Files
quantconnect--lean/Algorithm.Python/QuantConnect.Algorithm.Python.csproj
T
Michael Handschuh c42057809d Add Microsoft.CodeAnalysis.FxCopAnalyzers to all projects
FxCop has various rulesets for enforcing things within our codebase.
For this particular issue, we'll be enforcing CA1304 and CA1305 to
ensure we're always using an IFormatProvider or a CultureInfo where
applicable.

Linked Issue: #3045
2019-08-16 18:08:05 -03:00

297 lines
18 KiB
XML

<?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>
</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>
</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>
</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>