587bb4d279
Merge pull request #2979 from HalldorAndersen/patch-8
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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
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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
8f9a7a073d
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 14:00:35 -08:00
61d95cce8c
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 13:58:24 -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
0423e3d54d
Adds C# version of IntradayReversalCurrencyMarkets
2019-03-01 14:55:08 +00:00
4ae74a2c7b
Adds Python Alpha Algorithms to Project and Apply Standards
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- 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
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
947a2760db
Create GreenblattMagicFormulaAlgorithm.py
2019-02-25 09:35:14 -08:00
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
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
f5b9690966
New Alpha - Triangle Exchange Rate
2019-02-21 10:44:39 -08:00
7686ef3a89
Create TripleLeverageETFPairVolatilityDecayAlpha.py
2019-02-20 19:02:46 -08:00
bc2d1c1963
Added new alpha: Lunch Break Mean Reversion Alpha ( #2931 )
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* Create MeanReversionLunchBreakAlpha.py
2019-02-20 18:58:53 -08:00
42bd32b15c
Added new alpha: Global Equity Mean Reversion using IBS Alpha ( #2930 )
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* Create GlobalEquityMeanReversionIBSAlpha.py
* Update QuantConnect.Algorithm.Python.csproj
* Update QuantConnect.Algorithm.Python.csproj
* Update GlobalEquityMeanReversionIBSAlpha.py
* Update GlobalEquityMeanReversionIBSAlpha.py
2019-02-20 18:37:22 -08:00
0b5a302fb5
Trim and refactor
2019-02-10 18:27:54 -08:00
1001029cb4
Create IntradayReversalCurrencyMarkets.py
2019-02-11 01:00:40 +00:00
a2e0d6f3a4
Merge pull request #2897 from HalldorAndersen/patch-2
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Added Pump and Dump alpha algorithm
2019-02-07 18:29:22 -08:00
f3cf32c3d7
Trim spaces
2019-02-07 18:29:12 -08:00
560f14c63a
Added Pump and Dump alpha algorithm
2019-02-07 18:01:48 -08:00
92730275f1
Update ShareClassMeanReversionAlphaModel.py
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Updates to logic calculating whether position has crossed SMA
2019-02-07 15:17:54 -08:00
7677965f2f
Update ShareClassMeanReversionAlphaModel.py
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Grouped insights
2019-02-05 16:57:11 -08:00
1b8b5373a3
Update ShareClassMeanReversionAlphaModel.py
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Added custom boolean flag for investment position
2019-02-05 16:53:35 -08:00
ae6f69ff5d
Update ShareClassMeanReversionAlphaModel.py
2019-02-04 18:10:48 -08:00
d4b515f30c
Update ShareClassMeanReversionAlphaModel.py
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Grouped insights
2019-02-04 18:06:44 -08:00
a35aee4f2f
Update ShareClassMeanReversionAlphaModel.py
2019-02-04 16:38:02 -08:00
67fa7b5c74
Update ShareClassMeanReversionAlphaModel.py
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Added missing import line
2019-02-04 16:34:30 -08:00
80c1591ddb
Create ShareClassMeanReversionAlphaModel.py
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New Demo Alpha model
2019-02-04 16:19:49 -08:00
93c2ebf6ca
Fix floating point precision issue in RebalancingLeveragedETFAlpha
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This change was required due to #2829
2019-01-28 17:01:22 +01:00
eaba3ab24e
Fix ManualUniverse duplicate effort
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- Removed usages of algorithm.Securities.key as a parameter for the
`ManualUniverseSelectionModel()` since those securities, added through
`AddXXXX` calls will be managed by the `UserDefinedUniverse`. This was
causing for Universes to try to add the same subscription requests
- Adding new empty constructor for ManualUniverseSelectionModel,
required for Python
- ManualUniverse will return any existing SDC for the
symbol. This is for maintaining existing behavior and
preventing breaking changes: Specifically motivated by usages of
Algorithm.Securities.Keys as constructor parameter of the
ManualUniverseSelectionModel, since those Symbols added by Addxxx()
calls will already be managed by the UserDefinedUniverse
- Making some format modifications to aling with used Lean formatting
2018-10-12 18:30:04 -03:00
fdc866fda0
Reverting 'Merge pull request #2483 python-history-provider'
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We didn't experience the expected performance improvements. Locally under
unit test there was aboout an order of magnitude throughput increase, but
when run against the history benchmark, this new approach was 60% slower.
We're reverting this for now to perform further analysis and better
understand the performance profiling of the python history stack.
2018-09-18 18:37:23 -04:00
3e4a71cd50
Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms
2018-09-17 19:05:48 +01:00
ed33286842
Updating regression statistics
2018-08-15 21:10:49 -03:00
db0f85122c
Increase the universe of assets to increase insights
2018-08-15 18:41:46 -04:00
Jared