adf1d2a5cf
modified project file for adding new python algorithms
2017-09-19 18:17:18 -04:00
7c03adc992
added RegressionChannelAlgorithm(Python)
2017-09-19 18:15:54 -04:00
005b65593f
added FuturesMomentumAlgorithm(Python)
2017-09-19 18:14:15 -04:00
cb41834b1a
added DailyFxAlgorithm(Python)
2017-09-19 18:13:02 -04:00
66b7974e56
modifid Log problem
2017-09-18 10:42:52 -04:00
82eab2cdce
modified project file for adding new algorithm
2017-09-15 18:14:44 -04:00
8a0f7cc966
added weekly universe selection algorithm
2017-09-15 18:13:37 -04:00
1c0793e649
added options history algorithm
2017-09-15 18:11:09 -04:00
3a08b4f4ae
added options filter universe algorithm
2017-09-15 18:10:45 -04:00
6ec318439a
added option trade algorithm
2017-09-15 18:09:54 -04:00
4bc154ff2f
fixed typo in forex algorithm
2017-09-15 00:28:46 -04:00
e12625745b
add licence
2017-09-14 18:49:51 -04:00
f1a8b29e95
modified python project file for adding new algorithm
2017-09-14 17:55:46 -04:00
a7e5a6b026
added ema cross universe slection algorithm
2017-09-14 17:52:01 -04:00
ec27cbcb1e
added options strategy algorithm
2017-09-14 17:51:11 -04:00
d89f376d56
added future history algorithm
2017-09-14 17:50:17 -04:00
ee088e0935
added basic Futures Consolidation algorithm
2017-09-14 17:48:42 -04:00
f0d2af89a1
Added basic forex example
2017-09-14 17:47:22 -04:00
fe0e5d3267
Added daily example
2017-09-14 17:44:27 -04:00
55e882011f
add BasicTemplateDailyAlgorithm
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add BasicTemplateForexAlgorithm
add BasicTemplateFuturesConsolidationAlgorithm
add BasicTemplateFuturesHistoryAlgorithm
add BasicTemplateOptionStrategyAlgorithm
add EmaCrossUniverseSelectionAlgorithm
modify QuantConnect.Algorithm.Python.csproj
2017-09-14 17:30:37 -04:00
adb575634f
Merge pull request #1127 from AlexCatarino/pythonnet-version-bump
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Upgrades pythonnet version
2017-09-13 15:24:06 -04:00
14e66ad07b
Improve python installation guide
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Warns users that if python is installed correctly, some procedures can be skipped.
2017-09-13 18:12:33 +01:00
1c330415d3
Updates information about python installation
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Additional information is needed to help users to be able to run python algorithms with Lean.
2017-09-13 14:50:14 +01:00
d7f2411fcd
Upgrades pythonnet version
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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
8281911bd0
Revert "Upgrades pythonnet version"
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This reverts commit 310e5c4211
2017-08-22 16:11:54 -04:00
310e5c4211
Upgrades pythonnet version
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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
2d377b6f09
Adds QuoteBar handling to pandas.DataFrame creation
2017-08-21 13:41:00 +01:00
b322dec666
Modifies the pandas dataframe created from a history request
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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
e116709b24
Specify <LangVersion> of 6 in all csproj files
2017-08-07 15:27:26 -04:00
1ea28c4d0e
Adds RollingWindowAlgorithm example in python
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New algorithm shows how to use rolling windows in python.
2017-07-27 17:09:15 +01:00
7b743f39a4
Adds comments in algorithms
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Adds comments to help users understand the code better
2017-07-27 16:31:41 +01:00
46ead54f79
Implements Quandl support for Python
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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
2ef90140c9
Update "Copy to output directory" setting from Always to PreserveNewest
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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
e463ccf088
Upgrade all projects to target .NET Framework 4.5.2
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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
d9c7ef0e0b
Updates WarmupHistoryAlgorithm.py to show new History oveload
2017-07-06 15:14:25 +01:00
3c23759efd
Implements History Requests returning pandas.DataFrame
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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
b88cc4a2f1
Updates installation instructions
2017-06-23 13:22:56 +01:00
37b22d4693
Updates pythonnet nuget version
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In this version, we have just included a dll for macOS
2017-06-23 13:22:24 +01:00
6242706342
Modifies python example algorithms to show implicit convertion benefits
2017-06-15 18:40:34 +01:00
6ca9d7cf14
Updates pythonnet package
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This update implemented implicit conversion.
From now on, python algorithms will be able to use string object instead of Symbol object when a method overload requires Symbol.
2017-06-15 18:32:29 +01:00
919e0225aa
Removes Impromptu.ActLike call at the python wrapper
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Calling Impromptu.ActLike<IAlgorithm> to make the python object acts like a IAlgorithm caused multiple AlgorithmPythonWrapper objects running in parallel to hold the same python object. That call was removed and instead we access the python object directly.
- Removes AlgorithmPythonUtil.py and add its code directly in AlgorithmPythonWrapper.cs
- Clean up: removes all references to IronPython and ImpromptuInterface
2017-06-02 17:54:54 +01:00
50e8043038
Updates Algorithm.Python readme
2017-06-02 10:45:45 +01:00
799fbde198
Adds tests for keras and tensorflow
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Updates PythonPackageTestAlgorithm to include tests for keras an tensorflow packages
Fix bugs in two algorithms due to pythonnet update.
2017-06-02 10:45:45 +01:00
77d1b537ee
Charting support for python
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Adds overloads to Plot and PlotIndicator to handle calls from python.
Adds CustomChartingAlgorithm and changes MACDTrendAlgorithm to showcase the feature
2017-06-02 10:45:45 +01:00
f6aa31643c
Updates pythonnet package
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This new pythonnet package makes available the latest version from pythonnet master branch and includes modifications to enable charting in Lean for python.
The dockerfile to create images for the cloud is updated to reflect the package update and adds keras and tensorflow
2017-06-02 10:45:45 +01:00
7bb331dfad
Updates Futures and Options template python algorithms
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Updates BasicTemplateFuturesAlgorithm.py andBasicTemplateOptionsAlgorithm.py to use python datetime/timedelta instead of C# DateTime/TimeSpan.
2017-05-26 01:17:35 +01:00
4eb80e78e9
Upgrades pythonnet to version 1.0.2.1
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Previous version was not matching methods with nullables accordingly
2017-05-26 01:16:54 +01:00
18d83fb8ec
Updates python framework to support python datetime
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Updates nuget package to support conversion from C# DateTime to python datetime.
Updates algorithms to reflect this change.
2017-05-23 13:40:26 +01:00
38b550509c
Updates python packages whitelist
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Adds arch
2017-05-20 00:24:04 +01:00
24192940a2
Updates python packages whitelist
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Adds copulalib, theano and xgboost
2017-05-18 15:45:31 +01:00
Jing Wu