github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
4,875 Commits 16 Branches 4,269 Tags
ebb8f499f3aee0cfb91a29c91630d2348208258b
Commit Graph

10 Commits

Author SHA1 Message Date
AlexCatarino ebb8f499f3 Adds CustomSecurityInitializerAlgortihm for python 
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
AlexCatarino 9211b67286 Adds python algorithms for regression tests 
CoarseFineFundamentalRegressionAlgorithm
CoarseFundamentalTop5Algorithm
DropboxUniverseSelectionAlgorithm
FractionalQuantityRegressionAlgorithm
 2017-10-06 13:32:35 +01:00
AlexCatarino 1346acf0cf Adds support for FilteredIdentity indicator for python 
Also adds FilteredIdentityAlgorithm as a working example.
 2017-10-05 12:12:45 +01:00
AlexCatarino b4313ad740 Implements SetBrokerageModel for python algorithms 
Adds BrokerageModelAlgorithm to showcase the implementation
 2017-10-03 00:17:34 +01:00
AlexCatarino 9998e65df9 Adds support for custom models for python 
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
AlexCatarino b03c9daa6f Improves Custom Universe Selection 
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
AlexCatarino a082f930fa Adds support for Custom Universe Selection 
Includes DropboxBaseDataUniverseSelectionAlgorithm python algorithm as an working example
 2017-09-27 00:33:19 +01:00
AlexCatarino 6624e18f08 Fixes OnMarginCall for python algorithms 
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
AlexCatarino e35ba389d9 Adds support for user-defined universe selection for python 
Adds UserDefinedUniverseAlgorithm python script to show how to use user-defined universe selection for python.
 2017-09-20 22:45:51 +01:00
AlexCatarino bf8f2626a6 Adds Algorithm.PythonTools 
Adds Algorithm.PythonTools project that enables PTVS (Python Tools Visual Studio, https://microsoft.github.io/PTVS/). With PTVS, the user has more tools to work with python script (e.g.: code completion).
 2017-09-18 09:20:57 +01:00