LastFillTime is updated on each partial/fill order event
LastUpdateTime is updated on each submitted order event w/ update count > 0
CancelTime is updated on canceled order events
Also fixes bug in regression algorithm where it used Time instead of UtcTime
for creating the SubmitOrderRequest object.
- Adds log to display the python version the algorithm is using.
- Fixes python algorithms that were failing because of small subtleties
like leading zeroes.
- Updates pythonnet with a version compiled with python 3.6 flags
- Changes in DockerfileFoundation: we now use miniconda to manage the python
environment.
- Took the opportunity to add NTLK (#1349), Tensorforce (#1369) and
PyTorch/Pyro (#1385).
- Changes readme in Algorithm.Python to show steps to install miniconda
CustomCharting: did not initialize self.lastprice
QuandFuturesData: algorithm file name and class didn't match
UpdateOrderRegression: did not cast quantity (int) to decimal
UserDefinedUniverse: selector function returns C# List
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
Michael Handschuh