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* Default daily precise end times
- Enable by default daily precise end times. Updating stats
- Minor fix for algorithm manager consolidator updates, adding new regression test
asserting behavior and updating others
- Minor fix for SubscriptionData creator avoid round down on warmup if
not appropiate
- Adjust consolidators to emit on daily strict end times if requested
daily resolution and setting enabled
- Updating regression algorithms
* Skip daily data on extended market hours
* Some cleanup and self review
* Revert unrequired change
* Fix CA1819 and CA1002 warnings
Changed the type of Languages statistic in regression tests from
Language[] to List<Language>. By doing that, the warning CA1819 was
removed but then the warning CA1002 was raised. However, this warning
was expected to be excluded from QuantConnect.Algorithm.CSharp.
* Improve implementation
* Simplify code
* Fix bugs
* Add algorithm unit tests
* Add Brokerage unit tests
* Add Common unit tests
* Fix unit test bugs
* Add remaining unit tests
* Address requested changes
* Address requested changes
* Fix failing unit test
* Address requested changes
* Dynamic spdb
* Minor changes and unit test
* Get MHDB and SPDB refresh period from config
* Add databases refresh period to algorithm settings
* Address peer review and add unit test
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* Fix fill forward resolution adjustment on removal
- Fix fill forward resolution adjustment on subscription removal. Adding
regression algorithm reproducing issue
* Minor fix for undeterminism behavior on security removals and FF res change
* Further improvements and determinism
- Improve regression algorithm add, remove and readd future, asserting
FF resolution changes
- Adjust universe selection to be deterministic and avoid unnecessary
FF resolution changes
* Daily data Time & EndTime Improvement
- Adjust daily data Time & EndTime to actually reflect the time of the
data used, for example US Equity from 9.30 to 4PM. Adding new unit and
regression tests
* Refactor solution to use enumerator
- Refactor daily strict end times solution to be through enumerator
usage, so it applies for history providers too
* Minor fixes
* Revert fill forward enumerator change
- Revert FillForward enumerator causing stats changing, enhancing unit
tests
* Some cleanup
* Improve handling of live trading FF enumerator
- Improve handling of live trading FF enumerator, by adding support for
bars to arrive with a delay so we can handle auction close/option
prices or data providers which might have some delay making the data
available. Adding new unit tests asserting the behavior
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* Round combo order prices
* Combo limit order round fix: use smallest security min price variation
* Minor unit test change
* Improvements and unit tests
* Minor change
* Cleanup
* Fix: source custom data from remote CSV zipped file
* Fix: Custom data sourcing zip entry names from remote locations
* Address peer review
* Add unit tests
* Minor fix
* Address peer review
* Minor fixes
* Return byte array in IApi.DownloadBytes
* Allow sourcing custom data from specific csv entry in a zipped remote file
* Minor change
* feat: init Download proj
* feat: update docker file to copy download proj
* feat: parsing in cmd arguments
* feat: DataDownloadConfig model
feat: add config file
refactor: logic of parsing config
* feat: overrid ToString in DataDownloaderGetParameters
* remove: not used argument command
* feat: calculate downloading % (without ETA time)
* fix: dockfile copy path for DownloaderDataProvider proj
* feat: additional Property in .csproj
* remove: DataProviderFullName prop from DataDownloadConfig
* remove: extra package (ref from Configuration proj)
* feat: ETA calculation of downloading data
* Minor tweak
* rename: namespace of downloaderDataProvider to generic style format
* test: ETA from DownloaderDataProvider
* fix: calculate ETA like real downloading process
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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* fix: download year file data only for hour and daily resolutions for options and index options
* minor fix: index options regression tests expected status
* Minor change
* minor: update regression algorithms stats
* Add Scheduled Universe Selection
- Adding `UniverseSettings.Schedule` that will allow users to
specify a custom selection schedule which is independent of the
underlying data frequency
- Adding unit and regression tests
* Add live trading schedule time shift
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* refactor: map files in lean/data folder
* feat: Indexers in MapFile
* feat: extension for mapFile and downloader param
* refactor: getAllTickers from MapFiles
* feat: addition out variable in TryParsePath
fix: tests with new variable
* refactor: DownloadDataProvider with getting all ticker with different DateTime Ranges
feat: test
* revert: "refactor: map files in lean/data folder"
This reverts commit 41fa26eb8627446028d4f2d4c536511ea82a9a48.
* revert: "feat: addition out variable in TryParsePath"
refactor: some actual changing
This reverts commit 9de482bd6490eecd1eeee83e035dfc1ece8d6415.
* revert: "feat: Indexers in MapFile"
fix: actual changes
This reverts commit 393181c6316a354a8cdcbfb093707cb545383a8a.
* remove: high performance Any validation
feat: validation on ticker start with specific sign
fix: option test
* feat: validation on mapping
refactor: when resolution less hour
test: new test cases + validation of SecurityType
* refactor: add additional day when return date range from MapFile
fix: FirstTicker instead of Permtick when generate new Equity
feat: validation of request Date in DownloaderDataProvider
refactor: by style proj DownloaderDataProvider
test:fix: starting Date in TestCases
* remove: duplicate code
* fix: check of income data.Time with requested Start/End-Date
* test:fix: download test cuz we can not get/write future data
* remove: extra Symbol Create mthd
* test:feat: validate of TryParse returns correct symbol
* remove: excess if condition
* test:remove: extra chaning
connected # 3a62adf54c42b01d28ff410e93e1ce277ee6d534
* refactor: split big method to small ones (add readability)
* fix: typo in xml description
* refactor: get the correct symbol value
* refactor: use local time instead of Utc in download Param extension
refactor: use struct instead of class
* test:fix: convert time to Utc from local time
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* Adds Rebate and Fee Rates to Shortable Provider
If the provider does have this information, the rates are zero.
* Adds Helper Methods to QCAlgorithm
- Improve summaries.
- Express values as rates instead of percentages.
- Adds headers to files to emulate real data
* Clarify the Data Format
* Removes Helper Methods from QCAlgorithm
* Removes `Shortable` and `ShortableQuantity` from Example
Algorithms should prefer getting the information from the `Security.ShortableProvider`.
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* Add schedule manager unit tests
* Add schedule manager unit tests
* Fix overriding security exchange hours
* Minor comments changes
* Minor change
* Add SecurityExchangeHours.Update method to set without changing the reference
* Minor change
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* Refactor universe historical data source
- Add new universe history API methods
- Refactor QuantBook UniverseHistory to use the universe selection
itself instead of a given func
- Refactor and rename fundamental types
- Refactor AddUniverse API to handle universe collection data which
holds another type internally, like fundamental
* Fix minor bug causing ApiDataProvider not to serve Bitfinex universe data
* Further improvements to add universe API
* Handle no selection function
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* feat: helper to return old name of symbols
feat: test
refactor: test a little bit neat
* feat: SplitHistoryRequest() with different mapped symbol
feat: test
refactor: RetrieveSymbolHistoricalDefinitions
* refactor: split historyRequest by historical symbol name
refactor: change location of extension
refactor: change location of test extension
* revert: extra changes
* fix: validation on RequiresMapping in SplitHistoryRequest
feat: add Future Symbol tests
* move: extension method to another file
* fix: wrong extension call param position
* fix: wrong extension call param position in test
* refactor: IEnumerable foreach to more simple form
feat: add TickerDateRange struct instead of Tuple
fix: test
* refactor: map extension alway returns empty result
* refactor: SplitHistory extension returns original HistoryRequest
* feature: new extension for RequiresMapping except Futures
* fix: validation of symbol map file to contains something
* refactor: extension test cases
* feat: assert of right ticker in tests
* fix: split historical request with using Local Time instead of UTC
fix: test description
* feat: test helper IEnumerable of TimeZones
* test: validate right EndDate with different TimeZones
* remove: validation of end of date
test: several new test cases
* feat: additional test with specific dateTime
* remove: extra Extension method validation on future and mapping
* Make sure continuous futures universe selection is performed right away on the start of the algorithm.
This ensures the Future.Mapped is not null
* Minor changes
* Minor fixes
* Update regression algorithms stats
* Add DC futures map file
* Update DC futures map file
* Update regression algorithms stats
* Include ETFs for immediate universe selection
* Include Coarse Fundamentals for immediate universe selection
* Include Futures Chain Universe for immediate selection
* Add Option Chain Universe test
* Include custom universes for immediate selection
* Minor updates
* Include constituents universes for immediate selection
* Minor update
* Minor changes, docs and stats updates
* Minor changes
* Minor changes and clean up
* Minor regression algorithm stat update
- Adjust live equity delisting to be map files based like splits and
dividends. Adding unit test
- Expand existing unit tests asserting delistings in live mode, set
securities to not tradable
* Delay security removal when there are pending settlements
* Add unit test
* Minor fixes
* Minor fix
* Replace HasUnsettledFunds method with UnsettledCash in ISettlementModel
* Minor fix
* Minor fix
* Address peer review
Replace ISettlementModel UnsettledCash property with GetUnsettledCash method that returns a CashAmount instead of a decimal to include the currency
* Minor fix
* Address peer review
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* Portfolio state chart
- Cleanup and renames
- Add series.IndexName. Uodating unit tests
- Add Chart.LegendDisabled. Adding new unit tests
- Add ChartPoint.Tooltip. Updating unit tests
- Minor compression tweak. Adding unit test
- Add ChartJsonConverter. Adding unit tests
* Minor chart serialization order tweak
* Refactor portfolio state sampling and storing
* Move PortfolioMargin into a lean side chart
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* Implement backtest self-naming and self-tagging
* Minor unit test fix
* Minor api changes
* Minor changes
* Send packet messages when algorithm's name or tags are updated
* Minor fixes
* Address peer review
* Backtest name and tags API calls
Plus, first version of CI for API tests
* Add endpoint to update a backtest set of tags
* Minor GH actions change
* Address peer review
* Add algorithm naming and tagging unit tests
* Minor backtest API changes
Jhonathan Abreu