a39e6a8e28
Revert "Merge pull request #1526 from AlexCatarino/python3"
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This reverts commit 2e523992d0fa48fc23ea
2018-02-14 16:03:12 +01:00
34a271adac
Updates pythonnet
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In this update, we had compiled pythonnet with python 3.6 instead of 2.7 flags
2018-02-13 13:00:50 +00:00
c235dc7ada
Add BasicTemplateCryptoAlgorithm
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Also added both C# and Python versions as regression tests
2018-02-12 17:40:26 +01:00
6827624f83
Adds RegisterIndicator overloads that takes python-defined indicators
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Adds example for this feature
2018-02-07 12:31:18 +00:00
dd14821e75
Enables custom volatility models in python algorithms
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Creates a python wrapper for volatility models created in python algorithms and adds a method to the Security object to set such models.
Adds an algorithm to show how volatility models can be implemented.
2018-01-31 12:17:24 +00:00
86aeeaf727
modified project file
2018-01-25 15:03:18 -05:00
29e62968c9
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
9459f47cba
Updates pythonnet
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In this update, methods overloads with decimal parameters accept python float.
- Fixes FractionalQuantityRegressionAlgorithm:
With the pythonnet update we can pass a python float where a decimal is required.
2017-12-29 17:25:48 +00:00
c912c0d190
Updates pythonnet
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In this update, we fixed type correspondence from C# Decimal to python decimal that caused wrong method overload binding.
2017-12-18 10:57:26 +00:00
74bb93b8bf
Adds python version of BasicTemplateFrameworkAlgorithm ( #1334 )
2017-12-08 10:07:54 -05:00
e5fdc44d3e
Adds python version of HistoryAlgorithm
2017-11-01 12:51:44 +00:00
b6bccfccc9
Add FinancialAdvisorDemoAlgorithm for Python
2017-10-26 18:15:09 +02:00
b032a91a71
Adds UniverseSelectionDefinitionsAlgorithm for python
2017-10-24 19:07:40 +01:00
b8c7bed5f9
Merge pull request #1194 from jingwu74/master
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add HourReverseSplitRegressionAlgorithm
2017-10-12 18:44:11 -04:00
b78897c6cf
Merge pull request #1198 from AlexCatarino/setsecinit-py
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Implements SetSecurityInitializer for Python algorithms
2017-10-12 16:33:17 -04:00
9536123160
Updates pythonnet
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In this update, we have changed our version of pythonnet to give precedence to methods that include a PyObject parameter.
2017-10-12 16:41:50 +01:00
ebb8f499f3
Adds CustomSecurityInitializerAlgortihm for python
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This algorithm serves as an example for the SetSecurityInilializer for python feature
The date range for the C# version is changed to match existing data
2017-10-11 10:38:18 +01:00
f5486fcb6e
add HourReverseSplitRegressionAlgorithm
2017-10-09 11:54:43 -04:00
b43a398ec2
add project file
2017-10-06 18:45:35 -04:00
9211b67286
Adds python algorithms for regression tests
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CoarseFineFundamentalRegressionAlgorithm
CoarseFundamentalTop5Algorithm
DropboxUniverseSelectionAlgorithm
FractionalQuantityRegressionAlgorithm
2017-10-06 13:32:35 +01:00
1346acf0cf
Adds support for FilteredIdentity indicator for python
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Also adds FilteredIdentityAlgorithm as a working example.
2017-10-05 12:12:45 +01:00
8bc187f38e
Merge pull request #1171 from AlexCatarino/pythonnet-update
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Updates pythonnet nuget version
2017-10-03 17:07:06 -04:00
b4313ad740
Implements SetBrokerageModel for python algorithms
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Adds BrokerageModelAlgorithm to showcase the implementation
2017-10-03 00:17:34 +01:00
099e871afd
Updates pythonnet nuget version
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In this new nuget package, we have included two versions Python.Runtime.dll for macOS
We also add the instructions to compile pythonnet for different operational systems
2017-09-29 17:59:38 +01:00
9998e65df9
Adds support for custom models for python
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Adds support for fee, fill and slippage custom modelling.
Adds CustomModelsAlgorithm to showcase the new feature
Modifies C# version of CustomModelsAlgorithm to match existing data in github
2017-09-28 16:47:58 +01:00
b03c9daa6f
Improves Custom Universe Selection
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Covers the case where the Symbol of a custom data source is important.
Adds CustomDataUniverseAlgorithm python algorithm as an working example
2017-09-27 00:33:19 +01:00
a082f930fa
Adds support for Custom Universe Selection
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Includes DropboxBaseDataUniverseSelectionAlgorithm python algorithm as an working example
2017-09-27 00:33:19 +01:00
5066ed237e
modify project file for adding new algorithms
2017-09-26 18:09:53 -04:00
5ecc1820e7
modified python project file
2017-09-26 10:10:55 -04:00
6624e18f08
Fixes OnMarginCall for python algorithms
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Due to pythonnet limitations, the list of SubmitOrderRequest could not be modified by OnMarginCall event handler. We now get a new list from that method and update the list in the wrapper.
2017-09-22 20:50:49 +01:00
98d77fab45
Merge pull request #1148 from AlexCatarino/py-useruniverse
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Adds support for user-defined universe selection for python
2017-09-21 07:30:09 -04:00
28ded59c42
modified project file for adding new algorithm
2017-09-20 18:46:15 -04:00
e35ba389d9
Adds support for user-defined universe selection for python
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Adds UserDefinedUniverseAlgorithm python script to show how to use user-defined universe selection for python.
2017-09-20 22:45:51 +01:00
b19a287cea
modified project file for adding new python algorithm
2017-09-19 18:35:41 -04:00
adf1d2a5cf
modified project file for adding new python algorithms
2017-09-19 18:17:18 -04:00
82eab2cdce
modified project file for adding new algorithm
2017-09-15 18:14:44 -04:00
f1a8b29e95
modified python project file for adding new algorithm
2017-09-14 17:55:46 -04:00
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
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
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
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
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
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
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
Stefano Raggi