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
2fe41495d1
Set QC API UserToken for GDAX
2018-08-13 23:03:55 +02:00
483f20c78a
Change vars from static to instance in JobQueue
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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
b9ea48e1b4
Add IApi parameter to IJobQueueHandler.Initialize
2017-06-14 17:11:28 +02:00
cd56b5323d
Tidy up the local loading of pyc files
2017-04-30 13:10:27 -04:00
9de8d3a68b
Merge branch 'seed-security-from-history' of https://github.com/andrewhart098/Lean into seeding
2016-12-02 00:00:03 -05:00
f859c548f0
Fixed typos, bugs
2016-11-21 16:58:22 +01:00
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
41dab29bc1
Shuffle ram allocation to controls; update job queues and engine usage
2016-11-21 04:43:09 -05:00
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
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
2670b41be6
Bug fixes and event onload for when embed url is loaded
2016-04-11 20:06:25 -04:00
632c21c99c
New UX for LEAN, launched from Launcher using embedded HTML browser
2016-04-11 18:29:50 -04:00
3610d3fc8c
Jobqueue.AcknowledgeJob: Ensure final message makes it to console
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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
b3494afc47
Constants renamed to Globals.
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Globals values can be reloaded from configuration.
2016-03-12 01:07:31 -03:00
871f03cbe9
JobQueue.Language is no longer a static field
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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
8acb8504be
Cleans up JobQueue job init parameters
2016-01-19 18:12:28 -05:00
e31fd9d990
Read parameters from config in JobQueue
2015-12-10 13:45:38 -05:00
be950e756a
Log full errors/stack traces
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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
98dc0e37b7
Build script and language config for Iron python based algorithms
2015-07-05 21:00:01 -04:00
c8b4e6bdba
Remove config 'local' value
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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
470d51a6d0
Extract sourcing of job from Engine.Run
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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
0b1396449c
Replaced "language" config setting with "algorithm-location"
2015-06-19 10:09:41 +02:00
e05e4fd08e
Load data feed handlers via MEF configuration
2015-06-17 22:34:05 -04:00
fd3d5b2953
Load transaction handlers via MEF configuration
2015-06-17 22:34:02 -04:00
42a77acce6
Load setup handlers via MEF configuration
2015-06-17 22:34:00 -04:00
cc569f0088
Added visual basic algorithm template and language switch to config
2015-06-17 21:43:13 -04:00
d53e7b3ba0
Initial FSharp implementation running basic template
2015-06-17 18:31:36 -04:00
9e7986ee27
Adds minimalist charting to ConsoleResultHandler
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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
fde0cbed3a
Strip out block quote section header comments
2015-06-13 16:04:27 -04:00
ca4a49e70d
Rework GetResultHandler to use type loader; first desktop UX implementation; functional logger
2015-06-07 03:08:33 -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
12379b13fc
Remove multiple enumerations from live data feed, fix local paper trading
2015-05-12 18:16:24 -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
1abca6998a
Invert backtestMode flag to inline with other naming conventions; liveMode
2015-04-18 00:56:33 -04:00
341e2e7a3e
Job and setup handler bug fixes
2015-04-15 13:50:36 -04:00
fa9148d7cf
Simplifies retrieval of BrokerageData imports
2015-04-15 10:38:43 -04:00
ab9f1e9c93
Various updates to ready Lean for public live trading
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IBrokerage.GetCashBalance() returns balance in each currency
BrokerageSetupHandler sets security prices to avg price to avoid immediate margin calls
2015-04-14 20:42:16 -04:00
d96f477f0f
Removes PaperTradingSetupHandler
2015-04-14 16:39:00 -04:00
dd84c87ca8
Adds Paper and Backtesting brokerage factories
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Adds system of MEFing in the brokerage data for running locally (IBrokerageFactory.BrokerageData)
2015-04-14 16:22:43 -04:00
af04e2b472
Job queue init method cut out
2015-04-07 16:36:29 -04:00
a42b0bd5ad
namespaces
2015-04-07 14:36:14 -04:00
ec2671cef8
Merge remote-tracking branch 'origin/master'
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Conflicts:
Engine/Engine.cs
2015-04-06 17:32:24 -04:00
3251d303ff
Splitting job and data queue handlers for ease of datafeed implementation. Half complete
2015-04-06 17:28:16 -04:00
Martin Molinero