AlexCatarino
a3ddbb8a55
build.bat (batch.sh in Linux) includes the code inside the file with the desired algorithm (set in config.json by "algorithm-type-name") in the python DLL (QuantConnect.Algorithm.Python.dll) via IronPython. In the AlgorithmFactory, Loader.TryCreatePythonAlgorithm imports the module with the algorithm name instead of "main". Closes #289
QuantConnect Python Algorithm Project:
To run algorithms in Lean your primary modules must be called "main.py".
Set your config "algorithm-language" property to "Python". Set your config "algorithm-location" property to "QuantConnect.Algorithm.Python.dll".
WINDOWS:
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Install Iron Python: http://ironpython.codeplex.com/releases/view/169382
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Add an entry to the system path variable (C:\Program Files (x86)\IronPython 2.7)
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Run the build script (build.bat).
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Optional: Right click on QuantConnect.Algorithm.Python project and click properties. On Build Events tab enter "build" in the post-build events.
LINUX: To use Lean-Python on linux you'll need to install IronPython as well as Python. This is based from this guide: http://ironpython.codeplex.com/wikipage?title=IronPython%20on%20Mono
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Install Python(2.7): sudo apt-get install python-all zip git make
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Install Iron Python 2.7.5:
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Go to this website and downlaod to a local directory:
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wget https://github.com/IronLanguages/main/releases/download/ipy-2.7.5/IronPython-2.7.5.zip
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extract: to a base directory or your local bin. unzip IronPython-2.7.5.zip
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Update the build.sh variable "pyc" to point towards your pyc.py file, it should be under ./IronPython-2.7.5/Tools/Scripts/pyc.py
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Run the build.sh.