b527a3dd86
Minor fixes ( #7980 )
...
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
- Minor test improvement
- Adjust DownloaderDataProvider to follow the pattern
2024-04-26 14:37:47 -03:00
cce8945fe8
Api Clean up, Documentation and Standarization part two ( #7964 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Add improvements
* Add improvments and unit tests
* Add XML comments
* Nit changes
* Add unit tests for OrderJsonConverter
* Improve unit tests
* Address requested changes
* Fix bugs
* Fix bugs
* Fix bugs and self-review
* Fix bugs
* Address requested changes
* Fix unit test bug
* Fix bugs
* Improve unit tests
* Solve bugs
2024-04-26 13:17:34 -03:00
9755f8c916
Sourcing remote zipped custom data ( #7976 )
...
* Fix: source custom data from remote CSV zipped file
* Fix: Custom data sourcing zip entry names from remote locations
* Address peer review
* Add unit tests
* Minor fix
* Address peer review
* Minor fixes
* Return byte array in IApi.DownloadBytes
* Allow sourcing custom data from specific csv entry in a zipped remote file
* Minor change
2024-04-26 12:15:01 -04:00
2ac435b117
Minor Config.Write Improvement ( #7978 )
Python Virtual Environments / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
2024-04-25 19:54:11 -03:00
74d95f1611
Implement Download Project in Lean ( #7975 )
...
* feat: init Download proj
* feat: update docker file to copy download proj
* feat: parsing in cmd arguments
* feat: DataDownloadConfig model
feat: add config file
refactor: logic of parsing config
* feat: overrid ToString in DataDownloaderGetParameters
* remove: not used argument command
* feat: calculate downloading % (without ETA time)
* fix: dockfile copy path for DownloaderDataProvider proj
* feat: additional Property in .csproj
* remove: DataProviderFullName prop from DataDownloadConfig
* remove: extra package (ref from Configuration proj)
* feat: ETA calculation of downloading data
* Minor tweak
* rename: namespace of downloaderDataProvider to generic style format
* test: ETA from DownloaderDataProvider
* fix: calculate ETA like real downloading process
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-25 19:53:58 -03:00
55b056588d
Fix option assignment not processed because of existing open order ( #7974 )
...
API Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* Fix: option assignment not processed because of existing open order
* Minor change
* Fix unit test
2024-04-24 10:42:41 -04:00
6d9609799a
Calling CSharp releases the GIL ( #7970 )
...
API Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
- Make sure calling CSharp methods, fields, properties releases the GIL,
this was not hapenning for fiels & properties, adding unit test
reproducing the issue
2024-04-23 12:46:50 -03:00
8d2ced945b
Minor fundamental properties typos ( #7971 )
2024-04-23 11:48:20 -03:00
b8e49a94ad
Python models conversion to PEP8 ( #7969 )
...
* Python models conversion to PEP8
* Python models conversion to PEP8
* Minor fix
2024-04-23 10:45:36 -04:00
efd90f7ed9
Fundamental pep8 typos ValuationRatios ( #7967 )
Report Generator Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2024-04-22 16:49:07 -03:00
bec6faef9a
CashFlowFromInvestingGrowth & CashFlowFromFinancingGrowth Typos ( #7966 )
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2024-04-22 14:18:22 -03:00
6bfe45dbcf
PEP8 algorithms conversion ( #7962 )
...
* PEP8 algorithms conversion
* PEP8 unit tests algorithms conversion
* Minor fixes
2024-04-22 13:59:50 -03:00
8fa824b19e
Rename DebttoAssets to DebtToAssets ( #7961 )
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
2024-04-22 12:14:44 -03:00
3e4ad661e2
Update readme.md
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2024-04-19 19:41:29 -03:00
fa886eba79
pep8 conversion of python algos #12 ( #7954 )
...
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* pep8 conversion
* PEP8 updates/fixes
* Update pythonnet version to 2.0.35
---------
Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com >
2024-04-19 16:55:48 -04:00
b64ad5f68a
pep8 conversion of python algos ( #7957 )
2024-04-19 17:24:37 -03:00
08a3de9e2d
pep8 conversion of python algos #13 ( #7955 )
...
* t status
pep8 conversion
* Minor tweaks and rebase
* Various minor fixes
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-19 16:14:12 -03:00
d2669fb0c2
pep8 conversion of python alphas and benchmark algos ( #7956 )
...
* pep8 conversion of alphas
* pep8 conversion of benchmarks
* Various fixes and rebase
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-19 14:50:59 -03:00
279a7ef235
pep8 conversion on python algos #10 ( #7951 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* pep8 conversion
* PEP8 updates/fixes
---------
Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com >
2024-04-19 12:59:02 -03:00
979bd9baef
pep8 conversion of python algos #11 ( #7952 )
...
* pep8 conversion
* Minor tweak
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-19 12:54:50 -03:00
3c30e255fe
pep8 conversion of python algos ( #7948 )
...
* pep8 conversion of python algos
* adding 10 more pep8 converted algos
* PEP8 updates/fixes
---------
Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com >
2024-04-19 10:06:48 -04:00
77591f90c7
PEP8 python algorithms conversion ( #7950 )
...
Benchmarks / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* PEP8 python algorithms conversion
* Fix: Get python or c# methods in PythonData as python wrapper
* Convert portfolio models to PEP8
2024-04-18 19:43:48 -03:00
d1796bd77e
Copies RiskParityPortfolioOptimizer to Output Directory ( #7949 )
2024-04-18 19:19:19 -03:00
4a1f30bd96
pep8 conversion of python #7 ( #7945 )
...
* pep8 conversion
* PEP8 updates/fixes
---------
Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com >
2024-04-18 16:12:36 -03:00
7e5b8d6243
pep8 conversion of python algo #8 ( #7946 )
...
* pep8 conversion
* Minor tweaks
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-18 16:08:34 -03:00
e8362c12a3
pep8 conversion ( #7947 )
API Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2024-04-18 16:04:22 -03:00
c2ad893f32
pep8 conversion of python algos #5 ( #7943 )
...
* pep8 conversion
* Fix: detect python object of python classes derived from c# classes
* Minor PEP8 updates/fixes
---------
Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com >
2024-04-18 15:53:32 -03:00
5eb236834f
pep8 conversions of python algos, #6 ( #7944 )
...
* pep8 conversions
* Address review. Fix PythonIndicator
* Minor CSharp algo fix
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-18 15:15:18 -03:00
1cae47ab25
pep8 conversion of python algos ( #7942 )
...
* pep8 conversion of python algos
* adding 10 more pep8 converted algos
2024-04-18 15:14:56 -03:00
ed351c8726
pep8 conversion of python algorithms #3 ( #7934 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* raw pep8 conversion
* Minor fixes
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-17 19:28:04 -03:00
6d5f5dce58
pep8 conversion of python algorithms #4 ( #7935 )
...
* pep8 conversion
* PEP8 updates/fixes
* Minor update
---------
Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com >
2024-04-17 19:27:00 -03:00
c97c7a3317
pep8 conversion of python algos ( #7938 )
...
* pep8 conversion of python algos
* Minor tweak
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-17 19:23:54 -03:00
ed7f3ebbbf
pep8 conversion of python algos #1-25 ( #7926 )
...
* pep8 conversion of python algos
* address peer-review
* PEP8 updates/fixes
* More fixes
---------
Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com >
2024-04-17 17:02:32 -04:00
784e497691
pep8 conversion on python algorithms #2 ( #7933 )
...
* pep8 conversion
* more
* Minor fix
* Fix related regression algorithm
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-04-17 17:36:53 -03:00
c2bea3c173
Feature 1076 implementing an indicator derivative oscillator ( #7884 )
...
* 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 >
2024-04-17 16:34:57 -03:00
b1a2f8f06c
Bybit SPDB update ( #7940 )
...
- Bybit SPDB update
2024-04-17 16:06:31 -03:00
a83809c122
Update readme.md ( #7939 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Fixed logo link
2024-04-17 15:21:05 -03:00
17ba1088bd
Pythonnet PEP8 fixes ( #7931 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* 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 >
2024-04-17 14:25:25 -03:00
3da1afb2fe
Update readme.md ( #7937 )
...
dark/light mode algoseek logo / link to https://www.algoseek.com/lean.html
2024-04-17 14:23:06 -03:00
dfbe85ca85
PythonData Pep8 Support ( #7936 )
...
- Improve PythonData to support pep8 method names if available. Adding
unit tests
2024-04-17 13:29:14 -03:00
38c90d5a98
Fix CurrentSlice python wrapper ( #7932 )
...
- Fix algorithm current slice, to be a python slice wrapper. Updating
regression algorithmst status
2024-04-16 18:38:53 -03:00
318701964c
Update readme.md ( #7927 )
2024-04-16 17:34:49 -03:00
93bc7a9dc1
Update pythonnet version to 2.0.32 ( #7923 )
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2024-04-15 19:48:54 -03:00
4e39100fa9
Pep8 Python Base Selection Models Update ( #7920 )
...
* Pep8 Python Selection Models Update
- Update python selection models to pep 8, keeping backwards
compatibility support
* Address reviews, further pep8 renames
2024-04-15 19:22:20 -03:00
0e58c4c694
Adjust GoodTilDate Pep8 ( #7921 )
...
- 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`
2024-04-15 19:02:59 -03:00
2ff13ea8fc
Remove unrequired, unused universe DQH call ( #7914 )
...
- Remove unrequired, unused DQH subscription call to universe
subscription
2024-04-15 13:50:30 -03:00
dc1748f4ae
Fix composer deadlock ( #7917 )
...
- Fix deadlock in composer creating a type like IBDownloader which gets
the map file provider instance using the composer
2024-04-15 12:32:53 -03:00
e06931c423
Make MorningStart codes readonly ( #7919 )
2024-04-15 12:32:41 -03:00
f25029b0fe
Update readme.md
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2024-04-12 17:30:46 -03:00
2ddf40b8e9
PEP8 style algorithm API ( #7909 )
...
* 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
2024-04-12 17:29:15 -03:00
Martin-Molinero