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* Enhance order request processing by grouping requests and adding concurrency tests
* Minor adjustment
---------
Co-authored-by: Adrian Tkacz <adrian.tkacz@creatdy.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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* feat: improve symbol parsing for futures/options in downloader
* refactor: symbol parsing and unify ticker handling
* refactor: symbol parsing and loading in BaseDataDownloadConfig
* Fix trade drawdown calculation
* Cleanup
* Disable MAE. MFE and Drawdown calculation for FlatToFlat and FlatToReduced trade grouping methods
* Minor test fixes
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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
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* Fix NullReferenceException in SecurityService
* Simplify the unit test
* Add unit test for RandomDataGenerator
* Improve unit test name
* Solve review comments
* 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
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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
* 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
* 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
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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
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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
* 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
Adrian Tkacz