Commit Graph

10 Commits

Author SHA1 Message Date
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 1156705916 Changes python algos to use Update(DateTime, decimal) method 2017-10-13 19:10:38 +01:00
Jared Broad dc27c4e3d6 Added tags to python algorithms 2017-09-21 08:27:41 -04:00
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
AlexCatarino d9c7ef0e0b Updates WarmupHistoryAlgorithm.py to show new History oveload 2017-07-06 15:14:25 +01:00
AlexCatarino 6242706342 Modifies python example algorithms to show implicit convertion benefits 2017-06-15 18:40:34 +01:00
Alexandre Catarino 58f0caf647 Updates example algorithms written in Python (#889)
Some python algorithms suffered corrections to run under the new python framework (pythonnet).
Others were deleted because some features will be supported in futures implementations.

Adds a method in AlgorithmPythonUtil to transform C# DateTime into Python datetime
2017-05-04 13:02:25 -04:00
AlexCatarino 5fde773835 Adds WarmupHistoryAlgorithm.py
Adds Python version of WarmupHistoryAlgorithm
2016-03-27 18:55:26 -03:00