9e660ffcbe
Remove usages of Symbol implicits from non-algorithm projects
2015-11-18 18:15:31 -05:00
7b6c82841f
Initial implementation of SecurityIdentifier
2015-11-12 13:55:42 -05:00
e29236cc2d
Remove reliance on Symbol implcits from core libraries
2015-11-12 13:55:39 -05:00
a4f44ada54
LSMA indicator and test added.
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Momersion small changes and fixes:
- Name changed to MomersionIndicator
- Conditional to avoid division by zero and estimations with few real observations in case of forward filled data added.
MomersionTest update IPython notebook test address.
2015-10-28 12:18:26 -04:00
c67ff638f4
Renames Symbol.SID to Symbol.Permtick
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Coming soon we'll have a full SID system, so renames to make backwards compatibility easier
2015-09-20 23:14:53 -04:00
788b598b6d
Parabolic SAR indicator
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Added new PSAR indicator and associated helper method and test.
The PSAR implementation is based on the TA-Lib project implementation.
Included test use the provided spy_parabolic_SAR.txt data.
PR #165
2015-09-16 11:41:05 -04:00
65f75708bb
Initial implementation of IHistoryProvider
2015-09-15 15:40:09 -04:00
b79431a8c9
Creates the Keltner Channel indicators with KCH short code
2015-09-14 16:44:24 -04:00
e1938baafe
Clean up using directives
2015-09-01 22:17:35 -04:00
df79ce30c2
Adds the Symbol type
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This includes updating all usages of symbol as a security identifier to use the new type.
The type includes a unique field, SID, as well as the current ticker's value. This allows
for consistent addressability while also allowing the ticker to evolve over time with the
mapping changes.
Effort was made to maintain compile and runtime backwards compatibility.
2015-09-01 22:17:10 -04:00
f4a016d679
created log return indicator and tests
2015-08-25 16:23:03 -04:00
b0287b529c
Merge pull request #151 from adriantorrie/issue-150/asymmetric-donchian-channel
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Add DonchianChannel constructor overload
Thanks @adriantorrie for the great contribution!
2015-08-19 17:30:48 -04:00
121aa55664
Add overload helper method in QCAlgorithm for DonchianChannel indicator
2015-08-18 21:21:38 +10:00
1a8feaeb60
Remove IsTradeBar/HasVolume from API methods
2015-08-12 14:54:17 -04:00
9502138167
Simplify DynamicDataConsolidator constructors/impl
2015-08-12 14:36:20 -04:00
7dc00cb2f8
Add Identity overload for TimeSpan
2015-08-01 13:30:45 -04:00
9658bedc59
Overload RegisterIndicator to take TimeSpan
2015-08-01 13:06:45 -04:00
0d48732546
Misc fixes
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Send isLiveMode directly into data readers instead of resolving from data feed endpoint
Added some expression extensions, AsEnumerable() :)
Fixed Identity names, added optional name parameter for deconflicting
2015-07-09 22:44:12 -04:00
85c8cfa3a2
Added XML documentation for Ichimoku indicator
2015-06-26 11:22:11 +08:00
f1d566fdd3
Added ichimoku indicator
2015-06-26 10:41:27 +08:00
3636124c5e
Misc edits from code review
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Removed unused BaseDataFeed and IQFeedDataFeed
Add catch for NullReferenceException in stream store
ConsoleSetupHandler now throws on live jobs, use BrokerageSetupHandler
Renamed/moved FixedSizedQueue to Util\FixedSizeQueue
2015-06-18 17:19:36 -04:00
cd7bc2d8d3
Add Identity helper with resolution, improve indicator name
2015-06-17 22:34:03 -04:00
fde0cbed3a
Strip out block quote section header comments
2015-06-13 16:04:27 -04:00
dc7865c4d5
Amend variable name 'donchianChannel' on QCAlgorithmn.Indicator
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Amend variable name on 'donchianChannel' on QCAlgorithmn.Indicator
2015-06-04 22:51:35 +10:00
efbac9215d
Implemented Donchian Channel indicator with accompanying tests
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Implemented Donchian Channel indicator with accompanying tests
2015-06-04 22:48:29 +10:00
641d643cc3
Throw error from ResolveConsolidator if requested res too high
2015-06-03 11:19:55 -04:00
cf5efba946
Fix superfluous comments.
2015-05-20 00:49:53 +10:00
696eed5b4a
Implemented minor fixes to conform to standards.
2015-05-20 00:47:53 +10:00
526ca0292b
Implemented the Average Directional Index Indicator with accompanying test data and unit tests.
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Implemented the Average Directional Index Indicator with accompanying
test data and unit tests.
2015-05-19 23:07:17 +10:00
0478490e62
Added helper overload for STO, fix comments
2015-05-17 15:27:43 -04:00
a449048de2
Added Stochastic helper method
2015-05-17 15:24:38 -04:00
ac3b51ca83
Rename OnBalanceVolume helper method to OBV
2015-05-17 14:21:43 -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
aa4d08931d
Merge pull request #77 from bizcad/issue-74/second-try
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Closes #74 - Linear Weighted Moving Average
Thanks @bizcad for the awesome contribution!
2015-05-04 19:47:23 -04:00
b9b6c12ae6
Mark symbol name for indicator data points
2015-05-04 19:43:49 -04:00
3831e9340f
update for LWMA
2015-05-01 17:02:16 -07:00
fde1ce0750
wording change evenly to linearly in QCAlgorithm.Indicators
2015-05-01 14:11:07 -07:00
e27a93ee60
Added WeightedMovingAverage Indicator including, MovingAverageType, tests and registration.
2015-05-01 12:14:25 -07:00
fa3d61f522
Merge pull request #73 from kaffeebrauer/master
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Closes #46 - Added On Balance Volume Indicator
Thanks @kaffeebrauer for an awesome contribution!
2015-04-29 09:29:21 -04:00
a2838bc240
Adds identity indicator helper function
2015-04-28 15:54:32 -04:00
c830420a65
Removed identity indicator on OBV
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Removed identity indicator on OBV
Added missing comments.
2015-04-29 01:41:23 +10:00
67620b4d13
Added On Balance Volume Indicator
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Added On Balance Volume Indicator
Added On Balance Volume Indicator related tests.
2015-04-28 21:13:17 +10:00
4c352dd756
Implementation of WILR indicator. Modifies MAX, MIN and AROON indcators to make WILR and AROON work.
2015-04-22 11:53:22 -03:00
3d6640b455
Adds overload for ResolveConsolidator
2015-04-21 10:28:23 -04:00
6bfc70dfe8
Implementation of ROC and ROCP indicators. Modification od MOMP indicator.
2015-04-16 18:27:14 -04:00
3beb76db03
Adds optional selectors to indicator helper funcs
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Also adds IndicatorSuiteAlgorithm showcasing usage of selectors vs not using them, as well as custom data indicator support
2015-04-02 11:53:56 -04:00
272af78a26
Random clean-up + multiple symbol consolidators example
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Cleaned up ResolveConsolidator try/catch
Cleaned up some names/comments
Modified error message
Updated to allow more derived types pass check
Example algo for consolidators on multiple symbols
2015-03-24 21:02:08 -04:00
519969b2f2
Banner and comment clean up
2015-03-14 21:03:43 -04:00
ef04c41f59
Adds DynamicDataConsolidator and uses in ResolveConsolidator
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Also renamed example algorithm filenames to match the type name
2015-03-14 15:43:24 -04:00
47a2e64eac
Hook up new consolidators in ResolveConsolidator method
2015-03-14 12:59:00 -04:00
snugs