225eaf81c9
Initial impl of brokerage model
2015-05-23 15:44:00 -04:00
a62b50caa9
Don't load debug symbols when local, they'll be in bin already
2015-05-20 14:49:00 -04:00
4eeb61911f
Load debug information from setup handlers
2015-05-20 12:13:16 -04:00
89b6e98af8
Fixes warnings mostly relating to xml comments
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Also cleans up some block comments
Via PR#72 - thanks @ammachado!
2015-05-13 10:56:47 -04:00
cebf48e75e
Some more IB bug fixes
2015-04-29 13:23:53 -04:00
5e419ada8f
Some bug fixes/cleanup for IB live trading
2015-04-29 12:54:13 -04:00
42fee8a70d
Ack jobs that are out of version
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Clean up console set up handler's resetting of job endpoints
2015-04-28 16:39:30 -04:00
ab052bd209
Merge remote-tracking branch 'origin/master'
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Conflicts:
Brokerages/InteractiveBrokers/InteractiveBrokersBrokerageFactory.cs
2015-04-15 10:47:42 -04:00
3a2e7705f5
Removed brokerage data properties from live job packet
2015-04-15 10:36:14 -04:00
d96f477f0f
Removes PaperTradingSetupHandler
2015-04-14 16:39:00 -04:00
1f15eb2c04
Initial implementation of Margin and Portfolio models
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Changed system to use Margin Models, removing leverage wherever possible allowing for dynamic margin models.
Created first portfolio fill model for FOREX which treats it as a currency swap through the cashbook instead of a tradable asset.
Updated the Securities/SecurityPortfolioManager to use cashbook value + holdings removing FOREX virtual positions.
Created a new benchmark system for comparing quantconnect builds.
2015-04-13 20:51:43 -04:00
098c5d027c
Adds comments to setup handlers
2015-04-08 15:25:59 -04:00
8f39ff0be9
Adds subscriptions for currency conversions after algo.Initialize()
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These subscriptions are needed in order to have accurate conversion rates for computing portfolio value
2015-04-08 14:47:11 -04:00
13f1eae744
Wires up total portfolio value to respect currency holdings
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When adding currencies force user to specify a conversion rate used to compute starting capital.
2015-04-08 14:47:10 -04:00
3251d303ff
Splitting job and data queue handlers for ease of datafeed implementation. Half complete
2015-04-06 17:28:16 -04:00
89d5c70270
Fix max orders switch up, made console setup handler allow infinite orders
2015-03-19 15:05:20 -05:00
b2229e8968
Fixed a few compilation warnings
2015-03-09 16:28:17 -03:00
1d493087c3
Added Brokerage data object in live job packets; recorded paper trading cash so paper trading on QC remembers project cash between algo start-stop deployments
2015-02-18 19:22:43 -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
191b82c2cb
Consolidates transaction handlers to use the IBrokerage interface
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This is a fairly large change. We now have a BacktestingBrokerage (and PaperTradingBrokerage) which is consumed by the transaction handlers. We've also tested the BrokerageTransactionHandler. The IBrokerage interface has been through through and implemented. We've also added a spacial BacktestingTransactionHandler to delegate order filling to the BacktestingBrokerage implementation via the BacktestingBrokerage.Scan method. Much of this is a code shuffle to bring live trading and backtesting transaction handling into a similar pattern.
2015-01-25 17:12:10 -03:00
80471f0fed
Merge branch 'master' into ib
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Conflicts:
Brokerages/Tradier/TradierBrokerage.cs
Engine/Setup/TradierSetupHandler.cs
Engine/TransactionHandlers/TradierTransactionHandler.cs
2015-01-24 19:37:12 -03:00
bc908e4d94
Brokerage tidy up
2015-01-24 19:12:21 -03:00
17a2c01d63
Removed Brokerage as base class for other Brokerage instances
2015-01-23 16:22:36 -03:00
efd4a69bf2
Adds config value to use test data feed endpoint
2015-01-20 11:52:12 -03:00
8f5ed95680
MEND 2afcfbb - Added Test data feed
2015-01-19 23:59:16 -03:00
5001f4a23c
Hooked up live paper trading on the console
2015-01-19 18:32:40 -03:00
bca9860508
Removed the TradierDataFeed and DataFeedEndpoint.Tradier
2015-01-19 11:51:17 -03:00
b3de520915
Initial commit
2015-01-12 12:03:33 -03:00
snugs