Commit Graph

29 Commits

Author SHA1 Message Date
Martin Molinero 0933da9303 Refactor previous commits
- Removing `AccountCurrency` from `Cash` and `Brokerage` classes.
`ICurrencyConverter` will now provide the `AccountCurrency`
- Adding new static `OrderFee.Zero` which will return a 0 order fee in
`NullCurrency`
- Adding static `Currencies.USD` value, replacing all "USD".
- Addin new static `Currencies.NullCurrency`
- Updating Bitfinex `FeeModel` so it return fees in quote currency.
Adding unit tests
2018-12-13 11:30:40 -03:00
Martin Molinero 75ffa300f1 Adding new IAlgorithm.AccountCurrency
- Adding new `IAlgorithm.AccountCurrency { get; }` that will point to the
`Portfolio.CashBook.AccountCurrency`. Setter will be added in a
following PR.
- Base `Brokerage` class will now have a `AccountCurrency { get }`
pointing to the `IAccountCurrencyProvider`. Will be used by the different
brokerages implementations.
2018-12-10 11:59:02 -03:00
Martin Molinero 59660a864c Updating toolbox readme 2018-07-03 18:58:54 -03:00
Martin Molinero c31fa715d7 Renaming old Program.cs of each tool 2018-06-29 21:08:13 -03:00
Martin Molinero 0db14515fe Make toolbox a single application wrapping all the tools 2018-06-28 16:15:51 -03:00
Stefano Raggi 1a554d16c1 Update OandaDownloader to save QuoteBars instead of TradeBars 2017-05-07 15:32:00 +02:00
Stefano Raggi 4a4da9d57d Restore default accountId for OandaDownloader 2017-05-07 15:11:13 +02:00
Stefano Raggi 92d86a7c55 Refactor OandaBrokerage to support different API versions 2017-03-26 21:23:18 +02:00
Stefano Raggi 25289bd293 Oanda HistoryProvider returns QuoteBars instead of TradeBars 2017-03-15 01:32:10 +01:00
Adam Burgess 20615ab3c0 Changed <int> references to AccountID to <string>. 2016-11-23 20:49:27 +10:00
Stefano Raggi d1b3225422 Add Oanda Brokerage IHistoryProvider implementation 2016-09-30 22:23:36 +02:00
Stefano Raggi a08bee1968 Refactor and cleanup Oanda Downloader and Brokerage
- Removed code duplication in downloader and brokerage
- Moved candle download methods into the brokerage, so now they can be used by the IHistoryProvider implementation
2016-09-30 01:03:37 +02:00
Michael Handschuh 811656948e Remove duplication from LeanDataWriter.ctor 2016-02-11 20:09:15 -05:00
snugs 7e37804c7e Use Symbol.Create instead of SID.Generate* methods 2015-12-07 12:31:46 -05:00
Stefano Raggi e1bbb14d21 Merge branch 'master' into symbol-mappers 2015-12-02 22:55:46 +01:00
Stefano Raggi 7da1234214 Added SymbolMapper to FXCM and Oanda downloaders 2015-12-02 22:50:52 +01:00
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
Stefano Raggi bb1862af65 OandaDownloader - Re-enable download of CFD files 2015-11-25 18:48:52 +01:00
Stefano Raggi 9d5dae6e5e Downloader updates
- All: Changed Symbol.ToString() to Symbol.Value
- YahooDownloader: fixed wrong month in url query
- YahooDownloader: added StartDate/EndDate as command line args
- YahooDownloader: added command line option to download multiple symbols
- GoogleDownloader: added StartDate/EndDate as command line args
- GoogleDownloader: added command line option to download multiple symbols
2015-11-25 02:37:47 +01:00
snugs 9e660ffcbe Remove usages of Symbol implicits from non-algorithm projects 2015-11-18 18:15:31 -05:00
snugs 989cdb1eaf Merge branch 'master' into sid
Conflicts:
	ToolBox/DukascopyDownloader/Program.cs
	ToolBox/OandaDownloader/Program.cs
2015-11-17 12:51:29 -05:00
Stefano Raggi 4ecd794306 Dukascopy and Oanda downloader updates
- Multiple symbols on command line
- Resolution=All generates all resolutions from the highest
2015-11-17 12:14:35 -05:00
snugs 8f9a228e0c Remove usages of Symbol implicits from engine
Breaks SymbolCache into its own file
2015-11-12 13:55:43 -05:00
snugs 7b6c82841f Initial implementation of SecurityIdentifier 2015-11-12 13:55:42 -05:00
Stefano Raggi 73059f4d8d Updated OandaDownloader
- Added StartDate+EndDate as command line arguments
 - Added missing Symbol in returned bars
2015-10-28 10:54:36 -04:00
Stefano Raggi e651d24f80 New OandaDataDownloader 2015-10-28 10:46:25 -04:00
Stefano Raggi 0b00b7a073 Removed InstrumentType enum
(reused SecurityType)
2015-10-28 10:46:23 -04:00
QuantConnect 75bb1f19ba Mid refactor of the toolbox projects 2015-10-15 16:21:24 -04:00
QuantConnect 2064776f37 Moved QuantConnect.ToolBox into ToolBox directory 2015-10-08 18:02:13 -04:00