Commit Graph

158 Commits

Author SHA1 Message Date
Gustavo 96d47ab192 Remove importing data tag
It got replace by `custom data` in the case that it wasn't there.
2017-09-22 15:12:06 -04:00
Gustavo b35b307181 Rename tag strategy examples to strategy example 2017-09-22 14:33:11 -04:00
Jared Broad e0b200a0a8 Added tags to coarse fine universe 2017-09-21 20:20:22 -04:00
Jared 3fa1192cdb Merge branch 'master' into master 2017-09-21 19:23:43 -04:00
Jing Wu fd75be1254 added tags 2017-09-21 18:53:25 -04:00
Jing Wu 6e9ad04306 added ETFGlobalRotationAlgorithm 2017-09-21 18:38:38 -04:00
Young Zhang f3871e1775 Optimize conversion of Python lists to CLR generic Lists 2017-09-21 14:12:10 -04:00
Jared Broad dc27c4e3d6 Added tags to python algorithms 2017-09-21 08:27:41 -04:00
Jared 98d77fab45 Merge pull request #1148 from AlexCatarino/py-useruniverse
Adds support for user-defined universe selection for python
2017-09-21 07:30:09 -04:00
Jared 6efdcb944c Merge pull request #1150 from jingwu74/master
added new algorithms
2017-09-21 06:58:06 -04:00
Jared Broad 244ac0b72a Fix regression test and tag python algorithms 2017-09-20 20:06:48 -04:00
Jing Wu 28ded59c42 modified project file for adding new algorithm 2017-09-20 18:46:15 -04:00
Jing Wu 0aea32618e added OptionChainProviderAlgorithm 2017-09-20 18:45:47 -04:00
Jared Broad 28d976a319 Tagged first python algorithms 2017-09-20 18:41:26 -04:00
AlexCatarino e35ba389d9 Adds support for user-defined universe selection for python
Adds UserDefinedUniverseAlgorithm python script to show how to use user-defined universe selection for python.
2017-09-20 22:45:51 +01:00
Jing Wu f6aa7001b7 modified EmaCrossUniverseSelectionAlgorithm to match the result in C# algorithm 2017-09-20 11:15:54 -04:00
Jared accb3d8601 Merge pull request #1137 from jingwu74/master
Added 6 python algorithms
2017-09-20 08:21:17 -04:00
Jing Wu b19a287cea modified project file for adding new python algorithm 2017-09-19 18:35:41 -04:00
Jing Wu 7e796cf3e6 added RegressionChannelAlgorithm(Python) 2017-09-19 18:34:23 -04:00
Jing Wu adf1d2a5cf modified project file for adding new python algorithms 2017-09-19 18:17:18 -04:00
Jing Wu 7c03adc992 added RegressionChannelAlgorithm(Python) 2017-09-19 18:15:54 -04:00
Jing Wu 005b65593f added FuturesMomentumAlgorithm(Python) 2017-09-19 18:14:15 -04:00
Jing Wu cb41834b1a added DailyFxAlgorithm(Python) 2017-09-19 18:13:02 -04:00
Jing Wu 66b7974e56 modifid Log problem 2017-09-18 10:42:52 -04:00
AlexCatarino bf8f2626a6 Adds Algorithm.PythonTools
Adds Algorithm.PythonTools project that enables PTVS (Python Tools Visual Studio, https://microsoft.github.io/PTVS/). With PTVS, the user has more tools to work with python script (e.g.: code completion).
2017-09-18 09:20:57 +01:00
Jing Wu 82eab2cdce modified project file for adding new algorithm 2017-09-15 18:14:44 -04:00
Jing Wu 8a0f7cc966 added weekly universe selection algorithm 2017-09-15 18:13:37 -04:00
Jing Wu 1c0793e649 added options history algorithm 2017-09-15 18:11:09 -04:00
Jing Wu 3a08b4f4ae added options filter universe algorithm 2017-09-15 18:10:45 -04:00
Jing Wu 6ec318439a added option trade algorithm 2017-09-15 18:09:54 -04:00
Jing Wu 4bc154ff2f fixed typo in forex algorithm 2017-09-15 00:28:46 -04:00
Jing Wu e12625745b add licence 2017-09-14 18:49:51 -04:00
Jing Wu f1a8b29e95 modified python project file for adding new algorithm 2017-09-14 17:55:46 -04:00
Jing Wu a7e5a6b026 added ema cross universe slection algorithm 2017-09-14 17:52:01 -04:00
Jing Wu ec27cbcb1e added options strategy algorithm 2017-09-14 17:51:11 -04:00
Jing Wu d89f376d56 added future history algorithm 2017-09-14 17:50:17 -04:00
Jing Wu ee088e0935 added basic Futures Consolidation algorithm 2017-09-14 17:48:42 -04:00
Jing Wu f0d2af89a1 Added basic forex example 2017-09-14 17:47:22 -04:00
Jing Wu fe0e5d3267 Added daily example 2017-09-14 17:44:27 -04:00
Jing Wu 55e882011f add BasicTemplateDailyAlgorithm
add BasicTemplateForexAlgorithm
add BasicTemplateFuturesConsolidationAlgorithm
add BasicTemplateFuturesHistoryAlgorithm
add BasicTemplateOptionStrategyAlgorithm
add EmaCrossUniverseSelectionAlgorithm
modify QuantConnect.Algorithm.Python.csproj
2017-09-14 17:30:37 -04:00
andrewhart098 adb575634f Merge pull request #1127 from AlexCatarino/pythonnet-version-bump
Upgrades pythonnet version
2017-09-13 15:24:06 -04:00
AlexCatarino 14e66ad07b Improve python installation guide
Warns users that if python is installed correctly, some procedures can be skipped.
2017-09-13 18:12:33 +01:00
AlexCatarino 1c330415d3 Updates information about python installation
Additional information is needed to help users to be able to run python algorithms with Lean.
2017-09-13 14:50:14 +01:00
AlexCatarino d7f2411fcd Upgrades pythonnet version
In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
2017-09-12 17:33:52 +01:00
Jared Broad 8281911bd0 Revert "Upgrades pythonnet version"
This reverts commit 310e5c4211.
2017-08-22 16:11:54 -04:00
AlexCatarino 310e5c4211 Upgrades pythonnet version
In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
2017-08-21 21:59:59 +01:00
AlexCatarino 2d377b6f09 Adds QuoteBar handling to pandas.DataFrame creation 2017-08-21 13:41:00 +01:00
AlexCatarino b322dec666 Modifies the pandas dataframe created from a history request
History requests should not return a dictionary with a dataframe, but a multi-index dataframe.
It is more common to work with multi-index dataframes rather than multi-column.
2017-08-18 18:23:11 +01:00
Andrew e116709b24 Specify <LangVersion> of 6 in all csproj files 2017-08-07 15:27:26 -04:00
AlexCatarino 1ea28c4d0e Adds RollingWindowAlgorithm example in python
New algorithm shows how to use rolling windows in python.
2017-07-27 17:09:15 +01:00