7 Commits

Author	SHA1	Message	Date
Jared Broad	fb7d1994ff	Tidy and add tags	2017-09-20 17:14:44 -04:00
AnshulYADAV, Computer Artist (CoArsey)	bc26980665	Fixes 6 warnings with code CS0108 (#910)	2017-05-12 09:30:10 -04:00
quant1729	2dce74e26d	- Extended Option security and Option holding classes ... - Updated IB fee model to support option exercise - Added support for splits for options. Not tested on real data yet. - Added option exercise functionality for long positions. Unit Tests. Not tested on real data yet. - Added option assignment functionality for short positions. Assignment event. Unit Tests. - Added basic option assignment simulator for backtesting brokerage. Simulates assignments for deep ITM short positions close to expiration. Unit Tests.	2016-08-31 18:00:00 +02:00
snugs	dc3fc98b7b	Move CircularQueue to Util	2015-12-16 13:57:53 -05:00
QuantConnect	7ef10bc711	Rename some variables to avoid use of namespace referencing	2015-10-07 12:43:02 -04:00
snugs	6bc9c5a7fb	Fixes bug related to new time zone feature ... RealTimeSynchronizedTimer now triggers based on UTC time LiveTradingDataFeed used UTC time to add to bridge Renamed Security.Time to Security.LocalTime to be explicit Renamed SecurityExchange.Time to SecurityExchange.LocalTime to be explicit	2015-07-09 16:14:19 -04:00
snugs	704bfc2298	Adds new order ticket system ... QCAlgorithm order functions now return an OrderTicket OrderTicket can be used to directly update or cancel an order Placing an order now submits an OrderRequest which is processed by the ITransactionHandler	2015-07-08 23:40:28 -04:00