* pep8 conversion of alphas
* pep8 conversion of benchmarks
* Various fixes and rebase
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* Initial boilerplate code
* Fix build failure
* Initial iteration for the code for Derivative Oscillator code
* Add foundation for unit tests
* Add reset method for test
* Add test case
* fixed test cases, all tests pass
* Put placeholder for IsReady change
Not implemented, as test cases fail when change is uncommented
* Update documentation and change class name
* Change names for Derivative Oscillator to more meaningful
* Add DO extension to create the indicator
* Provide variable definitions with var, replace old test file with new
* Use chaining for indicators creation
* Add test based on external data
* Change test file
* Fix WarmUp test + alphabetical order + rename indicator class
* Make all tests run except for external data tests
* Fixed warmup period and fixed the ResetsProperly test case
* Removed unused directives
* Add output directory for Derivative Oscillator test
* Minor tweaks
---------
Co-authored-by: HaentjeGH <l.m.j.haenen@student.tue.nl>
Co-authored-by: ivkozlov <ivkozlov@ozon.ru>
Co-authored-by: DanielVanRijswijk <d.j.v.Rijswijk@student.tue.nl>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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* Improve python exception message for cases when derived class uses member names already defined in base C# classes
* Update pythonnet version to 2.0.33
* Update error message
* Pythonnet version bump to 2.0.34. Minor unit test fix
* Enhance pythonnet overload tests
---------
Co-authored-by: Jared <jaredbroad@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
- Pep8 adjustment for GoodTilDate, so it behaves like `Expiry` static
readonly funcs which will be binded to both snake case and upper
constant format, `good_til_date` & `GOOD_TIL_DATE`
* feat: support snake-case style Python QCAlgorithm implementations
* feat: add unit tests and minor fixes
* feat: implement new BasePythonWrapper class for python wrappers.
Used to cache methods and contains invoke functionality
* feat: make python wrappers implement the new base class for pep8 style support
* feat: keep overriden methods in Algorithm Python Wrapper
* feat: add unit tests for custom models algorithms with PEP8 style
* Bump pythonnet version to 2.0.30
* fix bugs and address peer review
* Address peer review
* Minor revert
* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator
* Minor fixes
* Minor fix
* Minor fix
* Bump pythonnet version to 2.0.31
* Added Greeks.Lambda_ alias of Lambda for python compatibility.
Remove unused method
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* Add support for auxiliary data history request
- Add support for split/dividends/margin interest history requests.
Adding regression algorithms
* Expand auxiliary history regression tests
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- By default Time rules yield times in UTC TZ, already correctly handled
by 'ScheduledUniverseSelectionModel' but this wasn't fixed in ScheduledUniverse
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* Minor api improvements
- Adding Universe.Selected to hold the current set of selected symbols.
Adding regression tests
- Adjusting TimeRules and DateRules to fallback to the MHDB if the
security hasn't been added. Updating existing regression tests
* Expand regression test assertion
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* fix: download year file data only for hour and daily resolutions for options and index options
* minor fix: index options regression tests expected status
* Minor change
* minor: update regression algorithms stats
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* Adding new algorithm data handling options
- Adding new QCAlgorithm data handling method options to override.
Adding Py/C# regression tests
- Removing old OnData Type specific invoker methods
* Address reviews. Remove old OnData C# only methods
* Add Scheduled Universe Selection
- Adding `UniverseSettings.Schedule` that will allow users to
specify a custom selection schedule which is independent of the
underlying data frequency
- Adding unit and regression tests
* Add live trading schedule time shift
Louis Szeto