8897164794
Speed loading improvements
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2026-01-05 16:49:42 -03:00
a66f279852
Fix some incorrect future expirations ( #9184 )
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- Some future expiry functions were missing to account for holidays,
adding unit test reproducing issue
2026-01-02 12:58:29 -03:00
6575b57146
Fix future expiration year calculation ( #9182 )
2026-01-02 10:21:02 -03:00
3fa700e450
New Feature: Implement Covariance Indicator #6982 ( #9144 )
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* Implements Covariance as Lean Indicator
* Add COV helper method and fix AcceptsVolumeRenkoBarsAsInput test
* Fix AcceptsRenkoBarsAsInput test to use smaller period for faster execution
* Fix slow Renko tests by limiting data processed to 50 rows
2025-12-31 16:02:03 -03:00
7735917c83
Prioritize CryptoFuture data feeds for dYdX ( #9178 )
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* Prioritize CryptoFuture data feeds for dYdX
* revert changes for existing crypto subscriptions
* use Concat instead of adding into list
2025-12-31 13:19:58 -03:00
67489eef57
Add GetInt64 StreamReader extension method ( #9177 )
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* Add GetInt64 StreamReader extension method
* Minor change
* Cleanup
* Add unit tests
2025-12-31 11:58:51 -04:00
241306275a
Replace external dataset with mock data in sweetviz test ( #9176 )
2025-12-31 12:18:22 -03:00
773bd53525
Add 2026 CME Future & HKFE Holidays, early closes, late opens and bank holidays ( #9174 )
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* Add 2026 HKFE Future holidays & early closes
* rebase Add 2026 Future-cme-equity Holidays, Early closes, late opens
* Add (again) HKFE 2026 Holidays and early closes
* Add Future-cme-interest 2026 holidays
* Add 2026 CME Fx 2026 holidays"
- Add 2026 CME Fx holidays, early closes, late opens, bank holidays
- Exclude CNH, MNH and MIR as they expire rules don't consider US
Holidays
- Fix wrong early close on 12/24/2025 from 12:15 to 12:45
* Add CME Future crypto 2026 Holidays, EC, LO & BH
* Add CME Future Energy 2026 holidays, EC, LO, BH
* Add CME Futures metals holidays, ec, lo, bh
* Add CME Futures grains 2026 holidays, ec, lo, bh
* Add CME Futures Dairy 2026 holidays, ec, lo, bh
* Add CME Futures livestock holidays, ec, lo, bh
* Add CME Future Lumber holidays, ec, lo, bh
* Add CME Futures Softs holidays, ec, lo, bh
* Add CME Futures Oilseeds holidays, ec, lo, bh
* Add CME Futures AW, GD Holidays, EC, LO and BH
* Move repeated bank holidays to generic entries
* Nit change
* Solve bug
Since 11/26/2026 is a bank holiday for CME energy futures, the expiry
date is moved to 11/25/2026 as the expiry date for HH is the third last
business day of the month prior to the contract month
2025-12-31 11:33:59 -03:00
0854ab82da
Default option filter now includes weeklies to prevent empty chains ( #9162 )
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* Return weekly contracts if no standard contracts exist
* Fix unit and regression tests
* Centralize default expiration type flags
* Add ExcludeWeeklys() method
* Mark IncludeWeeklys() as obsolete since weeklies are now default
2025-12-31 10:11:46 -03:00
2c0390fde3
Change Config.Get logging from Trace to Debug level ( #9171 )
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* Change Config.Get logs from Trace to Debug level to reduce noise
* Wrap Config.Get logs with DebuggingEnabled check
2025-12-31 10:09:37 -03:00
32fcd94abc
Exclude Period property from WindowIndicator ( #9172 )
2025-12-31 10:08:37 -03:00
090ffebd03
Minor ApiConnection improvement ( #9173 )
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2025-12-30 18:48:27 -03:00
914d0810af
Make Collaborator.Uid nullable to fix JSON deserialization error ( #9170 )
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2025-12-30 15:40:22 -03:00
10902f95dd
net10 fix: Update clr-loader ( #9166 )
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2025-12-29 19:07:35 -03:00
2e67b9ad4f
Feature net10 update ( #9161 )
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* Feature update to net10
* Update to net10
* Update pythonnet to 2.0.51
* Remove dotnet config
* Remove net9
* Minor cleanup
2025-12-29 09:53:37 -03:00
7adf27aa61
Add 2026 CME Future Holidays, EC, LP, BH ( #9163 )
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- Add 2026 CME Future Holidays, Early closes, Late opens and bank holidays
- Exclude MIR, CNH, MNH as they expire rules don't follow US holidays
2025-12-27 10:52:23 -03:00
7ea0f60905
Add SGX futures holidays ( #9160 )
2025-12-26 15:24:55 -03:00
d9c71e3d34
Adding Forex-Oanda & Cfd-IB 2026 new years holiday. Removing duplication ( #9159 )
2025-12-26 12:10:19 -03:00
b040518d52
Minor foundation update reverts ( #9156 )
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2025-12-24 17:02:49 -03:00
725737610a
fix: several Futures Currencies: 6B, 6M, 6J, 6E, 6C ( #9155 )
2025-12-24 17:39:50 +02:00
37ccee4937
Update foundation image ( #9154 )
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2025-12-24 11:17:50 -03:00
0ab0abd1ca
Clean up after removing RestSharp ( #9153 )
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2025-12-23 13:45:31 -03:00
c565f4cfd0
Refactor optimization statistics serialization ( #8984 )
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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
2025-12-22 17:08:24 -04:00
f804b8f0ca
Add 2026 Index holidays to MHDB ( #9152 )
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* Add index-usa-[*] holidays and early closes
* Add Index-spx 2026-2027 holidays & early closes
* Add 2026 Index-ndx holidays & early closes
* Add 2026 Index-VIX holidays and early closes
* Add EUREX Index holidays 2026-2030
* Add index HKFE 2026 holidays and early closes
* Add 2026 Index-OSE holidays and early closes
* Add missing 2026 Index-India NSE holidays
* Address suggested changes
2025-12-22 16:42:25 -03:00
ef1cf8e4df
Replace RestShap with HttpClient ( #9143 )
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* Replace RestShap with HttpClient
* Address peer review
* Minor fixes
2025-12-22 09:50:25 -04:00
661356e33e
Add missing USA equity holidays and early closes ( #9148 )
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* Add 2025-2027 USA equity holidays
* Address reviews
2025-12-19 17:18:42 -03:00
5842f50b03
Trigger initial selection for a yearly schedule ( #9149 )
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- Trigger initial selection for a yearly scheduled universe. Adding
regression algorithm.
2025-12-19 16:45:37 -03:00
0f80591f51
Fix null reference un future contract. Adding tests ( #9147 )
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2025-12-19 13:51:45 -03:00
0622f43a0f
Fix issues with the IchimokuKinkoHyo indicator ( #9135 )
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* Fix issues with IchimokuKinkoHyo indicator
* Use indicator extension methods for automatic updates
2025-12-19 12:48:49 -03:00
8f0224feb6
Fix StopLimit validation bug ( #9142 )
2025-12-19 12:35:19 -03:00
781897984e
Detect serialized json payload in CreateJsonPostRequest ( #9145 )
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2025-12-19 11:24:03 -04:00
340b40c6ce
Fix: AUD(6A) FOP expiration ( #9139 )
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* fix: AUD(6A) FOP expiration
* feat: add 6A to FOP expiry delta
refactor: rename variable to project pattern naming
* remove: AUD fop expiry delta
test:fix: use flexible reference data in FutureAndOptionMapping
* test:fix: AUD in GetUnderlyingSymbolFromFutureOption
2025-12-19 15:52:06 +02:00
58ce899b5d
Add Api helper methods for POST requests ( #9134 )
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* Add Api helper methods for POST requests
* Support json serializer setting for json requests
* Minor changes and cleanup
* Make ApiConnection disposable
2025-12-16 18:08:28 -04:00
ead8335c84
#8356 Implemention of NHNL indicators ( #9109 )
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* #8356 Implemented NHNL indicators
* #8356 Formatting cleanup
* #8356 Review changes
* #8356 use of var
* #8356 Refactoring of tests classes
---------
Co-authored-by: Martin Nemček <nemcek@metaapp.sk >
2025-12-16 14:24:00 -03:00
84ee81b35b
Feat 8909 add python env support in report generation ( #9128 )
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* Added python-venv to ReportArgumentParser, getting python-venv in Program class
* Added venv activation and python initialization to Report class
* Resolve review comments. Move python init and env addition to Report/Program.cs
2025-12-16 13:42:23 -03:00
03be232f31
Fix issues with IgnoresInsightsWithInvalidMagnitudeValue tests ( #9131 )
2025-12-15 18:24:11 -03:00
e568162bff
Minor slice.AllData api change ( #9130 )
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2025-12-15 10:25:00 -03:00
e395892b8e
Fix camelCase constructor args ( #9127 )
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2025-12-11 15:15:17 -03:00
3483fee766
Remove debug message for daily precise end time ( #9126 )
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Removed debug message regarding daily precise end times.
2025-12-11 15:14:22 -03:00
6cba915950
Fix minor bug with restsharp auth header ( #9125 )
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* Fix minor bug with restsharp auth header
* Minor fix
2025-12-11 15:13:37 -03:00
046df38be8
Fix log timestamp & minor cleanup ( #9124 )
2025-12-11 13:44:30 -03:00
c7e96b837d
Minor fix for json to stream serialization extension ( #9123 )
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2025-12-10 18:29:57 -04:00
2f23c89307
Avoid FF enumerator error warning ( #9122 )
2025-12-10 18:18:08 -03:00
67d19d88d7
Add ApiConnection constructor for backwards compatibility ( #9121 )
2025-12-10 16:16:38 -04:00
b4401db512
Refactor ApiClient to use HttpClient ( #9114 )
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* 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
2025-12-10 15:40:46 -04:00
bc646c974a
Use proper extended dictionary types for public properties ( #9119 )
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2025-12-09 13:01:29 -03:00
857a950e23
dYdX Brokerage Essentials ( #9116 )
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* 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
2025-12-09 09:58:06 -03:00
888752fa0a
Avoid unnecessary Python wrapper creation for pure C# models ( #9106 )
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* 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
2025-12-08 18:01:31 -03:00
14427129c7
Minor fix to handle all tick security updates ( #9117 )
2025-12-08 17:41:28 -03:00
683bfe007a
Avoid emitting overlapping fill forwarded data ( #9107 )
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* Avoid emitting overlapping fill forward data
* Cleanup
2025-12-05 10:05:40 -04:00
Martin Molinero