Commit Graph

83 Commits

Author SHA1 Message Date
Gerardo Salazar 2033c7873b Update outdated DotNetZip dependency in nuspec files 2019-07-02 18:02:23 -07:00
Martin Molinero f6b5e92a96 Add conditional optimization flag 2019-06-19 16:11:15 -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 2fe41495d1 Set QC API UserToken for GDAX 2018-08-13 23:03:55 +02:00
Stefano Raggi 483f20c78a Change vars from static to instance in JobQueue
When running consecutive algorithms, this was causing the algorithm runner to look for the wrong file name.
2018-07-03 23:15:34 +02:00
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
Andrew e116709b24 Specify <LangVersion> of 6 in all csproj files 2017-08-07 15:27:26 -04:00
Andrew 6d67dbd2a2 Added ILeanManagement.Update() method 2017-07-14 12:40:53 -04:00
Andrew f7bd4f59b7 Remove commands from Lean 2017-07-14 12:40:53 -04:00
Stefano Raggi d88d82af12 Upgrade Json.NET to version 10.0.3 2017-07-07 23:21:47 +02:00
Stefano Raggi e463ccf088 Upgrade all projects to target .NET Framework 4.5.2
In the advanced build settings, Language version was also upgraded from C# 5.0 to C# 6.0. The minimum Visual Studio version required will now be VS2015.
2017-07-07 22:49:17 +02:00
Stefano Raggi b9ea48e1b4 Add IApi parameter to IJobQueueHandler.Initialize 2017-06-14 17:11:28 +02:00
jaredbroad cd56b5323d Tidy up the local loading of pyc files 2017-04-30 13:10:27 -04:00
Victor Baybekov de21307a32 Update Json.Net to 9.0.1 2017-03-14 01:35:59 +03:00
jaredbroad 9de8d3a68b Merge branch 'seed-security-from-history' of https://github.com/andrewhart098/Lean into seeding 2016-12-02 00:00:03 -05:00
quant1729 f859c548f0 Fixed typos, bugs 2016-11-21 16:58:22 +01:00
quant1729 9dd5b8f4ef Updated engine: it gets history provider, data queue handler from the job now. JobQueue loads data from config. 2016-11-21 16:58:12 +01:00
jaredbroad 41dab29bc1 Shuffle ram allocation to controls; update job queues and engine usage 2016-11-21 04:43:09 -05:00
Ray Bohac e74b14227e moves Control symbol limits config to read into vairable, then assigns in either LiveNodePacket of BacktestNodePacket 2016-10-17 20:43:13 -04:00
Ray Bohac ab127aaf04 increases symbol limit on Lean local and also adds a config option to alter the limits 2016-10-17 12:31:18 -04:00
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
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 3610d3fc8c Jobqueue.AcknowledgeJob: Ensure final message makes it to console
If you're running without a ConsoleLogHandler then the cmd window just looks like it is dead, but really it's already finished and is waiting for Console.Read to return, but there was no message since the Log.Trace was only being piped to a file
2016-04-05 15:52:27 -04:00
Juan Manuel Alvarez b3494afc47 Constants renamed to Globals.
Globals values can be reloaded from configuration.
2016-03-12 01:07:31 -03:00
AlexCatarino 871f03cbe9 JobQueue.Language is no longer a static field
Consecutive calls of JobQueue set up with different languages did not acknowlegde the changes when Language was a static field
2016-02-22 20:08:18 -03:00
Michael Handschuh 40d47d5523 Set c# language version to 5.0 2016-01-29 17:41:20 -05:00
Michael Handschuh 8acb8504be Cleans up JobQueue job init parameters 2016-01-19 18:12:28 -05:00
snugs 5d6d48f7c8 Make ICommandQueueHandler : IDisposable 2015-12-18 11:57:28 -05:00
snugs e31fd9d990 Read parameters from config in JobQueue 2015-12-10 13:45:38 -05:00
snugs be950e756a Log full errors/stack traces
Many places in the code used Log.Error(err.Message) or equivalent which
strips out all the really useful information, such as the stack trace
and inner exceptions. Using Log.Error(exception) is the correct way to
log an error as it will correctly write all the message details, also,
by passing the full Exception object we can improve the logging in this
one place and all call sites will automatically benefit from the improvements
2015-12-02 12:35:33 -05:00
snugs 7c2261f172 Removed warnings as errors for obsoletes
This is causing issues for mono users, seems to be something different
in the compilers (mono vs msft) with method resolution in ambiguos situations.
2015-11-24 18:56:21 -05:00
snugs 0ae568d980 Remove warnings as errors from Release
This is a temporary fix until we figure out why travis complains about implicits but visual studio doesn't
2015-11-23 15:45:24 -05:00
snugs 7689ae505d Update warnings as error 612 (obsolete w/ no msg) 2015-11-19 20:36:59 -05:00
snugs b6603ffd01 Set Obsolete warnings as errors 2015-11-18 13:42:40 -05:00
snugs 3285198cfe Implements ICommandQueueHandler
The command queue provides external messaging into the algorithm.
It yields ICommand instances which are runnable against the algorithm.
This allows a user to exercise some control/change over the algorithm's
behavior while it's still running.

To show the pattern, I've implemented the Order, Liquidate, and Quit commands
2015-11-04 21:26:14 -05:00
snugs 5d4aadbb9c Removes QuantConnect.Interfaces
This project was collapsed into QuantConnect.csproj.
This will allow code in the common project to use the interfaces abstractions
2015-11-04 13:18:59 -05:00
QuantConnect 98dc0e37b7 Build script and language config for Iron python based algorithms 2015-07-05 21:00:01 -04:00
snugs c8b4e6bdba Remove config 'local' value
This change includes addition of the 'tradier-save-tokens' config value used to write tradier access/refresh tokens to disk
2015-06-22 19:05:04 -04:00
snugs 470d51a6d0 Extract sourcing of job from Engine.Run
The engine itself shouldn't concern itself with where jobs come from, so we pull the next job and acknowledge job logic out of Engine.Run
Add RamAllocation to AlgorithmNodePacket
2015-06-22 18:28:23 -04:00
Stefano Raggi 0b1396449c Replaced "language" config setting with "algorithm-location" 2015-06-19 10:09:41 +02:00
snugs e05e4fd08e Load data feed handlers via MEF configuration 2015-06-17 22:34:05 -04:00
snugs fd3d5b2953 Load transaction handlers via MEF configuration 2015-06-17 22:34:02 -04:00
snugs 42a77acce6 Load setup handlers via MEF configuration 2015-06-17 22:34:00 -04:00
QuantConnect cc569f0088 Added visual basic algorithm template and language switch to config 2015-06-17 21:43:13 -04:00
QuantConnect d53e7b3ba0 Initial FSharp implementation running basic template 2015-06-17 18:31:36 -04:00
snugs 9e7986ee27 Adds minimalist charting to ConsoleResultHandler
This is not really charting, but it saves a csv for each plot produced by an algorithm which can be easily loaded into your favorite charting program
2015-06-16 16:25:16 -04:00
QuantConnect fde0cbed3a Strip out block quote section header comments 2015-06-13 16:04:27 -04:00
QuantConnect ca4a49e70d Rework GetResultHandler to use type loader; first desktop UX implementation; functional logger 2015-06-07 03:08:33 -04:00