63209a3fd3
Add Python overload for OptionPriceModelResult ( #9277 )
...
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* Add python overload for OptionPriceModelResult constructor
* Solve review comments
* Update regression algorithms
2026-02-10 16:48:57 -03:00
769843b118
Update Packet.cs
Benchmarks / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2026-02-10 12:35:42 -03:00
76e01bbc42
Adds support for custom option pricing models ( #9270 )
...
* Initial solution
* Made Greeks a non-abstract class
* Add regression algorithms
* Solve review comments
* Minor fix
* Minor fix
* Remove unnecessary imports
* Fix issues with regression algorithms
* Solve review comments
2026-02-09 12:46:15 -03:00
9e8c2203c1
OrderCommand should use default order properties ( #9274 )
API Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
2026-02-09 09:37:15 -03:00
e0db31dc08
Stop forcing full GC collection when reduced memory ( #9267 )
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
2026-02-04 13:54:27 -03:00
d329960e5f
Enable trades results streaming ( #9234 )
...
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Add a temporary benchmark stats sample in live
Allow trades to be written to result file on first day of the deployment before the first daily sample is done
* Enable trades results streaming
* Minor changes
* Make Trade.Id a Guid
* Cleanup
* Sample temporary charts once per hour
* Minor change
* Minor fix
* Minor fix
* Minor fix
* Add fix for potential race condition
2026-02-03 18:46:06 -03:00
9cd28a6236
Add WEX optional locate broker order property ( #9264 )
2026-02-03 16:57:14 -03:00
20736c1e29
Bybit - Allow placing orders of min size ( #9261 )
...
* Allow placing orders of min size
* add unit tests
2026-02-03 14:55:38 -03:00
31e247689f
Allow specifying PositionSize wolverine order properties ( #9257 )
Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2026-01-30 16:56:17 -03:00
ecb8e8da41
Fix trades drawdown calculation ( #9249 )
...
* Fix trade drawdown calculation
* Cleanup
* Disable MAE. MFE and Drawdown calculation for FlatToFlat and FlatToReduced trade grouping methods
* Minor test fixes
2026-01-30 15:46:41 -04:00
c6c4c1edec
Fix fundamental security direct access timestamp ( #9255 )
...
Report Generator Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
- Fix the date used by fundamental data accessed directly through security.
Updating regression algorithm asserting behavior
2026-01-30 11:41:24 -03:00
c02a8faedb
Improve Wolverine brokerage model limitations ( #9252 )
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
2026-01-29 14:36:12 -03:00
4b6643312e
Allow emtpy BNFCR cash through ( #9247 )
Report Generator Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
2026-01-28 10:53:19 -03:00
4b2f203322
Fix USDC binance crypto future and stable pairs ( #9246 )
...
- 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
7f17838ad0
Fix crypto future margin model to reflect margin used ( #9235 )
...
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Fix crypto future margin model to reflect margin used
* Minor tests fixes
* Cleanup
* Cleanup
2026-01-27 13:40:36 -04:00
552511ef58
Fix dydx holdings value ( #9243 )
...
Benchmarks / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
- dYdX crypto futures holdings value behaves like normal positions qtty
* price
2026-01-26 16:29:19 -03:00
7fb246511a
Add total performance statistics to live result files ( #9224 )
...
Report Generator Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* 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 )
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2026-01-16 13:44:16 -03:00
22e0e5ddf5
Prevent SessionBar EndTime overflow when Time is DateTime.MaxValue ( #9215 )
...
* 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 )
...
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* 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 )
Research Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2026-01-14 11:55:29 -03:00
1ca7320f2f
Add dYdXFutureMarginInterestRateModel ( #9221 )
...
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* Add `dYdXFutureMarginInterestRateModel` and update `GetMarginInterestRateModel` to support CryptoFuture funding rates
* missing import
2026-01-13 18:00:26 -03:00
48fd4eccff
Feat: override ToString() in several Event Args ( #9217 )
...
* 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 )
...
Python Virtual Environments / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
* 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 )
API Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2026-01-09 18:07:26 -03:00
e3783ed477
Override GetBuyingPowerModel to support USDC collaterla in dYdX brokerage ( #9187 )
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2026-01-05 09:55:46 -03:00
a66f279852
Fix some incorrect future expirations ( #9184 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
- 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
7735917c83
Prioritize CryptoFuture data feeds for dYdX ( #9178 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* 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 )
...
* Add GetInt64 StreamReader extension method
* Minor change
* Cleanup
* Add unit tests
2025-12-31 11:58:51 -04:00
0854ab82da
Default option filter now includes weeklies to prevent empty chains ( #9162 )
...
* 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
914d0810af
Make Collaborator.Uid nullable to fix JSON deserialization error ( #9170 )
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2025-12-30 15:40:22 -03:00
10902f95dd
net10 fix: Update clr-loader ( #9166 )
Benchmarks / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2025-12-29 19:07:35 -03:00
2e67b9ad4f
Feature net10 update ( #9161 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* 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
725737610a
fix: several Futures Currencies: 6B, 6M, 6J, 6E, 6C ( #9155 )
2025-12-24 17:39:50 +02:00
c565f4cfd0
Refactor optimization statistics serialization ( #8984 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* 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
ef1cf8e4df
Replace RestShap with HttpClient ( #9143 )
...
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Replace RestShap with HttpClient
* Address peer review
* Minor fixes
2025-12-22 09:50:25 -04:00
0f80591f51
Fix null reference un future contract. Adding tests ( #9147 )
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2025-12-19 13:51:45 -03:00
8f0224feb6
Fix StopLimit validation bug ( #9142 )
2025-12-19 12:35:19 -03:00
340b40c6ce
Fix: AUD(6A) FOP expiration ( #9139 )
...
* 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
e568162bff
Minor slice.AllData api change ( #9130 )
API Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2025-12-15 10:25:00 -03:00
c7e96b837d
Minor fix for json to stream serialization extension ( #9123 )
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
2025-12-10 18:29:57 -04:00
b4401db512
Refactor ApiClient to use HttpClient ( #9114 )
...
* 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 )
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
2025-12-09 13:01:29 -03:00
857a950e23
dYdX Brokerage Essentials ( #9116 )
...
* 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 )
...
* 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
263a9099ed
Add TryDownloadData extension method ( #9111 )
2025-12-05 10:03:27 -04:00
9acd30c355
Make DataDictionary ordered by key (symbol) ( #9105 )
...
* Make DataDictionary ordered by key (symbol)
* Cache DataDictionary sorted items
* Minor tests fixes
* Minor changes
* Minor changes
2025-12-01 12:44:22 -04:00
441ba1a7b5
Add ExtendedDictionary implementations ( #9096 )
...
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* Add ExtendedDictionary implementations
- Add DefaultExtendedDictionary<TKey, TValue> class
- Add ReadOnlyExtendedDictionary<TKey, TValue> class
- Refactor exposed dictionaries
* Make DataDictionary inherits from DefaultExtendedDictionary
* Refactor UniverseManager
* Return ReadOnlyExtendedDictionary in GetParameters()
* Solve review comments
* Remove unnecesary property, no longer required
* Reduce code duplication
* Solve new review comments
* Remove unnecesary constraints
* Replace BaseExtendedDictionary with DataDictionary in GetLastKnownPrices method
* Remove unused extensions
2025-11-28 16:03:02 -04:00
JosueNina