122 Commits

Author	SHA1	Message	Date
snugs	ffd7d99aa3	Adds Field.cs static class for indicator selectors ... Adds PlotIndicator which wires up event to plot on new values	2015-05-11 21:33:30 -04:00
snugs	6fdca883ed	Adds SharedAssemblyInfo to common ... This allows all projects to use the same version number which is used to see if jobs are the same version as the node to process them	2015-04-27 20:30:37 -04:00
snugs	3af7d5ed43	Adds firing of dividend events	2015-04-23 14:31:15 -04:00
snugs	cac8b41370	Remove FakeCustomTradeBar	2015-04-14 13:33:36 -04:00
snugs	1f15eb2c04	Initial implementation of Margin and Portfolio models ... Changed system to use Margin Models, removing leverage wherever possible allowing for dynamic margin models. Created first portfolio fill model for FOREX which treats it as a currency swap through the cashbook instead of a tradable asset. Updated the Securities/SecurityPortfolioManager to use cashbook value + holdings removing FOREX virtual positions. Created a new benchmark system for comparing quantconnect builds.	2015-04-13 20:51:43 -04:00
snugs	3beb76db03	Adds optional selectors to indicator helper funcs ... 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
snugs	c4d4a39416	Removed QCAlgorithm.Console override ... Replaced with setting System.Console.Out and Error to redirect to QCAlgorithm.Debug/Error	2015-03-31 16:29:36 -04:00
snugs	8b81f27164	Adds initial impl of RenkoConsolidator	2015-03-28 17:21:30 -04:00
snugs	272af78a26	Random clean-up + multiple symbol consolidators example ... 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
QuantConnect	ead4f67a09	Rename algorithm files for consistency	2015-03-16 19:50:40 -05:00
snugs	ef04c41f59	Adds DynamicDataConsolidator and uses in ResolveConsolidator ... Also renamed example algorithm filenames to match the type name	2015-03-14 15:43:24 -04:00
QuantConnect	0fee16e8be	Added Bubble detector algorithm by TimCo	2015-03-10 16:56:10 -05:00
Jared Broad	f87e463074	Version bump for numerics and json.net	2015-02-16 14:18:57 -03:00
Jared Broad	4432c8e52c	Version bump MathNet Numerics	2015-02-16 14:03:33 -03:00
Jared Broad	cb0291a5af	Fixed loader not loading bug	2015-02-11 21:23:28 -03:00
Jared Broad	d7b590f4c1	Closes #22, New notification manager implementation with notification classes, API and manager for rate limiting	2015-02-07 18:11:02 -03:00
Jared Broad	d4c8c10f02	Rework to move synchronous events into transaction hander and result handler plugins so the events could be controlled on a plugin level. e.g. This allowed removing 1 thread context switch from primary algo loop and enabling live trading result handler to trigger its own updates every second independent of algorithm event timing	2015-02-06 12:50:55 -03:00
snugs	4078d805fb	Allows fill forward custom data-testing ... Includes new AddData<T> overload to accept fillforward and leverage parameters Moved the clone implementation in BaseData to ObjectActivator Added some test BaseData types that can be used as custom data but just patch through to default data locations	2015-01-30 13:11:33 -03:00
snugs	186bbbdb0c	Renamed Stres_Test.cs to Stress_Symbols to match type name	2015-01-30 08:18:02 -05:00
snugs	522d5591be	Adds FakeLiveQueueHandler to make for easier local live debugging ... Also includes some performance tweaks to sleep certain tight looped threads Also includes changes to mark data as fill-forward via Clone(bool fillForward), BaseData.IsFillForward property	2015-01-29 22:37:16 -05:00
Jared Broad	c02e3bfecb	Initial commit	2015-01-12 12:16:22 -03:00
Jared Broad	b3de520915	Initial commit	2015-01-12 12:03:33 -03:00