* Refactor ApiClient to use HttpClient
* Minor fix
* Refactor and cleanup in ApiConnection
* Add normalized extension methods for string and stream json serialization
* Minor fixes
* Address peer review
* Minor fixes
* Minor fixes and peer review
* Race condition fix
* Minor changes
* Cleanup
* Minor fixes
* Minor fix
* add dYdX market constant
* Add dYdX market constant and update symbol properties database
* get Gaz limit from order properties or default value
* wip
* add symbol properties
* add more dydx order props
* update symbol properties
* Add dYdX brokerage and fee model
* Update dYdX configuration fields
* undone meta files
* minor tweaks
* fix file ending
* Add dYdX brokerage support to BrokerageName and IBrokerageModel
* Refine dYdX fee model integration and update configuration defaults
* Replace custom order size validation in dYdXBrokerageModel with DefaultBrokerageModel implementation
* undone changes
* Add market hours for dYdX CryptoFuture
* Centralize Python/C# model detection logic
* Improve helper method
* Remove unnecessary conditionals
* Fix unit tests
* Refactor QCAlgorithm.python.cs to use the new helper method for models
* Solve review comments
* Clean up Python wrapper exception
* Update XML comments to better describe T and TWrapper in CreateModelOrWrapper
* Join unit tests in TestCases
* Solve review comments
* Replace manual TryConvert checks with CreateInstanceOrWrapper helper
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* fix: use decimal instead long in Scale's LeanData
test:feat: validate naming with large precision
* feat: use normalization in Scale's LeanData
test:fix: strike precisions
* fix: use str normalization in Scale's LeanData
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* Increase option strike digits precision to 6
- Increase option strike digits precision to 6. Adding unit test
* test:fix: couple of build tests
* fix:test: Asset CUSIP and OrderListHash in Regression Algorithms
* test:fix: several regression algos
* test:fix: old Symbol CUSIPs to new ones
---------
Co-authored-by: Romazes <romazes20@gmail.com>
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* Add SeedInitialPrices algorithm setting
This is true by default and indicates that the engine will seed initial prices right after the security is added or selected
* Update regression algorithms
* Update regression algorithms
* Update regression algorithms
* Refactor default securities seeding
* Minor fix
* Minro fixes
* Cleanup
* Updated and add regression algorithms
* Address peer review
* Centralize logic to get last known data for multiple securities
* Some cleanup
* Minor build fix
* Minor fixes
* More logic centralization
* Some more cleanup
* Cleanup
* Update regression algorithms and minor fixes
* Update regression algorithms
* Minor fix
* More minor fixes
* Update regression algorithms
* Cleanup
* Minor test fix
* Address peer review
* Minor fix and performance improvement
* Fix to seed open interest data
* Minor test fixes
* Address peer review
* Minor change
* Minor revert
* Minor fixes and improvements
* Disable initial seeding by default
* Minor fixes
* Cleanup
* Cleanup
* Minor fix
* Refactor user define universe handling
- Normalize user define universe additions and removals to behave like
other subscriptions without requiting special handling
* Minor fixes
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* Initial solution
* Solve review comments
* Add PythonSelectionModelHandler to reduce code duplication
* Refactor universe selection models
* Add python instance to Selection Models with virtual/override methods
* Add python instance to Alpha Models
* Add python instance to Execution models
* Solve review comments
* Solve new review comments
* Fix calling SetPythonInstance only when method exists and is callable
* Use unit test instead of regression algorithms
* Solve review comments
* Set python instance to the models
* Initialize Python containers only when instance is set
* Replace try-catch with explicit method existence check
* Initialize containers in BasePythonWrapper only when needed
* Add null instance check before method invocation
* Refactor TryExecuteMethod
* Refactor Python wrappers which inherit from BasePythonWrapper<>
* Solve review comments
* Remove ununsed methods
* Solve review comments
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* Fix performance degradation on expirying assets
- Options would expire and get removed, when the universe removed the
security it would never be reseted on universe selection, causing
leaks
- Minor improvement for composer assembly loading
- Minor improvement for loading exception interepreters, so it uses
composer
* Minor regression test fix
* Add new benchmark algorithm
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* Use Futures Bank Holidays For Expirations
* Minor improvements
- Futures will be stored by their contract month, not expiry
* Delete dairy future products
* Minor test fixes
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* Fix settting brokerage model after adding security initializer
* Minor fix
* Minor change
* Minor change
* Send warning for calling SetBrokerageModel before setting or adding security initializer
* Send warning for calling SetBrokerageModel before setting or adding security initializer
* Minor change
* Minor change
* Cleanup
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* Add new QCAlgorithm.AddSecurityInitializer method
This allows to add multiple security initializers without manually creating an instance of a CompositeSecurityInitializer
* Add Python support
* Cleanup
* Minor fix for negative rolling window index
- Minor fix for negative rolling window index when partially full,
adding unit test
* Reduce RefreshesSymbolProperties test runtime
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* feat: support new OrderType in TastytradeBrokerageModel
* feat: extension GetGroupQuantity
* refactor: WaitOneAssertFail to return bool
* refactor: GetOpenOrders in BrokerageTests
* feat: display holdings when begin/end test run
* refactor: brokerageTest class to support handle combo order
feat: comboOrderTestParameters
feat: tastytrade option strategy algo
* refactor: Tastytrade Algo BullCallSpread
* feat: Bull/Bear-CallSpread test cases in BrokerageTests
feat: ComboLimitOrderTestParameters
* fix: remove static in ComboLimitOrderTestParameters of ExpectedStatus
* feat: restrict submit combo limit cross zero orders in Tastytrade
test:feat: submit combo limit cross zero test cases in tastytrade
* test:fix: missed test helper to c9907b23
* refactor: GetGroupQuantityByEachLegQuantity
feat: overload GreatestCommonDivisor
test:feat: GetGroupQuantityByEachLegQuantity
* test:feat: extra test cases to GetGroupQuantity to 925c214a
* test:refactor: take out Cancel Status update in HandleEvents()
* feat: prop Direction in Leg
* Revert "feat: prop Direction in Leg"
This reverts commit 4f92f97b630a157d3972c2321473d87c330c26c8.
* refactor: ComboLimitOrderTestParameters
* test:refactor: CancelOrders
* test:feat: add missed xml description
* test:feat: support ModifyUntilFilled Combo orders
* test:feat: Long/Short-Combo unit tests
* test:fix: compare all status if it is combo order type
* test:refactor: applyOrderUpdate in gracefully way in LimitOrderTestParameters
* remover: Tastytrade algo
* test:feat: create new BaseOrderTestParameters with helper methods
test:rename: method in ComboOrderTestParameters
test:remove: duplication
* Fix extended hours only days period history
Don't include extended hours only days in date range calculated fro period history request
* Add comments
* Cleanup
* Revert some changes
* Cleanup
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* Add VBaseSignalExport
* Add a VBaseSignalExport feature that allows signals to be stamped with the help of the ValidityBase REST API.
* Addressing review comments
* Create DefaultApiBaseUrl const in VBaseSignalExport
* Add vbase signal export demonstration algorithm
* Set initial parameters for VBaseSignalExportDemonstrationAlgorithm
* Refactor VBaseSignalExport and demonstration algorithm: update symbol list, extend end date, and improve API base URL handling
* Initialize allowed security types in VBaseSignalExport and fix symbol reference in CSV generation
* Adjust rate limiter for vBase signal export to allow 6 requests per hour for better performance
* Minor tweaks
---------
Co-authored-by: Volodymyr Bobko <volodymyr.bobko@un.org>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
Martin-Molinero