3 Commits

Author SHA1 Message Date
Stefano Raggi c6693cb237 Disable automatic security seeding
In this PR we are disabling the default security seeding (automatically getting the last price for a security when added to the algorithm) for a couple reasons, both when using large universes:
- In live trading, these history requests are sent to a history server, potentially causing timeouts
- In backtesting, depending on the algorithm this could also cause slowdowns up to 30%
2017-12-22 21:49:14 +01:00
AlexCatarino 2ff636869c Fixes summary of members in python wrapper classes
Summary of members in python wrapper classes where pointing to other methods for reference when they should have a meaningful description to be used in documentation
2017-11-16 14:00:22 +00:00
AlexCatarino 994c47e55b Implements SetSecurityInitializer for Python algorithms
Creates a class that wraps a PyObject that represents a ISecurityInitializer object for the case where we use a class to initialize securities
Adds SetSecurityInitializer method that accepts a PyObject that may represent a method, a function or class that is used to initialize securities
2017-10-11 10:37:47 +01:00