Commit Graph

10 Commits

Author SHA1 Message Date
Louis Szeto fa886eba79 pep8 conversion of python algos #12 (#7954)
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* pep8 conversion

* PEP8 updates/fixes

* Update pythonnet version to 2.0.35

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-19 16:55:48 -04:00
Ronit Jain 15066ae5e1 Feature improve regression tests (#6245)
* add data count properties

* 'add history count property

* assert data counts

* update missing override

* consider override/virtual cases

* implement data count

* add message handler for regression tests

* use regression test message handler

* set algorithm manager for regression test message handler

* update data count

* check if stats are present, check if algo manager is not null

* update

* add c# algo

* make same as c# algo

* use new line

* logic shifted to RegressionTestMessageHandler

* cleanup

* auto cleanup

* skip non deterministic data count

* change data count

* use inheritance

* improve stats

* update couht

* add sma indicator to c# and customSMA to python

* call base method before executing further

* skip test

* revert to original

* add duplicate sma

* skip regression test
2022-03-15 16:51:15 -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 20c589f0fe Validate option universe selection data
- Remove unused `OptionChainUniverseDataCollectionAggregatorEnumerator`
- Refactor `BaseDataCollectionAggregatorEnumerator` and
`OptionChainUniverseDataCollectionEnumerator` to avoid emitting invalid
data points
- Updating regression tests statistics
- Adding unit test
2020-01-27 19:11:17 -03:00
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
Jing Wu 084cd294b0 Remove semicolon in python algrotihms 2018-07-06 11:05:16 -04:00
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
AlexCatarino d2e352cf58 Extends Option.SetFilter with an overload that accepts PyObject
This feature enables users to write complex filters for option universes.
Fixes OptionExerciseAssignRegressionAlgorithm
Adds regression test for OptionExerciseAssignRegressionAlgorithm
2017-10-06 16:55:18 +01:00
Jing Wu 6a4f5c443e add OptionExerciseAssignRegressionAlgorithm(python) 2017-09-26 18:07:02 -04:00