Commit Graph

11 Commits

Author SHA1 Message Date
Martin-Molinero 7879795207 Enable daily precise end time by default (#8254)
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* Default daily precise end times

- Enable by default daily precise end times. Updating stats
- Minor fix for algorithm manager consolidator updates, adding new regression test
  asserting behavior and updating others
- Minor fix for SubscriptionData creator avoid round down on warmup if
  not appropiate
- Adjust consolidators to emit on daily strict end times if requested
  daily resolution and setting enabled
- Updating regression algorithms

* Skip daily data on extended market hours

* Some cleanup and self review

* Revert unrequired change
2024-08-14 12:49:56 -03:00
Jhonathan Abreu b079d32522 Bug python type comparison (#8008)
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* Reapply "Python consolidator removal directly from Python (#7995)" (#8006)

This reverts commit f5f2da3f96.

* Reapply "Fix: interface property implementation in python models (#7987)" (#8007)

This reverts commit 356b51f150.

* Fix: PyObject.TryConvert compares c# and py type by reference
2024-05-09 13:20:44 -04:00
Martin-Molinero 356b51f150 Revert "Fix: interface property implementation in python models (#7987)" (#8007)
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This reverts commit ab40b5c0b6.
2024-05-09 10:06:07 -03:00
Jhonathan Abreu ab40b5c0b6 Fix: interface property implementation in python models (#7987)
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2024-05-01 13:58:02 -03:00
Ricardo Andrés Marino Rojas cce8945fe8 Api Clean up, Documentation and Standarization part two (#7964)
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* Add improvements

* Add improvments and unit tests

* Add XML comments

* Nit changes

* Add unit tests for OrderJsonConverter

* Improve unit tests

* Address requested changes

* Fix bugs

* Fix bugs

* Fix bugs and self-review

* Fix bugs

* Address requested changes

* Fix unit test bug

* Fix bugs

* Improve unit tests

* Solve bugs
2024-04-26 13:17:34 -03:00
Jhonathan Abreu 2ddf40b8e9 PEP8 style algorithm API (#7909)
* feat: support snake-case style Python QCAlgorithm implementations

* feat: add unit tests and minor fixes

* feat: implement new BasePythonWrapper class for python wrappers.

Used to cache methods and contains invoke functionality

* feat: make python wrappers implement the new base class for pep8 style support

* feat: keep overriden methods in Algorithm Python Wrapper

* feat: add unit tests for custom models algorithms with PEP8 style

* Bump pythonnet version to 2.0.30

* fix bugs and address peer review

* Address peer review

* Minor revert

* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator

* Minor fixes

* Minor fix

* Minor fix

* Bump pythonnet version to 2.0.31

* Added Greeks.Lambda_ alias of Lambda for python compatibility.

Remove unused method
2024-04-12 17:29:15 -03:00
Martin-Molinero feff802479 Standardize trade count statistic (#7827)
* Standarize trade count statistic

* Rename 'Total Trades' to 'Total Orders'
2024-03-06 14:52:34 -03:00
Ricardo Andrés Marino Rojas c6ca0eeea5 Improve brokerage model python wrapper (#7672)
* Improve GetFillModel()

* Add support for other methods

* Add regresion algos and improvements

* Make Python algorithms regression tests

* Improve unit tests

* Minor changes
2024-01-08 18:11:18 -03:00
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
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
Michael Handschuh 7189cb916f Add PythonWrapper.ValidateImplementationOf<T>
Provides an extension method that python wrappers can call to
validate that the provided python implementation implements all
of the required members.
2018-10-16 19:26:46 -04:00