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* Enable concurrency for paper brokerage.
Implement PaperBrokerageTransactionHandler to handle concurrency for live paper trading transaction handler
* Remove PaperTradingBrokerageTransaction handler
Favor existing BacktestingTransactionHandler
* Minor fixes and cleanup
* Minor unit tests fix
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* Add 'asynchronous' parameter to trading api
* Add regression algorithms
* More fixes for asynchronous orders
* Fix failing unit tests
* Fix failing unit tests
* Add multiple orders requests in transaction handler
Make each transaction thread handle requests corresponding to the same order
* Refactor order state machine in BrokerageTransactionHandler
Now using a single dictionary to hold orders and their state, either pending for submission, open or closed.
* Revert: remove complete orders from new state machine in BTH
* Add order ticket to new BTH open orders state machine
* Run syn in Backtesting transaction handler for new orders submission
* Remove OpenOrderState.SubmissionPending property
* Add Security to OpenOrderState
* Minor fix
* Cleanup
* Some cleanup in BTH
* Cleanup
* Minor fix
* Minor unit test fix
* Minor fix
* Make Brokerage.ConcurrencyEnable property virtual
* Minor change
* Cleanup
* Add 'asynchronous' parameter to SetHoldings api
* Improve regression algorithms
* feat: not use CrossZeroOrder for MOO and MOC
* Revert "feat: not use CrossZeroOrder for MOO and MOC"
This reverts commit 1a71c5fe907f657bafcc47d952bfdf53fbb6186e.
* feat: Not support crossZeroOrderTypes
test:feat: cross zero orders
* Revert "feat: Not support crossZeroOrderTypes"
This reverts commit 16785b5d2f701ed3153a3e8589174bd6073b0763.
* feat: not support CrossZeroOrder in TradeStation
* feat: not allow to place MOO and MOC with CrossZeroOrder
* test:feat: MOO and MOC CrossZeroOrder reject
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* Add support for some CME currencies FOPs
Support ADU (6A), GBU (6B), CAU (6C), EUU (6E), JPU (6J), CHU (6S)
* Cleanup
* Consider holidays in FOPs expiry function
* Add tag parameter, update CancelOpenOrders and Liquidate calls
* Resolved commen on the related PR: following the pattern of Liquidate() using Liquidated as default, I think the tag should be Removed
* Add tag parameter to RemoveSecurity and update regression algorithms
* Minor tweaks
---------
Co-authored-by: meysam <poormonfared.azimi@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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* Set consolidated bar EndTime to last input's EndTime in count-based consolidator
* Solve review comments
* Move EndTime assignment to base class
* Update unit tests
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* initial draft changes
* Saving draft changes for TD Sequential Implementation
* Fixed failing tests
* Refactoring changes
* Additional refactoring to TDSequential
* Added tests
* Incorporated review comments
* reverted changes to older file
* Updated for review comment
* Updated Buy and Sell Setup Perfect functions based on review comment to remove equality operator
* Added SupportPrice and ResistancePrice as read-only public properties to expose the internal _resistance and _support prices
* Changed return value of ComputeNextValue to TomDemarkSequentialPhase instead of the encoded value of Phase.StepCount as per review comment
* Updated initialization to include bullish and bearish flip checks
* Refactored and cleaned up based on review comments
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* Some fixes for new C# enums handling in Pythonnet
* Minor changes and cleanup
* Update Pythonnet version to 2.0.45
* Minor changes
* Minor fix
* Minor fix
* Minor change
* Minor change
* Minor unit test fix
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* Log the Number of Active Subscriptions Before and After Warm Up #8779
* Refactor: Log subscriptions count once before first timeslice
* Resolve review comments
* Minor cleanup
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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* feat: Get AccessToken from Lean API
* feat: create TokenCredentials DTO instead of Tuple
* remove: extra unrequired null reference exceptions on argument check
* remove: SendAsync override in TokenHandler
* feat: override SendAsync in TokenHandler to prevent future bugs
* test:feat: SyncAsync in TokenHandler
* refactor: name property of AccessTokenExpires to Expiration in AccessTokenMetaDataResponse
* feat: add retry logic to getAccessToken in TokenHandler
test:feat: TokenHandler with retry logic
* feat: make retry timeout configurable in ctor
Jhonathan Abreu