoConsolidatorAlgorithm data resolution
...
Subscribe to daily data instead of minute-resolution to be able to run tests locally. Also, liquidate the position in one of the event handlers to generate more trades.
- Adds regression test for that algorithm.
2018-05-10 19:44:18 +01:00
bc4a752985
Merge pull request #1987 from AlexCatarino/feature-1985-adds-universe-selectin-security-initializer-example
...
Adds universe selection algorithm with custom security initilizer
2018-05-10 14:28:54 -04:00
f77c0ae792
Consistency fix
2018-05-10 15:47:51 +01:00
f23ef2a60c
Uses the simplest SetSecurityInitializer overload in the examples.
2018-05-10 12:20:05 +01:00
24af1bd7cd
Adds universe selection algorithm with custom security initilizer
2018-05-10 11:58:11 +01:00
042028096b
Refactors CompositeAlphaModel constructors
...
Changes the constructor that accepted an array to accept params array and adds a new constructor to deal with a single model addition.
2018-05-09 22:36:33 +01:00
ff574b9d86
Fixes EmaCrossUniverseSelectionModel indicator update logic
...
Instead of using the `&&` operator, use `&` so that both EMA are updated.
2018-05-08 19:47:20 +01:00
5d6dea6473
Simplify EmaCrossUniverseSelectionModel by using list instread of dict
2018-05-08 18:54:17 +01:00
04f357f2b8
Implements python version of EmaCrossUniverseSelectionModel
...
Adds EmaCrossUniverseSelectionModel and EmaCrossUniverseSelectionFrameworkAlgorithm to show the new model in action
2018-05-08 18:54:17 +01:00
0a2f7032c2
Merge pull request #1964 from AlexCatarino/feature-1962-deprecate-action-scheduleevent
...
Updates examples with ScheduleEvents
2018-05-07 09:38:01 -04:00
f3c6c7202a
Updates Algorithm.Python and Algorithm.PythonTools projects
2018-05-07 14:19:51 +01:00
e7c1fbd556
Updates examples with ScheduleEvents
2018-05-07 12:53:38 +01:00
88b97bd8e4
Adds overload to ScheduleManager.On method that accepts a PyObject parameter
...
Adding an overload to `ScheduleManager.On` method that accepts a `PyObject` parameter enables python algorithm to pass a method as parameter directly.
- Fixes `ScheduleEventsAlgorithm` to show the new feature in action.
2018-05-07 12:05:00 +01:00
61b5859446
Implements SectorExposureRiskFrameworkAlgorithm
...
This algorithm and its regression test are meant to test the `MaximumSectorExposureRiskManagementModel`.
2018-05-03 21:53:14 +01:00
d878857e50
Merge pull request #1938 from StefanoRaggi/feature-1093-ib-time-in-force-day
...
Add TimeInForce.Day support in backtesting and IB brokerage
2018-05-03 14:33:40 -04:00
4eb896bbee
Merge pull request #1946 from jingwu74/master
...
Fix issue of no traded options in OptionChainProviderAlgorithm
2018-05-02 20:36:55 -04:00
Jared