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124 Commits

Author SHA1 Message Date
Jing Wu ec27cbcb1e added options strategy algorithm 2017-09-14 17:51:11 -04:00
Jing Wu d89f376d56 added future history algorithm 2017-09-14 17:50:17 -04:00
Jing Wu ee088e0935 added basic Futures Consolidation algorithm 2017-09-14 17:48:42 -04:00
Jing Wu f0d2af89a1 Added basic forex example 2017-09-14 17:47:22 -04:00
Jing Wu fe0e5d3267 Added daily example 2017-09-14 17:44:27 -04:00
Jing Wu 55e882011f add BasicTemplateDailyAlgorithm 
add BasicTemplateForexAlgorithm
add BasicTemplateFuturesConsolidationAlgorithm
add BasicTemplateFuturesHistoryAlgorithm
add BasicTemplateOptionStrategyAlgorithm
add EmaCrossUniverseSelectionAlgorithm
modify QuantConnect.Algorithm.Python.csproj
 2017-09-14 17:30:37 -04:00
andrewhart098 adb575634f Merge pull request #1127 from AlexCatarino/pythonnet-version-bump 
Upgrades pythonnet version
 2017-09-13 15:24:06 -04:00
AlexCatarino 14e66ad07b Improve python installation guide 
Warns users that if python is installed correctly, some procedures can be skipped.
 2017-09-13 18:12:33 +01:00
AlexCatarino 1c330415d3 Updates information about python installation 
Additional information is needed to help users to be able to run python algorithms with Lean.
 2017-09-13 14:50:14 +01:00
AlexCatarino d7f2411fcd Upgrades pythonnet version 
In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
 2017-09-12 17:33:52 +01:00
Jared Broad 8281911bd0 Revert "Upgrades pythonnet version" 
This reverts commit 310e5c4211.
 2017-08-22 16:11:54 -04:00
AlexCatarino 310e5c4211 Upgrades pythonnet version 
In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
 2017-08-21 21:59:59 +01:00
AlexCatarino 2d377b6f09 Adds QuoteBar handling to pandas.DataFrame creation 2017-08-21 13:41:00 +01:00
AlexCatarino b322dec666 Modifies the pandas dataframe created from a history request 
History requests should not return a dictionary with a dataframe, but a multi-index dataframe.
It is more common to work with multi-index dataframes rather than multi-column.
 2017-08-18 18:23:11 +01:00
Andrew e116709b24 Specify <LangVersion> of 6 in all csproj files 2017-08-07 15:27:26 -04:00
AlexCatarino 1ea28c4d0e Adds RollingWindowAlgorithm example in python 
New algorithm shows how to use rolling windows in python.
 2017-07-27 17:09:15 +01:00
AlexCatarino 7b743f39a4 Adds comments in algorithms 
Adds comments to help users understand the code better
 2017-07-27 16:31:41 +01:00
AlexCatarino 46ead54f79 Implements Quandl support for Python 
Implements Quandl support for Python.
It was not possible to derive from Quandl in order to select the column. If the data did not have "close", it would thrown an exception since it would look for this work in a dictionary.
It is now possible to select the column.
See example QuandFuturesDataAlgorithm.py
 2017-07-27 00:18:08 +01:00
Stefano Raggi 2ef90140c9 Update "Copy to output directory" setting from Always to PreserveNewest 
When building the solution, this setting (on a few files) was always triggering almost a full rebuild, even if no files changed.
 2017-07-14 00:26:23 +02:00
Stefano Raggi e463ccf088 Upgrade all projects to target .NET Framework 4.5.2 
In the advanced build settings, Language version was also upgraded from C# 5.0 to C# 6.0. The minimum Visual Studio version required will now be VS2015.
 2017-07-07 22:49:17 +02:00
AlexCatarino d9c7ef0e0b Updates WarmupHistoryAlgorithm.py to show new History oveload 2017-07-06 15:14:25 +01:00
AlexCatarino 3c23759efd Implements History Requests returning pandas.DataFrame 
Algorithms written in python can access to new overloads for the QCAlgorithm.History method that returns a dictionary with pandas.DataFrame
 2017-07-06 15:09:59 +01:00
AlexCatarino b88cc4a2f1 Updates installation instructions 2017-06-23 13:22:56 +01:00
AlexCatarino 37b22d4693 Updates pythonnet nuget version 
In this version, we have just included a dll for macOS
 2017-06-23 13:22:24 +01:00
AlexCatarino 6242706342 Modifies python example algorithms to show implicit convertion benefits 2017-06-15 18:40:34 +01:00
AlexCatarino 6ca9d7cf14 Updates pythonnet package 
This update implemented implicit conversion.
From now on, python algorithms will be able to use string object instead of Symbol object when a method overload requires Symbol.
 2017-06-15 18:32:29 +01:00
AlexCatarino 919e0225aa Removes Impromptu.ActLike call at the python wrapper 
Calling Impromptu.ActLike<IAlgorithm> to make the python object acts like a IAlgorithm caused multiple AlgorithmPythonWrapper objects running in parallel to hold the same python object. That call was removed and instead we access the python object directly.

- Removes AlgorithmPythonUtil.py and add its code directly in AlgorithmPythonWrapper.cs

- Clean up: removes all references to IronPython and ImpromptuInterface
 2017-06-02 17:54:54 +01:00
AlexCatarino 50e8043038 Updates Algorithm.Python readme 2017-06-02 10:45:45 +01:00
AlexCatarino 799fbde198 Adds tests for keras and tensorflow 
Updates PythonPackageTestAlgorithm to include tests for keras an tensorflow packages
Fix bugs in two algorithms due to pythonnet update.
 2017-06-02 10:45:45 +01:00
AlexCatarino 77d1b537ee Charting support for python 
Adds overloads to Plot and PlotIndicator to handle calls from python.
Adds CustomChartingAlgorithm and changes MACDTrendAlgorithm to showcase the feature
 2017-06-02 10:45:45 +01:00
AlexCatarino f6aa31643c Updates pythonnet package 
This new pythonnet package makes available the latest version from pythonnet master branch and includes modifications to enable charting in Lean for python.

The dockerfile to create images for the cloud is updated to reflect the package update and adds keras and tensorflow
 2017-06-02 10:45:45 +01:00
AlexCatarino 7bb331dfad Updates Futures and Options template python algorithms 
Updates BasicTemplateFuturesAlgorithm.py andBasicTemplateOptionsAlgorithm.py to use python datetime/timedelta instead of C# DateTime/TimeSpan.
 2017-05-26 01:17:35 +01:00
AlexCatarino 4eb80e78e9 Upgrades pythonnet to version 1.0.2.1 
Previous version was not matching methods with nullables accordingly
 2017-05-26 01:16:54 +01:00
AlexCatarino 18d83fb8ec Updates python framework to support python datetime 
Updates nuget package to support conversion from C# DateTime to python datetime.
Updates algorithms to reflect this change.
 2017-05-23 13:40:26 +01:00
AlexCatarino 38b550509c Updates python packages whitelist 
Adds arch
 2017-05-20 00:24:04 +01:00
AlexCatarino 24192940a2 Updates python packages whitelist 
Adds copulalib, theano and xgboost
 2017-05-18 15:45:31 +01:00
Tom Hunter 1fe246278c Remove the byte order mark 
Used Notepad++ to chang the file encoding from UTF-8-BOM to UTF-8 (i.e.
removed the byte order mark) which seems to be confusing the Windows
shell.  Fixes issue mentioned in #915
 2017-05-14 15:11:57 +01:00
AlexCatarino 41e7ad047a Adds python basic templates for options and futures 2017-05-10 13:32:36 +01:00
Jared 1ec7eb74d8 Merge pull request #888 from AlexCatarino/sklearn 
Adds python sklearn package
 2017-05-09 12:08:03 -04:00
AlexCatarino 4b66a314cb Adds python TA-Lib 2017-05-08 23:42:53 +01:00
AlexCatarino e2b9ef0313 Adds python packages that are relevant to algo trading 
Adds blaze, cvxopt, cvxpy, pykalman and statsmodels to foundation docker image.
Adds an algorithm for testing python packages that are currently whitelisted
 2017-05-08 21:49:08 +01:00
Alexandre Catarino 58f0caf647 Updates example algorithms written in Python (#889) 
Some python algorithms suffered corrections to run under the new python framework (pythonnet).
Others were deleted because some features will be supported in futures implementations.

Adds a method in AlgorithmPythonUtil to transform C# DateTime into Python datetime
 2017-05-04 13:02:25 -04:00
jaredbroad e8b72fedd4 Added QC Algorithm to required python project dependencies 2017-04-30 17:54:54 -04:00
jaredbroad 469abd42cf Shuffle PyUtil to build-none, common project 2017-04-30 17:44:43 -04:00
jaredbroad 2ac57081a6 Fix static activator reuse and made PyUtils copy to bin directory 2017-04-30 17:17:09 -04:00
jaredbroad 0e114cb94c Fix missing arg on Liquidate 2017-04-29 18:39:13 -04:00
AlexCatarino b3bc2ec556 Removes all references in Algorithm.Python 
Removes all references in Algorithm.Python since they are not used.
 2017-04-11 17:48:27 +01:00
AlexCatarino a68a3e5053 Fixes build scripts 
Batch scripts were moving pyc files to the wrong directory
 2017-04-11 17:09:44 +01:00
AlexCatarino 40e570b2cb Updates QuantConnect.Pythonnet package 
New version include instructions to copy nPython.exe to bin directories
 2017-04-11 17:05:29 +01:00
AlexCatarino c1de2f768f Tools for python scripts compilation 
Updates build scripts that create python binaries (pyc files) from python scripts using nPython.
Also adds *.pyc to gitignore.
 2017-04-11 12:09:16 +01:00