FxCop has various rulesets for enforcing things within our codebase.
For this particular issue, we'll be enforcing CA1304 and CA1305 to
ensure we're always using an IFormatProvider or a CultureInfo where
applicable.
Linked Issue: #3045
- We will now check if python selection method returned `Universe.Unchanged`
- Removing `ToList()` call on fine and coarse data before sending it to
the python algorithm
- Adding regression algorithms
- Adding `IRealTimeHandler.OnSecurityChanged()` will be used to update
the `OnEndOfDay` security related scheduled events
- Adding `BaseRealTimeHandler.cs` to reduce code duplication in the
`Backtesting` and `LiveTrading` `RealTimeHandlers`
- Adding CSharp and Python regression tests
- Deprecating `OnEndOfDay()` callback because of two reasons, mainly
because Python does not support two methods with the same name, but also
because different assets have different market close times.
- `ScheduledEvents` set at the same time will now be deterministic
New custom data class USEnergyInformation with new demonstration algorithms, the updated config file for users to set their EIA token.
Adds `CloseTime` to represent the time that the data period end. `EndTime` represents, in turn, the time the data is emitted. There is an offset between `CloseTime` and `EndTime` that is defined by the difference between the last bar as emitted and its time.
In live mode, if the `USEnergyInformation.Reader` returns null, the `CollectionSubscriptionDataSourceReader.Read` method will pull for new data constantly. Therefore it should return an empty `BaseDataCollection` object.
- Implementing `QCAlgorithm.AddUniverseSelectionModel`
- Adding C#/Py regression algorithms using the new API
- Modifying `ManualUniverSelectionModels` symbol, adding hash of
the selected `Symbol.Values`
- Modifying `Coarse` and `Fine` symbol, adding random GUID
- Adding `NullUniverseSelectionModel`
Removes `G10CurrencySelectionModel` from `Algorithm.Framework` and implement them in the `G10CurrencySelectionModelFrameworkAlgorithm`
Minor change in the Python version of `ManualUniverseSelectionModel` to improve exception messages.
- Adding new `CompositeAlphaModel.AddAlphaModel()`
- Adding C#/Py regression algorithms using the new `QCAlgorith.AddAlphaModel()`
- Improving exception message
- Add python version of `QCAlgorith.AddAlphaModel()`
- Adds Python Alpha algorithms to project
- Adds link to appear in Alpha Stream
- Rename algorithms' names to match file name
- Add/remove imports
- Order dictionary by value and key (if true values are the same, order by key)
- Renaming files from `Schedule...` to `Scheduled...` to match algorithm
name.
- Removed `ScheduledEvents` set every 5 seconds
- Increased the every day `ScheduledEvents` from 200 to 600
- Updates PythonNet to 1.0.5.17
- Improve performance by adding new `interop` `type` cache holding a `bool`, true if its an `exception`. And adding a `setter` and `getter` cache for the `propertyobject`. Closes#2925.
- Decimal parsing allows numeric string in exponential notation. Closes#2918#2919.
Closes#2929
Michael Handschuh