fc780e6136
Remove logging
2019-03-12 21:56:09 +00:00
6cc832c782
Implements IndexUniverseDefinitions
...
In this new UniverseDefintions, a member, QC500, defines the QC500 Universe. This helper can be used to add that custom universe to the user algorithm (both in C# and Python).
2019-03-12 18:50:18 +00:00
0d64032dfe
Remove logging
2019-03-12 16:36:40 +00:00
fa179b4659
Fix QC500 bugs and inconsistencies
...
- ConstituentsQC500GeneratorAlgorithm:
- Change monthly flag to be consistent with Selection Model that cannot use Schedule events.
- Use a Dictionary keyed by `Symbol` instead of `string`.
- Selector functions return `Universe.Unchanged` instead of empty list;
-Refactoring and more informative logging.
- QC500UniverseSelectionModel
- SelectFine methods were performing all the logics every day and it should be only once per month
- Log and return `Universe.Unchanged` before division by zero if universe drops to zero members after filtering before selection by sector.
- Refactoring
2019-03-12 10:57:01 +00:00
e24f506486
Merge pull request #2983 from simonsonjack/university_updates
...
Python Demo Algorithm Updates
2019-03-08 18:46:55 -08:00
276b4c4484
Revert Qaundl class subscription data source, edit quandl tickers for examples to ensure compilation
2019-03-08 17:17:34 -08:00
0f2e62a4f0
Added back ticker to force scheduled data event on trading day; added second data handler for trade bars
2019-03-08 15:34:39 -08:00
c071979350
Assorted changes to address import statements and Rolling Window code that fails to run
2019-03-04 11:37:21 -08:00
ff565f933f
Del. decimal import
2019-03-04 10:20:10 -08:00
0d963ccdd5
Changed Quanld source to correctly retrieve csv data, along with simple cleanup of import statements and use of Decimal
2019-03-04 09:47:33 -08:00
587bb4d279
Merge pull request #2979 from HalldorAndersen/patch-8
...
Update and rename GreenblattMagicFormulaAlgorithm.py to GreenblattMag…
2019-03-01 17:27:23 -08:00
f0564c0821
Update and rename GreenblattMagicFormulaAlgorithm.py to GreenblattMagicFormulaAlpha.py
2019-03-01 17:15:59 -08:00
37affce63e
Merge branch 'master' into feature-2950-adds-csharp-alpha-stream-examples
2019-03-01 17:10:07 -08:00
6ca82fd196
Further Fixes From Peer-Review
2019-03-02 01:06:09 +00:00
774b32bc5f
Apply Fixes Suggested by Peer-Review
2019-03-02 00:34:12 +00:00
2a66b4d727
Merge pull request #2941 from simonsonjack/energy_correlation_alpha
...
New Alpha -- Energy Correlation Alpha
2019-03-01 16:06:56 -08:00
70c0ba431c
Clean up ticker names/lists
2019-03-01 15:45:35 -08:00
cf1b6c363b
Small cosmetic changes
2019-03-01 15:06:37 -08:00
52f4c0f834
Merge pull request #2954 from HalldorAndersen/patch-8
...
Add new alpha: Greenblatts Magic Formula Alpha
2019-03-01 14:27:15 -08:00
8f9a7a073d
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 14:00:35 -08:00
61d95cce8c
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 13:58:24 -08:00
289e4e56f6
Cosmetic change to erase any confusion that the bar being handled in the consolidator is able to be either a TradeBar or a QuoteBar
2019-03-01 13:56:31 -08:00
b05a1c9dd7
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 13:31:08 -08:00
8732e7fe8f
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 12:31:53 -08:00
be5958c46b
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 12:29:24 -08:00
f11ceab45e
Removed decimal import, no longer necessary with recent LEAN updates
2019-03-01 11:15:31 -08:00
c1a69e41ca
Removed decimal import, no longer necessary with recent LEAN updates
2019-03-01 11:12:05 -08:00
5b72efb5e6
Removed decimal import, no longer necessary with recent LEAN updates
2019-03-01 11:04:42 -08:00
3b0cc22e47
Removed decimal and Decimal import, no longer necessary with recent LEAN update
2019-03-01 10:51:20 -08:00
0452db9fbf
Unnecessary to include SPY, cleaner this way
2019-03-01 10:18:02 -08:00
72ed30f531
Encased filter in list to allow the rest of the algo. to run properly
2019-03-01 08:46:12 -08:00
0423e3d54d
Adds C# version of IntradayReversalCurrencyMarkets
2019-03-01 14:55:08 +00:00
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
c86e561b02
Added QC header and set fees to $0
2019-02-27 16:42:16 -08:00
699ff5978f
Minor changes based on commets from Alex
2019-02-27 16:16:28 -08:00
dfbf0d899a
changed class name per suggestion from Alex
2019-02-26 15:23:49 -08:00
1883bed1a7
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
25c663c079
Updated Greenblatt Magic Formula Alpha
2019-02-26 09:25:05 -08:00
7906fb19e2
Update GreenblattMagicFormulaAlgorithm.py
2019-02-25 10:12:00 -08:00
d419cafd68
Update QuantConnect.Algorithm.Python.csproj
2019-02-25 09:39:20 -08:00
947a2760db
Create GreenblattMagicFormulaAlgorithm.py
2019-02-25 09:35:14 -08:00
9651df9900
Updating the ScheduledEventBenchmark
...
- Renaming files from `Schedule...` to `Scheduled...` to match algorithm
name.
- Removed `ScheduledEvents` set every 5 seconds
- Increased the every day `ScheduledEvents` from 200 to 600
2019-02-22 18:57:08 -03:00
58f342ba5d
Merge branch 'master' into forex_triangle_alpha
2019-02-22 13:02:42 -08:00
307b53edd7
Changes to check that data for all currencies is availabe in each slice and decrease resolution to limit insights
2019-02-22 12:14:37 -08:00
d91cad3123
Updates pythonnet to 1.0.5.17
...
- Updates PythonNet to 1.0.5.17
- Improve performance by adding new `interop` `type` cache holding a `bool`, true if its an `exception`. And adding a `setter` and `getter` cache for the `propertyobject`. Closes #2925 .
- Decimal parsing allows numeric string in exponential notation. Closes #2918 #2919 .
Closes #2929
2019-02-22 17:46:59 +00:00
72b74b06ad
Changed Bid-Ask and decreased resolution
2019-02-21 17:55:10 -08:00
c1cdd06d85
Renaming share class alpha file and removing old version; updating VS project file
2019-02-21 16:42:14 -08:00
ad1cfb81a8
Insight prediction interval and magnitude change
2019-02-21 11:43:14 -08:00
1562170959
New Alpha -- Energy Correlation Alpha
2019-02-21 11:34:19 -08:00
fab0e37235
New Alpha -- Dual Share Class Alpha
2019-02-21 11:18:46 -08:00
AlexCatarino