30ce0a8e01
Made no data message an error not debug
2015-03-19 15:04:29 -05:00
dea5229397
Rename algorithm examples for consistency
2015-03-16 19:51:23 -05:00
ead4f67a09
Rename algorithm files for consistency
2015-03-16 19:50:40 -05:00
519969b2f2
Banner and comment clean up
2015-03-14 21:03:43 -04:00
ef04c41f59
Adds DynamicDataConsolidator and uses in ResolveConsolidator
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Also renamed example algorithm filenames to match the type name
2015-03-14 15:43:24 -04:00
47a2e64eac
Hook up new consolidators in ResolveConsolidator method
2015-03-14 12:59:00 -04:00
d7255923b1
Added futures data importing example to library
2015-03-13 17:43:57 -05:00
53f85f4ebd
Reworked order limits for maximum per backtest-day for free accounts and unlimited for subscribers
2015-03-12 19:31:00 -05:00
6e8ca37f93
Merge pull request #45 from mattmast/indicators/mfi-indicator
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Closes #6 - MoneyFlowIndex indicator
Includes new Sum indicator and edits SMA to use it
Thanks @mattmast
2015-03-10 21:01:17 -04:00
40fc6aba04
Merge pull request #44 from ammachado/warnings
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Fixed a few compilation warnings, thanks @ammachado
2015-03-10 17:24:54 -05:00
0fee16e8be
Added Bubble detector algorithm by TimCo
2015-03-10 16:56:10 -05:00
9bd4c3017c
Rework SetHoldings calculation to factor in fees
2015-03-10 16:48:54 -05:00
ad9509e682
Add helper function for money flow index
2015-03-09 22:47:37 -04:00
b2229e8968
Fixed a few compilation warnings
2015-03-09 16:28:17 -03:00
6f3d2ddc52
Updated SetHoldings to factor in fees when setting holdings fractionally, added a 1% safety margin to avoid market price changes rejecting orders
2015-03-08 22:24:02 -03:00
9ef6779660
Merge conflict with DisplacedMovingAverage
2015-03-08 15:45:38 -03:00
8479d406eb
Added comments to example algorithms to reduce warning messages from compiler
2015-03-08 15:26:08 -03:00
1ff3ec15b1
Merge remote-tracking branch 'origin/master' into feature/push-indicators
2015-03-01 13:29:28 -05:00
374c8c17af
Removes SequentialIndicator and uses events for auto push
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IndicatorBase now implements IDataConsolidated and fires the DataConsolidated event after each update.
The Of extension method now attaches a handler to the 'first' to update the 'second' and returns the reference to the 'second' for method chaining. See OfExtensionMethodTests.cs
2015-02-28 23:41:02 -05:00
6f4ca1fe2a
add cci helper to algorithm indicators
2015-02-28 17:22:10 -05:00
ec7bc3bef4
Added stop limit order type helper method to QC Trading
2015-02-27 18:09:32 -03:00
118f037e43
Set market price for market orders in QCAlgorithm Trading
2015-02-27 14:08:59 -03:00
8c51bfeb24
Restricted date range to avoid 2000 year backtests (common user error 0201 year)
2015-02-25 15:26:06 -03:00
5a0760cc5e
Added in obsolete helper methods to ensure algorithms don't break with new order changes
2015-02-23 15:36:33 -03:00
30c0efca19
Added helper methods for market, stopmarket and limit order types. Updated comments, separated preOrderChecks into dedicated method
2015-02-23 15:01:34 -03:00
c845e21feb
Added culture invariant info to all convert to decimal references, close #25
2015-02-17 22:50:33 -03:00
f87e463074
Version bump for numerics and json.net
2015-02-16 14:18:57 -03:00
4432c8e52c
Version bump MathNet Numerics
2015-02-16 14:03:33 -03:00
cb0291a5af
Fixed loader not loading bug
2015-02-11 21:23:28 -03:00
ad9e153bb7
Added meta to list of reserved chart names
2015-02-11 21:22:13 -03:00
618dbe0500
Moved basic template to example namespace
2015-02-11 21:21:47 -03:00
d7b590f4c1
Closes #22 , New notification manager implementation with notification classes, API and manager for rate limiting
2015-02-07 18:11:02 -03:00
6dd122e6ac
New algorithm example to demonstrate the live specific features
2015-02-07 18:08:46 -03:00
59be9527a4
Notification manager class intialization and API implementation
2015-02-07 18:02:04 -03:00
d4c8c10f02
Rework to move synchronous events into transaction hander and result handler plugins so the events could be controlled on a plugin level. e.g. This allowed removing 1 thread context switch from primary algo loop and enabling live trading result handler to trigger its own updates every second independent of algorithm event timing
2015-02-06 12:50:55 -03:00
9df45356d5
Added setlimits API to algorithm to limit number of symbols differently for live and backtesting modes
2015-02-04 20:04:58 -03:00
53e73bd2b0
Use stringIsNullOrEmpty method
2015-02-04 19:56:51 -03:00
3fdc38ad35
Added a selector to the BB Register indicator so it worked with TradeBars
2015-02-04 19:49:55 -03:00
fc66883f29
Fixed issues from PR code review
2015-02-03 07:42:44 +13:00
0715dfe4d5
Added StandardDeviation and BollingerBands to QCAlgorithm.Indicators.cs
2015-02-02 08:01:22 +13:00
6a76e63aab
Update SetStart/EndDate functions to be full days
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Using the SetEndDate function would end up with the last day of data not being processed due to a period start/finish filter in the SubscriptionDataReader.MoveNext() function. Updating the SetEndDate to make the DateTime value to last moment in the day solves the issue. It also ends up fixing a lingering bug in the ConsoleResultHandler where we were computing the wrong number of days to process.
2015-01-30 20:31:22 -03:00
4078d805fb
Allows fill forward custom data-testing
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Includes new AddData<T> overload to accept fillforward and leverage parameters
Moved the clone implementation in BaseData to ObjectActivator
Added some test BaseData types that can be used as custom data but just patch through to default data locations
2015-01-30 13:11:33 -03:00
041946a282
Stash custom data testing
2015-01-30 11:37:13 -03:00
186bbbdb0c
Renamed Stres_Test.cs to Stress_Symbols to match type name
2015-01-30 08:18:02 -05:00
db5f68cdcb
Merge remote-tracking branch 'origin/master'
2015-01-29 22:38:48 -05:00
522d5591be
Adds FakeLiveQueueHandler to make for easier local live debugging
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Also includes some performance tweaks to sleep certain tight looped threads
Also includes changes to mark data as fill-forward via Clone(bool fillForward), BaseData.IsFillForward property
2015-01-29 22:37:16 -05:00
a2f22bc25e
Added Security.HasData property
2015-01-29 19:43:36 -03:00
548c1b8c49
Merge branch 'master' of https://github.com/QuantConnect/Lean
2015-01-26 10:20:11 -03:00
733cf998c6
Remove is qc data
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Removing the isQcData flags allowed better support for consistency between different data types. This has a knock-on effect of allowing custom data to be fillforward and loaded from a file system.
2015-01-25 22:47:38 -03:00
b013e7f007
Merge branch 'master' of https://github.com/QuantConnect/Lean
2015-01-25 19:11:55 -03:00
QuantConnect