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* Minor indicator history fix
- Take into account warmup period when used, the last bar of the warmup
period is counted as a data point.
- Fix bug where in some cases the last data point could of been missed
and the indicator not updated with it
* Minor tweak
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* Default daily precise end times
- Enable by default daily precise end times. Updating stats
- Minor fix for algorithm manager consolidator updates, adding new regression test
asserting behavior and updating others
- Minor fix for SubscriptionData creator avoid round down on warmup if
not appropiate
- Adjust consolidators to emit on daily strict end times if requested
daily resolution and setting enabled
- Updating regression algorithms
* Skip daily data on extended market hours
* Some cleanup and self review
* Revert unrequired change
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* First draft of the solution
* Reduce duplication and add more properties
* Add regression tests
* Add xml docs
* Add unit tests
* Improve regression and unit tests
* Address requested changes
* Address request and improve unit tests
* Add unit test and fix bug
* Improve unit tests and implementation
* Nit change
* Address reviews
* Improve regression tests
* Address requests
* Fix bug
* Address requests
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* First draft of the solution
* First draft of the tests
* Nit changes
* Nit change
* Add improvements
* Improve unit tests
* Regression algos
* Nit change
* Nit changes
* Improve unit tests
* Improve unit test
* Nit change
* Address reviews
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* Improve indicator warmup
- Allow indicator warmup to handle multiple symbols, used for option
greeks. Adding regression test
- Improve indicator history to handle specific T types. Adding unit test
- Remove period, and historical underlying volatility, from IV so
simplify warmup behavior
* Address review, fix minor issues
* Add indicator helper methods for base Algorithm
- Add indicator helper methods for base algorithm. Adding new unit tests
* Expand indicators helper methods
- Expand indicators helper methods, adding support for C# and custom
indicators too. Adding unit tests
- Expand indicators helper methods to support multiple symbols as input.
Adding unit tests
- Improve conversion of symbol enumerable from python to C# adding unit
tests
* Address reviews
- Keep old QB.Indicator methods for backwards compatibility
- Rename new API to IndicatorHistory, matching
FutureHistory/OptionHistory
- Add new regression algorithms
- Minor improvement to DynamicData so it supports snake name access
* Add support for FTP notifications
* Add optional parameters for SFTP notifications with private key
* Add optional "secure" parameter for FTP notifications.
Improve FTP notifications constructor and input checks.
* FTP notification improvements.
Add public key property.
Add multiple constructors and methods for FTP and SFTP notifications with either password or SSH keys.
Encode file contents.
* Address peer review
Add support for FTP notification with string contents
* Minor changes
* Minor changes
* Remove public key argument
* Fixes and minor changes
* Daily data Time & EndTime Improvement
- Adjust daily data Time & EndTime to actually reflect the time of the
data used, for example US Equity from 9.30 to 4PM. Adding new unit and
regression tests
* Refactor solution to use enumerator
- Refactor daily strict end times solution to be through enumerator
usage, so it applies for history providers too
* Minor fixes
* Revert fill forward enumerator change
- Revert FillForward enumerator causing stats changing, enhancing unit
tests
* Some cleanup
* Improve handling of live trading FF enumerator
- Improve handling of live trading FF enumerator, by adding support for
bars to arrive with a delay so we can handle auction close/option
prices or data providers which might have some delay making the data
available. Adding new unit tests asserting the behavior
* Fix: python consolidator reference lost when wrapped
* Make BasePythonWrapper equatable depending on the PyObject underlying reference
* Fix: TryConvert PyObject instances for generic C# types
* Minor unit tests fixes
* Address peer review and add unit tests
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- Make sure calling CSharp methods, fields, properties releases the GIL,
this was not hapenning for fiels & properties, adding unit test
reproducing the issue
* pep8 conversion of alphas
* pep8 conversion of benchmarks
* Various fixes and rebase
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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* Improve python exception message for cases when derived class uses member names already defined in base C# classes
* Update pythonnet version to 2.0.33
* Update error message
* Pythonnet version bump to 2.0.34. Minor unit test fix
* Enhance pythonnet overload tests
---------
Co-authored-by: Jared <jaredbroad@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* feat: support snake-case style Python QCAlgorithm implementations
* feat: add unit tests and minor fixes
* feat: implement new BasePythonWrapper class for python wrappers.
Used to cache methods and contains invoke functionality
* feat: make python wrappers implement the new base class for pep8 style support
* feat: keep overriden methods in Algorithm Python Wrapper
* feat: add unit tests for custom models algorithms with PEP8 style
* Bump pythonnet version to 2.0.30
* fix bugs and address peer review
* Address peer review
* Minor revert
* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator
* Minor fixes
* Minor fix
* Minor fix
* Bump pythonnet version to 2.0.31
* Added Greeks.Lambda_ alias of Lambda for python compatibility.
Remove unused method
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* Add support for auxiliary data history request
- Add support for split/dividends/margin interest history requests.
Adding regression algorithms
* Expand auxiliary history regression tests
Jhonathan Abreu