Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Filter out small orders based on Setting
- BuyingPowerModel will filter out small orders based on algorithm
setting, a % of PTV, instead of hard coded 1 share value. Addin unit
and regression tests
- Updating regression algorithms to use new setting, reduce order trades
* Update regression algorithms
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* zerodhaDownloader support for India Market
(cherry picked from commit c36272ef9c4c7eddfff77413d900faab3a2a8654)
* indenation styling fix
* zerodha donwloader
* Market.India support from zerodhaSymbolMapper
* code styling changes
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* re adding KiteProductType
* check kiteProductType per order and get all Product Type Account Holdings
* use WithLockedStream and remove lock unlock stream
* filter holding if config productType set otherwise fetch all
* improvements in styling and properties
* unionbank has less margin requirements, second always works
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
- TransactionHandler will see invalid OrderEvent for an order which
tries to short an non shortable asset. Adding unit test, updating
regression algorithm.
- Fix Api data price path normalization, found while testing with
shortable provider. Adding unit tests
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
- Improve readme file, add nuget link, update Lean home page
- Increase 10min look back to 60 for setting currency conversion
- Replace error message for trace when minute resolution history request
is empty
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* Added Augen Price Spike Files
* AugenPriceSpike Update
Adjusted indicator calculations and added test data from Trading View
* Requested Changes
* Minor changes
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Add reproducing unit test
* Apply fix to force adjustment if needed
* Adjust fee to correctly replicate original issue
* Adjust solution
* Update unit test to reflect the way this function is used
* nit - rename test
* Cleanup error message to improve reproducibility
* nit - Drop unneeded var
* Add in adjustment test cases as well, fixed
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Fix minor race condition in brokerage message handler
- Fix race condition where a message could be enqueued and
wait for a new call, not being processed ASAP
* Reduce BrokerageTransactionHandler logs
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Fix coarse universe generator on single processor
* Make sure MaxDegreeOfParallelism value is not less than 1
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Add BrokerageConcurrentMessageHandler
- Add Brokerage helper `BrokerageConcurrentMessageHandler` class to lock message stream
while executing an action, for example placing an order, adding unit tests.
- Binance will use new message handler
* Fix unit test
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Implement solution with lightest changes possible
* Update regressions v1
* Adjust AlgorithmTradingTests
* Adjust PatternDayTradingMarginBuyingPowerModel tests
* Drop need to loop twice
* Adjust last unit test, with calculations included
* nit - comment fix
* Break out adjustment calculation to static function; add unit test
* Update Py regression
* Upgrade adjustment calculation to be smart enough to get us to target always
* nit - cleanup GetAmountToOrder
* Add license to test
* nit - comment fix
* cleanup GetAmountToOrder further
* Add additional test cases
* added symbolData class to store exchange and token values of tickers
* support for India Market
(cherry picked from commit 5f629dcb9e72426dc7b560e782cb1fae72861574)
* removed local vscode workspace file
* support for india market instead of nse and other exchanges
* changed hardcoded india values to Market.India
* changed zerodha getcash fromm available to net
* addded edge case handoing with expections
* support for market info (nse, bse) for india market
* exchange info for EmitQuoteTick
* basic testing with c#
* c# algo
* c# testing
* live orders during market open success
* support orderproperties for exchange value for order placement
* added exceptional handling cases
* fix xml descriptions for the files
* fix zerodha-product-type in DefaultOrderProperties
* add basic template for india market
* fix orderProperites for default values
* fix for local data, python implementation not available
* fix access modifiers of SymbolData
* fix variable name case
* fix single check for exchange, call to base
* fix styling, redundent code and access modifers
* fix non static not callable from static
* fix static
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Adjust AlgoSeek Futures price multipliers to quote prices in USD
* Revert changes to AUP scaling
* After a second review, seems that this contract isn't scaled.
The contract multiplier differs from the NYMEX Aluminum Index's
contract multiplier, and so does the minimum price variation.
The minimum price fluctuation seems consistent with CME's
quoted prices, which also claims the contract is quoted in USD.
* Fix futures contract multipliers for some scaled contracts
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
- Add new CompositeDataProvider that will wrap multiple instance. Allows
using for example the ApiDataProvider and a DownloaderDataProvider.
- Adjusting ProductJsonConverter after recent Modules addition
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Add new DownloaderDataProvider
- Moving LeanDataWrite and IDataDownloader to common project
- Add new BaseDataDownloaderDataProvider with concurrency helper method
- Add new DownloaderDataProvider which will use a IDataDownloader or
IBrokerage implementation as data source
* Add support for downloading symbol chains data
Gerardo Salazar