d702587ad8
Fix SecurityIdentifier properties lazy initialization ( #9214 )
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2026-01-09 18:07:26 -03:00
c99a9dab32
Update CNH future quote currency ( #9213 )
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2026-01-09 15:44:29 -03:00
8196d0b557
HistoryRequest parameters now defaults to the security configuration ( #9209 )
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* Fix HistoryRequest DataMappingMode default to use security configuration
* Solve review comments
* Make HistoryRequest inherit existing subscription configuration values generically
* Exclude any class that inherits from BaseChainUniverseData
* Reuse existing filter for user configuration
* Solve review comments
* Normalize DataMappingMode
* Minor fix
2026-01-09 15:43:46 -03:00
3ee941f329
Remove wrong holidays in MHDB ( #9205 )
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Remove wrong holidays in CME group Dairy, Livestock and Lumber products.
There was also a wrong holidays in Future-cbot-KE
2026-01-07 16:13:28 -03:00
286353b763
Remove duplicated dates ( #9207 )
2026-01-07 16:13:19 -03:00
d5f298c235
Add missing Oanda, SGX and Cfd-InteractiveBrokers 2026 holidays to MHDB ( #9204 )
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* Add 2026 Oanda holidays
* Add 2026 new year holiday SGX
* Add Cfd-interactivebrokers 2026 holidays
* Remove wrong holidays in Forex-oanda-[*]
* Nit change
2026-01-07 13:08:40 -03:00
f2c5551b1e
Remove dates present in generic entry Index-usa and others ( #9202 )
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2026-01-06 17:19:07 -03:00
f86a51ac3f
Remove dates in generic Interactive Brokers entry part 10 ( #9201 )
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* Remove dates present in IB generic entry part 9
* Remove dates in IB generic entry part 10
2026-01-06 16:14:25 -03:00
1253cc73bd
Remove dates present in IB generic entry part 9 ( #9200 )
2026-01-06 16:12:19 -03:00
6506ff53a3
Remove dates in generic Interactive Brokers entry part 8 ( #9199 )
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* Remove dates present in IB generic entry part 7
* Remove dates present in IB generic entry part 8
2026-01-06 14:32:01 -03:00
713785157e
Remove dates present in IB generic entry part 7 ( #9198 )
2026-01-06 14:30:07 -03:00
fd7048d2d1
Remove dates present in IB generic entry part 6 ( #9197 )
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2026-01-06 13:27:45 -03:00
1b66aeede1
Remove dates present in IB generic entry part 5 ( #9196 )
2026-01-06 13:10:04 -03:00
2f80a2a6b9
Remove dates in generic Interactive Brokers entry part 4 ( #9193 )
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* Remove dates present in generic entries
* Remove dates present in IB generic entry
2026-01-06 12:45:59 -03:00
68d4da8e76
Remove dates present in generic entries ( #9192 )
2026-01-06 12:22:20 -03:00
538405d152
Remove dates present in generic interactivebrokers ( #9191 )
2026-01-06 11:59:37 -03:00
1f3fd6edbb
Reduce (part of) dates already present in generic entries from MHDB ( #9190 )
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* Remove dates present in cme generic entry
* Remove dates present in cbot generic entry
* Remove dates present in nymex generic entry
* Remove dates present in comex generic entry
* Remove dates present in oanda generic entry
* Remove dates present in SGX and HKFE generic entries
2026-01-06 11:52:15 -03:00
e3783ed477
Override GetBuyingPowerModel to support USDC collaterla in dYdX brokerage ( #9187 )
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2026-01-05 09:55:46 -03:00
1171e4fe52
Add 2026 Future EUREX, CFE and ICE Holidays ( #9183 )
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* rebase Add 2026 EUREX, CFE and ICE Holidays
* Remove entries present in generic entry
For some ICE Future entries, there were holidays that were already
present in their generic entry (Future-ice-[*]), so those dates were
removed from the entry
2026-01-02 16:05:36 -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
Jhonathan Abreu