Commit Graph

15 Commits

Author SHA1 Message Date
AlexCatarino 9690acfd25 Changes Basic Template Algorithms With Options and Futures to Show The New Overloads
Keeps the original overloads in the comments.
2020-02-12 16:49:44 +00:00
Jack Simonson cf1b6c363b Small cosmetic changes 2019-03-01 15:06:37 -08:00
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
Jing Wu f606c6f0a6 Fix zero value issue in Greeks 2018-05-21 14:54:05 -04:00
Jing Wu 4c98817c9e change the benchmark setting 2018-04-12 18:33:01 -04:00
Jing Wu 4c86c5f3df change the resolution of option history request to minute 2018-04-12 16:54:57 -04:00
Michael Handschuh 18a559943e Upgrade LEAN Python to 3.6 from 2.7
- 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
Stefano Raggi a39e6a8e28 Revert "Merge pull request #1526 from AlexCatarino/python3"
This reverts commit 2e523992d0, reversing
changes made to fa48fc23ea.
2018-02-14 16:03:12 +01:00
AlexCatarino 84282503d0 Fixes python algorithm to be python 3 compliant 2018-02-13 13:00:50 +00:00
AlexCatarino 98a1b6a2a2 Refactors options algorithms
AddEquity and SetDataNormalization calls were removed because they are not mandatory since PostInitialize calls them.
2017-12-18 11:24:08 +00:00
Jing Wu bd6ca26391 fix zero implied volatility and greek by adding price model 2017-11-14 18:51:13 -05:00
Jared Broad 244ac0b72a Fix regression test and tag python algorithms 2017-09-20 20:06:48 -04:00
Jing Wu 1c0793e649 added options history algorithm 2017-09-15 18:11:09 -04:00
Jing Wu 6ec318439a added option trade algorithm 2017-09-15 18:09:54 -04:00