* Adds Intercept and Slope members in LeastSquareMovingAverage
* Implements the RegressionChannel indicator
The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations.
Adds tests.
* Renames Regression Channel properties
Remove *Line from Regression Channel properties
Adds reference
* Adds RegressionChannelAlgorithm
Adds RegressionChannelAlgorithm
Minor changes on the indidicator
Adds tests for the channels
* Intercept and Slope becomes IndicatorBase instead of WindowIndicator
* Fix LSMA Next Value calculation
Adds PortfolioOptimizationAlgortithm.cs
This algorithm uses Math.NET Numerics library, specifically Linear Algebra object (Vector and Matrix) and operations, in order to solve a portfolio optimization problem.
Adds the IQFeed to the Toolbox:
IQFeedDataQueueHandler implements IDataQueueHandler and
IHistoryProvider
Changes config.json to include IQFeed configuration.
At config.json "data-queue-handler" and "history-provider" should point to
newly created IQFeedDataQueueHandler to make the implementation work
Adds BasicTemplateForexAlgorithm.cs to test IQFeed implementation
An ISecurityInitializer implementation will be run after calls to AddSecurity.
A custom implementation can be specified by calling SetSecurityInitializer(...).
The default implementation sets the fill/fee/slippage/settlement models based off the BrokerageModel.
Fixes bug in backtest history provider
Requests for bar counts were always incorrect because the history provider
was emitting bars whose end time is equal to the start time.
Implemented a FilterEnumerator<T> privately so he can filter those out
when using non-tick data
Uses the insanely mental GOOG,GOOGL,GOOCV,GOOAV case
Correctly starts with GOOG and adds GOOAV and GOOCV, later we can model the merge of GOOAV->GOOG pre GOOGL
Adds the ScheduleManager which allows an algorithm to add/remove scheduled events
Check out the ScheduledEventsAlgorithm for syntax
ScheduledEvents are at their core an IEnumerator<DateTime> that defines the event times coupled with a callback
IDateRule defines dates for events
ITimeRule defines time(s) on a given date for events
Adds concept of Subscription to contain everything a data feed needs in order to process single data feed item
Moves preparation of all data to data feed thread, algo thread receives data in format it needs
QCAlgorithm.SetUniverse( func ) allows selection based on market/symbol/dollar volume/price
Remove laziness from Slice as optimization, no order by in real time handler
quant1729