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9 Commits

Author SHA1 Message Date
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