Commit Graph

26 Commits

Author SHA1 Message Date
Stefano Raggi ed3d65dce1 Add extra logging for reconnect 2019-06-20 13:36:25 +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
Gerardo Salazar 340cc3a330 Upgrade dependency DotNetZip to version 1.13.3 to fix security issue 2019-06-11 11:03:37 -07:00
AlexCatarino c3de660551 Updates pythonnet to 1.0.5.20 2019-04-23 23:15:14 +01:00
AlexCatarino da6519b9f4 Updates pythonnet to 1.0.5.19
Updates PythonNet to 1.0.5.19
 - Related  https://github.com/QuantConnect/pythonnet/pull/28/
2019-04-02 17:17:40 +01:00
AlexCatarino 6d2460d8ed Updates pythonnet to 1.0.5.18
- Updates PythonNet to 1.0.5.18
  - Cherry picks the memory leak fix from upstream/pythonnet
2019-03-28 00:47:38 +00:00
AlexCatarino d91cad3123 Updates pythonnet to 1.0.5.17
- Updates PythonNet to 1.0.5.17
  -  Improve performance by adding new `interop` `type` cache holding a `bool`, true if its an `exception`. And adding a `setter` and `getter` cache for the `propertyobject`. Closes #2925.
  - Decimal parsing allows numeric string in exponential notation. Closes #2918 #2919.

Closes #2929
2019-02-22 17:46:59 +00:00
Martin Molinero d53a922cf0 PythonNet installation does not require copy pasting
- Requires a new PythonNet 1.0.5.15 package where the different `.dll` are in a
specific folder: `\win` `\linux` and `\osx`
- Removed not present `decimal.py` from `Algorithm.Python` project. It
was moved into `Common`.
- Replace `xbuild` for `msbuild` required for using the `System.Runtime.InteropServices`.
Also note the `xbuild` on travis prints:
> >>>> xbuild tool is deprecated and will be removed in future updates, use msbuild instead <<<<
2019-01-22 19:48:11 -03:00
AlexCatarino ef59fa7ba2 Updates pythonnet package.
In the new package:
- C# decimal conversion will use C# double and python float due to the big performance impact of converting C# decimal to python decimal;
2019-01-18 23:18:35 +00:00
AlexCatarino 823bb01438 Updates pythonnet
Includes memory leak fix (https://github.com/QuantConnect/pythonnet/commit/c6db86653e7fa4fa89e1f8404d72e346b67ed857 and https://github.com/QuantConnect/pythonnet/commit/bec9563d2958acc5adf3e8972b23609fe3914402)

- Fix python version to 3.6.6 (avoid updating to 3.7)
- Fix numpy version to 1.14.5 (tensorflow requirement)

- Adds py-earth python package (closes #2399).
2018-12-07 09:36:48 +00:00
AlexCatarino 8e3b7153b2 Rebase with pythonnet/master and fix datetime UTC bug
Updates pythonnet with pythonnet/master and fix datetime issue ([65ac279](https://github.com/QuantConnect/pythonnet/commit/65ac279a03dbded39fe3e28bb79c233f0c970f6f)).
2018-07-16 11:52:54 +01:00
mblouin02 629fd7b552 Fix IEXDataQueueHandler data feed
When selecting IEXDataQueueHandler as a data source for live trading,
it would not connect. The following fixed the issue:

- Updated Socket IO NuGet package (and its dependencies) to latest;

- In GzipStreamProvider, removed obsolete "using" statement refering
to deprecated Socket IO API (using statement was not used anyways);

- Increased the reconnection delay value to its recommended
value (1000ms), this was necessary for the feed to connect;

- Minor change in IEXDataQueueHandler to parse Json message.
"(JObject)message" would compile, but threw a runtime error, as this
formulation could not implicitly convert string to JObject. Used
the cleaner "JObject.Parse()" method instead.
2018-07-09 08:07:20 -04:00
Juan José D'Ambrosio 615fa53cc6 Decompressing AlgoSeek's OPRA files with SharpZipLib
Using thread safe implementation
Minor fixes.


Change ICSharpCode.SharpZipLib reference 

New reference match the `ICSharpCode.SharpZipLib`in `QuantConnect.Compression`.
2018-07-02 12:29:18 -03:00
Martin Molinero 0db14515fe Make toolbox a single application wrapping all the tools 2018-06-28 16:15:51 -03:00
Juan José D'Ambrosio 4ace8cb255 Lean Visualizer C# toolbox project and Python Wrapper working 2018-04-27 11:49:52 -03:00
Stefano Raggi f704747696 Downgrade NodaTime to version 1.3.4 due to breaking changes in 2.x 2017-07-08 03:09:35 +02:00
Stefano Raggi e4005fa78c Upgrade NodaTime to version 2.0.3 2017-07-08 01:12:43 +02:00
Stefano Raggi 6d160533c3 Upgrade DotNetZip to version 1.10.1 2017-07-07 23:37:09 +02:00
Stefano Raggi d88d82af12 Upgrade Json.NET to version 10.0.3 2017-07-07 23:21:47 +02:00
Victor Baybekov 419f33ae73 Implement IEX IDataQueueHandler #773 2017-03-16 17:12:17 +03:00
Victor Baybekov de21307a32 Update Json.Net to 9.0.1 2017-03-14 01:35:59 +03:00
Michael Handschuh 9b803281ea Implements data processor framework
Adds AlgoSeekOptionsParser
2016-03-03 16:55:53 -05:00
QuantConnect 28d2e71f15 Upgraded nuget packages for ToolBox to match the LEAN engine versions 2015-10-08 19:13:28 -04:00
QuantConnect 2064776f37 Moved QuantConnect.ToolBox into ToolBox directory 2015-10-08 18:02:13 -04:00