Some algorithms had dependencies outside of the file that needed
to be copied into each project. The alternative here is to move
the Bitcoin and QuandlFuture type into Common\Data or similar
Since the Bitcoin type derives directly from BaseData and BaseData
uses the same storage space for both the Time and EndTime properties,
the 'coin.Time =' line was constantly rewinding the EndTime far enough
into the past such that the FastForwardEnumerator would attempt to
skip and fast forward to more current data. This caused a never ending
loop of rewinding the time in Bitcoin and fast forwarding the time
from the live trading enumerator stack.
In this example, the custom data Time was set to Datetime.Now and it was not passing the FrontierAwareEnumerator. Now, EndTime is set to the current time of the default exchange.
In some examples, we have been using Portfolio.Cash to calculate the quantity of shares in orders. This is a bad advice for users, since Portfolio.Cash does not account loses in other positions and its use can lead to invalid orders due to insufficient capital. Instead, users should use Portfolio.MarginRemaining.
FuzzyInferenceAlgorithm and LiveFeaturesAlgorithm had minor changes to perform backtests with available data
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
Michael Handschuh