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11 Commits

Author SHA1 Message Date
prasom a4f2c03015 Python ConstantAlphaModel Constructor is Missing an Argument (#7189)
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* Python ConstantAlphaModel Constructor is Missing an Argument #7185

* Minor tweak

---------

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2023-04-17 20:03:49 -03:00
Martin-Molinero aaba566954 Alpha Streams Improvements. Python Imports (#5874)
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* Order handling improvements

- Execution model will only trigger market order if they are above the
  minimum order margin portfolio percetage value
- SecurityCache.Reset is complete

* Python Import fixes

- Add regression test for ImmediateExecutionModel minimum order margin
  check
 2021-08-24 11:15:48 -03:00
Marco Grassi e823dfdfb7 fix a typo, and remove all unnecessary semicolumns in Python (#5795)
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 2021-07-27 16:05:13 -03:00
Martin Molinero 1983f36792 Allow Python selection to return unchanged 
- We will now check if python selection method returned `Universe.Unchanged`
- Removing `ToList()` call on fine and coarse data before sending it to
the python algorithm
- Adding regression algorithms
 2019-07-31 15:36:07 -03:00
Stefano Raggi 5c9b81cef1 Fix Python initialization and imports for multiple tests 2018-10-02 20:28:13 +02:00
AlexCatarino 86e85163d8 Python alpha models subclass C# AlphaModel 2018-05-15 22:29:34 +01:00
AlexCatarino 6e1d113922 Minor models fixes 
- ConstantAlphaModel.py: sets default value `None` for magnitude and confidence
- BlackLittermanPortfolioConstructionModel.py: removes logging.
 2018-05-03 21:50:11 +01:00
AlexCatarino fd461ed252 Refactors python framework models to avoid using generator 
We are not using python lists instead of generator (yield) because we get better exception information in this case. The aim is to lead users to avoid using generators and/or know its limitations.
 2018-04-26 19:31:11 +01:00
AlexCatarino f3135b118e Adds Name attribute to python alpha models 
These `Name` values match those in C# alpha models.
 2018-04-19 18:04:01 +01:00
AlexCatarino 58493a2f21 Updates python version Lean AlphaModels to reflect API changes 
Refactors unit tests.
 2018-04-11 11:16:04 +01:00
AlexCatarino 8325b77c07 Adds python version of ConstantAlphaModel 2018-04-11 11:07:51 +01:00