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* Refactor optimization result stats serialization
* Handle custom optimization statistics serialization
* Support custom statistics
* Support newest Lean statistics
Address peer review
* Add more tests
* Make indices reserved statistic names
* Minor fixes and cleanup
* 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
* 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
* Docs(Algorithm): Add XML code references
Adds XML documentation tags (<see/>, <paramref/>) to code
references within the Algorithm folder. This improves code
navigation, IntelliSense, and helps the stubs generator tool
to correctly map C# elements.
Resolves#9016
* Fix missing newline at end of QCAlgorithm.cs
* Update print statement from 'Hello' to 'Goodbye'
* Fix documentation for market parameter in crypto methods
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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
* Add optional strict parameter to PivotPointsHighLow indicator for relaxed comparison
- Added bool strict parameter (default true) to PivotPointsHighLow constructors
- When strict=true: Uses strict inequalities (> and <) - existing behavior
- When strict=false: Uses relaxed inequalities (>= and <=) - allows equal values
- Updated comparison logic in FindNextLowPivotPoint and FindNextHighPivotPoint
- Added new PPHL overload in QCAlgorithm.Indicators.cs with strict parameter
- Added 5 comprehensive unit tests using TestCase attributes
- All tests pass (19/19 relevant tests)
- Backwards compatible: default behavior unchanged
Addresses #8881
* Fix PPHL method signature to resolve overload ambiguity and maintain API consistency
- Remove wrapper overload to eliminate compilation ambiguity
- Reorder parameters: strict parameter now before resolution
- Keep selector as last parameter (consistent with other indicator helpers)
- Add unit tests verifying no overload ambiguity and correct strict parameter behavior
Addresses PR review feedback on #9033
* Implement backward-compatible PPHL overloads to support strict parameter
Added a second overload to maintain backward compatibility while introducing
the strict parameter. This prevents breaking changes for existing code that
uses positional arguments with the PPHL helper method.
Changes:
- Added backward-compatible overload that accepts (symbol, lengthHigh, lengthLow,
lastStoredValues, resolution, selector) and delegates to the new implementation
with strict: true
- Kept the new overload with strict parameter as the primary implementation
- Added comprehensive test (QCAlgorithmHelperOverloadResolution) documenting all
9 valid call patterns to prevent future regressions
This approach ensures:
- Existing calls like PPHL(symbol, 3, 3, 100, Resolution.Minute) continue to work
- New calls like PPHL(symbol, 3, 3, strict: false) are supported
- No ambiguity in overload resolution
- All 23 PPHL tests pass successfully
* Clean up some test duplication
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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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
* Fix: Add obsolete flag to AddUniverse coarse+fine
Added obsolete flag to AddUniverse(Func<IEnumerable<CoarseFundamental>, IEnumerable<Symbol>> coarseSelector, Func<IEnumerable<FineFundamental>, IEnumerable<Symbol>> fineSelector), added one time logging and altered docs accordingly.
* Update QCAlgorithm.Universe.cs
---------
Co-authored-by: Martin-Molinero <martin.molinero1@gmail.com>
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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
* 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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* 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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* Changed default async to true and passed target.Tag
* Make execution models place orders asynchronously if specified
* Add unit tests
* Execution model default to asynchronous orders.
Also, minor fixes for tickets remaining fill quantity potential race conditions
* Add SecurityHolding.UnrealizedQuantity property
It gets the holding quantity the security will have once all open orders are filled.
Added for thread safety reasons when execution models place asynchronous orders and need to calculate the actual quantity needed to reach the target of there are open orders
* Some cleanup
* Adjust projected holdings quantity on splits
* Minor fix
* More changes and cleanup
* Minor fix
* Improvements for thread safety
* Add IOrderProvider.GetProjectedHoldings to get projected holdings atomically
* Minor unit tests fix
* Add ProjectedHoldings DTO class
* Address peer review
---------
Co-authored-by: arthiondaena <arthiondaena@gmail.com>
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* Support sub-indicator discovery using IIndicator and exclude PandasIgnore attribute
* WIP: PandasInclude
* Add PandasInclude annotation
* Resolve review comments
* Add a list of ignored properties
* Clean up [PandasIgnore] in IndicatorBase
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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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* 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
Martin-Molinero