463dd1d329
Add documentation for cfd, crypto, forex, future, and option data ( #2978 )
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* Add documentation for cfd, crypto, forex, future, and option data
* Update data documentation to ensure consistency
* Fix titles, removed timezone reference
2019-03-04 16:54:02 -08:00
3ce9d8be7e
Fix FractionalQuantityRegressionAlgorithm
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- Add missing crypto data and update
FractionalQuantityRegressionAlgorithm statistics
2018-12-27 15:37:43 -03:00
ab3db6310b
Add missing crypto data
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- Add missing crypto
- Updating crypto regression tests
- Updating `DailyResolutionSplitRegressionAlgorithm` previous statistics
were calculated using the wrong factor file.
2018-12-24 17:32:39 -03:00
e3c6f9d32e
Add missing data files for CancelOpenOrdersRegressionAlgorithm
2018-07-18 13:10:31 +02:00
d2d4fda43c
Remove crypto quote data and use trade bar consolidator
2018-07-06 03:15:56 -04:00
7eb4526724
Update open source data set and regression statistics
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Factor files from 2018.06.04
Data files from 2018.07.05
2018-07-05 15:13:57 -04:00
b2027c9022
Update BasicTemplateCryptoAlgorithm to include crypto specific features
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Fixes #1820
2018-04-12 11:04:49 +02:00
e034fd3960
Fix buying power error handling bug in BacktestingBrokerage
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Fixes #1843
2018-04-09 19:55:12 +02:00
feabb12b98
Added 20161007 to 20161009 btcusd data at second resolution
2017-11-08 12:52:51 -05:00
0bf99b664e
Added 20161007 to 20161009 btcusd data at minute resolution
2017-11-08 12:51:06 -05:00
6856dd8513
Updated daily kaiko quote data
2017-11-08 10:20:30 -05:00
02278ef519
Add btcusd daily data in updated format
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Now lean expects both trades and quotes as seperate files. This commit adds the data in the updated format
2017-10-27 16:22:28 -04:00
076bb1627c
Added KaikoDataConverter Toolbox project
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This project can take trade as well as orderbook information from Kaiko
and convert the data into Lean compatible data at all resolutions in
modeled as both trades and quotes.
2017-10-27 15:50:47 -04:00
7fab872927
Integrates with crypto security
2017-09-15 13:42:51 +01:00
Gerardo Salazar