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686 Commits

Author SHA1 Message Date
Louis S. Berman 34611f07db Merged WickoConsolidator with RenkoConsolidator and related classes, such as tests; got rid of defunct classes 2016-09-25 21:24:15 -04:00
Andrew Hart 3e3610714b FuzzyInterfaceAlgorithm copied from QuantConnect.com. 
This commit copies the code used to implement the fuzzy interface algorithm written and shared by Marco Espirulina on QuantConnect.com.
 2016-09-04 20:57:15 -04:00
Andrew Hart 6dc22821af Added reference to accord.net 3.0.2 2016-09-02 16:50:36 -04:00
Andrew Hart b5663a5d5c Merge conflicts resolved. 
Resolving the merge conflicts in PR #527.

AForge.NET and the new fuzzy logic algorithm example can now be merged
into master.
 2016-09-02 14:08:51 -04:00
quant1729 2dce74e26d - Extended Option security and Option holding classes 
- Updated IB fee model to support option exercise
- Added support for splits for options. Not tested on real data yet.
- Added option exercise functionality for long positions. Unit Tests. Not tested on real data yet.
- Added option assignment functionality for short positions. Assignment event. Unit Tests.
- Added basic option assignment simulator for backtesting brokerage. Simulates assignments for deep ITM short positions close to expiration. Unit Tests.
 2016-08-31 18:00:00 +02:00
Louis S. Berman 08bd519aa1 Added back the underscores to the private variables from L36 to L44 in WickoConsolidator.cs; also Also restored original RenkoConsolidatorAlgorithm.cs 2016-08-29 10:47:13 -04:00
Louis S. Berman d4ba462b46 All 13 WickoConsolidatorTests and the WickoConsolidatorAlgorithm work 2016-08-27 15:59:50 -04:00
Louis S. Berman 84a25cd2cb Merge remote-tracking branch 'refs/remotes/lean-upstream/master' 2016-08-27 07:52:58 -04:00
Louis S. Berman 42ce62b238 Starting to add wicko consolidator 2016-08-22 17:58:01 -04:00
AlexCatarino dc7c9ca1c9 Universe Selection Regression Algorithm Revision 
Adds minor changes to UniverseSelectionRegressionAlgorithm to help debugging regression tests
Modifies expected statistics values at RegressionTests for this algorithm since the previous set was wrong.
 2016-08-19 12:57:47 -03:00
Marco Carola ff4371abe3 Update QuantConnect.Algorithm.CSharp.csproj 2016-08-18 11:55:21 +02:00
Marco Carola 4953346f25 Update packages.config 2016-08-18 11:54:14 +02:00
Marco Carola bbadd5a2d9 Update packages.config 2016-08-18 11:53:00 +02:00
Marco Carola c6410721a6 Update packages.config 2016-08-18 11:50:39 +02:00
Marco Carola b4507427d7 Update QuantConnect.Algorithm.CSharp.csproj 2016-08-18 11:48:52 +02:00
Marco Carola 5fba99112a Update packages.config 2016-08-18 11:47:36 +02:00
Marco Carola 0be7a47b06 Update packages.config 2016-08-18 11:45:53 +02:00
Marco Carola 48e7e92da8 Update QuantConnect.Algorithm.CSharp.csproj 2016-08-18 11:43:39 +02:00
Marco Carola cb857c0ca8 Update QuantConnect.Algorithm.CSharp.csproj 2016-08-18 11:38:36 +02:00
Stefano Raggi 4b4e72b26a Add coarse/fine fundamental regression algorithm 2016-08-16 18:09:53 +02:00
Marco Carola 414e7945ea Update packages.config 2016-08-16 12:36:10 +02:00
Stefano Raggi 1e7536a333 Merge pull request #524 from QuantConnect/fundamental 
Fundamental data support and coarse/fine universe selection
 2016-08-16 00:05:36 +02:00
guadiana b269c485cd Adding FuzzyInference Algorithm, with Accord Fuzzy reference to Project 2016-08-14 17:49:00 +02:00
Stefano Raggi ae7475475b Add HasFundamentalData property to CoarseFundamental 2016-08-13 17:12:21 +02:00
Stefano Raggi 4bc96c1fa3 Add CoarseFineFundamentalComboAlgorithm to regression tests 2016-08-09 00:15:44 +02:00
Stefano Raggi c65da60029 Update CoarseFineFundamentalComboAlgorithm for test/debug 2016-08-03 00:40:53 +02:00
Bryan Wang 645aba3eba Convert string to Symbol with Symbol.Create 
Use of class variables to pass converting
strings to symbols implicitly.

Warning Code: CS0618
AddRemoveSecurityRegressionAlgorithm.cs
 2016-08-02 18:22:34 -04:00
Bryan Wang 7302e289e2 Convert string to Symbol with Symbol.Create 
Use of class variables to pass converting
strings to symbols implicitly.

Warning Code: CS0618
AddRemoveSecurityRegressionAlgorithm.cs
 2016-08-02 18:18:20 -04:00
Bryan Wang a97e6a9569 Convert string to Symbol with Symbol.Create 
Define a class level variable for the SPY, AIG, and BAC symbol to pass
implicitly converting a string to a symbol.

Warning Code: CS0618
AddRemoveSecurityRegressionAlgorithm.cs
 2016-08-02 11:02:14 -04:00
Stefano Raggi 09076f2c79 Update CoarseFineFundamentalComboAlgorithm for debugging 2016-08-02 01:28:37 +02:00
Bryan Wang b0d7272c00 Change to UpdateOrderLiveTestAlgorithm.cs 
Lines 35-38: Variables were updated to proper conventions
Line 110: variable "_symbol" is converted to Symbol without 'Symbol
implicit operator from string'

Warning CS0618
Warning CS0108
 2016-07-29 18:03:12 -04:00
Bryan Wang 0ef3cab737 Declare variable 'Log' with 'new' keyword 
Warning Code: CS0108
UpdateOrderLiveTestAlgorithm.cs Line 179
 2016-07-29 15:34:41 -04:00
Stefano Raggi a5032f0d5f Adds CoarseFineFundamentalComboAlgorithm 2016-06-29 00:44:47 +02:00
jameschch@outlook.com 0e8755dc48 Changes related to #330 order quantity decimalized 2016-06-24 11:53:29 +01:00
jameschch@outlook.com 7763efdc83 Changes related to #330 order quantity decimalized 2016-06-24 11:28:21 +01:00
AlexCatarino c620b3a110 Adds Portfolio Optimization algorithm using Math.NET Numerics 
Adds PortfolioOptimizationAlgortithm.cs
This algorithm uses Math.NET Numerics library, specifically Linear Algebra object (Vector and Matrix) and operations, in order to solve a portfolio optimization problem.
 2016-06-17 17:51:12 -03:00
jaredbroad 76b18bd204 Updated to use CollectionFactoryReader and return BaseDataCollection from DailyFx 2016-05-31 13:20:44 -04:00
jaredbroad ebbe704ac4 First commit; DailyFX with JSON Subscription factory 2016-05-27 23:22:18 -04:00
Michael Handschuh c1c3ff252b Merge branch 'multi-subscriptions' into options-new 2016-04-20 12:14:42 -04:00
Michael Handschuh 68e267474e Merge remote-tracking branch 'origin/master' into multi-subscriptions 2016-04-20 12:14:20 -04:00
AlexCatarino 2d96c9212b Implements IQFeedDataQueueHandler. 
Adds the IQFeed to the Toolbox:
IQFeedDataQueueHandler implements  IDataQueueHandler and
IHistoryProvider

Changes config.json to include  IQFeed configuration.
At config.json "data-queue-handler" and "history-provider" should point to
newly created IQFeedDataQueueHandler to make the implementation work

Adds BasicTemplateForexAlgorithm.cs to test IQFeed implementation
 2016-04-19 22:48:48 -03:00
jaredbroad dd8a6442b6 Tidy unneccessary TravisCI build configuration 2016-04-19 19:51:51 -04:00
jaredbroad e93006b6a5 Added Travis CI release configuration and disabled views from building in linux 2016-04-15 12:44:37 -04:00
Michael Handschuh 04db12106a Merge remote-tracking branch 'origin/multi-subscriptions' into options-new 
Conflicts:
	Engine/DataFeeds/UniverseSelection.cs
	Tests/QuantConnect.Tests.csproj
 2016-04-13 12:45:05 -04:00
Michael Handschuh a95b4c722a Remove remaining single sub assumptions from Algorithm projects 2016-04-12 19:06:46 -04:00
Michael Handschuh 8cec8cf52a Adds HistoryAlgorithm to regression tests 2016-04-12 19:06:42 -04:00
jaredbroad 2670b41be6 Bug fixes and event onload for when embed url is loaded 2016-04-11 20:06:25 -04:00
jaredbroad 632c21c99c New UX for LEAN, launched from Launcher using embedded HTML browser 2016-04-11 18:29:50 -04:00
Michael Handschuh 28274f485b Adds BasicTemplateOptionsAlgorithm regression 2016-04-07 14:18:20 -04:00
Michael Handschuh ec8df2a87b Adds BasicTemplateOptionsAlgorithm 2016-04-07 14:12:53 -04:00