c02a8faedb
Improve Wolverine brokerage model limitations ( #9252 )
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2026-01-29 14:36:12 -03:00
e620d3fd7b
Replace ':' with '-' in backtest names for API CI ( #9251 )
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2026-01-29 14:03:58 -03:00
4b6643312e
Allow emtpy BNFCR cash through ( #9247 )
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2026-01-28 10:53:19 -03:00
4b2f203322
Fix USDC binance crypto future and stable pairs ( #9246 )
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- Minor fix for stable pairs handling without a pair, adding unit tests
- Fix for USDC it's a USD-M crypto future not coin
2026-01-28 09:49:28 -03:00
7eefdebae5
Update signal when rangeBand is zero ( #9245 )
2026-01-28 09:47:53 -03:00
7f17838ad0
Fix crypto future margin model to reflect margin used ( #9235 )
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* Fix crypto future margin model to reflect margin used
* Minor tests fixes
* Cleanup
* Cleanup
2026-01-27 13:40:36 -04:00
5a1ebcbaad
Fix LeanDataWriter Compression method so it supports unicode filenames ( #9244 )
2026-01-27 14:31:46 -03:00
552511ef58
Fix dydx holdings value ( #9243 )
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- dYdX crypto futures holdings value behaves like normal positions qtty
* price
2026-01-26 16:29:19 -03:00
8f2fd3d64a
Redact local lean error message ( #9232 )
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Redact message in local user's CLI's
2026-01-26 12:56:19 -03:00
609deb2b03
Logging only once price rounding warnings ( #9238 )
2026-01-26 12:54:33 -03:00
7fb246511a
Add total performance statistics to live result files ( #9224 )
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* Add total performance statistics to live result files
* Truncate closed trades in live results
* Avoid adding totalPerformance to live minute result file
* Deprecated Trade.Symbol in favor of new Trade.Symbols
* Fixes for Trade serialization
* Add trades json serialization tests
* Cleanup
2026-01-16 15:41:35 -04:00
745292c15a
Add Async for submit request to string ( #9228 )
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2026-01-16 13:44:16 -03:00
22e0e5ddf5
Prevent SessionBar EndTime overflow when Time is DateTime.MaxValue ( #9215 )
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* Fix SessionBar EndTime overflow
* Fix broken tests
* Update python regression tests
* Solve review comments
* Revert changes
* Prevent overflow from Time + Period
2026-01-16 12:07:41 -03:00
ef94b5affc
Add dYdX IoC Time In Force ( #9226 )
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* Add `IoC` and update `PostOnly` in `dYdXOrderProperties` with validation logic; add corresponding unit tests.
* change case to use IOC
* more IOC
2026-01-15 17:20:11 -03:00
61e8c63acd
Fix dydx camel case ( #9223 )
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2026-01-14 11:55:29 -03:00
1ca7320f2f
Add dYdXFutureMarginInterestRateModel ( #9221 )
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* Add `dYdXFutureMarginInterestRateModel` and update `GetMarginInterestRateModel` to support CryptoFuture funding rates
* missing import
2026-01-13 18:00:26 -03:00
5b8e54f272
Reduce excessive debug logging in live trading ( #9220 )
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* Reduce excessive logs
* Revert unnecesary log changes
2026-01-13 14:19:40 -03:00
26584c2fd0
Stop and delete unused threads in tests ( #9219 )
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2026-01-13 13:13:37 -03:00
48fd4eccff
Feat: override ToString() in several Event Args ( #9217 )
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* feat: override ToString() in several Event Args
* fix: typo
2026-01-13 10:00:48 -03:00
75d5cbcf2a
Fix: RandomDataGenerator crashes when algorithm is null ( #9211 )
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* Fix NullReferenceException in SecurityService
* Simplify the unit test
* Add unit test for RandomDataGenerator
* Improve unit test name
* Solve review comments
2026-01-12 14:50:01 -04:00
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
Martin-Molinero