4a83793067
Address review
2019-07-09 17:46:15 -07:00
f93c7d8b53
Add unit tests to cover changes
2019-06-19 10:08:27 -07:00
b0406ba9eb
Adds the following symbols to futures database: EI, EMD, ...
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EN, EPN, ESK, EVC, EWG, EWN, EXR, F1U, FO, FRC, FSS, GCU, GD, GDK,
GNF, HCL, HG, HH, HP, HRC, HTT, IBV, J7
Add new utility functions in FuturesExpiryUtillityFunctions
2019-06-07 08:49:56 -07:00
87f03e68ca
Merge pull request #3185 from gsalaz98/feature-2991-add-expirations-to-futures-database-part-4
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Add Various Symbols to Futures Database (Part 4 / 11)
2019-05-17 07:16:54 -07:00
3323b7b86d
Fixes FishTransform Indicator
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- The `FisherTransformFunction` was rounding up(down) the input value instead of down(up).
- Adds the `FISH` method to QCAlgorithm.
2019-05-13 17:57:08 +01:00
44a4451ea3
Adds the following futures to futures database: BTC, ...
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BWF, BZ, CB, CJY, CNH, CRB, CSC, CSW, CSX, CU, D1N, DC,
DCB, DY, E6, E7, EAD, ECD, EDP, EH
2019-05-10 17:39:51 -05:00
35b0d84247
Add the following futures to futures database: AGA, AJL, AJS, ...
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AJY, AKL, AKZ, ANE, APS, AR0, ARE, AUP, AVZ, AW, AYV, AYX, AZ1, B0, B7H, BCF, BIO, BK, BOO, BR7
Correct wrong entry for symbol ZT in symbol-properties-database
Add missing holidays or early closes for energies and fx in mhdb
2019-04-22 17:16:47 -05:00
26c2f2e36a
Adds The Following Symbols To Futures Database: 6Z, A0D, A0F, A1L, ...
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A1M, A1R, A32, A3G, A7E, A7I, A7Q, A8J, A8K, A8O, A91,
A9N, AA6, AA8, ABS, ABT, AC0, ACD, AD0, ADB, AE5
2019-04-04 17:03:57 -07:00
5e562c07c0
Use market hours database instead of custom FuturesExpiryCalendar
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Added additional test cases for symbols 6L and 6M
2019-03-20 13:45:29 -07:00
ea6d8ee088
Merge branch 'master' into feature-2991-add-expirations-to-futures-database-part-1
2019-03-18 19:52:47 -07:00
4d4f27f027
Add 1S, 22, 6L, 6M, 6R to futures database
2019-03-18 17:06:35 -07:00
3b36f4abe8
Adds more test dates
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Also: adds YO to AlgoSeek.US.Futures.PriceMultipliers.1.1.csv
2019-03-15 18:02:18 +00:00
f4d5f0e458
Adds RTY, NKD, and YO to Future's Database
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Adds Russell 2000 E-Mini (RTY), Nikkei 225 Dollar (NKD) and Sugar 11 CME Globex (YO) to future data: entails update entries in market hours and symbol properties databases.
Updates `FutureExpiryFunction` to handle these contracts expiration date.
2019-03-15 17:22:10 +00:00
bb99123c19
Refactors AverageDirectionalIndex and AverageDirectionalMovementIndexRating
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- Fixes `TrueRange` computation: it was not using the H-L range;
- Fixes `SmoothedDirectionalMovementMinus` that used a constant value instead of the defined period;
- Use a `WilderMovingAverage` to compute ADX based on DX.
- Fixes `AverageDirectionalMovementIndexRating` only be ready when there is enough past values.
- Removes external data for `AverageDirectionalMovementIndexRating` and points to column in `AverageDirectionalMovementIndex` external data.
Closes #2666
2018-11-02 22:53:20 +00:00
1552819ee1
Implement VIX futures expiry function
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Test case and data added
Tests expected vs. actual fix.
2018-07-20 17:08:27 -03:00
ad36e4e9a7
Add JSON deserialization test for FineFundamental
2018-05-07 21:43:11 +02:00
a3864c220d
Add live QuandlFuture custom data test
2018-04-20 23:00:05 +02:00
089ce953d3
Adds unit test for RelativeStrengthIndex with MovingAverageType.Wilders
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Closes #1651
2018-03-21 00:18:08 +00:00
25e7ad2fba
Adds unit test for AverageTrueRange with MovingAverageType.Wilders
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Closes #1722
2018-03-21 00:15:54 +00:00
de0926834e
Fixes MACD's Signal and Histogram warming up
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Formatting test file
tiny format fix
Historgram test fixed
external data from free stock charts
new testing data without pandas
2018-03-06 20:03:15 -03:00
5c2c7224e2
MACD EMA as default
2018-02-28 23:49:15 -03:00
e7223da4a7
Coppock Curve indicator implementation
2018-01-30 12:05:13 -03:00
ef9a841ae1
Merge branch 'master' into gdax
2017-10-13 21:43:19 -04:00
354da79c04
DetrendedPriceOscillator indicator.
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Small redudant code fix at CompositeIndicator.cs
2017-10-11 09:56:57 -03:00
d6f5fb2a33
merge from master
2017-09-15 12:55:06 +01:00
473640584a
Adds usd conversion rate service
2017-09-12 14:30:26 +01:00
3e9e53cbbf
Changes gdax to ticker channel
2017-09-08 12:18:12 +01:00
57fa355fc0
Merge pull request #1109 from Jay-Jay-D/IndicatorMassIndex
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Indicator mass index
2017-09-06 16:38:38 -04:00
d8b2a1a63b
Test passed
2017-09-01 14:40:26 -03:00
df74ac295c
tests fails
2017-08-30 06:09:13 -03:00
c8fa4bbebe
Tests passed
2017-08-29 15:27:15 -03:00
4a4ceb227d
building tests
2017-08-29 11:39:47 -03:00
f2bcad3451
FXCM Forex Real volume and Transactions ToolBox Project ( #1025 )
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Create ForexVolume.cs
ForexVolumeDownloader added
* testing
Retrieving all resolution data.
* Writer WIP
Writing volume data with LeanDataWriter
* hour and minute data correctly saved
* algorithm added
* all working!
Downloader slices big requests working!
Cleaning made, documentation added.
* vwma qcalgorithm
VWMA QCalgorithm done.
* small fix
* Small changes.
Typo fix
* Duplicated dates issue fixed
* QC sid added.
feed changed.
* code cleaning
* data correctness test implemented
* First review changes.
* Review changes
* LeanData.cs reseted
* Forex volume writer hour and daily data tests passed.
* Cleaning tests WIP
* All test pass.
* Tests refactoring done.
All tests pass.
* config.json reverted
* FxcmDD reverted
* program.cs clean
namespace fixed
* Resolution and Symbol argument check added.
* Start date fix.
* end date request fixed
* Update Program.cs
market fixed
Update Program.cs
* New path implemented and working.
Reading tests deleted.
* Update Program.cs
* ForexVolume renamed to FxcmForexVolume
Rename classes and files to FxcmVolume
2017-08-28 16:25:52 -04:00
cf2092d587
Adds fees, Adds auth header
2017-07-06 21:11:46 +01:00
1941334866
Adds remaining gdax rest methods and unit tests
2017-07-04 21:40:42 +01:00
15c6edb34f
Adds gdax brokerage
2017-07-02 20:03:02 +01:00
aa795bb7a7
Fixes spelling errors and bad variable names
2017-05-18 14:19:56 -04:00
d2a10ef69a
Code refactor, create test for individual symbols
2017-05-18 14:19:55 -04:00
6b06742f97
Removes factor_files from TestData
2017-05-17 22:36:46 +05:30
68ddbbc84f
ALMA and test implemented.
2017-05-02 10:42:01 -03:00
c37282d522
HullMovingAverage, tests and helper method implemented
2017-04-27 20:52:27 -03:00
8d079eb0de
Minor corrections in Tests project
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Two corrections related to DateTime format to make tests in computers with Time and Number in a non-US format
2017-03-02 21:48:36 -03:00
8fc15060fa
Add new tests for updated factor file parsing
2017-02-17 20:36:40 +01:00
4ade587bd7
Add Early Closes in market hours database
2016-12-14 20:51:09 +01:00
6928bd3684
Add SWISS test data. Various fixes
2016-06-08 09:41:54 +01:00
92728c386d
Adds FRAMA external data testing
2016-05-26 11:27:28 +01:00
34b664460d
Adds VWAP indicator via WeightedBy indicator extension
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Adds WindowIdentity indicator and its test. We need this at WeightedBy to keep values and weights at sync (same sample number).
Adds WeightedBy indicator extension and a simple test in IndicatorExtensionsTests
Adds VolumeWeightedAveragePriceIndicator (VWAP indicator), its test and external data file for testing.
2016-04-21 19:34:52 -03:00
39a89f198d
Provides new external data file for testing Fisher Transform Indicator.
2016-04-18 13:28:30 -03:00
4748443667
Adds Fisher Transform indicator
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Adds Fisher Transform indicator, its test and external source for comparison
2016-04-18 11:53:48 -03:00
6b0fa8259a
PercentagePriceOscillator now derives from AbsolutePriceOscillator
2016-03-24 02:18:21 +01:00
Gerardo Salazar