Commit Graph

7 Commits

Author SHA1 Message Date
Martin-Molinero b9d3d99917 Bump pythonNet version 2.0.12 (#6310)
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* Updates after pythonNet rebase

* Bump pythonNet version 2.0.12

* Fix exception types being thrown
2022-05-02 14:38:50 -03:00
Colton Sellers d2d99b1f10 Algorithm Sampling and Statistics Fixes (#5936)
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* Implement scheduled event sampling solution

* Use UTC time, only update daily portfolio value once a day

* For daily resolutions sample chart always

* Cleanup

* Drop resample daily all together

* Force final sample

* Regression updates

* FIx LiveResultHandler to update portfolio and benchmark values outside of sampling event

* Name the daily sampling event

* Address review pt 1

* Drop force and use reference wrapper

* Adjust tests

* Fix warning for Benchmark Timezone Misalignment and also add test

* Fix for daily resolution orders and test adjustments

* Also warn on universe settings with daily resolution

* Update missed regression

* Fix reference wrapper use

* Update regression after rebase

* Add values back in for Daylight Algo

* Have statistics builder skip day 1 performance

* Regression adjustments

* Test adjustments

* Update regression unit test

* Adjust some regressions starts to show performance values

* Add hourly algorithm for beta comparison

* Address missing Python regression changes

* Remove null comment
2021-10-05 19:31:25 -03:00
Marco Grassi e823dfdfb7 fix a typo, and remove all unnecessary semicolumns in Python (#5795)
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2021-07-27 16:05:13 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
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* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
Martin Molinero 4a99eb11c6 Fix regression tests
- Fix regression tests. Future symbol contains the market which was used
  un the order hash list
2020-04-28 16:29:16 -03:00
Martin Molinero 589c8e9c92 Address review
- Add more comments in regression algorithms
2020-03-24 21:01:40 -03:00
Martin Molinero 085da7c352 Fixes for RegisterIndicator
- Fixes for C# RegisterIndicator API methods which were ignoring provided
type of T
- Fixes for Py RegisterIndicator API methods which was not using the
provided 'selector' method
- Adding C# and Py regression algorithm
2020-03-24 16:38:46 -03:00