Commit Graph

170 Commits

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 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
Martin Molinero f6b5e92a96 Add conditional optimization flag 2019-06-19 16:11:15 -03:00
Stefano Raggi 36bfa46002 Remove unnecessary IKVM binding redirects 2019-06-19 09:24:53 +02:00
Stefano Raggi af844f3758 Add missing IKVM references in Launcher 2019-06-18 18:35:40 +02:00
Stefano Raggi ec66c8e415 Update FxcmBrokerage for TLS 1.2 support
These changes are required to connect and receive data properly since the TLS 1.2 server upgrade on 6/16/2019. This also required upgrading the IKVM libraries for C#/Java interop.
2019-06-18 18:35:11 +02:00
Stefano Raggi 74cdc4a767 Revert "Update FxcmBrokerage for TLS 1.2 support" 2019-06-18 18:03:12 +02:00
Stefano Raggi ca60e1c03b Update FxcmBrokerage for TLS 1.2 support
These changes are required to connect and receive data properly since the TLS 1.2 server upgrade on 6/16/2019. This also required upgrading the IKVM libraries for C#/Java interop.
2019-06-18 15:40:49 +02:00
Michael Wei 3d89898ba2 Emit an error if desktop-exe does not exist 2019-05-27 22:14:13 -07:00
Stefano Raggi 751b0b37c2 Remove obsolete IB config settings 2019-05-08 12:10:30 +02:00
Stefano Raggi df49e5a766 Fix Launcher project rebuilding with no changes 2019-05-06 12:23:16 +02:00
Alexandre Catarino 3f00762bfd Adds Custom Data from US Energy Information Administration (eia.gov) (#3136)
New custom data class USEnergyInformation with new demonstration algorithms, the updated config file for users to set their EIA token.

Adds `CloseTime` to represent the time that the data period end. `EndTime` represents, in turn, the time the data is emitted. There is an offset between `CloseTime` and `EndTime` that is defined by the difference between the last bar as emitted and its time. 

In live mode, if the `USEnergyInformation.Reader` returns null, the `CollectionSubscriptionDataSourceReader.Read` method will pull for new data constantly. Therefore it should return an empty `BaseDataCollection` object.
2019-04-30 17:22:11 -07:00
linkliang e4458f94f3 refine readme.md 2019-04-26 10:33:19 -07:00
linkliang 17657445b3 Delete .DS_Store 2019-04-26 08:45:46 -07:00
linkliang e181151ce7 add mono config file 2019-04-25 08:16:34 -07:00
linkliang e6e2adec94 roll back config.json 2019-04-25 08:12:56 -07:00
linkliang 432e1cb374 add documentation for mac mono config issue 2019-04-25 08:09:23 -07:00
linkliang 92a09ac47a add after build script to create mono config file 2019-04-24 09:40:00 -07:00
Stefano Raggi a5c8a0325a Remove TotalPhysicalMemory and FreePhysicalMemory from OS class 2019-01-11 19:52:55 +01:00
smartchris84 f317387bae configuration parameter adjust 2018-10-19 10:42:53 +02:00
smartchris84 566e3d0c2d Configuration parameters adjustment 2018-10-19 10:42:52 +02:00
smartchris84 83a225cfd0 configuration change 2018-10-19 10:42:52 +02:00
smartchris84 79b5bae957 config.json format fix 2018-10-19 10:42:51 +02:00
smartchris84 161c1182a8 WebSocket version upgrade 2018-10-19 10:42:51 +02:00
smartchris84 ce10907c82 configuration, HistoricalQuote test 2018-10-19 10:42:50 +02:00
Michael Handschuh b795fe1207 Merge pull request #2452 from AlexCatarino/feature-2450-log-pythonnet-version
Logs python and pythonnet version after algorithm is loaded.
2018-08-28 09:34:56 -04:00
AlexCatarino 296693c9f7 Logs pythonnet after it is loaded. 2018-08-27 23:36:23 +01:00
Adalyat Nazirov 2901618832 Blanked bitfinex brokerage classes 2018-08-27 21:59:07 +03:00
Martin Molinero 17995f4c86 Adding a configuration for maximum data points per chart series. Limit will only apply for backtesting result handler 2018-08-17 18:14:33 -03:00
Stefano Raggi 3d48efcbea Add Tiingo Daily Prices example algorithm 2018-07-24 13:24:52 +02:00
Stefano Raggi 8b69f3d3fa Add IB Delayed Streaming Data config option 2018-06-29 21:14:34 +02:00
Amir Mamaghani 9d449800eb Feature - CLI arguments overrides configuration file + load config from CLI 2018-05-15 21:44:25 +02:00
Amir Mamaghani 4ac2c8cf27 QuantConnect.Configuration - Added ability to choose configuration file during runtime. 2018-05-15 15:40:30 +02:00
AlexCatarino 5f1d118f35 Adds reference to Jupyter project in Launcher
This change enables using binaries from `Launcher` (and starting jupyter notebook from `Lean/Launcher/big/Debug`).
Adds `composer-dll-directory` key to `config.json`.
2018-04-27 21:55:52 +01:00
Juan José D'Ambrosio bda5b11cc2 Nuspec files added for all projects.
Launcher project is packed as `QuantConnect.Lean`but as a mean ot having all Lean features just calling one package. 

In the same sense, `QuantConnect.Algorithm.CSharp` is included as package and added as dependecy in the `QuantConnect.Lean` package just to have a working example aailable out-of-the-box.
2018-04-13 07:28:34 -03:00
Juan José D'Ambrosio b2b541483f Intrinio template modified, C# regression test added
Intrinio Python port added


Python regression test added


RateGate implemented in static IntrinioConfig


Clean stuff


Intrinio C# regression test pass


Intrinio working, Python port, C# regression test
2018-03-26 09:41:10 -03:00
Jared d01ac3b980 Merge pull request #1360 from Jay-Jay-D/IntrinioEconomicDataIndices
Intrinio economic data indices
2018-01-12 12:35:09 -05:00
Michael Handschuh 84b1f9df80 Fix alpha handler config and log loaded handler at start 2017-12-28 11:27:40 -05:00
Juan José D'Ambrosio dab155c51d Merge branch 'master' into IntrinioEconomicDataIndices 2017-12-22 13:27:52 -03:00
Michael Handschuh b4b3aae112 Rename Signal -> Alpha
Whoa... I think I got everything :)
2017-12-15 18:24:58 -05:00
Michael Handschuh 5910bc620f Add ISignalHandler
Handles signals generated by the algorithm. The default implementation
sends a SignalPacket to the messaging handler.
2017-12-12 08:56:19 -05:00
Juan José D'Ambrosio e8e7890aaf Intrinio Economic Data 2017-11-30 11:43:34 -03:00
Stefano Raggi 313f3dd613 Refactor GDAX DataQueueHandler out of the GDAXBrokerage class
This PR enables the GDAX brokerage to be instantiated independently of the data queue handler.
2017-11-13 21:52:58 +01:00
Jared ef9a841ae1 Merge branch 'master' into gdax 2017-10-13 21:43:19 -04:00
Michael Handschuh 555bbf2eac Set backtesting env history provider 2017-10-02 12:15:05 -04:00
jameschch@outlook.com 737c8e9ca5 merge from upstream/crypto-gdax 2017-08-25 21:54:01 +01:00
jameschch@outlook.com a0b6dc02f0 Fixes gdax messagiing, fee model, symbol data 2017-08-25 21:25:54 +01:00
Andrew d893bd7398 Renamed ILeanManagement to ILeanManager
Renamed this interface and all associated classes and content to be more
in line with Lean naming conventions.
2017-08-09 16:15:52 -04:00