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Author SHA1 Message Date
Jared Broad 4151c40b39 Shuffle init load 2019-07-28 18:26:02 -07:00
Jared Broad 0f942149a0 Testing shuffling worker thread to algorithmSystemHandlers 2019-07-28 15:54:17 -07:00
Jared Broad e86155c117 Shuffle init to set environment path inline 2019-07-28 15:12:54 -07:00
Jared Broad 1e8fdba3d9 Revert to master 2019-07-28 14:32:04 -07:00
Jared Broad 66a3f2e1d2 Move worker thread creation to launcher before job creation 2019-07-28 12:54:17 -07:00
Jared Broad 5a2adf2065 Remove lock, additional benchmarking 2019-07-28 10:57:22 -07:00
Jared Broad 2dd94f3687 Optimize python load times 2019-07-28 10:33:37 -07:00
Jared acbf99a6c6 Merge pull request #3438 from goenchan/feature-report-style 
Edit Report Styles
 2019-07-26 13:53:54 -07:00
Ethan Lee b2bfd682c9 Edit styles and merge two report sections to be collapsed in minimum number of pages 2019-07-26 13:29:27 -07:00
Jared d09a9caf8b Merge pull request #3434 from QuantConnect/performance-3403-finefundamental-source-resolution-v2 
Improve FineFundamental backtesting source resolution performance
 2019-07-26 10:19:17 -07:00
Jared 6c8737e34b Merge pull request #3437 from simonsonjack/feature-LeanReportCreator-updates 
Update LeanOutputReader.py
 2019-07-26 10:11:53 -07:00
Jared 3ef6f95bcb Merge pull request #3436 from Martin-Molinero/bug-3414-3417-fix-unit-tests 
Fix or ignore failing unit tests
 2019-07-26 10:10:03 -07:00
Jack Simonson d8039856f0 Update LeanOutputReader.py 
Removed two crisis-situation charts to condense all crisis events to one page. Reduced text size in monthly returns matrix plot to ensure readability.
 2019-07-26 09:46:14 -07:00
Martin Molinero 0ee2102bb1 Fix or ignore failing unit tests 2019-07-26 12:46:02 -03:00
Martin Molinero 1d3d4b9bc8 Improvements - self review 2019-07-26 11:43:45 -03:00
Martin Molinero b6e9498b9e Improve FineFundamental backtesting performance 
- Reduce the amount of `Path.Combine()` usages -> it has a peformance
overhead
- Improving `FineFundamentalSubscriptionFactory` GetSource algorithm,
now it will not check if each file exists while finding the appropriate,
since we already iterated the directory before
- `DefaultDataProvider` will not check if file exists since `new
FileStream` performance the same operation internally
 2019-07-25 22:35:28 -03:00
Jared 6afe92f0f5 Merge pull request #3430 from AlexCatarino/bug-3385-alpha-stream-fee-model-equity 
Fix Equity Fee Logic for AlphaStreamsFeeModel
 2019-07-25 13:49:24 -07:00
Jared 8e256e202a Merge pull request #3425 from goenchan/feature-Update-LeanReportCreator 
Fix typo and set higher specificity for broken style
 2019-07-25 09:08:41 -07:00
Jared 5fa7c187f2 Merge pull request #3429 from StefanoRaggi/bug-3428-gdax-get-open-orders-fix 
Fix GDAX authentication for get requests with querystring parameters
 2019-07-25 09:08:23 -07:00
AlexCatarino 83d9d6d850 Fix Equity Fee Logic for AlphaStreamsFeeModel 
Since cashbook receives a fee for a short equity positions, the fee is negative.
 2019-07-25 17:06:15 +01:00
Stefano Raggi 665b7a0c55 Fix GDAX authentication for get requests with querystring parameters 
The only method affected by this bug (introduced with the RestSharp library upgrade) was GetOpenOrders
 2019-07-25 15:04:07 +02:00
Ethan Lee 3688797e34 Fix typo and set higher specificity for broken style 2019-07-24 15:01:51 -07:00
Jared 11223c18f0 Merge pull request #3424 from simonsonjack/feature-LeanReportCreator-updates 
Feature lean report creator updates
 2019-07-24 14:17:10 -07:00
Jack Simonson 80604fef37 Forgot to change one font, made the fix here 2019-07-24 14:00:39 -07:00
Jared 4a052e0e49 Merge pull request #3422 from goenchan/feature-Update-LeanReportCreator 
Implement new styles and modify/remove methods accordingly
 2019-07-24 13:55:51 -07:00
Jack Simonson 4ca9d2f575 Further updates to LeanReportCreator plots 2019-07-24 13:43:52 -07:00
Jared 92ff37f1c9 Merge pull request #3402 from gsalaz98/feature-3401-improve-tradingeconomics-downloaders 
Improves TradingEconomics Downloaders
 2019-07-24 13:35:19 -07:00
Ethan Lee e0e44f7864 Expand images and update border colors 2019-07-24 10:59:00 -07:00
Ethan Lee 92931f2a6d Implement new styles and modify/remove methods accordingly 2019-07-24 09:48:51 -07:00
Jared 2641a77d0e Merge pull request #3416 from gsalaz98/bug-3415-sec-index-file-intelligent-downloading-updating 
Implements Intelligent Downloading/Updating of SEC Index Files and Other Improvements
 2019-07-24 07:33:05 -07:00
Jared b04c53d9e2 Merge pull request #3419 from QuantConnect/bug-2850-plotindicator-custom-indicator-python 
Adds Custom Python Indicator Support for QCAlgorithm.PlotIndicator
 2019-07-24 07:32:50 -07:00
Jared 37c405531e Merge pull request #3421 from simonsonjack/feature-Update-LeanReportCreator 
Feature update lean report creator
 2019-07-23 17:59:18 -07:00
Jack Simonson 36cfbe4d90 Revert "Update MapFile.cs" 
This reverts commit 1964da0cec. Accidental
push of changes made for local debugging.
 2019-07-23 17:51:24 -07:00
Jack Simonson 213f9eb838 Updates to LeanReportCreator based on review by Jave 2019-07-23 17:44:12 -07:00
Jack Simonson 1964da0cec Update MapFile.cs 2019-07-23 17:31:13 -07:00
AlexCatarino 84d548b5f2 Adds Custom Python Indicator Support for QCAlgorithm.PlotIndicator 
In order to add support custom python indicators for `QCAlgorithm.PlotIndicator`, we created a `PythonIndicator` class that wraps the custom python indicator. In `QCAlgorithm`, the reference of the wrapper is saved into a dictionary keyed by the python indicator handle.
 2019-07-23 22:02:33 +01:00
Jared 26e4172216 Merge pull request #3413 from QuantConnect/bug-3412-ib-international-reset-schedule 
Update IB brokerage to use international reset time schedule
 2019-07-22 19:20:25 -07:00
Gerardo Salazar 8056ee814e Make SEC data converter map file resolver configurable via config.json 2019-07-22 14:59:20 -07:00
Gerardo Salazar 3a2d976d0a Overwrite existing index files in download session 2019-07-22 12:07:29 -07:00
Gerardo Salazar 3b5bdd4ab0 Use daily index files to determine what files to download 2019-07-22 10:44:03 -07:00
Jared e5a4a30884 Merge pull request #3407 from QuantConnect/restsharp-library-upgrade 
Upgrade RestSharp library from v105.2.3 to v106.6.10
 2019-07-22 10:13:23 -07:00
Stefano Raggi 499dcef4b2 Update IB brokerage to use international reset time schedule 2019-07-22 16:35:40 +02:00
Jared 3e03d76a6b Merge pull request #3408 from AlexCatarino/feature-ml-algorithms-cs 
Adds AccordVectorMachinesAlgorithm algorithm
 2019-07-19 13:15:34 -07:00
AlexCatarino 966eaa8e10 Adds AccordVectorMachinesAlgorithm algorithm 
This algorithm is an example on how to use Accord VectorMachines Learning.
 2019-07-19 20:13:13 +01:00
Gerardo Salazar 8c0abe55f8 Address Martin's review 2019-07-18 10:30:52 -07:00
Stefano Raggi d41f33579e Move LoadIbServerInformation call after successful Connect 2019-07-17 12:45:06 +02:00
Stefano Raggi 12d39e8f54 Add gdc1.ibllc.com to known IB server list 2019-07-17 11:50:53 +02:00
Stefano Raggi 4fca2b3a73 Update IB brokerage to detect the assigned server region 
The server region will now enable us to update the `IsWithinScheduledServerResetTimes` method to include the correct IB reset times for all server regions, instead of defaulting to US reset times.
 2019-07-17 11:22:25 +02:00
Stefano Raggi e39791ac6c Upgrade RestSharp library from v105.2.3 to v106.6.10 2019-07-17 10:28:35 +02:00
Jared 22b0a0703b Merge pull request #3349 from gsalaz98/feature-3213-add-psychsignal-custom-data-implementation-algorithm-and-converter 
Adds Psychsignal Data Downloader/Converter and Custom Data Implementation With Example Algorithm
 2019-07-16 16:32:46 -07:00