Commit Graph

14 Commits

Author SHA1 Message Date
Andrew e116709b24 Specify <LangVersion> of 6 in all csproj files 2017-08-07 15:27:26 -04:00
Stefano Raggi 2ef90140c9 Update "Copy to output directory" setting from Always to PreserveNewest
When building the solution, this setting (on a few files) was always triggering almost a full rebuild, even if no files changed.
2017-07-14 00:26:23 +02:00
Victor Baybekov de21307a32 Update Json.Net to 9.0.1 2017-03-14 01:35:59 +03:00
jaredbroad dd8a6442b6 Tidy unneccessary TravisCI build configuration 2016-04-19 19:51:51 -04:00
jaredbroad e93006b6a5 Added Travis CI release configuration and disabled views from building in linux 2016-04-15 12:44:37 -04:00
Michael Handschuh 40d47d5523 Set c# language version to 5.0 2016-01-29 17:41:20 -05:00
snugs 5d4aadbb9c Removes QuantConnect.Interfaces
This project was collapsed into QuantConnect.csproj.
This will allow code in the common project to use the interfaces abstractions
2015-11-04 13:18:59 -05:00
snugs 6bd38ece77 Adds international/timezone support
Time sync:
	* Data feeds are required to time sync in UTC time
	* TimeSlice.Time is now in UTC

IAlgorithm
	* Time is now exclusively the algorithm's local time zone
	* Added UtcTime
	* SetDateTime( DateTime ) accepts a UTC time and is internally converted

SubscriptionDataConfig
	* Adds market and time zone as required ctor parameters

SecurityExchange
	* Now passes most calls directly through to SecurityExchangeHours class

SecurityExchangeHours
	* Holds market hours for each day of week (LocalMarketHours)
	* Talks in terms of local times in the SecurityExchangeHours.TimeZone time zone

Data/market-hours/
	* New data folder to hold market hour information
	* Includes market-hours-database.csv to hold market hours per market/symbol/security (see doc in file)
	* Includes holidays-usa.csv to hold holidays for 'usa' market
		+ The holiday files follow the pattern 'holidays-*.csv' where * is the market

TimeKeeper
	* Receives updates in UTC time
	* Passes that to LocalTimeKeeper's who lazily evaluate the time in their respective time zones
	* Eventually this can grow to be the sole source of time in the algorithm's scope

MISC:
	* Fixes exception thrown when exiting LiveTradingDataFeed
	* Fixes exception thrown when exiting FileSystemDataFeed
	* Fixes exception thrown when exiting StatusPing
	* Simplify FillForwardEnumerator logic with GetNextMarketOpen
	* Adds many time zones, see TimeZones.cs
2015-07-08 18:45:34 -04:00
QuantConnect 98dc0e37b7 Build script and language config for Iron python based algorithms 2015-07-05 21:00:01 -04:00
QuantConnect cc5a1abc30 Removed Java as a reference from Lean to remove dependency on Java 2015-06-30 15:46:36 -04:00
QuantConnect d9b5f479da Build scripts in linux 2015-06-30 15:32:00 -04:00
QuantConnect cbc231b3b3 Project build script test for linux 2015-06-30 15:31:58 -04:00
QuantConnect a0f2c4dbca Java first test 2015-06-30 15:31:55 -04:00
craig-stevenson 88b93b1c99 Added Java Support
Added Java Support for QuantConnect
2015-06-28 12:31:01 -05:00