22 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 16a737ee26 Fix most of CA1725 warnings (#8154)
* Fix CA1725 warning

* Address requested changes
2024-07-05 16:19:56 -03:00
Martin-Molinero 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
Martin-Molinero 3f42101f6d Update to python38 and libraries (#6558)
* Update to python38

- Update to python38
- Update libraries

* Create latest virtual environment. Add CI unit tests

* Further update python packages

* Virtual env fixes

- Refactor python virtual env setup
- Adding CI unit tests for python packages and virtual envs

* Adding more python packages

- Adding NBeats, Ax-platform, Riskfolio-Lib

* Rename pomegranate venv
2022-08-22 13:54:02 -03:00
Martin-Molinero 6f3208eded Python Virtual Environments Support (#6556)
Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
- Add support to use a python virtual environment if defined in the
  algorithm job. Adding tests
2022-08-17 16:40:52 -03:00
Gerardo Salazar 650ce2e2b5 Removes References To Built-in Custom Data Implementations (#5793)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* WIP removal of custom data references & tests updates

* Regression algos updated and python algorithms moved to DataSource repos

* Fixes failing unit tests

* Add "LiveDataTypes" field to LiveNodePacket

* Adds Initialize() to IDataChannelProvider

  * Adds new extension method to convert
    HistoryRequest -> SubscriptionDataConfig

* Address review: Add protobuf definitions for Iconic data types

* Address review: re-adds DynamicSecurityDataAlgorithm as regression algo

  * Small adjustments to variable naming and documentation

* Move test files to respective DataSource repos
2021-08-02 19:24:45 -03:00
Colton Sellers a9b634b096 Pandas Dataframe indexing w/ list (#5813)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Wrap df.__getitem__ to map all keys before indexing

* Add reproducing test case
2021-07-30 16:34:03 -03:00
Colton Sellers ab6027723f Refactor Api (#5251)
Build & Test Lean / build (push) Has been cancelled
* Use lean data key as param for request

* key -> filePath rename and some cleanup

* Refactor

* Add Organizations Endpoints

* Add some organization api wrapper objects

* Address namespace issue

* Reorganize Api Test into seperate files using one ApiTestBase

* Add Organization tests

* Use capitalized "API" test namespace to reduce amount of file changes

* Add License to test base

* Update /data endpoint functions and response objects

* Update ApiDataProvider Logic

* Handle deserialization of organization products

* Simplify converter

* Only throw for equity requests when not subscribed to map/factor files

* Add missing header

* Make arguement exception

* Api adjustments

* Add Zip factor and map file providers

- Common project will now reference Compression project and not the other way
  round.
- Adding Zip FactorFile and MapFile providers

* Refactor FactorFileProvider to use DataProvider to fetch files

* Use resulting MinimumDate in construction of FactorFile

* Nit FactorFile comments and arrangement

* Refactor MapFileProviders to use DataProvider for fetching files

* Refactor ZipFileProvider

* Clean up

* Refactor Backtesting Future/Option chain providers to use dataprovider

* Fixes for data/ endpoints and test adjustments

* Response objects adjustments/cleanups

* ApiDateProvider fixes and testing

* Add LocalZipFactorFileTests

* Update ApiDataProvider download test to verify stream is not null

* Implement posting of agreement summary and signed time

* Mark all Api related tests as explicit and document details on running

* Clarify default token on ApiTestBase

* Adjust summary

* Update Api responses for QCC, except org products which are sold in USD

* Implement cache expiration for zip MapFile and FactorFiles. Adding unit tests

* Fix multiple markets for ZipFactorFile provider

* Use Symbol as cache key

* Api.cs review

* Dispose of factorFileStream after reading

* Use zip.EntryFileNames

* Address a few reviews

* Few more fixes

* Address Api Review

* Add Job Org id to config

* Minor tweaks

* Compare with invariant culture

* Fixes Option Universe selection

* ZipEntryNameSubscriptionDataSourceReader will use IDataProvider

* Fix research

* Fix null reference exception

* Make duplicate log debug

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-06-07 11:37:44 -03:00
Martin-Molinero f3c386663b Feature .net 5 (#5505)
* Update projects to use .NET 5.0, the successor to .NET Core

* Fix ambiguous errors. Add IBAutomator net5

* Remove FXCM

* Upgrade IBAutomater to v1.0.51

ignored, and an empty message aborts the commit.

* Fix rebase

- Fix ambiguous Index
- Remove StrategyCapacity.cs
- Update System.Threading.Tasks.Extensionsy

* Remove unrequired references

* Fixes

- Travis will use dotnet, not nunit nor mono
- Remove mono from foundation image
- Fix python setup in research
- Fix unit tests

* Don't call ReadKey when input is redirected

* Fix ConsoleLeanOptimizer

* Research fixes

* Update comment

* Add vsdbg to Dockerfile

* Fixes

- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
   - Option assignment will be deterministic in the order
   - 'Rolling Averaged Population' is calculated using doubles, updating
     expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock

* Replace ICSharp with .NET Interactive

* Fixes after rebase

* CSharp research fixes

- Adding new Initialize.csx that pre loads all assemblies
- Adjusting template research file
- Moving steps in dockerfilejupyter
- Fix unit tests and regression tests after rebase

Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Jasper van Merle <jaspervmerle@gmail.com>
2021-05-06 17:23:51 -03:00
Colton Sellers 68ca504d3a Apply fixes (#5464) 2021-04-07 11:46:31 -03:00
Colton Sellers 14b44bbe17 Reduce Travis Logs v2 (#5049)
* Silence DotNet in building stubs

* Reapply silence to stub publishing

* Have QuantBook store and restore initial LogHandler

* Add assembly action to maintain LogHandler

* Allow AlgorithmRunner to use ConsoleLogHandler

* Use MaintainLogHandlerAttribute to provide current test logger

* Refactor LogHandler creation
2020-12-28 21:10:21 -03:00
Colton Sellers 4006ba01e4 Reduce Travis Log (#5039)
* Reduce Travis setup verbosity

* Introduce ConsoleErrorLogHandler

* Change Console.WriteLine to Log statements

* Quiet wget

* Route build stubs stdout to null

* Fix Quantbook history test

* Silence stub packages directly

* Use parameterized log-handler for testing

* Rename AssemblyInitialize Setup

* Fix AlgorithmRunner file logging

* Drop all overriden LogHandlers in tests

* Change to OneTimeSetup to maintain LogHandlers

* Permit any ILogHandler to be defined in params

* Fix for AlgorithmRunner Handlers V2
2020-12-17 12:59:13 -03:00
Martin Molinero 8a63a1ac32 Rename Jupyter to Research add nuget
- Rename Jupyter to Research and add it's nuget package
2020-05-22 12:42:59 -03:00
AlexCatarino 74395566eb Moves Python Path Environment Variable Setting to AdjustCurrentDirectory
Removes PythonSetup.
2020-05-13 00:48:01 +01:00
Martin Molinero 658b8c6a10 Reset config after updating current dir 2020-04-23 15:18:38 -03:00
Martin Molinero 886e5e6445 Test fixes and updates 2020-04-23 09:59:31 -03:00
Leonardo-Ferreira 951c973d5b Adjusted the OneTimeSetup attribute usage 2020-04-22 18:19:08 -03:00
snugs 35ce0342f9 Tidy up some usages of Symbol.Value/ToString
Includes other small changes from review
2015-11-19 16:23:41 -05:00
snugs 5ed2bc2ac1 Backwards compatible Symbol json
Rename SymbolCache.Add to SymbolCache.Set as well
2015-11-16 13:44:09 -05:00
snugs 7b6c82841f Initial implementation of SecurityIdentifier 2015-11-12 13:55:42 -05:00
snugs b0fb28dd4e Make tests use console log handler 2015-06-08 10:51:08 -04:00
snugs 6165c354e7 Initial implementation of TradierBrokerage
Adds new base test class for brokerages: BrokerageTests
2015-05-20 16:37:33 -04:00
snugs f024c49606 Add test initializer to set log handler 2015-03-31 21:40:08 -04:00