Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Update Pythonnet version to 2.0.25 #7591

Merged

Conversation

jhonabreul
Copy link
Collaborator

@jhonabreul jhonabreul commented Nov 21, 2023

New Pythonnet version: QuantConnect/pythonnet#78

@jhonabreul jhonabreul merged commit 4b1f751 into QuantConnect:master Nov 21, 2023
5 checks passed
@jhonabreul jhonabreul deleted the feature-update-pythonnet-version branch November 21, 2023 21:25
Martin-Molinero pushed a commit that referenced this pull request Dec 4, 2023
Rebase

nit change

Fix unit tests

Resume after early close/halts

Add missing dates in MHDB and fix bugs in it

Fix bug, add more unit tests and add docs

fix regression algos

address required changes

Update failing regression test stats

After debugging the tests it was found they were failing due to the last
change on SecurityExchangeHours.IsOpen(). That method wasn't taking into
account that even if there is a late open after an early close if the
timespan is after the early close but before the late open, the market
is still close.

enhance solution

Update and fix bugs in MHDB

Address required changes and update stats

Update stats after rebase

Nit change

Missing update to regression test

Cleanup data cache provider in tests (#7588)

QuantBook Universe Selection (#7587)

* QuantBook Universe Selection

- QuantBook universe selection helper method. Adding new unit tests.
- Universe selection data sets improvements

* QuantBook API renames

Update Pythonnet version to 2.0.25 (#7591)

Brokerage.Eze, launcher config (#7593)

* feature: eze config in launcher

* feat: add support IndexOption

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

Order PriceAdjustmentMode & LeanManager tweaks (#7595)

- Relax PriceAdjustmentMode set property restriction to facilitate
  testing
- Set LocalLeanManager protected

Alpha Indicator #6985 (#7566)

* Alpha Indicator #6985

* Switched to RateOfChange and Beta

* Added RiskFreeRate param

* Added overload method (without name)

* Changed how Return is calculated
Code refactoring

* Use interest rate provider to automatically get the risk free rate

* Removed InterestRateProvider

* Applied Risk-Free Interest Rate Model

---------

Co-authored-by: Adrian Tkacz <[email protected]>

Use MHDB instead of USHoliday for Expiration Dates

VIX expiry function now relies completely on MHDB. However, it had to be
created an entry in MHDB for VIX since there wasn't one for it. CBOE
webpage only provided 2023 holidays so only those dates were considered
in the Holidays entry in MHDB. Therefore, some unit tests failed so it
was necessary to change also the VIX entry in FuturesExpiryFunctionsTestData.xml.

Remove Global.cs/USHolidays class

Use a lazy implementation

First draft of the solution

Use MHDB in FuturesExpiryFunctions.cs

Remove unused class and fix indentation errors

Fix indentation errors

Nit changes

Merge branches 7501 and 7506

Merge changes in 7501 and 7506

In order to check compatibility between those branches, a new branch
was created out of branch 7501 and then it was merged with branch 7506.
2 regression tests and 8 unit tests failed, the regression tests failed on
the DataPoint stats. On the other hand, the unit tests failed since the
default parameter UseEquityHoliday was removed from
FuturesExpirtyUtilityFunctions.AddBusinessDays() and from other methods in
the same class too.

Add missing changes

Remove repeated good fridays

Address minor review
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants