Files

T

AlexCatarino b322dec666 Modifies the pandas dataframe created from a history request

History requests should not return a dictionary with a dataframe, but a multi-index dataframe.
It is more common to work with multi-index dataframes rather than multi-column.

2017-08-18 18:23:11 +01:00

Properties

Clean up using directives

2015-09-01 22:17:35 -04:00

AddRemoveSecurityRegressionAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

app.config

Upgrade all projects to target .NET Framework 4.5.2

2017-07-07 22:49:17 +02:00

BasicTemplateAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

BasicTemplateFillForwardAlgorithm.py

Adds BasicTemplateFillForwardAlgorithm.py

2016-03-17 22:22:42 -03:00

BasicTemplateFuturesAlgorithm.py

Updates Futures and Options template python algorithms

2017-05-26 01:17:35 +01:00

BasicTemplateOptionsAlgorithm.py

Updates Futures and Options template python algorithms

2017-05-26 01:17:35 +01:00

build.bat

Remove the byte order mark

2017-05-14 15:11:57 +01:00

build.sh

Fixes build scripts

2017-04-11 17:09:44 +01:00

CoarseFineFundamentalComboAlgorithm.py

Updates example algorithms written in Python (#889 )

2017-05-04 13:02:25 -04:00

CustomBenchmarkAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

CustomChartingAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

CustomDataBitcoinAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

CustomDataNIFTYAlgorithm.py

Implements Quandl support for Python

2017-07-27 00:18:08 +01:00

DailyAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

DataConsolidationAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

DelistingEventsAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

DividendAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

ETFGlobalRotationAlgorithm.py

Updates python framework to support python datetime

2017-05-23 13:40:26 +01:00

HistoryAndWarmupRegressionAlgorithm.py

Updates python framework to support python datetime

2017-05-23 13:40:26 +01:00

LimitFillRegressionAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

MACDTrendAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

main.py

Adds documentation in main.py.

2016-02-12 11:07:53 -05:00

MarketOnOpenOnCloseAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

MovingAverageCrossAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

OrderTicketDemoAlgorithm.py

Adds tests for keras and tensorflow

2017-06-02 10:45:45 +01:00

packages.config

Updates pythonnet nuget version

2017-06-23 13:22:24 +01:00

ParameterizedAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

PythonAlgorithm.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

PythonPackageTestAlgorithm.py

Adds tests for keras and tensorflow

2017-06-02 10:45:45 +01:00

QCUWeatherBasedRebalancing.py

Adds comments in algorithms

2017-07-27 16:31:41 +01:00

QuandlFuturesDataAlgorithm.py

Adds comments in algorithms

2017-07-27 16:31:41 +01:00

QuandlImporterAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

QuantConnect.Algorithm.Python.csproj

Specify <LangVersion> of 6 in all csproj files

2017-08-07 15:27:26 -04:00

readme.md

Implements History Requests returning pandas.DataFrame

2017-07-06 15:09:59 +01:00

RegressionAlgorithm.py

Updates python framework to support python datetime

2017-05-23 13:40:26 +01:00

RollingWindowAlgorithm.py

Adds RollingWindowAlgorithm example in python

2017-07-27 17:09:15 +01:00

ScheduledEventsAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

UniverseSelectionRegressionAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

UpdateOrderRegressionAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

WarmupAlgorithm.py

Modifies python example algorithms to show implicit convertion benefits

2017-06-15 18:40:34 +01:00

WarmupHistoryAlgorithm.py

Modifies the pandas dataframe created from a history request

2017-08-18 18:23:11 +01:00

readme.md

QuantConnect Python Algorithm Project:

Set config:

"algorithm-type-name": "BasicTemplateAlgorithm",
"algorithm-language": "Python",
"algorithm-location": "../../../Algorithm.Python/BasicTemplateAlgorithm.py",

Linux

To use Lean-Python on linux you'll need to install Python:

sudo apt-get install -y python-pip

Please checkout the command to install the whitelisted packages here.

Windows

Install Python 2.7
Add an entry to the system path variable (C:\Python27)
Rename Lean\packages\QuantConnect.pythonnet._version_\build\Python.Runtime.win to Lean\packages\QuantConnect.pythonnet._version_\lib\Python.Runtime.dll

macOS

By default, macOS has python installed.

Rename Lean\packages\QuantConnect.pythonnet._version_\build\Python.Runtime.mac to Lean\packages\QuantConnect.pythonnet._version_\lib\Python.Runtime.dll

pandas

Install pandas and its dependencies.