fdc866fda0
Reverting 'Merge pull request #2483 python-history-provider'
...
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
98a1b6a2a2
Refactors options algorithms
...
AddEquity and SetDataNormalization calls were removed because they are not mandatory since PostInitialize calls them.
2017-12-18 11:24:08 +00:00
4b4e084694
Fixes python algorithms to pass regression tests
...
BasicTemplateOptionsAlgorithm
CustomDataRegressionAlgorithm
UniverseSelectionRegressionAlgorithm
WeeklyUniverseSelectionRegressionAlgorithm
2017-10-06 13:33:03 +01:00
244ac0b72a
Fix regression test and tag python algorithms
2017-09-20 20:06:48 -04:00
7bb331dfad
Updates Futures and Options template python algorithms
...
Updates BasicTemplateFuturesAlgorithm.py andBasicTemplateOptionsAlgorithm.py to use python datetime/timedelta instead of C# DateTime/TimeSpan.
2017-05-26 01:17:35 +01:00
41e7ad047a
Adds python basic templates for options and futures
2017-05-10 13:32:36 +01:00
Michael Handschuh