25 Commits

Author SHA1 Message Date
Jack Simonson 543abd77c5 Delete DailyFx class
Deleted DailyFx class and associated references in algorithms and tests
2019-05-22 09:36:19 -07:00
Jared d9ee31c979 Merge pull request #3055 from QuantConnect/feature-3041-merge-framework-classic-algorithm
Merge Framework, Bridge and Classic Algorithms
2019-04-05 14:54:31 -07:00
Martin Molinero cfa08a11fb Address reviews
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
2019-04-03 21:55:44 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00
Jack Simonson 363c07fa23 Stylistic changes from alex and jared 2019-04-03 17:39:39 -07:00
Jack Simonson e0d742f8e1 minor formatting changes per recommendations from Jared 2019-04-03 16:25:57 -07:00
Jack Simonson 849d7080a1 CSharp and Python versions of new alpha, MortgageRateVolatilityAlpha 2019-04-03 15:52:30 -07:00
Jared 1e7fee1800 Merge pull request #2984 from AlexCatarino/feature-2950-adds-csharp-exemple-alphas
Adds matching version of C# and Python Alpha algorithms
2019-03-12 09:57:48 -07:00
gsuatvo 5e5c83b391 Convert file example encoding to utf-8 2019-03-07 09:34:10 -08:00
AlexCatarino 89817a7b96 Adds GasAndCrudeOilEnergyCorrelationAlpha
- Adds C# version
- Some improments in python version
  - Refactors the CorrelationPairsSelection
  - Replace history request for rolling window
2019-03-05 23:01:07 +00:00
AlexCatarino df6bdedd64 Adds GreenblattMagicFormulaAlpha
- Adds C# version
- Minor improments in python version
2019-03-05 22:53:38 +00:00
AlexCatarino 6ca82fd196 Further Fixes From Peer-Review 2019-03-02 01:06:09 +00:00
AlexCatarino 774b32bc5f Apply Fixes Suggested by Peer-Review 2019-03-02 00:34:12 +00:00
AlexCatarino 0423e3d54d Adds C# version of IntradayReversalCurrencyMarkets 2019-03-01 14:55:08 +00:00
AlexCatarino 0df49f1126 Adds C# Version of Alpha Stream Examples
- GlobalEquityMeanReversionIBSAlpha
- MeanReversionLunchBreakAlpha
- PumpAndDumpAlpha
- TripleLeveragedETFPairVolatilityDecayAlphaAlgorithm
2019-03-01 14:55:08 +00:00
IlshatGaripov 6de400a5b9 Adding a small algorithm summary. 2019-02-28 14:54:23 +03:00
IlshatGaripov c970ec5a01 Changes upon review request:
- license header
- warm up
- 0 fee model
- renaming
2019-02-28 13:51:43 +03:00
IlshatGaripov 9b2e8249df Adding new algorithm and Alpha Model. Dual Thrust is a concept. UXVY is a traded asset. 2019-02-27 23:25:28 +03:00
Stefano Raggi e976bd1122 Update expected statistics to latest master branch
The expected statistics were out of date.
2019-01-28 16:58:54 +01:00
Martin Molinero eaba3ab24e Fix ManualUniverse duplicate effort
- Removed usages of algorithm.Securities.key as a parameter for the
`ManualUniverseSelectionModel()` since those securities, added through
`AddXXXX` calls will be managed by the `UserDefinedUniverse`. This was
causing for Universes to try to add the same subscription requests
- Adding new empty constructor for ManualUniverseSelectionModel,
required for Python
- ManualUniverse will return any existing SDC for the
symbol. This is for maintaining existing behavior and
preventing breaking changes: Specifically motivated by usages of
Algorithm.Securities.Keys as constructor parameter of the
ManualUniverseSelectionModel, since those Symbols added by Addxxx()
calls will already be managed by the UserDefinedUniverse
- Making some format modifications to aling with used Lean formatting
2018-10-12 18:30:04 -03:00
Martin Molinero ed33286842 Updating regression statistics 2018-08-15 21:10:49 -03:00
Jared Broad db0f85122c Increase the universe of assets to increase insights 2018-08-15 18:41:46 -04:00
Martin Molinero c1272874fb Adding regression statistics 2018-08-15 11:58:46 -03:00
Jared Broad 8be3057354 Fix whitespace tab 2018-08-14 18:46:22 -04:00
Jared Broad c4d0baab49 Added 2 example benchmark alphas 2018-08-14 18:43:45 -04:00