15ae8fc13a
feat: IB additional logs
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2025-04-29 00:50:22 +03:00
e5a81ef285
Implement python version of OptionAssignmentRegressionAlgorithm ( #8728 )
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* Implement python version of OptionAssignmentRegressionAlgorithm
* Solve comments review
2025-04-28 16:00:09 -03:00
818108b944
Fix: UnsettledCash Handling in Lean and Refactor PerformCashSync from Brokerage ( #8726 )
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* test:feat: Assert Lean UnsettledCash and Brokerage.PerformCashSync
test:feat: new PaperBrokerage with manual cash balance
* test:refactor: calculation of Margin
* feat: change DefaultSettlementTime
* test:fix: use right brokerage settlement cash to balance
* test:refactor: use specific time when SettlementModel.Scan happens
2025-04-28 13:35:47 -03:00
cc38a6410f
Add python SecurityCache.GetData method ( #8724 )
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* Initial solution
* Fix regression algorithms
2025-04-28 11:46:31 -03:00
55b21cd714
Fix bug in ClassicRenkoConsolidator ( #8713 )
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* Initial solution: Add an extra conditional in SubscriptionManager and add regression algorithms
* Solve comments review
* Add unit test
* Refactor unit tests in SubscriptionManagerTests
* Resolve comments review
2025-04-24 12:55:23 -04:00
25618ae5bc
feat: generic BrokerageOrderIdChangedEvent in BrokerageTests ( #8719 )
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2025-04-23 16:44:59 -03:00
515408b167
Fix sytanx check on algorithms importing algorithms ( #8720 )
2025-04-23 16:39:23 -03:00
0df082cc68
Add StubsAvoidImplicitsAttribute to avoid generating implicit types in stubs ( #8718 )
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This allows the stubs generator to know when to not generate Union types for parameters that can accept multiple types, like Symbol | str | BaseContract
2025-04-23 14:22:14 -03:00
cf8c5b854a
Python algorithms typing cleanup [part 1] ( #8716 )
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* Cleanup algorithms python typing
* Minor tweaks
* Improve indicator extensions
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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2025-04-23 14:20:38 -03:00
e4ff27a738
Minor improvements for syntax check test script ( #8714 )
2025-04-22 18:14:48 -03:00
a087d7e766
Update run_syntax_check.py
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Sort algorithms before syntax check
2025-04-22 16:57:28 -03:00
065dbf3959
Normalize algorithm trading option strategy return type ( #8712 )
2025-04-22 12:01:08 -03:00
1be7c9e141
Minor python syntax fixes ( #8711 )
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2025-04-22 10:54:44 -03:00
1ad4afa54e
Add StubsIgnore attribute to missing methods ( #8710 )
2025-04-22 09:51:44 -04:00
5845f3cd81
Use StubsIgnore attribute in some methods ( #8708 )
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IBaseData.Reader
IBaseData.GetSource
IndicatorBase.Update
IAlgorithm.OnEndOfDay
2025-04-21 16:27:37 -04:00
d60b3323c3
Minor python syntax fixes ( #8709 )
2025-04-21 17:23:36 -03:00
4584feb7da
Merge PythonSlice into Slice ( #8707 )
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- To simplify stub generation, merge PythonSlice into Slice, following
existing pattern too, see QCAlgorithm.Python.cs
- Minor sintax fixes in example python algorithms
2025-04-21 13:37:33 -03:00
b81bcf086e
Minor syntax fixes for python algorithms ( #8705 )
2025-04-21 10:06:47 -03:00
e34a7e0bfa
Update readme.md
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2025-04-17 16:08:32 -03:00
e8cdb23cc0
Fix MarginCalls outside of regular market hours ( #8696 )
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* Initial Solution
* Add regression algorithm
* Solve review comments
* Resolve review comments
* Add HasTimeProvider property and prevent overwriting existing time provider
* Resolve review comments
* Filter marginCall orders
* Update EquityMarginCall Algorithm
* Add header to the regression algorithm
2025-04-17 16:00:47 -03:00
ea7d73d95d
Add Missing Good Friday ( #8702 )
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2025-04-17 10:42:45 -03:00
7daa0929fa
Update devcontainer.json for improved developer experience ( #8697 )
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Co-authored-by: Henry Ennis-Thomas <henry@henryetdev.com >
2025-04-16 10:04:12 -03:00
a55c387512
Update Packet.cs
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2025-04-15 19:49:35 -03:00
c130bb2de4
Dispose of python algorithm instance ( #8695 )
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2025-04-15 11:33:33 -03:00
a1302d2bcd
fix: missed orderProps when create MerketOnOpen ( #8693 )
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2025-04-14 09:44:27 -03:00
020cf013df
Fix bug/syntax in python examples ( #8658 )
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* CustomDataRegressionAlgorithm
* DescendingCustomDataObjectStoreRegressionAlgorithm
* CustomDataPropertiesRegressionAlgorithm
* DateTime -> should be datetime
* KerasNeuralNetworkAlgorithm
* OptionIndicatorsMirrorContractsRegressionAlgorithm
* BybitCustomDataCryptoRegressionAlgorithm
* DropboxBaseDataUniverseSelectionAlgorithm
* UserDefinedUniverseAlgorithm
* CompleteOrderTagUpdateAlgorithm
* BasicTemplateOptionEquityStrategyAlgorithm hint
* ETFConstituentUniverseFrameworkRegressionAlgorithm
* FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm
* SecurityDynamicPropertyPythonClassAlgorithm
* hint
* hinting
* CallbackCommandRegressionAlgorithm
* CustomWarmUpPeriodIndicatorAlgorithm
* CrunchDAOSignalExportDemonstrationAlgorithm
* ExpiryHelperAlphaModelFrameworkAlgorithm
* ClassicRenkoConsolidatorAlgorithm
* SmaCrossUniverseSelectionAlgorithm
* PEP8 Fix: Assigning to a Method
* SliceGetByTypeRegressionAlgorithm
* MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm
* MarketOnCloseOrderBufferRegressionAlgorithm
* CustomIndicatorAlgorithm
* ScheduledQueuingAlgorithm
* ComboOrdersFillModelAlgorithm
* CustomIndicatorWithExtensionAlgorithm
* IndicatorWithRenkoBarsRegressionAlgorithm
* CoarseFineOptionUniverseChainRegressionAlgorithm
* NumeraiSignalExportDemonstrationAlgorithm
* DropboxUniverseSelectionAlgorithm
* WeeklyUniverseSelectionRegressionAlgorithm
* AutoRegressiveIntegratedMovingAverageRegressionAlgorithm
* DropboxBaseDataUniverseSelectionAlgorithm
* IronCondorStrategyAlgorithm
* LongAndShortButterflyPutStrategiesAlgorithm
* FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm
* LongAndShortCallCalendarSpreadStrategiesAlgorithm
* KerasNeuralNetworkAlgorithm
* LongAndShortPutCalendarSpreadStrategiesAlgorithm
* OptionPriceModelForOptionStylesBaseRegressionAlgorithm
* TensorFlowNeuralNetworkAlgorithm
* MarketOnCloseOrderBufferRegressionAlgorithm
* MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm
* typing
* ComboOrderTicketDemoAlgorithm
* PytorchNeuralNetworkAlgorithm
* MultipleSymbolConsolidationAlgorithm
* fixes
* revert getattr mypy syntax
* address peer review
* Addresses Peer-Review
---------
Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com >
2025-04-14 09:43:03 -03:00
fe46e5ec3b
Fill-forward previous universe files for manual chains fetching when current missing ( #8691 )
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* Fill forward prev date universe file in manual chains fetch
If there is no universe file available for the current date, use the previous one and fill forward to avoid having empty chains on a day when we haven't generated the universe files
* Try a maximum of 3 days behind for manual chains fetching
* Minor change
* Minor fix
* Add comments
* Minor fix
* Minor fix for expired contracts
2025-04-11 13:57:29 -03:00
4c7bda8e34
Fix futures history request error ( #8678 )
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* Initial solution
* Create testCases for earlyClose and lateOpen
* Refactor GetExchangeHours and add unit tests
* Update market-hours-database and create a unit test
* Resolve review comments
* Update market-hours-database
* Parallelize the foreach loop to improve test performance
2025-04-11 13:37:14 -03:00
13ace56eea
Refactor: Eze brokerage ( #8689 )
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* refactor: model and OrderProperties of Eze
* feat: additional configs for Eze brokerage
2025-04-11 13:35:14 -03:00
ff185d0311
Minor Api testing improvements ( #8687 )
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* Add missing backtests/read null check
* Improve SPDB error message
2025-04-10 17:30:55 -03:00
e90309678e
Security initialization on re-addition ( #8681 )
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* Initialize security after addition and re-addition
* Improve regression algorithms
* Add universe selection regression algorithm
* Add minor comment
2025-04-09 16:26:05 -04:00
ea41fedb30
Handles Empty Signal Export List ( #8686 )
2025-04-09 16:44:47 -03:00
1cb0405517
Adds Custom Signal Export Example ( #8674 )
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* Adds example of custom signal exports.
- SignalExportManager send signals automatically after 5 seconds.
- Missing example and Python support.
* Updates Examples to Disable Automatic Export
* Addresses Peer-Review
2025-04-09 10:14:21 -03:00
1e4ef83132
Fix failing history unit test ( #8682 )
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* Fix failing unit test
Add algorithm start date so period history request is consistent
* Minor change
2025-04-08 12:00:32 -03:00
e416a54873
Update readme.md
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2025-04-07 19:24:29 -03:00
a9927fe111
Adjust times to exchange and QB time zones in Option/Future history calls ( #8680 )
2025-04-07 19:10:41 -03:00
cd7663ef97
Minor tweaks for testing ( #8679 )
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* Minor tweaks for backtest tests
* More tweaks
2025-04-07 18:41:44 -03:00
e1cd63643f
feat: OptionCodeLookup publicly ( #8676 )
2025-04-07 12:22:18 -03:00
87487ec4c0
feat: missed order status in OrderTestParameters for different orders ( #8677 )
2025-04-07 12:22:09 -03:00
1974884c13
Security re-addition tidy up ( #8656 )
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* Initialize securities on re-addition
* Minor unit tests fixes
* Reset Index.ManualSetIsTradable when security is removed
* More changes to clean up and simplify
* Address security re-utilization only
* Cleanup regression algorithms
2025-04-04 16:28:15 -04:00
f963e43346
Minor improvements for testing and api ( #8672 )
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* Minor improvements for LLMs
- Minor tweaks in regression tests
- Minor API sugars
* Ignore union-attr error
2025-04-03 17:49:41 -03:00
980cdeaa75
Remove fill warnings from order tags ( #8668 )
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* Remove warnings from tags and tests
* Fix bugs
* fix bugs
* Revert wrong updates in some stats
* Fix bugs
2025-04-03 17:49:21 -03:00
26ef02399f
Fix QuantBook Option/Future history api date range ( #8671 )
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* Fix QuantBook Option/Future history api date range
Properly calculate date range when passed range is not a whole date but a time of day
* Extended unit tests
2025-04-03 16:45:35 -04:00
68ec0b72b2
Disable extended market hours for universe history requests ( #8670 )
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* Disable extended market hours for universe history requests
* Exclude extended market hours for all chain universe history requests
* Disable extended market hours for chain universes
* Minor change
* Minor fix
* Minor change
2025-04-02 14:11:38 -03:00
a8d36497d4
Prevent fill-forwarding outside OpenInterest trading hours ( #8662 )
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* Prevent fill-forwarding outside OpenInterest trading hours
* Solve review comments
* Fix unit test
* Resolve review comments
* Revert changes in FillForwardEnumerator
* Revert unrelated changes
2025-04-02 09:22:58 -03:00
73684e8e70
Keep time of day on open interest consolidator ( #8667 )
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* Avoid time round down for open interest hour and daily consolidation
* Consolidate OI data on date and hour change
* Cleanup
* Add more test cases
2025-03-31 17:57:12 -04:00
1e84ee59ce
fix CandlestickSeries constructor ( #8664 )
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- likely a copy-pasta error from Series, where index=0 is passed to
BaseSeries constructor, only now it was passed as SeriesType, which
is subsequently set in CandlestickSeries constructor
2025-03-31 16:44:22 -03:00
2cafba85f7
Ignore missing types in syntax check ( #8660 )
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2025-03-28 13:19:40 -03:00
513ced31d7
Add python syntax check ( #8651 )
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* Add python syntax check
* Fix some python regression algorithms
* Fixing more bugs
2025-03-28 10:36:26 -03:00
581e87809b
Fix: SettlementDays ( #8657 )
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* feat: make static and get; set; of DefaultSettlementDays in Equity,Option
* refactor: reset _lastUnsettledCash depend on settlementDays in UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm
2025-03-28 10:36:05 -03:00
Romazes