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46 Commits

Author SHA1 Message Date
AlexCatarino 9df78393cc Adds ScheduledEventsAlgorithm.py 
Adds Python version of ScheduledEventsAlgorithm
 2016-03-23 21:46:29 -03:00
AlexCatarino 6b6d8daecf Adds MACDTrendAlgorithm.py 
Adds Python version of MACDTrendAlgorithm
 2016-03-22 22:54:40 -03:00
Michael 6195aa199d Merge pull request #346 from AlexCatarino/py_orderticketdemo 
Adds OrderTicketDemoAlgorithm.py
 2016-03-22 11:18:29 -04:00
Michael Handschuh 7ace5745ce Merge branch 'py_universeselectiondefinitions' of https://github.com/AlexCatarino/Lean into AlexCatarino-py_universeselectiondefinitions 
Conflicts:
	Algorithm.Python/QuantConnect.Algorithm.Python.csproj
 2016-03-22 10:49:02 -04:00
AlexCatarino 3426bd9ffd Adds OrderTicketDemoAlgorithm.py 
Adds Python version of OrderTicketDemoAlgorithm
 2016-03-22 11:38:41 -03:00
Jared 705d2cebfa Merge pull request #337 from AlexCatarino/py_userdefineduniverse 
Adds UserDefinedUniverseAlgorithm.py
 2016-03-21 10:05:44 -04:00
Jared b1761196d2 Merge pull request #342 from AlexCatarino/py_marketonopenonclose 
Adds MarketOnOpenOnCloseAlgorithm.py
 2016-03-21 10:04:43 -04:00
Jared 700e984741 Merge pull request #338 from AlexCatarino/py_coarsefundamentaltop5 
Adds CoarseFundamentalTop5Algorithm.py
 2016-03-21 10:01:32 -04:00
AlexCatarino edb8361da1 Adds MarketOnOpenOnCloseAlgorithm.py 
Adds Python version of MarketOnOpenOnCloseAlgorithm
 2016-03-20 23:09:23 -03:00
AlexCatarino 4f08afa353 Adds CoarseFundamentalTop5Algorithm.py 
Add Python version of CoarseFundamentalTop5Algorithm
 2016-03-18 12:55:20 -03:00
AlexCatarino 7f1ece096d Adds UserDefinedUniverseAlgorithm.py 
Add Python version of UserDefinedUniverseAlgorithm
 2016-03-17 23:11:57 -03:00
AlexCatarino c5c9bba74e Adds UniverseSelectionDefinitionsAlgorithm.py 
Add Python version of UniverseSelectionDefinitionsAlgorithm
 2016-03-17 22:47:27 -03:00
AlexCatarino 1488265100 Adds BasicTemplateFillForwardAlgorithm.py 
Add Python version of BasicTemplateFillForwardAlgorithm
 2016-03-17 22:22:42 -03:00
AlexCatarino 60863d2f8f Adds DropboxUniverseSelectionAlgorithm.py 
Add Python version of DropboxUniverseSelectionAlgorithm
 2016-03-16 17:31:09 -03:00
Jared 487b38a219 Merge pull request #328 from AlexCatarino/py_daily 
Adds DailyAlgorithm.py
 2016-03-15 17:07:48 -04:00
AlexCatarino fd420a5184 Adds UniverseSelectionRegressionAlgorithm.py 
Add Python version of UniverseSelectionRegressionAlgorithm
 2016-03-15 16:31:34 -03:00
AlexCatarino 000ca5916f Adds DailyAlgorithm.py 
Add Python version of DailyAlgorithm
 2016-03-14 13:30:33 -03:00
AlexCatarino 5b91a14685 Adds ParameterizedAlgorithm.py 
Add Python version of ParameterizedAlgorithm
 2016-03-13 18:31:20 -03:00
Michael 45e6ac5009 Merge pull request #319 from AlexCatarino/py_limitfillregression 
Adds LimitFillRegressionAlgorithm.py
 2016-03-11 10:28:08 -05:00
Michael e5f5d459d5 Merge pull request #320 from AlexCatarino/py_regression 
Adds RegressionAlgorithm.py
 2016-03-11 10:26:07 -05:00
AlexCatarino 702460f53c Adds RegressionAlgorithm.py 
Adds Python version of RegressionAlgorithm
 2016-03-10 19:01:39 -03:00
AlexCatarino a982fa73b1 Adds LimitFillRegressionAlgorithm.py 
Add Python version of LimitFillRegressionAlgorithm
 2016-03-10 17:55:38 -03:00
AlexCatarino 3b2cd9a7c7 Adds UpdateOrderRegressionAlgorithm.py 
Adds Python version of UpdateOrderRegressionAlgorithm
 2016-03-10 17:55:13 -03:00
AlexCatarino 518beb8fbd Scripts includes all python script files in the DLL 
We may need use classes and methods that are stored in other files in the directory (like we do in the C# Algorithms project)
Also, we need all Python Algorithms in the correspondent DLL to run unit tests of all the algorithms in a row
The dll is now copied to the Tests project
 2016-02-22 22:54:23 -03:00
AlexCatarino 9a6d9b3a0a Add CustomBrokerageErrorHandlerAlgorithm.py 
Add Python version of CustomBrokerageErrorHandlerAlgorithm
 2016-02-16 14:52:56 -02:00
AlexCatarino 22567769b8 Merge with master 2016-02-16 14:30:39 -02:00
AlexCatarino cc7172552c Adds MovingAverageCrossAlgorithm.py 
Adds Python version of MovingAverageCrossAlgorithm
Plot objects were not included.
 2016-02-16 14:19:53 -02:00
AlexCatarino a3ddbb8a55 Python algos in a file with the algo name like C# 
build.bat (batch.sh in Linux) includes the code inside the file with the desired algorithm (set in config.json by "algorithm-type-name") in the python DLL (QuantConnect.Algorithm.Python.dll) via IronPython.
In the AlgorithmFactory,  Loader.TryCreatePythonAlgorithm imports the module with the algorithm name instead of "main".

Closes #289
 2016-02-15 17:21:18 -05:00
AlexCatarino 5b292af7d2 Adds CustomBenchmarkAlgorithm.py 
Adds Python version of CustomBenchmarkAlgorithm
 2016-02-13 15:01:01 -02:00
AlexCatarino 3673373ad9 Add AddRemoveSecurityRegressionAlgorithm.py 
Add Python version of AddRemoveSecurityRegressionAlgorithm
 2016-02-13 14:33:05 -02:00
AlexCatarino 0af069d541 Python algos in a file with the algo name like C# 
build.bat (batch.sh in Linux) includes the code inside the file with the desired algorithm (set in config.json by "algorithm-type-name") in the python DLL (QuantConnect.Algorithm.Python.dll) via IronPython.
In the AlgorithmFactory,  Loader.TryCreatePythonAlgorithm imports the module with the algorithm name instead of "main".
 2016-02-13 10:52:44 -02:00
AlexCatarino a12e70c837 Update build.sh 
In order to account that since 30 Nov 2015 Lean executable is Lean.Launcher.exe QuantConnect.Algorithm.Python.dll must be copied into Lean.Launcher project.
 2016-02-12 18:29:33 -02:00
AlexCatarino 7c5cd209ce Adds documentation in main.py. 
Removing `clr.AddReference(QuantConnect.Interfaces)` fixes issue #279 on Windows.
 2016-02-12 11:07:53 -05:00
AlexCatarino f1482d18c4 Update build.bat to account that since 30 Nov 2015 Lean executable is Lean.Launcher.exe 
QuantConnect.Algorithm.Python.dll must be copied into Lean.Launcher project.

Closes #286
 2016-02-12 11:07:38 -05:00
Michael Handschuh 40d47d5523 Set c# language version to 5.0 2016-01-29 17:41:20 -05:00
snugs 7eebece04d Fixes build on Java/Python projects 
These projects still need to be explicitly built, that is, they're not built
via Debug or Release build configurations by default.
 2015-11-12 13:55:45 -05:00
snugs 5d4aadbb9c Removes QuantConnect.Interfaces 
This project was collapsed into QuantConnect.csproj.
This will allow code in the common project to use the interfaces abstractions
 2015-11-04 13:18:59 -05:00
David Hsieh 78e12d7fe7 Initial implementation of OandaBrokerage 2015-10-23 15:06:46 -04:00
Jared bde800b5bf Update readme.md 2015-09-26 21:24:10 -04:00
Jared b1f3e4da5a Update readme.md 2015-09-26 20:14:04 -04:00
snugs e1938baafe Clean up using directives 2015-09-01 22:17:35 -04:00
QuantConnect 81f67ea281 Python bug fixes. Added ref to std lib 2015-07-13 20:43:15 -04:00
QuantConnect a22b643443 Committing missing build script for linux-python algorithms 2015-07-05 21:50:15 -04:00
QuantConnect 98dc0e37b7 Build script and language config for Iron python based algorithms 2015-07-05 21:00:01 -04:00
QuantConnect 26e8cf4a21 Rework liquidity provider & country code to generic Market class, commented out python buggy code 2015-06-18 20:18:51 -04:00
QuantConnect a55775a735 Added python template project for python language interop support 2015-06-18 17:46:50 -04:00