* Fix: python consolidator reference lost when wrapped
* Make BasePythonWrapper equatable depending on the PyObject underlying reference
* Fix: TryConvert PyObject instances for generic C# types
* Minor unit tests fixes
* Address peer review and add unit tests
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- Make sure calling CSharp methods, fields, properties releases the GIL,
this was not hapenning for fiels & properties, adding unit test
reproducing the issue
* 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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* Improve consolidator scan
- Improve consolidator scan to be triggered even if no data is present.
Adding new regression test, updating existing
* Adding more tests & minor tweaks
* Delay security removal when there are pending settlements
* Add unit test
* Minor fixes
* Minor fix
* Replace HasUnsettledFunds method with UnsettledCash in ISettlementModel
* Minor fix
* Minor fix
* Address peer review
Replace ISettlementModel UnsettledCash property with GetUnsettledCash method that returns a CashAmount instead of a decimal to include the currency
* Minor fix
* Address peer review
* Improve GetFillModel()
* Add support for other methods
* Add regresion algos and improvements
* Make Python algorithms regression tests
* Improve unit tests
* Minor changes
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* Add new Order.PriceAdjustmentMode property
* Minor fix and unit test
* Minor fix and regression algorithms' stats update
* Unit test fixes
* Minor fix
* Set order price adjustment mode to raw always for live trading
* Add new libraries and updates
* ARM foundation update
- Deleting creme library which has been merged into already included river, because it causes copulae build to fail
- Deleting Riskfolio-Lib which would try to install old numpy and fail
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* Add ClrBubbleExceptionInterpreter
* Add ClrBubbledExceptionInterpreter tests
* Bump pythonnet version to 2.0.23
* Minor changes
* Minor change
* Minor fix
* Fix failing unit tests
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* Pandas frame include all ticks
- Pandas data framde history response will include all ticks. Updating
existing and adding new tests
* Python pandas converter performance improvement
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* Implement Trailing FreePortfolioValue
- Implement Trailing FreePortfolioValue by default, users will be able
to set it to a fixed number if desired. Adding regression algorithm
- Setting the default 'MinimumOrderMarginPortfolioPercentage' from 0 to
0.1% of the TPV to avoud tiny trades by default
* Update existing regression algorithms
* Address reviews
- Send warning message to the user if a trade does not happen due to the
default setting of the minimum order margin percentage value
* Address reivews
* Rename TotalPortfolioValueLessFreeBuffer
* Update new regression algorithm
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* Added PyStan Library in DockerfileLeanFoundation
* Add new libraries and unit tests
---------
Co-authored-by: Ivan Radigales Creus <ivanrdgc@gmail.com>
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* Handle position group margin calls
* Minor changes
* Update regression algorithms
* Minor changes
* Minor changes
* Added regression algorithm
* Peer review
* Peer review
* Peer review
* Peer review
* Minor changes
* Minor changes
* Add unit test
* Allow sufficient buying power when closing position group
* Add unit test
* Improve regression algorithms
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* Adds Unit Test
Asserts that we can remove a consolidator that was previously added.
* AddConsolidator Method Only Wraps Non-C# Consolidators
This behavior was implemented in `QCAlgorithm.RegisterIndicator` to avoid wrapping an object unnecessarily.
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* Refactor alpha statistics
- Refactor alpha statistics, cleaning up and simplifying no longer required calculations and scoring
- Adding new InsightEvaluator abstraction, adding C# & PY regression
algorithms
* Optimization backtest result json converter update
* Address reviews
- Remove IAlphaHandler, move insight storage responsability to IResultHandler
and centralizing insight collection on the QCAlgorithm.Insights to be
reused by the framework models
- Fix portfolio turnover single day backtests and duplicate time
sampling handling. Updating regression algorithms
* Add InsightCollection tests and minor fixes
* Adding more & improved tests
* Foundation Update
* Adding more foundation packages
* Update existing libraries
* Further package updates
* Image cleanup
- Update base image to ubuntu 22.04
- Some clean up on dockerfile
- Remove ARM base image
* Test updates
- Minor docker file tweaks
- Update existing python environment tests
* Add more tests & fix Julia
* Remove jupyter-dash
* Remove R from foundation
* Remove Julia
* Remove Tensorforce
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* Set fill price to zero in OTM exercise orders.
Improved the OTM exercise orders message.
* Update regression algorithms and unit tests
* Add IsInTheMoney property to OrderEvent
* Update SerializedOrderEvent
* Properly setting the option exercise order price to strike price or zero
* Minor changes
* Minor changes
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* Adds Additional Condition to Parse SecurityIdentifier Properties
A string can pass the previous conditions and create an invalid `SecurityIdentifier` (e.g. "Sharpe ration"). If it is invalid, the Market is not supported (e.g. "378").
* Adds Unit Test to Pandas Indexing
* Log Only Once if TryParseProperties Cannot Parse
Use cache to increase speed and remove redundant logging
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* Handle non-unique multi-index error for Ticks in data frame creation
* Update unit tests
* Update unit tests and add comments
* Add regression algorithm
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* Fixes PythonData.EndTime
The `EndTime` property of `PythonData` didn't override the base implementation in `BaseData`. Therefore `EndTime` was always set as `Time`.
Fixes Regression Tests
- The C# version of `Bitcoin` class needs to implement `EndTime`-
- Fixes regression tests
* Minor tweaks and rebase
- Add support for python data types just setting EndTime. Adding unit
tests for PythonData
- Fix for DynamicData EndTime property being fetched. Updating unit
tests
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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* Period timespan consolidation improvements
- If user is trying to consolidate a period providing data of a bigger
period we will now throw an exception. Adding tests
- If both consolidated and given data share the same period, gently
adjust the consolidator into a data count of 1. Adding tests
- Fixing bug in QuoteBarConsolidator period double accounting. Adding unit tests
* Add Period and Count regression algorithm
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* Overload PandasConverter.GetIndicatorDataFrame to accept a Python dict
* Shared implementation code for PandasConverter.GetIndicatorDataFrame overloads
* Added documentation for private shared methods used by PandasConverter.GetIndicatorDataFrame
* Added unit tests for PandasConverter.GetIndicatorDataFrame
* Added unit tests for PandasConverter.GetIndicatorDataFrame Dictionary overload
* Address change requests
* Address change requests
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* remove un-used
* use utc time for slice sync
* use utc time
* refactor
* add regression test
* use utc time
* use utc time
* make utctime required parameter
* add utcTime in slice creation
* assert warm up complete
* check if algorithm is still warmingup
* use exchange tz
Jhonathan Abreu