github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
10,481 Commits 16 Branches 4,269 Tags
9cb2452025f709803d5dca470345813a1ba996d6
Commit Graph

9 Commits

Author SHA1 Message Date
Martin Molinero 4a99eb11c6 Fix regression tests 
- Fix regression tests. Future symbol contains the market which was used
  un the order hash list
 2020-04-28 16:29:16 -03:00
Martin Molinero cfa08a11fb Address reviews 
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
 2019-04-03 21:55:44 -03:00
Martin Molinero 19f1806ddc Address review: readd Framework project 2019-04-03 21:55:43 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms 
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
 2019-04-03 21:54:32 -03:00
Stefano Raggi 399274b29b Fix ScheduledUniverseSelectionModelRegressionAlgorithm.py regression failure 2018-09-28 15:17:38 +02:00
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
AlexCatarino 0bc157a8e7 Removes logging from framework models and algorithms 
Shipped modules should be silent unless error case.
 2018-07-31 19:16:17 +01:00
AlexCatarino e5ed09924b Implements BasicTemplateFuturesFrameworkAlgorithm 
This algorithm shows how to implement a futures strategy in a framework algorithm.
`FutureUniverseSelectionModel` portfolio selection model was implemented to provide a base class to help create other futures universe selection models.
 2018-07-30 22:21:47 +01:00