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86 Commits

Author SHA1 Message Date
Ryan Russell 11f13be75b docs(VixDualThrustAlpha): readability improvements (#6632) 
* docs(VIXDualThrustAlpha): `determine` fixup

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* docs(VixDualThrustAlpha): `unsubscribe` fixup

Signed-off-by: Ryan Russell <git@ryanrussell.org>

Signed-off-by: Ryan Russell <git@ryanrussell.org>
 2022-09-19 13:17:18 -03:00
Ryan Russell 188506b5da docs(ShareClassMeanReversionAlpha): dollar-neutral fixup (#6631) 
Signed-off-by: Ryan Russell <git@ryanrussell.org>

Signed-off-by: Ryan Russell <git@ryanrussell.org>
 2022-09-19 13:17:10 -03:00
code-review-doctor 32f49f1f92 Fix issue probably-meant-fstring found at https://codereview.doctor (#6301)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
 2022-04-25 10:48:58 -03:00
Marco Grassi e823dfdfb7 fix a typo, and remove all unnecessary semicolumns in Python (#5795)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
 2021-07-27 16:05:13 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* 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
Alexandre Catarino 63f3af7afe Remove decimal.py (#5406) 
* Removes decimal.py

* Removes References to Decimal in Examples
 2021-03-19 14:17:05 -07:00
AlexCatarino 9e6e2f9b22 Use Universe.Unchanged in Alpha Example Algorithm 
In the Coarse Universe Selection of the following algorithms
- ContingentClaimsAnalysisDefaultPredictionAlpha
- GreenblattMagicFormulaAlpha
- PriceGapMeanReversionAlpha
- SykesShortMicroCapAlpha
Universe.Unchanged is now used when the universe is not changed instead of saving a list of symbol and returning it.

Other minor refactoring.
 2019-11-30 11:50:01 +00:00
Jack Simonson 543abd77c5 Delete DailyFx class 
Deleted DailyFx class and associated references in algorithms and tests
 2019-05-22 09:36:19 -07:00
Jack Simonson da6424b5cc Update TriangleExchangeRateArbitrageAlpha.py 2019-05-08 10:54:11 -07:00
Jack Simonson f63efbe6fa Update TriangleExchangeRateArbitrageAlpha.py 
Updated code in symbol check -- data.Bars.ContainsKey() needs to take string argument
 2019-05-08 10:24:17 -07:00
Jack Simonson eb8f7dbc7f Update PriceGapMeanReversionAlpha.py 
Stumbled upon minor code changes to improve cleanliness and one that affects function
 2019-04-23 17:42:24 -07:00
Jared d9ee31c979 Merge pull request #3055 from QuantConnect/feature-3041-merge-framework-classic-algorithm 
Merge Framework, Bridge and Classic Algorithms
 2019-04-05 14:54:31 -07:00
Martin Molinero 68d9f48c2d Address reviews 
- Adding new `CompositeAlphaModel.AddAlphaModel()`
- Adding C#/Py regression algorithms using the new `QCAlgorith.AddAlphaModel()`
- Improving exception message
- Add python version of `QCAlgorith.AddAlphaModel()`
 2019-04-05 18:34:18 -03:00
Jack Simonson e8bdf640e5 Use list comprehension to avoid looping and checking conditions unnecessarily 2019-04-03 18:02:45 -07:00
Martin Molinero cfa08a11fb Address reviews 
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
 2019-04-03 21:55:44 -03:00
Martin Molinero 19f1806ddc Address review: readd Framework project 2019-04-03 21:55:43 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms 
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
 2019-04-03 21:54:32 -03:00
Jack Simonson 363c07fa23 Stylistic changes from alex and jared 2019-04-03 17:39:39 -07:00
Jack Simonson 849d7080a1 CSharp and Python versions of new alpha, MortgageRateVolatilityAlpha 2019-04-03 15:52:30 -07:00
Jared 10d1d3e854 Merge pull request #2938 from simonsonjack/cca_alpha 
New Alpha -- Contingent Claims Analysis Alpha
 2019-03-15 09:49:23 -07:00
Jared 0b0f81d18e Merge branch 'master' into price_gap_alpha 2019-03-12 10:37:49 -07:00
AlexCatarino 0f5bcd6454 Adds VIXDualThrustAlpha 
- Adds Python version
 2019-03-05 23:02:24 +00:00
AlexCatarino 89817a7b96 Adds GasAndCrudeOilEnergyCorrelationAlpha 
- Adds C# version
- Some improments in python version
  - Refactors the CorrelationPairsSelection
  - Replace history request for rolling window
 2019-03-05 23:01:07 +00:00
AlexCatarino df6bdedd64 Adds GreenblattMagicFormulaAlpha 
- Adds C# version
- Minor improments in python version
 2019-03-05 22:53:38 +00:00
Jared 587bb4d279 Merge pull request #2979 from HalldorAndersen/patch-8 
Update and rename GreenblattMagicFormulaAlgorithm.py to GreenblattMag…
 2019-03-01 17:27:23 -08:00
HalldorAndersen f0564c0821 Update and rename GreenblattMagicFormulaAlgorithm.py to GreenblattMagicFormulaAlpha.py 2019-03-01 17:15:59 -08:00
Jared 37affce63e Merge branch 'master' into feature-2950-adds-csharp-alpha-stream-examples 2019-03-01 17:10:07 -08:00
AlexCatarino 6ca82fd196 Further Fixes From Peer-Review 2019-03-02 01:06:09 +00:00
AlexCatarino 774b32bc5f Apply Fixes Suggested by Peer-Review 2019-03-02 00:34:12 +00:00
Jared 2a66b4d727 Merge pull request #2941 from simonsonjack/energy_correlation_alpha 
New Alpha -- Energy Correlation Alpha
 2019-03-01 16:06:56 -08:00
Jack Simonson 70c0ba431c Clean up ticker names/lists 2019-03-01 15:45:35 -08:00
HalldorAndersen 8f9a7a073d Update GreenblattMagicFormulaAlgorithm.py 2019-03-01 14:00:35 -08:00
HalldorAndersen 61d95cce8c Update GreenblattMagicFormulaAlgorithm.py 2019-03-01 13:58:24 -08:00
HalldorAndersen b05a1c9dd7 Update GreenblattMagicFormulaAlgorithm.py 2019-03-01 13:31:08 -08:00
HalldorAndersen 8732e7fe8f Update GreenblattMagicFormulaAlgorithm.py 2019-03-01 12:31:53 -08:00
HalldorAndersen be5958c46b Update GreenblattMagicFormulaAlgorithm.py 2019-03-01 12:29:24 -08:00
AlexCatarino 0423e3d54d Adds C# version of IntradayReversalCurrencyMarkets 2019-03-01 14:55:08 +00:00
AlexCatarino 4ae74a2c7b Adds Python Alpha Algorithms to Project and Apply Standards 
- 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)
 2019-03-01 14:54:42 +00:00
Jack Simonson c86e561b02 Added QC header and set fees to $0 2019-02-27 16:42:16 -08:00
Jack Simonson 9c19e31c60 Added security initializer line to set fees to $0 2019-02-27 16:40:38 -08:00
Jack Simonson cabf062391 Adjusted universe filtering and SymbolData class to make reading cleaner 2019-02-27 16:19:05 -08:00
Jack Simonson 699ff5978f Minor changes based on commets from Alex 2019-02-27 16:16:28 -08:00
Jack Simonson f0cacfaf58 Added QC header info 2019-02-27 13:56:26 -08:00
Jack Simonson 5b152eab0c SymbolData class and other changes based on comments from Alex 2019-02-27 13:54:49 -08:00
Jack Simonson 8551720095 changed class name per suggestion from Alex 2019-02-26 15:24:43 -08:00
Jack Simonson dfbf0d899a changed class name per suggestion from Alex 2019-02-26 15:23:49 -08:00
Jack Simonson d9278cb247 changed class name per suggestion from Alex 2019-02-26 15:22:41 -08:00
HalldorAndersen 25c663c079 Updated Greenblatt Magic Formula Alpha 2019-02-26 09:25:05 -08:00
HalldorAndersen 7906fb19e2 Update GreenblattMagicFormulaAlgorithm.py 2019-02-25 10:12:00 -08:00
HalldorAndersen 947a2760db Create GreenblattMagicFormulaAlgorithm.py 2019-02-25 09:35:14 -08:00