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Title: History for Algorithm.Python - IntelligentMatrix/Lean · GitHub

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Open Graph Description: Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#) - History for Algorithm.Python - IntelligentMatrix/Lean

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Lean	https://github.com/IntelligentMatrix/Lean/commits
Algorithm.Python	https://github.com/IntelligentMatrix/Lean/commits/master/Algorithm.Python
master	https://github.com/IntelligentMatrix/Lean/tree/master
Adds Python Support	https://github.com/IntelligentMatrix/Lean/commit/c37b450a2ec1edc83d68383c04fcbd8adf2bdc03
AlexCatarino	https://github.com/IntelligentMatrix/Lean/commits?author=AlexCatarino
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	https://github.com/IntelligentMatrix/Lean/blob/c37b450a2ec1edc83d68383c04fcbd8adf2bdc03/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/c37b450a2ec1edc83d68383c04fcbd8adf2bdc03
Implements ConfidenceWeightedPortfolioConstructionModel	https://github.com/IntelligentMatrix/Lean/commit/a18bd953acfd36510273a28ee17afacdafd00e1e
	https://github.com/AlexCatarino
AlexCatarino	https://github.com/IntelligentMatrix/Lean/commits?author=AlexCatarino
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	https://github.com/IntelligentMatrix/Lean/tree/a18bd953acfd36510273a28ee17afacdafd00e1e
Performance improvements	https://github.com/IntelligentMatrix/Lean/commit/9ec1a412357c025bd6feef57b917b37f1b48524a
	https://github.com/Martin-Molinero
Martin-Molinero	https://github.com/IntelligentMatrix/Lean/commits?author=Martin-Molinero
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	https://github.com/IntelligentMatrix/Lean/tree/9ec1a412357c025bd6feef57b917b37f1b48524a
Merge pull request #3736 from gsalaz98/feature-add-history-requests-to-demo-altdata-algorithms	https://github.com/IntelligentMatrix/Lean/commit/7ac11ae47dbe8c914fe5925f52eadda6e13585ce
	https://github.com/jaredbroad
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	https://github.com/IntelligentMatrix/Lean/tree/7ac11ae47dbe8c914fe5925f52eadda6e13585ce
Merge pull request #3720 from Martin-Molinero/performance-3715-smartinsider-benchmark-algorithms	https://github.com/IntelligentMatrix/Lean/commit/70875a345e19b5fd2dee0c589c02a2dd8b1f99af
	https://github.com/jaredbroad
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70875a3	https://github.com/IntelligentMatrix/Lean/commit/70875a345e19b5fd2dee0c589c02a2dd8b1f99af
	https://github.com/IntelligentMatrix/Lean/blob/70875a345e19b5fd2dee0c589c02a2dd8b1f99af/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/70875a345e19b5fd2dee0c589c02a2dd8b1f99af
Implement history requests in demo AltData algorithms	https://github.com/IntelligentMatrix/Lean/commit/0aadd2b9ae386462cbd8698db5b813ba3c1e5cbd
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
0aadd2b	https://github.com/IntelligentMatrix/Lean/commit/0aadd2b9ae386462cbd8698db5b813ba3c1e5cbd
	https://github.com/IntelligentMatrix/Lean/blob/0aadd2b9ae386462cbd8698db5b813ba3c1e5cbd/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/0aadd2b9ae386462cbd8698db5b813ba3c1e5cbd
Address review: remove link to cache for CBOE in CachedAlternativeDataAlgorithm	https://github.com/IntelligentMatrix/Lean/commit/d43ef3e68e0235a258f246f118719cd2657c1827
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
d43ef3e	https://github.com/IntelligentMatrix/Lean/commit/d43ef3e68e0235a258f246f118719cd2657c1827
	https://github.com/IntelligentMatrix/Lean/blob/d43ef3e68e0235a258f246f118719cd2657c1827/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/d43ef3e68e0235a258f246f118719cd2657c1827
Address review: Include ticker definitions in partial USEnergy class instead of USEnergyCategory	https://github.com/IntelligentMatrix/Lean/commit/7232693a717f921bb59f3f7658e26d9f60aae5f4
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
7232693	https://github.com/IntelligentMatrix/Lean/commit/7232693a717f921bb59f3f7658e26d9f60aae5f4
	https://github.com/IntelligentMatrix/Lean/blob/7232693a717f921bb59f3f7658e26d9f60aae5f4/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/7232693a717f921bb59f3f7658e26d9f60aae5f4
Address review	https://github.com/IntelligentMatrix/Lean/commit/cce87c992dbd82c5ccc5ba8fdc06e6432b60a665
	https://github.com/Martin-Molinero
Martin-Molinero	https://github.com/IntelligentMatrix/Lean/commits?author=Martin-Molinero
cce87c9	https://github.com/IntelligentMatrix/Lean/commit/cce87c992dbd82c5ccc5ba8fdc06e6432b60a665
	https://github.com/IntelligentMatrix/Lean/blob/cce87c992dbd82c5ccc5ba8fdc06e6432b60a665/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/cce87c992dbd82c5ccc5ba8fdc06e6432b60a665
Add SmartInsider performance benchmark	https://github.com/IntelligentMatrix/Lean/commit/0d171a2e70137dbd2286e4ebf1beb5a5aff235d4
	https://github.com/Martin-Molinero
Martin-Molinero	https://github.com/IntelligentMatrix/Lean/commits?author=Martin-Molinero
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	https://github.com/IntelligentMatrix/Lean/blob/0d171a2e70137dbd2286e4ebf1beb5a5aff235d4/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/0d171a2e70137dbd2286e4ebf1beb5a5aff235d4
Implement U.S. Energy (EIA) cached data source	https://github.com/IntelligentMatrix/Lean/commit/07d6f41f9b2a3324d61fc256ac5aea0115889817
	https://github.com/gsalaz98
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	https://github.com/IntelligentMatrix/Lean/tree/07d6f41f9b2a3324d61fc256ac5aea0115889817
Merge pull request #3723 from QuantConnect/bug-3722-python-applysplit-call	https://github.com/IntelligentMatrix/Lean/commit/7160be5974998cdc577f92e39e5c64c9d58756f8
	https://github.com/jaredbroad
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Version bump 1.0.5.26	https://github.com/IntelligentMatrix/Lean/commit/b35bc31f51db292f46412ffee1f10a773dbe52f0
	https://github.com/Martin-Molinero
Martin-Molinero	https://github.com/IntelligentMatrix/Lean/commits?author=Martin-Molinero
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	https://github.com/IntelligentMatrix/Lean/tree/b35bc31f51db292f46412ffee1f10a773dbe52f0
Merge pull request #3710 from gsalaz98/feature-cboe-vix-basedata	https://github.com/IntelligentMatrix/Lean/commit/de19f7e7d8420023dbb201f26a66483d045f6bc2
	https://github.com/jaredbroad
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	https://github.com/IntelligentMatrix/Lean/blob/de19f7e7d8420023dbb201f26a66483d045f6bc2/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/de19f7e7d8420023dbb201f26a66483d045f6bc2
Add Sec report perf branchmark	https://github.com/IntelligentMatrix/Lean/commit/3fe7838f09b9f00bdb6db203312ade4c58c6b05d
	https://github.com/Martin-Molinero
Martin-Molinero	https://github.com/IntelligentMatrix/Lean/commits?author=Martin-Molinero
3fe7838	https://github.com/IntelligentMatrix/Lean/commit/3fe7838f09b9f00bdb6db203312ade4c58c6b05d
	https://github.com/IntelligentMatrix/Lean/blob/3fe7838f09b9f00bdb6db203312ade4c58c6b05d/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/3fe7838f09b9f00bdb6db203312ade4c58c6b05d
Address review: Make CBOE implementation more consistent with BaseData	https://github.com/IntelligentMatrix/Lean/commit/7880cdf4567ba7cdf1c210e1a50f84f4cc2d190d
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
7880cdf	https://github.com/IntelligentMatrix/Lean/commit/7880cdf4567ba7cdf1c210e1a50f84f4cc2d190d
	https://github.com/IntelligentMatrix/Lean/blob/7880cdf4567ba7cdf1c210e1a50f84f4cc2d190d/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/7880cdf4567ba7cdf1c210e1a50f84f4cc2d190d
Address reviews - add python algorithm and rename algorithm to	https://github.com/IntelligentMatrix/Lean/commit/e6f0135943263a23e18f9b10f9f81b8a86e5cd55
	https://github.com/gsalaz98
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e6f0135	https://github.com/IntelligentMatrix/Lean/commit/e6f0135943263a23e18f9b10f9f81b8a86e5cd55
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	https://github.com/IntelligentMatrix/Lean/tree/e6f0135943263a23e18f9b10f9f81b8a86e5cd55
Change Smart Insider transactions/intentions classes to use enums	https://github.com/IntelligentMatrix/Lean/commit/f5999f794eb3f66791e7914e639ed21fedcea9f7
	https://github.com/gsalaz98
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	https://github.com/IntelligentMatrix/Lean/tree/f5999f794eb3f66791e7914e639ed21fedcea9f7
Updates SEC and Smart Insider demo AltData algorithms to remove custom data from universe	https://github.com/IntelligentMatrix/Lean/commit/5ecc8d469638f1b523d43382574e5f995546db5d
	https://github.com/gsalaz98
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	https://github.com/IntelligentMatrix/Lean/tree/5ecc8d469638f1b523d43382574e5f995546db5d
Merge branch 'master' into feature-add-sec-demonstration-algorithm	https://github.com/IntelligentMatrix/Lean/commit/e2e796f7366f032a63ca7ee2c8d5eda7305f0b04
	https://github.com/jaredbroad
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Merge branch 'master' into feature-add-smartinsider-demonstration-algorithm	https://github.com/IntelligentMatrix/Lean/commit/38fef12717841b2eae84f0a79f238d1b710bb338
	https://github.com/jaredbroad
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	https://github.com/IntelligentMatrix/Lean/tree/38fef12717841b2eae84f0a79f238d1b710bb338
Add SEC demonstration algorithms (C# and Python)	https://github.com/IntelligentMatrix/Lean/commit/5d62c03a0f66410a7ef8ccb084a4028884b7072f
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
5d62c03	https://github.com/IntelligentMatrix/Lean/commit/5d62c03a0f66410a7ef8ccb084a4028884b7072f
	https://github.com/IntelligentMatrix/Lean/blob/5d62c03a0f66410a7ef8ccb084a4028884b7072f/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/5d62c03a0f66410a7ef8ccb084a4028884b7072f
Adds demonstration algorithms for USTreasuryYieldCurveRate (C# and Py)	https://github.com/IntelligentMatrix/Lean/commit/77ea64bf970740cd5c930617c21175f6cc5717e3
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
77ea64b	https://github.com/IntelligentMatrix/Lean/commit/77ea64bf970740cd5c930617c21175f6cc5717e3
	https://github.com/IntelligentMatrix/Lean/blob/77ea64bf970740cd5c930617c21175f6cc5717e3/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/77ea64bf970740cd5c930617c21175f6cc5717e3
Adds Smart Insider demonstration algorithms (C# and Python)	https://github.com/IntelligentMatrix/Lean/commit/7f267ed55bc8941e3e670ae87eb0a008dc0402e2
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
7f267ed	https://github.com/IntelligentMatrix/Lean/commit/7f267ed55bc8941e3e670ae87eb0a008dc0402e2
	https://github.com/IntelligentMatrix/Lean/blob/7f267ed55bc8941e3e670ae87eb0a008dc0402e2/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/7f267ed55bc8941e3e670ae87eb0a008dc0402e2
Merge pull request #3669 from QuantConnect/feature-3650-etf-basket-modules	https://github.com/IntelligentMatrix/Lean/commit/def14b9a1fbf904b2ed7c2eb041195ef26153d68
	https://github.com/jaredbroad
jaredbroad	https://github.com/IntelligentMatrix/Lean/commits?author=jaredbroad
def14b9	https://github.com/IntelligentMatrix/Lean/commit/def14b9a1fbf904b2ed7c2eb041195ef26153d68
	https://github.com/IntelligentMatrix/Lean/blob/def14b9a1fbf904b2ed7c2eb041195ef26153d68/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/def14b9a1fbf904b2ed7c2eb041195ef26153d68
Adds Regression Algorithms for InceptionDateUniverseSelectionModel	https://github.com/IntelligentMatrix/Lean/commit/ff00e9e7760abba854b64332b17f97520fc99592
	https://github.com/AlexCatarino
AlexCatarino	https://github.com/IntelligentMatrix/Lean/commits?author=AlexCatarino
ff00e9e	https://github.com/IntelligentMatrix/Lean/commit/ff00e9e7760abba854b64332b17f97520fc99592
	https://github.com/IntelligentMatrix/Lean/blob/ff00e9e7760abba854b64332b17f97520fc99592/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/ff00e9e7760abba854b64332b17f97520fc99592
Remove unused variable	https://github.com/IntelligentMatrix/Lean/commit/efa6f3cf22d439be6d8bbbbfd01266de9e71528b
	https://github.com/jaredbroad
jaredbroad	https://github.com/IntelligentMatrix/Lean/commits?author=jaredbroad
efa6f3c	https://github.com/IntelligentMatrix/Lean/commit/efa6f3cf22d439be6d8bbbbfd01266de9e71528b
	https://github.com/IntelligentMatrix/Lean/blob/efa6f3cf22d439be6d8bbbbfd01266de9e71528b/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/efa6f3cf22d439be6d8bbbbfd01266de9e71528b
Adds PsychSignal demonstration algorithms	https://github.com/IntelligentMatrix/Lean/commit/48f6372a6af77f8f942920aa692d0754f97bdb27
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
48f6372	https://github.com/IntelligentMatrix/Lean/commit/48f6372a6af77f8f942920aa692d0754f97bdb27
	https://github.com/IntelligentMatrix/Lean/blob/48f6372a6af77f8f942920aa692d0754f97bdb27/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/48f6372a6af77f8f942920aa692d0754f97bdb27
Merge branch 'master' into feature-add-tradingeconomics-data-demo-algorithms	https://github.com/IntelligentMatrix/Lean/commit/d5050ff6d5bfeae069d65eae12d5190d677c8397
	https://github.com/jaredbroad
jaredbroad	https://github.com/IntelligentMatrix/Lean/commits?author=jaredbroad
d5050ff	https://github.com/IntelligentMatrix/Lean/commit/d5050ff6d5bfeae069d65eae12d5190d677c8397
	https://github.com/IntelligentMatrix/Lean/blob/d5050ff6d5bfeae069d65eae12d5190d677c8397/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/d5050ff6d5bfeae069d65eae12d5190d677c8397
Merge pull request #3665 from gsalaz98/feature-add-tiingo-news-data-demo-algorithms	https://github.com/IntelligentMatrix/Lean/commit/ddabbdf47a4c76f4b0ee7123469e0beafc27b870
	https://github.com/jaredbroad
jaredbroad	https://github.com/IntelligentMatrix/Lean/commits?author=jaredbroad
ddabbdf	https://github.com/IntelligentMatrix/Lean/commit/ddabbdf47a4c76f4b0ee7123469e0beafc27b870
	https://github.com/IntelligentMatrix/Lean/blob/ddabbdf47a4c76f4b0ee7123469e0beafc27b870/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/ddabbdf47a4c76f4b0ee7123469e0beafc27b870
Adds Trading Economics demonstration algorithms	https://github.com/IntelligentMatrix/Lean/commit/ba21d1e1bbc517c31c12438e0b9125b8ca54df52
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
ba21d1e	https://github.com/IntelligentMatrix/Lean/commit/ba21d1e1bbc517c31c12438e0b9125b8ca54df52
	https://github.com/IntelligentMatrix/Lean/blob/ba21d1e1bbc517c31c12438e0b9125b8ca54df52/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/ba21d1e1bbc517c31c12438e0b9125b8ca54df52
Self review: Rename Tiingo algorithms from TiingoNLPDemonstrationAlgorithm to	https://github.com/IntelligentMatrix/Lean/commit/db3f0df01be5ab59fafd4e591b74e95926275848
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
db3f0df	https://github.com/IntelligentMatrix/Lean/commit/db3f0df01be5ab59fafd4e591b74e95926275848
	https://github.com/IntelligentMatrix/Lean/blob/db3f0df01be5ab59fafd4e591b74e95926275848/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/db3f0df01be5ab59fafd4e591b74e95926275848
Adds demonstration Tiingo NLP Algorithms	https://github.com/IntelligentMatrix/Lean/commit/b61377cd37e5a3beafa8020a7ccbb6b2e693eb08
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
b61377c	https://github.com/IntelligentMatrix/Lean/commit/b61377cd37e5a3beafa8020a7ccbb6b2e693eb08
	https://github.com/IntelligentMatrix/Lean/blob/b61377cd37e5a3beafa8020a7ccbb6b2e693eb08/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/b61377cd37e5a3beafa8020a7ccbb6b2e693eb08
Renames PsychSignalSentimentData to PsychSignalSentiment	https://github.com/IntelligentMatrix/Lean/commit/c608514aea35e8f69cc1394483d7ae2585a179f7
	https://github.com/gsalaz98
gsalaz98	https://github.com/IntelligentMatrix/Lean/commits?author=gsalaz98
c608514	https://github.com/IntelligentMatrix/Lean/commit/c608514aea35e8f69cc1394483d7ae2585a179f7
	https://github.com/IntelligentMatrix/Lean/blob/c608514aea35e8f69cc1394483d7ae2585a179f7/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/c608514aea35e8f69cc1394483d7ae2585a179f7
Add TiingoNews.HistoricalCrawlOffset - Rename	https://github.com/IntelligentMatrix/Lean/commit/d1abefc1fe90e8c9c37f9e8cde0e3fdaefeacbe9
	https://github.com/Martin-Molinero
Martin-Molinero	https://github.com/IntelligentMatrix/Lean/commits?author=Martin-Molinero
d1abefc	https://github.com/IntelligentMatrix/Lean/commit/d1abefc1fe90e8c9c37f9e8cde0e3fdaefeacbe9
	https://github.com/IntelligentMatrix/Lean/blob/d1abefc1fe90e8c9c37f9e8cde0e3fdaefeacbe9/Algorithm.Python
	https://github.com/IntelligentMatrix/Lean/tree/d1abefc1fe90e8c9c37f9e8cde0e3fdaefeacbe9
Next	https://github.com/IntelligentMatrix/Lean/commits/master/Algorithm.Python?after=7452667f8d8bbceef4b2c64fd657477dc54d5153+34
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