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* Cache registered custom python security and universe data types
Use this cache to get the correct config for history requests since pythonnet will always pass PythonData and we lose reference to the actual Python type
* Use local repo data for unit tests
* Move unit tests to algorithm history tests
* Use UniverseManager instead of CacheCustomPythonDataType
* Add regression algorithms
* Update regression algorithms to solve issues
* Update regression test and History
* Updated source path to avoid issues with linux
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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
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* Adds BroadcastCommand Method
Send a command to all live algorithms.
* Addresses Peer-Review
* Minor tweaks
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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* Initial draft of the solution
* Remove old format
* Address requested changes
* Add Index option test case
* nit changes
* Address Martin reviews, improve unit tests and solve 8577
* Add unit tests
* Nit change
* Address requested changes
* Address Martin reviews
* Nit changes and more unit tests
* Nit change
* Address requested changes
* Address requested changes
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* Initial solution
* Add python support for CompositeIndicator
* Add unit tests and update CompositeIndicator
* Add new test case
* Update TryConvertToIndicator logic
* Solve review comments
* Resolve review comments
* Remove unnessary case
* Use GetIndicatorAsManagedObject instead of ConvertToIndicator
* Add regression tests
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* Upgrade IB gateway version to 3010
* Update ib gateway version in config file
* Remove ib-version config
Let the brokerage detect or set the correct ib gateway version
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* Add new indexes, including market hours - part 4
* Resolve review comments
* Add an entry to SPDB for ASX
* Add new indexes and update the old ones
* Add entries to SPDB
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* Add bank holidays
* Add missing holidays to MHDB
* Add 2025 new year's eve bank holiday
* Add Columbus day and veterans day to bank holidays
* Add missing bank holidays entry
* Modify FuturesExpiryFunctions
* Add missing change
* Remove empty bankHolidays lists from MHDB
* Address review
* Add tests
* Address review
* Add bank holidays from 2009-2024
* Fix unit and regression tests
* Review bank holidays
* Fix tests
* MHDB tweaks
* Remove Bank holidays from CNH, MNH and MIR
* Add setting for bank holidays disabled by default
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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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* Add unit test reproducing the bug
* Improve unit test
* Apply market hours database updates to instance
Make sure entries are updated instead of overridden so that consumers holding the mhdb can pick up the changes
* Improved unit tests
* Update data folder MHDB entries instead of overriding instance
* Optionally reset custom mhdb entries on reset
* Simplify mhdb reset in live trading
Cleanup and minor fixes
* Ensure symbol properties database updates are picked up by consumers
Update SPDB entries instead of overriding them, just like for the MHDB so that consumers pick up updates after refresh
* Fix for symbol properties update thread safety
* Minor improvements and cleanup
* Mhdb and spdb update logic simplification
* Move "force exchange always open" logic to mhdb
* Simplify symbol properties holder and updates
* Refactor security databases to use a common base class
Introduce BaseSecurityDatabase<T, TEntry> to encapsulate common functionality for MarketHoursDatabase and SymbolPropertiesDatabase.
* Cleanup
* Add DualSymbolIndicator unit tests
* Introduce MultiSymbolIndicator for indicators working on multiple symbols
Use the new class as base for DualSymbolIndicator and OptionIndicatorBase.
The OptionIndicatorBase can now detect when ready even if underlying and options market close is different when resolution is daily.
* Accept any BaseData for options indicators
* Improve indicator conversion from python on registration
Also minor fixes
* Cleanup and simplification
* Fix ImpliedVolatility IsReady flag
* Update regression algorithm history count
AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm history count decreased because options indicators period is now 1 instead of 2
* Address peer review
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* Initial solution
* Update regression test
* Update assertions
* Resolve PR comments
* Add more order types to regression test
* Update regression algorithm name
* Update old regression algorithm
* Refactor validation to check buying power only for non-ComboLeg update orders
* Update ValidateSufficientBuyingPowerForOrders
* Update regression algorithm
* Resolve review comments
* Use try out pattern
When re-subscribing a request after a fill forward resolution change, clone Config to avoid memory access race conditions when emitting new tradable date events
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* Refactor SetHoldings to return a List<OrderTicket>
* Add expectedQuantities to the testCases
* Update regression tests
* Update name of regressionAlgorithm
* Address review comments
* Update unit test
* Fix symbol changed events emission time
Ensure the symbol changed events are emitted after the securities are processes by the main loop in the AlgorithmManager. This way the algorithm has access to the new symbol security since it would be added by the securities processing logic.
Also, allow all securities to be properly updated, including prices and cash, before emitting the event, so that the any logic (like placing orders) done by the algorithm on the handler has the correct data.
* Minor fix
* Minor change
* Minor change
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* Create regression tests and refactor liquidation logic
- Implemented regression tests for order creation and liquidation
scenarios
- Removed LiquidateExistingHoldings method
- Replaced LiquidateExistingHoldings with the general Liquidate method
* Addressed review comments
* Addressed new comments review
* Update default value for 'tag'
* Update ExpectedStatistics
* Identify and liquidate portfolio symbols not included in targets
* Create a new regression test
* Fix minor comments
* Move regression tests to the correct folder
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* Refactor GetMatchingSubscriptions:
- Fixed retrieval of minute-resolution quote data for hour-resolution
equity
- Ensured correct retrieval of data regardless of equity resolution
- Created a unit test to verify functionality
* Update unit test and create test cases
* Add new unit test
* Addressed review comments
JosueNina