* Remove python stubs directory
- Removing python stubs directory since after https://github.com/QuantConnect/Lean/pull/4899
it was been replaced by a python package `quantconnect-stubs`.
- Reverting IDE settings using the stubs folder PR https://github.com/QuantConnect/Lean/pull/4657
* Revert "Adds Python stubs location definition for PyCharm and Visual Studio Code (#4657)"
This reverts commit aded66ec5b.
* Address self-review: Provide list of imports and refactor python readme
Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Delete QuiverHouseDataDownloader.cs
* Delete QuiverSenateDataDownloader.cs
* Delete QuiverPoliticalBetaDataDownloader.cs
* Add files via upload
* Delete QuiverHouse.cs
* Delete QuiverSenate.cs
* Delete QuiverPoliticalBeta.cs
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Add files via upload
* Delete QuiverDataAlgorithm.cs
* Add files via upload
* Add files via upload
* Add files via upload
* Addresses self review: Cleans up code and adds new unit tests
* Adds Quiver* C# files to project
* Adds new unit test for QuiverCongress
* Adds Python algorithm example
* Address self reviews
- Adding some missing xml docs
- Removing unrequired imports.
- Minor rename from Date to ReportDate
- Live trading will throw InvalidOperationException
* Fixes for example algorithms
Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* Adds CustomBuyingPowerModelAlgorithm
This algorithms is an example on how to implement a custom buying power model.
In this particular case, it shows how to override `HasSufficientBuyingPowerForOrder` in order to place orders without sufficient buying power according to the default model.
* Upgrades CustomModelsAlgorithm to Include CustomBuyingPowerModel
The custom buying power model overrides `HasSufficientBuyingPowerForOrderResult` but it doesn't change the trades and, consequently, the regression statistics.
* OptionChain and OptionContract improvements
- QCAlgorithm.AddUniverse will return the added Universe instance.
- Adding new OptionChainedUniverseSelectionModel will monitor a Universe changes
and will spwan new OptionChainUniverse from it's selections. Adding
regression test Py/C#.
- Adding new OptionContractUniverse that will own option contracts and
their underlying symbol. Adding regression test
- Fix double notification for security changes, bug seen in updated
UniverseSelectionRegressionAlgorithm
- Remove UniverseSelection special handling for Option and Future chains
- Fix DataManager not removing SubscriptionDataConfigs for Subscriptions
which finished before being removed from the universe
- Refactor detection of user added Universe so that they do not get
removed after calling the UniverseSelectionModel
* Add check for option underlying price is set
* Address reviews
- Adding python regression algorithm for
`AddOptionContractFromUniverseRegressionAlgorithm`
and `AddOptionContractExpiresRegressionAlgorithm`
- Rename QCAlgorithm new api method to `AddChainedOptionUniverse`
* Fix universe refresh bug
- Fix bug where a universe selection refresh would cause option or
future chain universes from being removed. Adding regression algorithm
reproducing the issue.
* Rename new option universe Algorithm API method
- Rename new option universe Algorith API method from
AddChainedOptionUniverse to AddUniverseOptions
- Rebase and update regression test order hash because of
option expiration message changed
* Oanda default forex Market
- Use Oanda as default forex Market since it has more pairs.
- Remove FXCM data add Oanda equivalente data.
- Update unit and regression tests
* Address reviews
- Revert FXCM data removal
- Remove unrequired commented code
* Fix rebase
- Fix Slice.Get OpenInterest type. Adding unit test
- Fix for SecurityCache that wasn't storing OpenInterest types
- Updateing regression tests to covere these usages
* Support List and OptionFilterUniverse for Py filter
* Regression algorithm for testing
* Unit Tests
* Fix for process
* Tighten filters to reduce load on automated testing
* Address review v2
* DataConsolidator Wrapper for Python Consolidators
* Regression Unit Test
* Refactor Regression test
* Bad test fix
* pre review
* self review
* Add RegisterIndicator for Python Consolidator
* Python base class for consolidators
* Modify regression algo to register indicator
* unit test - attach event
* Test fix
* Fix test python imports
* Add license header file and null check
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
- Adding an example algorithm of a custom universe selection using
coarse data and adding tiingo news. If conditions are met will add the
underlying and trade it
- Adding required UniversePythonWrapper
This example shows how to create an EMA cross algorithm for a futures' front contract. Once the contract is added, the indicators are registered to a new consolidator and warmed up with historical data. When a contract is removed, the consolidator is removed and the indicators are reseted. We don't need to liquidate it, because it's liquidated automatically since it has expired.
- Do not reuse parameter variables `start` and `end`. Create new variables with meaningful names and rename them to `startUtc` and `endUtc`.
- Use `EachTradeableDayInTimeZone` to calculate `tradableDates`.
- Adds another test/assertion in the regression algorithms to ensure tests in the scheduled event were performed.
The tradable days of the history request should respect the data time zone since the data source files also do.
Upgrade `BasicTemplateFuturesHistoryAlgorithm` to a regression algorithm and add a schedule event to test history requests every hour.
- AlgorithmPythonWrapper will directly call base OnFrameworkData()
implementation skipping going through python and it's overhead
- Small performance improvement for adding Tick data points into a Ticks
collection
- For python always wrap slice with PythonSlice, so that slice.Get()
works even when no custom data is present, adding test.
This basic algorithm implements a `CustomPartialFillModel` class that chnages the behavior of the `FillModel.MarketFill` to simulate partially fill orders.
- Slice dynamic data accessors will ignore QuoteBars and
Ticks TickType.QuoteBars for equities. This is to make slice dynamic
accessors deterministic and avoid breaking backwards compatibility when
adding QuoteBars for equities.
Martin-Molinero