Jared Broad
e0b200a0a8
Added tags to coarse fine universe
2017-09-21 20:20:22 -04:00
Jared
3fa1192cdb
Merge branch 'master' into master
2017-09-21 19:23:43 -04:00
Jing Wu
fd75be1254
added tags
2017-09-21 18:53:25 -04:00
Jing Wu
6e9ad04306
added ETFGlobalRotationAlgorithm
2017-09-21 18:38:38 -04:00
Young Zhang
f3871e1775
Optimize conversion of Python lists to CLR generic Lists
2017-09-21 14:12:10 -04:00
Jared Broad
dc27c4e3d6
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
Jared
98d77fab45
Merge pull request #1148 from AlexCatarino/py-useruniverse
...
Adds support for user-defined universe selection for python
2017-09-21 07:30:09 -04:00
Jared
6efdcb944c
Merge pull request #1150 from jingwu74/master
...
added new algorithms
2017-09-21 06:58:06 -04:00
Jared Broad
244ac0b72a
Fix regression test and tag python algorithms
2017-09-20 20:06:48 -04:00
Jing Wu
28ded59c42
modified project file for adding new algorithm
2017-09-20 18:46:15 -04:00
Jing Wu
0aea32618e
added OptionChainProviderAlgorithm
2017-09-20 18:45:47 -04:00
Jared Broad
28d976a319
Tagged first python algorithms
2017-09-20 18:41:26 -04:00
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
Jing Wu
f6aa7001b7
modified EmaCrossUniverseSelectionAlgorithm to match the result in C# algorithm
2017-09-20 11:15:54 -04:00
Jared
accb3d8601
Merge pull request #1137 from jingwu74/master
...
Added 6 python algorithms
2017-09-20 08:21:17 -04:00
Jing Wu
b19a287cea
modified project file for adding new python algorithm
2017-09-19 18:35:41 -04:00
Jing Wu
7e796cf3e6
added RegressionChannelAlgorithm(Python)
2017-09-19 18:34:23 -04:00
Jing Wu
adf1d2a5cf
modified project file for adding new python algorithms
2017-09-19 18:17:18 -04:00
Jing Wu
7c03adc992
added RegressionChannelAlgorithm(Python)
2017-09-19 18:15:54 -04:00
Jing Wu
005b65593f
added FuturesMomentumAlgorithm(Python)
2017-09-19 18:14:15 -04:00
Jing Wu
cb41834b1a
added DailyFxAlgorithm(Python)
2017-09-19 18:13:02 -04:00
Jing Wu
66b7974e56
modifid Log problem
2017-09-18 10:42:52 -04:00
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
Jing Wu
82eab2cdce
modified project file for adding new algorithm
2017-09-15 18:14:44 -04:00
Jing Wu
8a0f7cc966
added weekly universe selection algorithm
2017-09-15 18:13:37 -04:00
Jing Wu
1c0793e649
added options history algorithm
2017-09-15 18:11:09 -04:00
Jing Wu
3a08b4f4ae
added options filter universe algorithm
2017-09-15 18:10:45 -04:00
Jing Wu
6ec318439a
added option trade algorithm
2017-09-15 18:09:54 -04:00
Jing Wu
4bc154ff2f
fixed typo in forex algorithm
2017-09-15 00:28:46 -04:00
Jing Wu
e12625745b
add licence
2017-09-14 18:49:51 -04:00
Jing Wu
f1a8b29e95
modified python project file for adding new algorithm
2017-09-14 17:55:46 -04:00
Jing Wu
a7e5a6b026
added ema cross universe slection algorithm
2017-09-14 17:52:01 -04:00
Jing Wu
ec27cbcb1e
added options strategy algorithm
2017-09-14 17:51:11 -04:00
Jing Wu
d89f376d56
added future history algorithm
2017-09-14 17:50:17 -04:00
Jing Wu
ee088e0935
added basic Futures Consolidation algorithm
2017-09-14 17:48:42 -04:00
Jing Wu
f0d2af89a1
Added basic forex example
2017-09-14 17:47:22 -04:00
Jing Wu
fe0e5d3267
Added daily example
2017-09-14 17:44:27 -04:00
Jing Wu
55e882011f
add BasicTemplateDailyAlgorithm
...
add BasicTemplateForexAlgorithm
add BasicTemplateFuturesConsolidationAlgorithm
add BasicTemplateFuturesHistoryAlgorithm
add BasicTemplateOptionStrategyAlgorithm
add EmaCrossUniverseSelectionAlgorithm
modify QuantConnect.Algorithm.Python.csproj
2017-09-14 17:30:37 -04:00
andrewhart098
adb575634f
Merge pull request #1127 from AlexCatarino/pythonnet-version-bump
...
Upgrades pythonnet version
2017-09-13 15:24:06 -04:00
AlexCatarino
14e66ad07b
Improve python installation guide
...
Warns users that if python is installed correctly, some procedures can be skipped.
2017-09-13 18:12:33 +01:00
AlexCatarino
1c330415d3
Updates information about python installation
...
Additional information is needed to help users to be able to run python algorithms with Lean.
2017-09-13 14:50:14 +01:00
AlexCatarino
d7f2411fcd
Upgrades pythonnet version
...
In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
2017-09-12 17:33:52 +01:00
Jared Broad
8281911bd0
Revert "Upgrades pythonnet version"
...
This reverts commit 310e5c4211 .
2017-08-22 16:11:54 -04:00
AlexCatarino
310e5c4211
Upgrades pythonnet version
...
In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
2017-08-21 21:59:59 +01:00
AlexCatarino
2d377b6f09
Adds QuoteBar handling to pandas.DataFrame creation
2017-08-21 13:41:00 +01:00
AlexCatarino
b322dec666
Modifies the pandas dataframe created from a history request
...
History requests should not return a dictionary with a dataframe, but a multi-index dataframe.
It is more common to work with multi-index dataframes rather than multi-column.
2017-08-18 18:23:11 +01:00
Andrew
e116709b24
Specify <LangVersion> of 6 in all csproj files
2017-08-07 15:27:26 -04:00
AlexCatarino
1ea28c4d0e
Adds RollingWindowAlgorithm example in python
...
New algorithm shows how to use rolling windows in python.
2017-07-27 17:09:15 +01:00
AlexCatarino
7b743f39a4
Adds comments in algorithms
...
Adds comments to help users understand the code better
2017-07-27 16:31:41 +01:00
AlexCatarino
46ead54f79
Implements Quandl support for Python
...
Implements Quandl support for Python.
It was not possible to derive from Quandl in order to select the column. If the data did not have "close", it would thrown an exception since it would look for this work in a dictionary.
It is now possible to select the column.
See example QuandFuturesDataAlgorithm.py
2017-07-27 00:18:08 +01:00