Jhonathan Abreu f8ca85cb5d Risk-Free Interest Rate Model (#7594) ...

* Implement risk free interest rate as an algorithm model

* Use risk free insterest rate model in Sharpe Ratio indicator

* Address peer review

Also added python wrapper

* Take pyobject as interest rate model in Sharpe Ratio indicator

* Minor fix

* Minor fix

* Address peer review

2023-11-22 16:17:34 -04:00

..

BrokerageMessageHandlerPythonWrapper.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

BrokerageModelPythonWrapper.cs

Shortable modeling improvements (#7579)

2023-11-16 16:25:56 -03:00

BuyingPowerModelPythonWrapper.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

DataConsolidatorPythonWrapper.cs

Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)

2023-02-09 19:23:39 -03:00

FeeModelPythonWrapper.cs

Add missing PyObject.Dispose calls

2019-04-10 15:03:10 -03:00

FillModelPythonWrapper.cs

Add support for Fill models with COMBO orders in Python (#7446)

2023-08-29 10:06:32 -03:00

MarginCallModelPythonWrapper.cs

Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)

2023-02-09 19:23:39 -03:00

MarginInterestRateModelPythonWrapper.cs

Add Security.SetMarginInterestRateModel methods and its python wrapper (#6879)

2023-02-06 07:57:55 -08:00

OptionAssignmentModelPythonWrapper.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

PandasConverter.cs

Python history improvements (#7283)

2023-05-31 10:22:21 -03:00

PandasData.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

Python.Runtime.dll.config

Bug python runtime issue with local report generation (#5014)

2020-12-11 20:45:26 -03:00

PythonActivator.cs

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

PythonConsolidator.cs

Feature 2456 custom Python consolidator support (#4637)

2020-08-25 17:26:55 -03:00

PythonData.cs

Fixes PythonData.EndTime (#6602)

2022-09-07 14:53:05 -03:00

PythonInitializer.cs

Feature update foundation (#7342)

2023-06-29 18:06:28 -03:00

PythonSlice.cs

Bump pythonNet version 2.0.12 (#6310)

2022-05-02 14:38:50 -03:00

PythonWrapper.cs

Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)

2023-02-09 19:23:39 -03:00

RiskFreeInterestRateModelPythonWrapper.cs

Risk-Free Interest Rate Model (#7594)

2023-11-22 16:17:34 -04:00

SecurityInitializerPythonWrapper.cs

Disable automatic security seeding

2017-12-22 21:49:14 +01:00

SlippageModelPythonWrapper.cs

Add missing PyObject.Dispose calls

2019-04-10 15:03:10 -03:00

VolatilityModelPythonWrapper.cs

Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)

2023-02-09 19:23:39 -03:00