* Make RollingWindow compatible with any data type
* Add generic RW<T> method
* Add RollingWindow wrapper class for PyObject
* Solve review comments
* Resolve review comments
* 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
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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
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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
* Initial solution
* Solve review comments
* Fix unit tests
* Resolve comments reviews
* Return a default symbol instead of throwing an exception
* Add unit test
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* Make ExtendedDictionary extend IDictionary
* Revert "Make ExtendedDictionary extend IDictionary"
This reverts commit bbbe9c769be682767cb9e487b904480376b53596.
* Make ExtendedDictionary key a type parameter
* Make SecurityPositionGroupModel an ExtendedDictionary
* Add unit tests
* Minor change
* Add more unit tests and other minor changes
* Add Count and ContainsKey to BaseChain
* Update pythonnet version to 2.0.43
* Update some python regression algorithms
* Minor regression algorithms fix
* Make CashBook and ExtendedDictionary
* Minor changes
* Minor changes
* Update pythonnet version to 2.0.44
* feat: support MOO in CharlesSchwabBrokerageModel
* feat: validate IsMarketOpen with MOO order type in PreOrderChecks
* test:feat: Validate MOO in various Market hours time
* fix: Algo with new MOO time validation
* test:fix: set DateTime of Algo explicitly in OrderQuantityConversionTest
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* First attempt
* Improve unit test
* Add suggestions
* Nit changes
* Address requested changes
* Fix failing unit tests
* First attempt to fix API tests
* Fix command
* Address suggestions
* Address minor suggestions
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* wip: show work
* refactor: TradeStationBrokerageModel of using OutsideRegularTradingHours
test:feat: OutsideRegularTradingHours
* remove: comboLimit OrderType in IsLimitOrder(...)
* fix: regression algo which test unsupported OrderType in extend market hours
* fix: condition with supportsOutsideTradingHours in CanSubmitOrder
* refactor: regression test with OutsideRegularMarketHours TradeStation
* refactor: TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter
---------
Co-authored-by: Henry Ennis-Thomas <henry@henryetdev.com>
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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
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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
- To simplify stub generation, merge PythonSlice into Slice, following
existing pattern too, see QCAlgorithm.Python.cs
- Minor sintax fixes in example python algorithms
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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
* 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
* 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
Jhonathan Abreu