Commit Graph

6 Commits

Author SHA1 Message Date
Michael Handschuh fdc866fda0 Reverting 'Merge pull request #2483 python-history-provider'
We didn't experience the expected performance improvements. Locally under
unit test there was aboout an order of magnitude throughput increase, but
when run against the history benchmark, this new approach was 60% slower.
We're reverting this for now to perform further analysis and better
understand the performance profiling of the python history stack.
2018-09-18 18:37:23 -04:00
AlexCatarino 3e4a71cd50 Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms 2018-09-17 19:05:48 +01:00
Stefano Raggi 16f856031c Update start date for OptionSplitRegressionAlgorithm 2018-07-24 18:59:53 +02:00
Stefano Raggi 7a9fc44ccd Update Python regression tests to match C# equivalents 2018-07-02 23:50:51 +02:00
AlexCatarino 98a1b6a2a2 Refactors options algorithms
AddEquity and SetDataNormalization calls were removed because they are not mandatory since PostInitialize calls them.
2017-12-18 11:24:08 +00:00
Jing Wu 7e866b010f add OptionSplitRegressionAlgorithm 2017-10-06 18:43:35 -04:00