6 Commits

Author	SHA1	Message	Date
Louis Szeto	020cf013df	Fix bug/syntax in python examples (#8658) ... * CustomDataRegressionAlgorithm * DescendingCustomDataObjectStoreRegressionAlgorithm * CustomDataPropertiesRegressionAlgorithm * DateTime -> should be datetime * KerasNeuralNetworkAlgorithm * OptionIndicatorsMirrorContractsRegressionAlgorithm * BybitCustomDataCryptoRegressionAlgorithm * DropboxBaseDataUniverseSelectionAlgorithm * UserDefinedUniverseAlgorithm * CompleteOrderTagUpdateAlgorithm * BasicTemplateOptionEquityStrategyAlgorithm hint * ETFConstituentUniverseFrameworkRegressionAlgorithm * FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm * SecurityDynamicPropertyPythonClassAlgorithm * hint * hinting * CallbackCommandRegressionAlgorithm * CustomWarmUpPeriodIndicatorAlgorithm * CrunchDAOSignalExportDemonstrationAlgorithm * ExpiryHelperAlphaModelFrameworkAlgorithm * ClassicRenkoConsolidatorAlgorithm * SmaCrossUniverseSelectionAlgorithm * PEP8 Fix: Assigning to a Method * SliceGetByTypeRegressionAlgorithm * MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm * MarketOnCloseOrderBufferRegressionAlgorithm * CustomIndicatorAlgorithm * ScheduledQueuingAlgorithm * ComboOrdersFillModelAlgorithm * CustomIndicatorWithExtensionAlgorithm * IndicatorWithRenkoBarsRegressionAlgorithm * CoarseFineOptionUniverseChainRegressionAlgorithm * NumeraiSignalExportDemonstrationAlgorithm * DropboxUniverseSelectionAlgorithm * WeeklyUniverseSelectionRegressionAlgorithm * AutoRegressiveIntegratedMovingAverageRegressionAlgorithm * DropboxBaseDataUniverseSelectionAlgorithm * IronCondorStrategyAlgorithm * LongAndShortButterflyPutStrategiesAlgorithm * FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm * LongAndShortCallCalendarSpreadStrategiesAlgorithm * KerasNeuralNetworkAlgorithm * LongAndShortPutCalendarSpreadStrategiesAlgorithm * OptionPriceModelForOptionStylesBaseRegressionAlgorithm * TensorFlowNeuralNetworkAlgorithm * MarketOnCloseOrderBufferRegressionAlgorithm * MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm * typing * ComboOrderTicketDemoAlgorithm * PytorchNeuralNetworkAlgorithm * MultipleSymbolConsolidationAlgorithm * fixes * revert getattr mypy syntax * address peer review * Addresses Peer-Review --------- Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>	2025-04-14 09:43:03 -03:00
Alexandre Catarino	1cb0405517	Adds Custom Signal Export Example (#8674) ... * Adds example of custom signal exports. - SignalExportManager send signals automatically after 5 seconds. - Missing example and Python support. * Updates Examples to Disable Automatic Export * Addresses Peer-Review	2025-04-09 10:14:21 -03:00
Louis Szeto	979bd9baef	pep8 conversion of python algos #11 (#7952) ... * pep8 conversion * Minor tweak --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>	2024-04-19 12:54:50 -03:00
Derek Melchin	17639c399d	Update Numerai Demo Algorithms (#7233) ... * Update Numerai Demo Algorithm * Remove Numerai demo algorithms that use portfolio state * Address review	2023-05-03 20:16:34 -03:00
Louis Szeto	991ac4595f	Improves Export Signal Algorithms (#7210) ... * Update Collective2PortfolioSignalExportDemonstrationAlgorithm * Update Collective2SignalExportDemonstrationAlgorithm * Update CrunchDAOPortfolioSignalExportDemonstrationAlgorithm * Update CrunchDAOSignalExportDemonstrationAlgorithm * Update NumeraiPortfolioSignalExportDemonstrationAlgorithm * Update NumeraiSignalExportDemonstrationAlgorithm * Address peer review * Add logic to handle warm up * Update unit test statistics	2023-05-01 12:14:54 -03:00
Ricardo Andrés Marino Rojas	9e51f10b77	Add Feature Signal Exports feature (#7145) ... * Add Collective2SignalExportClass Add SignalExportTarget interface * Collective2SignalExport test working Add SignalExportManager Add draft of CrunchDAOSignalExport * Modify SignalExportManager Instantiate SignalExportManager in QCAlgorithm constructor Draft of CrunchDAOSignalExport * Improve SignalExportManager - Add regression tests SignalExportDemonstrationAlgorithm in C# and Python * Improve SignalExportDemonstrationAlgorithm Address requested changes in Collective2SignalExport, SignalExportManger and SignalExportTargetTests.cs * Add CrunchDAOSignalExport.cs Add CrunchDAOSignalExport unit tests in SignalExportTargetTests.cs * Add NumeraiSignalExport.cs Modify SignalExportDemonstrationAlgorithm.cs to test NumeraiSignalExport Add unit test in SignalExportTargetTests to test NumeraiSignalExport * Address required changes - Add BaseSignalExport.cs - Add SignalExportParameters.cs - Add PortfolioSignalExportDemonstrationAlgorithm.cs/py - Improve Error handling in SignalExport provider classes - Collective2SignalExport now gets the correct number of shares for each holding - SignalExportManager now computes the correct holding percentage of each portfolio target - SignalExportManager now takes into account if the algorithm is in live mode - Demonstration algorithms now are more simple * Address last required changes - PortfolioSignalExportDemonstrationAlgorithm.cs/py now inherits from SignalExportDemonstrationAlgorithm.cs/py - Add more unit tests to assert SignalExportManager gets the correct percentage quantity for each holding - Change Collective2SignalExport, CrunchDAOSignalExport and NumeraiSignalExport Send() method to return true if there was no error while sending the signals and false otherwise - Nit changes * Remove exceptions thrown - Add more unit tests and more test cases - Enhance BaseSignalExport.Dispose() method * Add Collective2SignalExportClass Add SignalExportTarget interface * Collective2SignalExport test working Add SignalExportManager Add draft of CrunchDAOSignalExport * Modify SignalExportManager Instantiate SignalExportManager in QCAlgorithm constructor Draft of CrunchDAOSignalExport * Improve SignalExportManager - Add regression tests SignalExportDemonstrationAlgorithm in C# and Python * Improve SignalExportDemonstrationAlgorithm Address requested changes in Collective2SignalExport, SignalExportManger and SignalExportTargetTests.cs * Add CrunchDAOSignalExport.cs Add CrunchDAOSignalExport unit tests in SignalExportTargetTests.cs * Add NumeraiSignalExport.cs Modify SignalExportDemonstrationAlgorithm.cs to test NumeraiSignalExport Add unit test in SignalExportTargetTests to test NumeraiSignalExport * Address required changes - Add BaseSignalExport.cs - Add SignalExportParameters.cs - Add PortfolioSignalExportDemonstrationAlgorithm.cs/py - Improve Error handling in SignalExport provider classes - Collective2SignalExport now gets the correct number of shares for each holding - SignalExportManager now computes the correct holding percentage of each portfolio target - SignalExportManager now takes into account if the algorithm is in live mode - Demonstration algorithms now are more simple * Address last required changes - PortfolioSignalExportDemonstrationAlgorithm.cs/py now inherits from SignalExportDemonstrationAlgorithm.cs/py - Add more unit tests to assert SignalExportManager gets the correct percentage quantity for each holding - Change Collective2SignalExport, CrunchDAOSignalExport and NumeraiSignalExport Send() method to return true if there was no error while sending the signals and false otherwise - Nit changes * Remove exceptions thrown - Add more unit tests and more test cases - Enhance BaseSignalExport.Dispose() method * Fix failing regression tests * Fix failing unit tests * Nit changes * Nit change * Nit change * Fix failing unit tests * Changes required - Break regression algos `SignalExportDemonstrationAlgorithm.cs/py` nad `PortfolioSignalExportDemonstrationAlgorithm.cs/`y` into three ones, one for each signal export provider - Change SignalExportManager constructor to receive current algorithm as a parameter - Fix bug in `SignalExportManager.GetPortfolioTargets()`, now it computes the correct percentage for each holding - Make `BaseSignalExport.DefaultAllowedSecurityTypes` overrdible - Handle case were `Collective2SignalExport.ConvertPercentageToQuantity()` returns null - Clean unnecessary code in `Collective2SignalExport()`, `CrunchDAOSignalExport()` and `NumeraiSignalExport()` * Nit change * Nit change * Minor tweaks after review * Remove indexes from signal exports * Required changes - Change EMA indicators period from 200, 300 to 10,100 in regression algorithms - Remove Indices from regression algorithms - Add more XML documentation to regression algorithms - Change `Log.Error` to `_algorithm.Error` in Signal export providers. Besides, fix error message format - Change default value for `platformId` parameter in `Collective2SignalExport.cs` constructor - Solve small bugs in SignalExportProvider when verificating the amount of porfolio targets is greater than zero and each portfolio target is allowed - Handle case when `PortfolioTarget.Percent()` returns null in `Collective2SignalExport.ConvertPercentageToQuantity()` - Handle error format message from Collective2 API - Check every ticker signal is between 0 and 1 (inclusive) in `CrunchDAOSignalExport.cs` - Modifiy `NumeraiSignalExport.cs` constructor to take into account filename given in the arguments - Fix small bug with the return value of `ConvertTargetsToNumerai()` method in `NumeraiSignalExport.cs` - Modify `SignalExportManager.cs` to return true when the algorithm being ran is not in live mode - Remove indices from CrunchDAO unit tests * Enhance ´CrunchDAOSignalExport.cs´ implementation --------- Co-authored-by: Martin-Molinero <martin@quantconnect.com>	2023-04-11 17:45:07 -03:00