50ccec9a01
feat: gdax -> coinbase ( #7633 )
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* feat: gdax -> coinbase
* feat: defaultBrokerageModel gdax -> coinbase
* refactor: coinbaseBrokerageModel
fix: gdax test
* feat: add coinbase market hours
* feat: symbolPropDB gdax -> coinbase
* fix: gdax to coinbase tests
* fix: coinbase Fees data
* remove: gdax market-hours
* revert: stopMarket order Type by date + test
* fix: coinbase test (fee was changed)
revert: old test with stopMarket gdax
fix: pandas padding
* refactor: gdaxLiveTrading -> CoinbaseLiveTrading
remove: gdax configs
* remove: old gdax testdata files
* refactor: gdax route -> coinbase route
feat: add deprecated gdax info
feat: some string "gdax" -> "coinbase"
* fix: style brackets
* fix: config coinbase data-queue-handler
* revert: public StablePairsGDAX collection
* rename: GdaxBrokerageModel to CoinbaseBrokerageModel in tests
rename: gdax -> coinbase in DefaultMarketMap
rename: gdaxBrokerageModelTest to Coinbase...
* revert: coinbase changes in toolbox (deprecated)
* remove: override Clone() in GDAX\Coinbase-OrderProperties
* typo: ops missing brackets
* rename: Market.Gdax -> Coinbase in Test
remove: ref on gdax
* test: compatibility of GDAXOrderProperties
* fix: coinbase brokerageName enum number
* feat: readonly to stablePairs Gdax/Coinbase
remove: GetFeeModel() in GDAXBrokerageModel {}
* test: gdax market name compatible with coinbase
* rename: config to old ones
* feat: coinbase CanUpdateOrder()
* rename: plus to commit 4135c91
* feat: coinbase fee model + test
* fix: stable fees data
* update: coinbase symbol-properties-database.csv
* fix: validation of MinimumOrderSize in SubmitOrder()
* feat: gdax -> coinbase
* feat: defaultBrokerageModel gdax -> coinbase
* refactor: coinbaseBrokerageModel
fix: gdax test
* feat: add coinbase market hours
* feat: symbolPropDB gdax -> coinbase
* fix: gdax to coinbase tests
* fix: coinbase Fees data
* remove: gdax market-hours
* revert: stopMarket order Type by date + test
* fix: coinbase test (fee was changed)
revert: old test with stopMarket gdax
fix: pandas padding
* refactor: gdaxLiveTrading -> CoinbaseLiveTrading
remove: gdax configs
* remove: old gdax testdata files
* refactor: gdax route -> coinbase route
feat: add deprecated gdax info
feat: some string "gdax" -> "coinbase"
* fix: style brackets
* fix: config coinbase data-queue-handler
* revert: public StablePairsGDAX collection
* rename: GdaxBrokerageModel to CoinbaseBrokerageModel in tests
rename: gdax -> coinbase in DefaultMarketMap
rename: gdaxBrokerageModelTest to Coinbase...
* revert: coinbase changes in toolbox (deprecated)
* remove: override Clone() in GDAX\Coinbase-OrderProperties
* typo: ops missing brackets
* rename: Market.Gdax -> Coinbase in Test
remove: ref on gdax
* test: compatibility of GDAXOrderProperties
* fix: coinbase brokerageName enum number
* feat: readonly to stablePairs Gdax/Coinbase
remove: GetFeeModel() in GDAXBrokerageModel {}
* test: gdax market name compatible with coinbase
* rename: config to old ones
* feat: coinbase CanUpdateOrder()
* rename: plus to commit 4135c91
* feat: coinbase fee model + test
* fix: stable fees data
* update: coinbase symbol-properties-database.csv
* fix: validation of MinimumOrderSize in SubmitOrder()
* fix: skipped gdax name to coinbase
* feature: visible Symbol prop in DefaultOrderBook
2024-01-05 16:57:19 -03:00
fb3409d8a2
Custom data sourced from the object store ( #7493 )
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Benchmarks / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* Support sourcing custom data from ObjectStore
* Add Python regression algorithm
* Wire engine to pass ObjectStore down to the stream readers
* Minor changes
* Minor unit tests fixes
* Remove unused SetupHandlerParameters.ObjectStore
* Minor changes
* Minor changes
* Support single-file zipped data to be sourced from object store
* Assert object store custom data history requests in regression algorithms
* Add custom object store data live data feed unit test
* Add multi-file object store custom data regression algorithms
* Minor fix
2023-10-02 15:54:57 -03:00
3f42101f6d
Update to python38 and libraries ( #6558 )
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* Update to python38
- Update to python38
- Update libraries
* Create latest virtual environment. Add CI unit tests
* Further update python packages
* Virtual env fixes
- Refactor python virtual env setup
- Adding CI unit tests for python packages and virtual envs
* Adding more python packages
- Adding NBeats, Ax-platform, Riskfolio-Lib
* Rename pomegranate venv
2022-08-22 13:54:02 -03:00
a3f4dff299
Refactor chain providers ( #6394 )
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* Refactor chain providers
- ChainProviders will use quote, open interest and trade information,
which ever is first. Updating regression algorithm changing contract
being added.
- Add base BacktestingChainProvider for shared logic, reducing
duplication.
- ChainProviders will now use the given IDataCacheProvider and
IMapFileProvider
- If Providers are called for a date the exchange is closed they will
search for the previous available date where the exchange is open.
Adding unit tests.
* Address reviews. Logging improvements
2022-06-10 11:24:09 -03:00
5f434f2fa5
SetupHandlers will exit if errors on initialize ( #6092 )
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Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
- SetupHandlers will exit right away if detect errors on initialize.
Adding unit tests
2021-12-02 19:24:51 -03:00
Roman Yavnikov