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quantconnect--lean/Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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Michael Handschuh 703f915182 Configure QuantConnect.ruleset in all projects 
The initial ruleset is specifically aimed at addressing #3045. When we'd like
to start addressing other issues available via the FxCopAnalyzers, we can update
the action in QuantConnect.ruleset. A nice way to do it is to first set it to
warning, then go through the solution, project-by-project, fixing each warning.
At the end you can flip it to error and ensure it still builds. Moving forward,
any changes will fail if they violate the rule.

In support of #3045, we'll be configuring the following rules:
> CA1304: https://docs.microsoft.com/en-us/visualstudio/code-quality/ca1304-specify-cultureinfo?view=vs-2017
> CA1305: https://docs.microsoft.com/en-us/visualstudio/code-quality/ca1305-specify-iformatprovider?view=vs-2017
2019-08-16 18:08:18 -03:00

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<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<Import Project="..\packages\Microsoft.CodeAnalysis.FxCopAnalyzers.2.9.3\build\Microsoft.CodeAnalysis.FxCopAnalyzers.props" Condition="Exists('..\packages\Microsoft.CodeAnalysis.FxCopAnalyzers.2.9.3\build\Microsoft.CodeAnalysis.FxCopAnalyzers.props')" />
<Import Project="..\packages\Microsoft.NetFramework.Analyzers.2.9.3\build\Microsoft.NetFramework.Analyzers.props" Condition="Exists('..\packages\Microsoft.NetFramework.Analyzers.2.9.3\build\Microsoft.NetFramework.Analyzers.props')" />
<Import Project="..\packages\Microsoft.NetCore.Analyzers.2.9.3\build\Microsoft.NetCore.Analyzers.props" Condition="Exists('..\packages\Microsoft.NetCore.Analyzers.2.9.3\build\Microsoft.NetCore.Analyzers.props')" />
<Import Project="..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\build\Microsoft.CodeQuality.Analyzers.props" Condition="Exists('..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\build\Microsoft.CodeQuality.Analyzers.props')" />
<Import Project="..\packages\Microsoft.CodeAnalysis.VersionCheckAnalyzer.2.9.3\build\Microsoft.CodeAnalysis.VersionCheckAnalyzer.props" Condition="Exists('..\packages\Microsoft.CodeAnalysis.VersionCheckAnalyzer.2.9.3\build\Microsoft.CodeAnalysis.VersionCheckAnalyzer.props')" />
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<PropertyGroup>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
<ProjectGuid>{48289996-CE56-4EDF-B451-4A2B1519EBC3}</ProjectGuid>
<OutputType>Library</OutputType>
<AppDesignerFolder>Properties</AppDesignerFolder>
<RootNamespace>QuantConnect.Algorithm.Python</RootNamespace>
<AssemblyName>QuantConnect.Algorithm.Python</AssemblyName>
<TargetFrameworkVersion>v4.5.2</TargetFrameworkVersion>
<FileAlignment>512</FileAlignment>
<LangVersion>6</LangVersion>
<TargetFrameworkProfile />
<NuGetPackageImportStamp>
</NuGetPackageImportStamp>
<CodeAnalysisRuleSet>..\QuantConnect.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<DebugSymbols>true</DebugSymbols>
<DebugType>full</DebugType>
<Optimize>false</Optimize>
<OutputPath>bin\Debug\</OutputPath>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
<LangVersion>6</LangVersion>
<CodeAnalysisRuleSet>..\QuantConnect.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
<DebugType>pdbonly</DebugType>
<Optimize>true</Optimize>
<OutputPath>bin\Release\</OutputPath>
<DefineConstants>TRACE</DefineConstants>
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
<LangVersion>6</LangVersion>
<CodeAnalysisRuleSet>..\QuantConnect.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<ItemGroup>
<Content Include="AddAlphaModelAlgorithm.py" />
<Content Include="AddRiskManagementAlgorithm.py" />
<Content Include="AddUniverseSelectionModelAlgorithm.py" />
<Content Include="Alphas\ContingentClaimsAnalysisDefaultPredictionAlpha.py" />
<Content Include="Alphas\GasAndCrudeOilEnergyCorrelationAlpha.py" />
<Content Include="Alphas\GlobalEquityMeanReversionIBSAlpha.py" />
<Content Include="Alphas\IntradayReversalCurrencyMarketsAlpha.py" />
<Content Include="Alphas\GreenblattMagicFormulaAlpha.py" />
<Content Include="Alphas\MeanReversionLunchBreakAlpha.py" />
<Content Include="Alphas\PriceGapMeanReversionAlpha.py" />
<Content Include="Alphas\SykesShortMicroCapAlpha.py" />
<Content Include="Alphas\RebalancingLeveragedETFAlpha.py" />
<Content Include="Alphas\TriangleExchangeRateArbitrageAlpha.py" />
<Content Include="Alphas\ShareClassMeanReversionAlpha.py" />
<Content Include="Alphas\TripleLeverageETFPairVolatilityDecayAlpha.py" />
<Content Include="Alphas\VIXDualThrustAlpha.py" />
<Content Include="BasicCSharpIntegrationTemplateAlgorithm.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<None Include="USTreasuryYieldCurveDataAlgorithm.py" />
<None Include="SmartInsiderDataAlgorithm.py" />
<Content Include="KerasNeuralNetworkAlgorithm.py" />
<None Include="PsychSignalSentimentRegressionAlgorithm.py" />
<Content Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
<Content Include="OnEndOfDayRegressionAlgorithm.py" />
<Content Include="SECReportDataAlgorithm.py" />
<Content Include="UniverseUnchangedRegressionAlgorithm.py" />
<Content Include="USEnergyInformationAdministrationAlgorithm.py" />
<None Include="NLTKSentimentTradingAlgorithm.py" />
<None Include="PytorchNeuralNetworkAlgorithm.py" />
<None Include="RawPricesUniverseRegressionAlgorithm.py" />
<None Include="CapmAlphaRankingFrameworkAlgorithm.py" />
<None Include="ScikitLearnLinearRegressionAlgorithm.py" />
<None Include="SmaCrossUniverseSelectionAlgorithm.py" />
<Content Include="Benchmarks\StatefulCoarseUniverseSelectionBenchmark.py" />
<Content Include="Benchmarks\StatelessCoarseUniverseSelectionBenchmark.py" />
<Content Include="G10CurrencySelectionModelFrameworkAlgorithm.py" />
<Content Include="ExpiryHelperAlphaModelFrameworkAlgorithm.py" />
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
<Content Include="BasicTemplateOptionsFrameworkAlgorithm.py" />
<Compile Include="Properties\AssemblyInfo.cs" />
<Content Include="InsightWeightingFrameworkAlgorithm.py" />
<None Include="CompositeRiskManagementModelFrameworkAlgorithm.py" />
<None Include="BlackLittermanPortfolioOptimizationFrameworkAlgorithm.py" />
<None Include="packages.config" />
<None Include="TensorFlowNeuralNetworkAlgorithm.py" />
<None Include="TiingoDailyDataAlgorithm.py" />
<None Include="PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.py" />
</ItemGroup>
<ItemGroup>
<None Include="AddRemoveSecurityRegressionAlgorithm.py" />
<None Include="app.config">
<SubType>Designer</SubType>
</None>
<None Include="BasicTemplateAlgorithm.py" />
<None Include="BasicTemplateCryptoAlgorithm.py" />
<None Include="BasicTemplateDailyAlgorithm.py" />
<None Include="BasicTemplateFillForwardAlgorithm.py" />
<None Include="BasicTemplateForexAlgorithm.py" />
<None Include="BasicTemplateFrameworkAlgorithm.py" />
<None Include="BasicTemplateFuturesAlgorithm.py" />
<None Include="BasicTemplateFuturesConsolidationAlgorithm.py" />
<None Include="BasicTemplateFuturesHistoryAlgorithm.py" />
<None Include="BasicTemplateIntrinioEconomicData.py" />
<None Include="BasicTemplateLibrary.py" />
<None Include="BasicTemplateOptionsAlgorithm.py" />
<None Include="BasicTemplateOptionsFilterUniverseAlgorithm.py" />
<None Include="BasicTemplateOptionsHistoryAlgorithm.py" />
<None Include="BasicTemplateOptionStrategyAlgorithm.py" />
<None Include="BasicTemplateOptionTradesAlgorithm.py" />
<None Include="BrokerageModelAlgorithm.py" />
<None Include="BubbleAlgorithm.py" />
<None Include="build.sh" />
<None Include="build.bat" />
<None Include="CoarseFineFundamentalComboAlgorithm.py" />
<None Include="CoarseFineFundamentalRegressionAlgorithm.py" />
<None Include="CoarseFundamentalTop3Algorithm.py" />
<None Include="CompositeAlphaModelFrameworkAlgorithm.py" />
<None Include="ConstituentsQC500GeneratorAlgorithm.py" />
<None Include="CustomBenchmarkAlgorithm.py" />
<None Include="CustomChartingAlgorithm.py" />
<None Include="CustomDataBitcoinAlgorithm.py" />
<None Include="CustomDataIndicatorExtensionsAlgorithm.py" />
<None Include="CustomDataNIFTYAlgorithm.py" />
<None Include="CustomDataRegressionAlgorithm.py" />
<None Include="CustomDataUniverseAlgorithm.py" />
<None Include="CustomIndicatorAlgorithm.py" />
<None Include="CustomModelsAlgorithm.py" />
<None Include="CustomSecurityInitializerAlgorithm.py" />
<None Include="CustomVolatilityModelAlgorithm.py" />
<None Include="DailyAlgorithm.py" />
<None Include="DataConsolidationAlgorithm.py" />
<None Include="DelistingEventsAlgorithm.py" />
<None Include="DisplacedMovingAverageRibbon.py" />
<None Include="DividendAlgorithm.py" />
<None Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
<None Include="DropboxUniverseSelectionAlgorithm.py" />
<None Include="EmaCrossUniverseSelectionAlgorithm.py" />
<None Include="EmaCrossUniverseSelectionFrameworkAlgorithm.py" />
<None Include="ETFGlobalRotationAlgorithm.py" />
<None Include="FilteredIdentityAlgorithm.py" />
<None Include="FinancialAdvisorDemoAlgorithm.py" />
<None Include="FractionalQuantityRegressionAlgorithm.py" />
<None Include="FuturesMomentumAlgorithm.py" />
<None Include="HistoryAlgorithm.py" />
<None Include="IndicatorWarmupAlgorithm.py" />
<None Include="HourReverseSplitRegressionAlgorithm.py" />
<None Include="HourSplitRegressionAlgorithm.py" />
<None Include="IndicatorSuiteAlgorithm.py" />
<None Include="LimitFillRegressionAlgorithm.py" />
<None Include="MACDTrendAlgorithm.py" />
<None Include="main.py" />
<None Include="MarginCallEventsAlgorithm.py" />
<None Include="MarketOnOpenOnCloseAlgorithm.py" />
<None Include="MaximumPortfolioDrawdownFrameworkAlgorithm.py" />
<None Include="MeanVarianceOptimizationFrameworkAlgorithm.py" />
<None Include="MovingAverageCrossAlgorithm.py" />
<None Include="MultipleSymbolConsolidationAlgorithm.py" />
<None Include="OptionChainConsistencyRegressionAlgorithm.py" />
<None Include="OptionChainProviderAlgorithm.py" />
<None Include="OptionExerciseAssignRegressionAlgorithm.py" />
<None Include="OptionOpenInterestRegressionAlgorithm.py" />
<None Include="OptionRenameRegressionAlgorithm.py" />
<None Include="OptionSplitRegressionAlgorithm.py" />
<None Include="OrderTicketDemoAlgorithm.py" />
<None Include="ParameterizedAlgorithm.py" />
<None Include="QCUWeatherBasedRebalancing.py" />
<None Include="QuandlFuturesDataAlgorithm.py" />
<None Include="QuandlImporterAlgorithm.py" />
<None Include="readme.md" />
<None Include="RawPricesCoarseUniverseAlgorithm.py" />
<None Include="RegressionAlgorithm.py" />
<None Include="RegressionChannelAlgorithm.py" />
<None Include="RenkoConsolidatorAlgorithm.py" />
<None Include="RollingWindowAlgorithm.py" />
<None Include="ScheduledEventsAlgorithm.py" />
<None Include="ScheduledUniverseSelectionModelRegressionAlgorithm.py" />
<None Include="SectorExposureRiskFrameworkAlgorithm.py" />
<None Include="StandardDeviationExecutionModelRegressionAlgorithm.py" />
<None Include="TimeInForceAlgorithm.py" />
<None Include="TrailingStopRiskFrameworkAlgorithm.py" />
<None Include="UncorrelatedUniverseSelectionFrameworkAlgorithm.py" />
<None Include="UniverseSelectionDefinitionsAlgorithm.py" />
<None Include="UniverseSelectionRegressionAlgorithm.py" />
<None Include="UpdateOrderRegressionAlgorithm.py" />
<None Include="UserDefinedUniverseAlgorithm.py" />
<None Include="VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.py" />
<None Include="WarmupAlgorithm.py" />
<None Include="WarmupHistoryAlgorithm.py" />
<None Include="WeeklyUniverseSelectionRegressionAlgorithm.py" />
<None Include="Benchmarks\BasicTemplateBenchmark.py" />
<None Include="Benchmarks\EmptyMinute400EquityBenchmark.py" />
<None Include="Benchmarks\EmptySingleSecuritySecondEquityBenchmark.py" />
<None Include="Benchmarks\HistoryRequestBenchmark.py" />
<None Include="Benchmarks\CoarseFineUniverseSelectionBenchmark.py" />
<None Include="Benchmarks\IndicatorRibbonBenchmark.py" />
<None Include="Benchmarks\ScheduledEventsBenchmark.py" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Algorithm\QuantConnect.Algorithm.csproj">
<Project>{3240aca4-bdd4-4d24-ac36-bbb651c39212}</Project>
<Name>QuantConnect.Algorithm</Name>
</ProjectReference>
<ProjectReference Include="..\Common\QuantConnect.csproj">
<Project>{2545c0b4-fabb-49c9-8dd1-9ad7ee23f86b}</Project>
<Name>QuantConnect</Name>
</ProjectReference>
<ProjectReference Include="..\Indicators\QuantConnect.Indicators.csproj">
<Project>{73fb2522-c3ed-4e47-8e3d-afad48a6b888}</Project>
<Name>QuantConnect.Indicators</Name>
</ProjectReference>
</ItemGroup>
<ItemGroup>
<None Include="ConvertToFrameworkAlgorithm.py" />
</ItemGroup>
<ItemGroup>
<None Include="OptionDataNullReferenceRegressionAlgorithm.py" />
</ItemGroup>
<ItemGroup>
<Analyzer Include="..\packages\Microsoft.CodeAnalysis.VersionCheckAnalyzer.2.9.3\analyzers\dotnet\Microsoft.CodeAnalysis.VersionCheckAnalyzer.dll" />
<Analyzer Include="..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\analyzers\dotnet\cs\Humanizer.dll" />
<Analyzer Include="..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.CodeQuality.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.CodeQuality.CSharp.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.NetCore.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.NetCore.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.NetCore.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.NetCore.CSharp.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.NetFramework.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.NetFramework.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.NetFramework.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.NetFramework.CSharp.Analyzers.dll" />
</ItemGroup>
<PropertyGroup>
<IsWindows>false</IsWindows>
<IsWindows Condition="'$(OS)' == 'Windows_NT'">true</IsWindows>
<IsOSX>false</IsOSX>
<IsOSX Condition="'$(IsWindows)' != 'true' AND '$([System.Runtime.InteropServices.RuntimeInformation]::IsOSPlatform($([System.Runtime.InteropServices.OSPlatform]::OSX)))' == 'true'">true</IsOSX>
<IsLinux>false</IsLinux>
<IsLinux Condition="'$(IsWindows)' != 'true' AND '$(IsOSX)' != 'true' AND '$([System.Runtime.InteropServices.RuntimeInformation]::IsOSPlatform($([System.Runtime.InteropServices.OSPlatform]::Linux)))' == 'true'">true</IsLinux>
</PropertyGroup>
<Target Name="PrintRID" BeforeTargets="Build">
<Message Text="IsWindows $(IsWindows)" Importance="high" />
<Message Text="IsOSX $(IsOSX)" Importance="high" />
<Message Text="IsLinux $(IsLinux)" Importance="high" />
<Message Text="ForceLinuxBuild $(ForceLinuxBuild)" Importance="high" />
</Target>
<Choose>
<When Condition="$(IsWindows) AND '$(ForceLinuxBuild)' != 'true'">
<ItemGroup>
<Reference Include="Python.Runtime, Version=1.0.5.20, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.20\lib\win\Python.Runtime.dll</HintPath>
</Reference>
</ItemGroup>
</When>
<When Condition="$(IsLinux) OR '$(ForceLinuxBuild)' == 'true'">
<ItemGroup>
<Reference Include="Python.Runtime, Version=1.0.5.20, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.20\lib\linux\Python.Runtime.dll</HintPath>
</Reference>
</ItemGroup>
</When>
<When Condition="$(IsOSX) AND '$(ForceLinuxBuild)' != 'true'">
<ItemGroup>
<Reference Include="Python.Runtime, Version=1.0.5.20, Culture=neutral, processorArchitecture=MSIL">
<HintPath>..\packages\QuantConnect.pythonnet.1.0.5.20\lib\osx\Python.Runtime.dll</HintPath>
</Reference>
</ItemGroup>
</When>
</Choose>
<Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
<PropertyGroup>
<PostBuildEvent Condition="'$(OS)' == 'Windows_NT' ">
build
</PostBuildEvent>
<PostBuildEvent Condition="'$(OS)' != 'Windows_NT'">
./build.sh
</PostBuildEvent>
</PropertyGroup>
<Import Project="..\packages\QuantConnect.pythonnet.1.0.5.20\build\QuantConnect.pythonnet.targets" Condition="Exists('..\packages\QuantConnect.pythonnet.1.0.5.20\build\QuantConnect.pythonnet.targets')" />
<Target Name="EnsureNuGetPackageBuildImports" BeforeTargets="PrepareForBuild">
<PropertyGroup>
<ErrorText>This project references NuGet package(s) that are missing on this computer. Use NuGet Package Restore to download them. For more information, see http://go.microsoft.com/fwlink/?LinkID=322105. The missing file is {0}.</ErrorText>
</PropertyGroup>
<Error Condition="!Exists('..\packages\QuantConnect.pythonnet.1.0.5.20\build\QuantConnect.pythonnet.targets')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\QuantConnect.pythonnet.1.0.5.20\build\QuantConnect.pythonnet.targets'))" />
<Error Condition="!Exists('..\packages\Microsoft.CodeAnalysis.VersionCheckAnalyzer.2.9.3\build\Microsoft.CodeAnalysis.VersionCheckAnalyzer.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.CodeAnalysis.VersionCheckAnalyzer.2.9.3\build\Microsoft.CodeAnalysis.VersionCheckAnalyzer.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\build\Microsoft.CodeQuality.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\build\Microsoft.CodeQuality.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.NetCore.Analyzers.2.9.3\build\Microsoft.NetCore.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.NetCore.Analyzers.2.9.3\build\Microsoft.NetCore.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.NetFramework.Analyzers.2.9.3\build\Microsoft.NetFramework.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.NetFramework.Analyzers.2.9.3\build\Microsoft.NetFramework.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.CodeAnalysis.FxCopAnalyzers.2.9.3\build\Microsoft.CodeAnalysis.FxCopAnalyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.CodeAnalysis.FxCopAnalyzers.2.9.3\build\Microsoft.CodeAnalysis.FxCopAnalyzers.props'))" />
</Target>
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
Other similar extension points exist, see Microsoft.Common.targets.
<Target Name="BeforeBuild">
</Target>
<Target Name="AfterBuild">
</Target>
-->
</Project>
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