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* First commit
* Add unit test
* Change implementation
* Add unit tests
* Nit change
* nit change
* Remove unnecessary methods
* Add more unit tests
* Revert "Add more unit tests"
This reverts commit 1ba2ab7454efafba7c38034a15df3f8e97bc7146.
* Add more unit tests
* Add more unit tests
* Improve Implementation
* Change unit tests
* Remove unit tests
Remove unit tests from AlgorithmRegisterIndicatorTests.cs
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* Coarse fine flag improvement
- Coarse will check global data folder for fine existance if it's
different than the given path to check
* Update readme.md
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- Minor fix for FuncPeriodSpecification so it always uses the same
DateTime to assert the given function. Improve documentation and
exception message being thrown
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* Add missing stablecoins
* Fix bugs
* Remove MIMUSD stablecoin pair
That pair is already in the SPDB
* Add more stablecoins pairs
- Add SUSD and IDRT
* Fix bug
* Requested changes
The algorithm posted in the GH was failing because when finding a conversion between currencies BTC to USD, it wasn't taking into account BTCUSDT and that USD = USDT because is a stablecoin
* Solve bugs
* Nit changes and more tests
* Requested changes
* Nit changes
* Requested changes
* Nit change
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* Allow DataWriter to merge existing ticks if desired
- Optionally allow lean data writer to merge new ticks with existing
- Adjust ZipStreamWriter
- Fix bug in compression lib that was leaving files open. Reproduced by
added tests.
* Address reviews
- Define new WritePolicy to configure the behavior of the LeanDataWriter
regarding how it should handle writing to a file: merge, overwrite,
append
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* make public safe to expose test properties
* extract ib files
* remove dependencies
* refactor to use ib reference as string
* remove un-used dependencies
* remove redundant refrences
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* Added checking if algorithm is stopped in initialize method
* Quit on initialize adjusment
- Minor adjustments to solution. Adding more regression algorithms
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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* Update Tick.cs Time parsing
* Adjust equity tick millisecond read
* Fix tick sub millisecond precision
- DateTime.AddMilliseconds will rount to the nearest integer. So instead
use AddTicks
* Avoid sporadic test failure
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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* set price currency for open orders from brokerage setup handler, remove setters from brokerage
* order already has price currency being set by brokerage transcation handler
* remove as overwritten by BrokerageSetupHandler.GetOpenOrders
* refactor because can't use internal setters in private repos
* refactor, use ctor to set attributes
* remove redundant broker dependency
(cherry picked from commit 57b071eb174ca9fe857021ebffa7a546834e86f7)
* check limit price for limit order instead for checking price
* add price agrument for MarketOrder
* remove, not required anymore
* AddUnrequestedSecurity should not return null
* assert string in not null cases