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* Wolverine LEAN integration
* Wolverine Lean integration - adjusting comments and restrict to Equity only
* fix 0.005$ per share fee
* remove PostOnly from Wolverine as its not needed
* AccountType.Margin and also removed check for USD only currency
* fix Market Wolverine -> USA
* change config
* Minor tweaks
Co-authored-by: Mark Virchenko <mark.virchenko@redduck.io>
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* Data monitor (FIRST TEST)
* Calculate data request frequency in data monitor
* Detecting universe data usage in data monitor
* Json data monitor report generation
* Data monitor refactor
* Log and store data monitor report
* Data monitor report tests
* Clean up
* Clean up
* Address changes request
* Address changes request
* Wire data monitor only for backtest, not for live or research
* Minor tweaks
* Some minor tweaks
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* Refactor multi IDQH frontier
- Fix for multi IDQH frontier support, specially for IB + QC
- Adding new CompositeTimeProvide. Adding unit tests
* Adjust solution to fix new data available event
* Memory Related Performance improvements
- Make sure we cleanup & dipose of python related objects during pandas
data generation.
- Disable memoizing enumerable use while creating pandas data frames,
since we do not require it
- Reduce unrequired object creations
- Replace concurrentCollections for ordinary locks
* Decimal parsing typo fix
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* Add python additional paths for research
* Delegate adding additional paths to pythonpath to PythonInitializer
* Add new way to keep algorithm location at the beginning of pythonpath
* Add switch to disable BeginAllowThreads in PythonInitializer
* Add switch to disable BeginAllowThreads in PythonInitializer
* Address changes request
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* Adds Support to Visual Studio Code Dev Container
Adds support and documentation to VSCode Dev Container.
* Address Peer Review
- Adds Dockerfile to install QuantConnect Stubs to enable Python autocomplete.
- Adds settings.json to enable Python autocomplete and LF line ending.
- Removes autobuilder task.
- Fixes Research Laucher
* Launcher and Task Impromevents
Fixes line endings issue
Fixes Launcher to point to right config.json file
Improve readme formatting
* Simplify Jupyter Notebook Deployment
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- In some rare cases the FillForwardEnumerator was missing to register
the delisting date of an asset because it was the first data it got.
Adding unit test reproducing issue
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* Normalize time in universe behavior
- Normalize Option & Future chain universe behavior regarding their
assets time in universe. They will now respect the universe settings
time in universe value. Adding new regression algorithms asserting the
behavior
* Address reviews & cleanup
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- Update QLNet library to latest version from 6/2019 -> 11/2021
- Fix evaluation date which was using settlement date. Adding unit tests
reproducing issue
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Use `SetEndDate` to set `EndDate` in `QCAlgorithm` constructor. It will ensure that the `EndDate` is independent of the time the algorithm is executed if `SetEndDate` is not called in `Initilaize`.
Some users don't implement `SetEndDate` to run the algorithm to the latest datapoint, but this is not true if we run the algorithm during the day as the latest datapoint will be 24 hours before the execution time while there is data until the current day midnight.
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* Adds Additional Condition to Parse SecurityIdentifier Properties
A string can pass the previous conditions and create an invalid `SecurityIdentifier` (e.g. "Sharpe ration"). If it is invalid, the Market is not supported (e.g. "378").
* Adds Unit Test to Pandas Indexing
* Log Only Once if TryParseProperties Cannot Parse
Use cache to increase speed and remove redundant logging
* docs(VIXDualThrustAlpha): `determine` fixup
Signed-off-by: Ryan Russell <git@ryanrussell.org>
* docs(VixDualThrustAlpha): `unsubscribe` fixup
Signed-off-by: Ryan Russell <git@ryanrussell.org>
Signed-off-by: Ryan Russell <git@ryanrussell.org>
* docs(BasicTemplateIndia): `Prperties` -> `Properties`
Signed-off-by: Ryan Russell <git@ryanrussell.org>
* docs: `Intialization` -> `Initialization`
Signed-off-by: Ryan Russell <git@ryanrussell.org>
Signed-off-by: Ryan Russell <git@ryanrussell.org>
Martin-Molinero