13 Commits

Author SHA1 Message Date
Martin-Molinero 86fd80a31a Generic live command support (#8330)
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* Generic command support

- Adding generic algorithm command support. Adding regression algorithms
- Allow PythonWrapper to validate classes too

* Minor improvements
2024-09-19 16:02:42 -03:00
Martin-Molinero c67dcfcc69 Order PriceAdjustmentMode & LeanManager tweaks (#7595)
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- Relax PriceAdjustmentMode set property restriction to facilitate
  testing
- Set LocalLeanManager protected
2023-11-22 17:20:22 -03:00
Jhonathan Abreu 314a334e88 Price adjustment mode Order property (#7582)
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* Add new Order.PriceAdjustmentMode property

* Minor fix and unit test

* Minor fix and regression algorithms' stats update

* Unit test fixes

* Minor fix

* Set order price adjustment mode to raw always for live trading
2023-11-17 16:09:03 -04:00
Martin-Molinero ef531e09bd Add Lean commands (#6513)
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* Add Lean commands

- Add Lean commands to common project

* Address reviews

- Address reviews, refactor command interfaces and classes

* Rename FileCommandQueueHandler to FileCommandHandler
2022-07-28 16:44:40 -03:00
Martin-Molinero 3410832ccf Alpha holdings state (#5770)
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* Alpha holdings state

- Alpha result packet will optionally provide the algorithms portfolio
  state

* Rename

* Convert AlphaStreamsPortfolio to data source

* Improvements on AlphaStreams algorithm

* Fix regression tests

* Add unit tests for EW AS PCM and fixing bugs

* Protobuf AlphaStreamsPortfoliot staState

- Protobuf AlphaStreamsPortfolioState. Adding unit tests
- Add variable TPV tests for EW ASPCM

* Add alpha license to Organization response

* Improvements EW AS PCM respects free portfolio value

* Fixes

- Update tests expected statistics results affected by MHDB custom data timezone fix
- Fix for Extensions.IsCustomDataType

* Fixed and adding more regression tests

- Adding support and regression test with alpha consumer with different account currency
- Adding support and regression test of a universe adding custom data
  types
- Add support and regression test for algorithm alpha consumer with existing holdings

* Add AlphaStreamsOrderEvent data type
2021-08-19 13:56:18 -03:00
Jared Broad 9062357b30 Remote file provider powered by download provider 2019-05-24 17:01:52 -07:00
Jared 66c66abb12 Implement API download for QCALgorithm (#3215)
* Implementing download proxy for LEAN

* Remove accidentally added files

* Remove accidentally added files

* Tidy up
2019-05-20 18:34:19 -07:00
Stefano Raggi 36122f0829 Add OnAlgorithmStart/End methods to ILeanManager 2018-06-27 00:17:32 +02:00
Andrew d893bd7398 Renamed ILeanManagement to ILeanManager
Renamed this interface and all associated classes and content to be more
in line with Lean naming conventions.
2017-08-09 16:15:52 -04:00
Andrew 3a7be01d78 Remove ICommand, ICommandQueueHandler and CommandResultPacket 2017-07-14 15:39:49 -04:00
Andrew 6d67dbd2a2 Added ILeanManagement.Update() method 2017-07-14 12:40:53 -04:00
Andrew f7bd4f59b7 Remove commands from Lean 2017-07-14 12:40:53 -04:00
Andrew 143e779bb8 Add Dispose method to ILeanManagement 2017-07-14 12:40:53 -04:00