6e36e3139b
Fix failing unit tests
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2025-06-20 11:10:01 -04:00
2af4939a79
Minor change
2025-06-20 11:10:01 -04:00
e16d398e94
Minor data fix
2025-06-20 11:10:00 -04:00
4ae3c762f7
Minor change
2025-06-20 11:10:00 -04:00
7f8589321e
Introduce new format for options and futures universe files
2025-06-20 11:09:59 -04:00
167b24f669
Use correct sids when reading options/futures universe files
2025-06-20 11:09:58 -04:00
c1e3b79010
Minor brokerage test improvements ( #8844 )
2025-06-19 15:49:10 -03:00
d1e927cfce
Remove Juneteenth future generic holiday ( #8841 )
2025-06-19 08:26:25 -03:00
3826b1d86a
Update readme.md
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2025-06-18 18:32:13 -03:00
b991dc8ada
Add PyObject overload constructor to FilteredIdentity ( #8840 )
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* Add PyObject overload constructor to FilteredIdentity for Python filter support
* Solve review comments
2025-06-18 18:31:22 -03:00
5729be4661
Make RollingWindow compatible with any data type ( #8836 )
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* Make RollingWindow compatible with any data type
* Add generic RW<T> method
* Add RollingWindow wrapper class for PyObject
* Solve review comments
* Resolve review comments
2025-06-18 18:29:00 -03:00
4dcd41b690
Wire and handle brokerage errors when used as DQH only ( #8832 )
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* Wire and handle brokerage errors when used as DQH only
* Minor fix
* Minor fixes
2025-06-17 12:11:54 -04:00
4602a9d222
Fill-forward last warmup data point to normal data feed ( #8831 )
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* Fill-forward last warmup data point to normal data feed
* Minor clean up
* Minor changes and unit tests
* Address peer review
* Minor changes
* Improve unit tests
2025-06-17 12:07:58 -04:00
e2de840aed
Avoid empty public constructor from being removed ( #8837 )
2025-06-17 13:04:30 -03:00
93d58d5cdf
Minor fixes for quantbook ( #8835 )
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2025-06-16 18:59:58 -03:00
d611105413
Split conflicting python library tests run ( #8830 )
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2025-06-13 17:14:55 -03:00
3f53f6ec77
refactor: change access modifier of GetFutureContractMonthNoRulesApplied ( #8829 )
2025-06-13 14:51:24 -03:00
dbcb464268
Update PythonPackagesTests.cs
2025-06-13 13:39:57 -03:00
26a00a2adb
Update readme.md
2025-06-13 13:36:52 -03:00
a75e132bed
Foundation update ( #8827 )
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2025-06-13 12:35:45 -03:00
890fcd114e
Fix Symbol EOD internal SecurityChanges handling ( #8824 )
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- Fix Symbol EOD internal SecurityChanges handling. Adding unit test and
regression test
2025-06-12 19:18:15 -03:00
f3d734c4fe
Implements new indicator - KST - Know Sure Thing ( #8819 )
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* feat: Implements Know Sure Thing
* Removed extra space
* Removed identity variables and returned value directly
2025-06-12 19:17:47 -03:00
dbdf014a4c
Add BNFCR as stable coin without pair ( #8821 )
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* Add BNFCR as stable coin without pair
* Add unit test
* Skip conversion in PerformCashSync when ConversionRate is zero
* Solve review comments
2025-06-12 19:17:32 -03:00
0d70244d7b
Update readme.md
2025-06-10 19:34:01 -03:00
e72362b14d
Update readme.md
2025-06-10 19:21:21 -03:00
52365ed766
Update readme.md
2025-06-10 19:00:52 -03:00
592118b323
Fix live warmup price scaling ( #8822 )
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- Fix missing live warmup price scaling. Adding unit test
2025-06-10 13:30:43 -03:00
cd01b769a6
Fix api ObjectStorageUsed size ( #8823 )
2025-06-10 13:14:14 -03:00
9e349259b2
Conditional timeout for live fill forward ( #8817 )
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* Wait for data before emitting fill forwarded bars only on market open/close in live trading
* Minor fixes and more unit tests
2025-06-10 10:58:56 -04:00
b1ce8f0045
feature: Klinger Volume Oscillator ( #8811 )
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* implements Klinger Volume Oscillator
* preserve newest data file
* improve class summary
* address PR comments, add signal line, use RollingWindow to persist data, refactor code to make easier to follow
* add helper method KVO in in QCAlgorithm.Indicators.cs, add Signal test, fix IsReady and WarmUpPeriod
* default signal period for KVO, refactor and improve ComputeNextValue, simplified code
* update comment
* update comment
2025-06-06 11:03:57 -03:00
9e31261116
Add open interest data to future chains contracts ( #8805 )
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* Add open interest data to future chains contracts
Even though futures chains and contracts are not created from internal subscriptions data (like OI subscriptions or continuous futures contracts subscriptions), we still want to add OI data to already created contracts given that OI subscriptions are always internal but trade an quote ones are not.
* Minor changes
2025-06-06 10:35:45 -03:00
e70d783c93
Support stop limit orders for crypto futures in Binance ( #8792 )
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Co-authored-by: Martin-Molinero <martin@quantconnect.com >
2025-06-05 09:24:06 -03:00
11ddf6abc2
Add support for stop limit orders in Bitfinex ( #8810 )
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* Add support for stop limit orders in Bitfinex
* Add place order exception message to invalid order tag
* Minor change
* Minor change
2025-06-05 09:22:32 -03:00
515606dc35
Review Collective2 Implemention ( #8773 )
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* Review Collective2 Implemention
According to `SetDesiredPositions` [API](https://api-docs.collective2.com/apis/general/swagger/strategies/c2_api_strategies/setdesiredpositions_post#strategies/c2_api_strategies/setdesiredpositions_post/t=request&path=positions ), the quantity must be non-zero. To close a position, send stop sending a position.
The current for all assets, except FOREX, is the quote currency.
FOREX:
- Observe the [C2 minilot](https://support.collective2.com/hc/en-us/articles/360038042774-Forex-minilots )
- Currency is always USD
Unit tests:
- Increase the initial cash to accomodate FOREX minilot
- Additional message for minilot warning
- Fix currencies
* Addresses Peer Review
2025-06-05 09:21:57 -03:00
61376cd5cc
Support Equity Limit orders outside regular hours in Tradier ( #8807 )
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* Support Equity Limit orders outside regular hours in Tradier
* Address peer review
* Minor change
* Minor change
2025-06-04 13:14:56 -04:00
1fc0c37388
Support limit orders outside regular hours in Alpaca ( #8800 )
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* Add support for Limit orders outside regular hours in Alpaca
* Minor change
2025-06-04 09:11:22 -04:00
bfa0e26605
Add PostOnly TradeStation order property ( #8787 )
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* Add PostOnly TradeStation order property
* Minor fix
2025-06-04 09:10:32 -04:00
85bcb9ef43
Add support for trailing stop orders in TradeStation ( #8780 )
2025-06-04 09:10:28 -04:00
abaa73ebce
Add new IgnoreUnknownAssetHoldings algorithm setting ( #8764 )
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* Add new IgnoreUnknownAssetTypes algorithm setting
* Wire brokerage message handler before algorithm initialization
* Ignore unknown assets by default
* Trigger Build
* Rename IgnoreUnknownAssetTypes to IgnoreUnknownAssetHoldings
* Minor change
* Minor change
2025-06-04 09:07:57 -04:00
d9bdbab810
Feature: Implementation Tastytrade Brokerage ( #8809 )
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* feat: Tastytrade brokerage helper classes and configs
* refactor: TastytradeFeeModel
test:feat: TastytradeFeeModel
refactor: curl brackets in namespaces to keep project style
2025-06-04 10:03:46 -03:00
ba931a26c3
Restrict supported order types in Bitfinex brokerage ( #8776 )
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* Limit supported order types to Market, Limit, and StopMarket in Bitfinex brokerage
* Update brokerage models
* Fix broken unit test
* Solve review comments
* Convert regression algorithm into a unit test
* Resolve review comments
2025-06-03 17:17:31 -03:00
1d6a5472b0
Updates Python Example get_value to get ( #8806 )
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`get` is the Pythonist way to access a dictionary.
Also, `not x` replaces `is None`, since the former translates into is None or empty.
2025-06-03 17:03:12 -03:00
c9c892510a
Fix comment ( #8788 )
2025-06-03 17:00:03 -03:00
666f810dd9
Refactor AverageTrueRange to use TrueRange implementation ( #8785 )
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* Refactor AverageTrueRange
* Solve review comments
2025-06-03 15:57:26 -04:00
4363801ec9
Add alias for AccumulationDistributionOscillator(ChaikinOscillator) ( #8781 )
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* Add alias to AccumulationDistributionOscillator(ChaikinOscillator)
* Add unit tests for ChaikinOscillator
2025-06-03 15:49:29 -04:00
29ab1d6acd
Initial solution ( #8772 )
2025-06-03 14:35:59 -04:00
5d732a877a
Add support for negative indexing in RollingWindow ( #8770 )
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* Add support for negative indexing in RollingWindow
* Solve review comments
* Resolve comments review
2025-06-03 14:33:08 -04:00
2edac83d4f
Ensure Indicator.Current retains the Symbol from the latest input data ( #8767 )
2025-06-03 15:26:42 -03:00
791a40596a
Update SPDB with CoinBase, ByBit, Bitfinex, Kraken, Binance and BinanceUS ( #8765 )
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* Update SPDB with Bybit
* Update SPDB with CoinBase
* Update SPDB with Bitfinex
* Update SPDB with Kraken
* Update SPDB with Binance
* Update SPDB with BinanceUS
* Update regression algorithms
* Update SPDB - Binanceus to solve issues with the unit tests
2025-06-03 15:21:59 -03:00
54e58c6302
Add 2025 equity and equity options holidays ( #8799 )
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* Add 2025 equity and equity options holidays
* Minor fix
2025-05-27 13:22:28 -04:00
Jhonathan Abreu