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Update python to 2.0.7 #5968

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merged 1 commit into from Oct 8, 2021
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Martin-Molinero
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@Martin-Molinero Martin-Molinero commented Oct 8, 2021

Description

  • Update python to 2.0.7

See QuantConnect/pythonnet#58

Related Issue

Closes #5883

Motivation and Context

Bug fix and performance

Requires Documentation Change

N/A

How Has This Been Tested?

Unit and regression tests. Algorithm reproducing reported issue

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@Martin-Molinero
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Using algorithm shared at https://www.quantconnect.com/forum/discussion/9597/the-in-amp-out-strategy-continued-from-quantopian/p4/comment-36557

MASTER
309.04 seconds at 47k data points per second. Processing total of 14,593,222 data points.
309.79 seconds at 47k data points per second. Processing total of 14,593,486 data points.
PR
184.28 seconds at 79k data points per second. Processing total of 14,593,288 data points.
185.41 seconds at 79k data points per second. Processing total of 14,593,376 data points.

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Bug with when calling SubscriptionDataSource for SubscriptionTransportMedium.Rest with headers
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