Commit Graph

150 Commits

Author SHA1 Message Date
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
AlexCatarino 7b743f39a4 Adds comments in algorithms
Adds comments to help users understand the code better
2017-07-27 16:31:41 +01:00
AlexCatarino 46ead54f79 Implements Quandl support for Python
Implements Quandl support for Python.
It was not possible to derive from Quandl in order to select the column. If the data did not have "close", it would thrown an exception since it would look for this work in a dictionary.
It is now possible to select the column.
See example QuandFuturesDataAlgorithm.py
2017-07-27 00:18:08 +01:00
Stefano Raggi 2ef90140c9 Update "Copy to output directory" setting from Always to PreserveNewest
When building the solution, this setting (on a few files) was always triggering almost a full rebuild, even if no files changed.
2017-07-14 00:26:23 +02:00
Stefano Raggi e463ccf088 Upgrade all projects to target .NET Framework 4.5.2
In the advanced build settings, Language version was also upgraded from C# 5.0 to C# 6.0. The minimum Visual Studio version required will now be VS2015.
2017-07-07 22:49:17 +02:00
AlexCatarino d9c7ef0e0b Updates WarmupHistoryAlgorithm.py to show new History oveload 2017-07-06 15:14:25 +01:00
AlexCatarino 3c23759efd Implements History Requests returning pandas.DataFrame
Algorithms written in python can access to new overloads for the QCAlgorithm.History method that returns a dictionary with pandas.DataFrame
2017-07-06 15:09:59 +01:00
AlexCatarino b88cc4a2f1 Updates installation instructions 2017-06-23 13:22:56 +01:00
AlexCatarino 37b22d4693 Updates pythonnet nuget version
In this version, we have just included a dll for macOS
2017-06-23 13:22:24 +01:00