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Modify OpenInterestFutureUniverseSelectionModel to work with Python (#7220)
frostbyte_neo 发布于
2023-04-27 13:04:10 +00:00 | 1449 次提交 在此版本后已推送到 master- Implement ShortableProviderPythonWrapper.cs
- Modify AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs and ShortableProviderOrdersRejectedRegressionAlgorithm.cs to use ShortableProvider from Security and not from the Brokerage model
- Add SetShortableProvider() overload method in Security.cs to set a custom shortable provider from Python
- Remove AllShortableSymbols() method from LocalDiskShortableProvider.cs
- Remove DefaultShortableProvider class
- Add regresion algorithms in C# to cover the changes done
- Revert "Merge process"
This reverts commit 775a4b8ec18e0f1562b72c27203ec0df84c8f675, reversing
changes made to bcc3e790f66fe744ea6f4cb2083c3e9d1881ea2f.- Revert "Revert "Merge process""
This reverts commit aa18fb40eec2aa551ab7a81310ba4515270d6c1a.
- Solve bug
- Add new constructor overload in OpenInterestFutureUniverseSelectionModel.cs that accepts future chain symbol selector as PyObject
- Add a private static method in OpenInterestFutureUniverseSelectionModel that converts Python lambda function to Func<DateTime, IEnumerable>
- Add a regression algorithm in Python to cover changes. In these case, add Python version of OpenInterestFuturesRegressionAlgorithm.cs
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Nit changes
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Nit change
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Minor docs tweak
Co-authored-by: Martin-Molinero martin@quantconnect.com
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