* Implement risk free interest rate as an algorithm model
* Use risk free insterest rate model in Sharpe Ratio indicator
* Address peer review
Also added python wrapper
* Take pyobject as interest rate model in Sharpe Ratio indicator
* Minor fix
* Minor fix
* Address peer review
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* New Fundamental Data
* Minor CIK lookup fix
* Handle live mode & delete unexisting properties
* Minor coarse fundamental adjustment
* Add fundamental history support
* Fix unit tests
* Performance improvements
* Fixes
* Minor regression algorithm fix
* Improvements. Add FundamentalUniverseSelectionModel
* Change default values
* Fix unit test
* Minor tweaks
* Fix unit test
* Minor error handling improvement
* Fix rebase
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* Add ClrBubbleExceptionInterpreter
* Add ClrBubbledExceptionInterpreter tests
* Bump pythonnet version to 2.0.23
* Minor changes
* Minor change
* Minor fix
* Fix failing unit tests
* First attempt to fix the bug
* Allow the splitFactor to change over time
- Add unit test
* Nit change
* Address required changes
* Address required changes
* Adjust upper bound
* Changed argument exceptions so that they used the nameof() operator for parameter names
* Update IQSocket.cs
---------
Co-authored-by: John Doe <john@doe>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* Add security dynamic properties unit and regression tests.
These assert that dynamic properties that are instances of python classes that inherit c# classes keep their python object references.
* Minor change
* Bump pythonnet version to 2.0.21
* Fix security dynamic properties cast from PyObject
* Minor change
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* Dynamic security properties for quick objects storage
* Documentation and other minor changes
* Add Security indexer to access custom properties
* Address peer review
* Minor changes
* Improve regression algorithms
* Bumped pythonnet to version 2.0.19
* Bumped pythonnet to version 2.0.20
* Address peer review
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* Implement Trailing FreePortfolioValue
- Implement Trailing FreePortfolioValue by default, users will be able
to set it to a fixed number if desired. Adding regression algorithm
- Setting the default 'MinimumOrderMarginPortfolioPercentage' from 0 to
0.1% of the TPV to avoud tiny trades by default
* Update existing regression algorithms
* Address reviews
- Send warning message to the user if a trade does not happen due to the
default setting of the minimum order margin percentage value
* Address reivews
* Rename TotalPortfolioValueLessFreeBuffer
* Update new regression algorithm
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* Fix the bug and add unit tests
- The bug was raised by different conditions.
First, the tick created in tick generator for Open Interest was not of type Open Interest.
Second, TickAggregator.cs was made to use daily resolution for OpenInterest always.
Third, the RandomValueGenerator, generated a random friday as expiration date for the option created but this one needed first two underlying data points, so if the expiration date was before the start date plus 3 days, RandomDataGenerator just generated OpenInterest data for the option.
* Add docs
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* Handles Data Subscriptions with One Security Type
Polygon sells data subscriptions for security types separately, so we should not test whether the users have all three subscriptions, Equity, Forex, and Crypto. Users just need the type they will use.
Adds new crypto markets, and unit tests for them. Adapt unit test.
* Fixes ToolBox Downloader
Adds `--api-key` argument.
Closes#6687
* Address reviews
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Ricardo Andrés Marino Rojas