f9cad3dc0c
Merge pull request #4451 from QuantConnect/bug-pandasdata-misaligned-series-indexes-crash
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Fixes alignment of Series objects created in PandasData causing crash
2020-05-26 14:02:17 -07:00
833c0540e0
Address review - short circuit the PandasData field/property type check
2020-05-25 09:46:58 -07:00
7bb7d6487f
Fixes PandasData Wrapper Support for Query Method
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query/eval methods needs to look for a scope variable at a higher level since the wrapper classes are children of pandas classes.
2020-05-23 02:19:52 +01:00
bb2947d941
Fixes alignment of Series objects created in PandasData causing crash
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* When a BaseData instance has Nullable fields, the number of data
points per Series is inconsistent, and results in a Series with
a length different from the other Series we produce, resulting
in an error "ValueError: cannot handle a non-unique multi-index!"
when we were constructing the final DataFrame.
2020-05-22 15:57:16 -07:00
34f5e6d427
Merge pull request #4439 from QuantConnect/bug-smartinsider-history-dropped-points
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Updates Smart Insider transactions and intentions to use different time index
2020-05-22 11:12:07 -03:00
7d5cb6c402
Merge pull request #4447 from QuantConnect/bug-add-backtest-exit-logs-fix-controls
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Logging improvements
2020-05-21 17:10:29 -07:00
57ea4683d4
Log fixes
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- Revert change in Controls getting settings from log, moving to the
QuantBook
- Adding a couple of logs to BRH exit
2020-05-21 20:08:51 -03:00
9631cd6749
Fix nuget QC dependency version
2020-05-21 16:21:59 -03:00
09c17b71ed
Add assembly description to nuspec
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- Due to bug in nuget failing to replace description and copyright token, setting
.nuspec description to match assembly description
2020-05-21 14:42:12 -03:00
9087b0f782
Address review - designate Smart Insider timezone as UTC
2020-05-21 10:01:32 -07:00
83663e0df1
Merge pull request #4441 from QuantConnect/feature-4284-pandas-override
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PandasData Speed Improvement
2020-05-21 09:43:04 -07:00
1d0d4f4d7b
Add assembly descriptions ( #4442 )
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Add assembly descriptions
2020-05-21 09:35:12 -07:00
2ab7eefd63
PandasData Speed Improvement
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Use the original `pandas.Series` to create `Series` objects before `DataFrame` (wrapper version) creation.
It improves the speed because it avoids unnecessary and expensive index wrapping operations of the `DataFrame` creation.
2020-05-21 15:55:00 +01:00
f610b3a4fb
Updates Smart Insider transactions and intentions to use different time index
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* We now use the time at which Smart Insider added a given event to
their database. Because time indexes for Smart Insider are now
non-duplicated per symbol, the History request will properly work.
2020-05-20 14:55:28 -07:00
770f8b593f
Merge pull request #4429 from simonsonjack/update-AlphaStreamsSlippageModel
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Updated AlphaStreamsSlippageModel
2020-05-20 17:46:20 -03:00
9de6740438
Fixes Typo OptionContract.Style
2020-05-20 16:57:05 +01:00
88cb12ae8c
Update SmartInsiderEventType.cs
2020-05-19 08:09:47 -07:00
9f53e65472
Reinstate slippage
2020-05-18 15:50:12 -07:00
ac4d1107d9
Updated AlphaStreamsSlippageModel
2020-05-18 09:46:59 -07:00
b89e2ef9c2
Merge pull request #4427 from AlexCatarino/feature-adds-optionstyle-contract
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Adds Style Property to OptionContract
2020-05-18 12:54:09 -03:00
666214590e
Merge pull request #4422 from QuantConnect/feature-4284-pandas-override
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Implements New PandasData Remapper
2020-05-18 12:48:38 -03:00
34c337e766
Addresses Peer-Review
2020-05-18 16:28:19 +01:00
86794a9e78
Merge pull request #4423 from QuantConnect/refactor-update-to-net-4-6-2
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Update to .Net 4.6.2
2020-05-18 10:39:25 -03:00
f668bc4c73
Adds Style Property to OptionContract
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The information on option style type was not present in OptionContract object.
2020-05-18 14:09:33 +01:00
e9eba27e6e
Implements New PandasData.Remapper
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In this implementation, we dynamically create new classes that wraps key functions and properties. The wrappers will map/convert any parameter that are convertible to the string representation of Symbol.ID before they are used by the original function/property.
2020-05-15 23:30:19 +01:00
c82ad8638a
Merge pull request #4399 from gsalaz98/bug-4382-smartinsider-new-eventtypes
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Adds missing fields from intentions dataset to SmartInsiderEventType enum
2020-05-15 14:38:25 -07:00
1403b2370d
Update SmartInsiderEventType.cs
2020-05-15 14:38:12 -07:00
891cf4d69b
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
7bcd648f86
Merge pull request #4409 from QuantConnect/bug-3936-tiingonews-data-points-drop-v2
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Fix TiingoNews Time
2020-05-15 10:13:49 -03:00
c1b1d828f6
Update QLNet to 1.11.3 release
2020-05-14 18:55:50 -03:00
173eac334d
Merge pull request #4411 from QuantConnect/futures-data-downloading-and-saving
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Add support for saving Futures/Options data in LeanDataWriter
2020-05-14 16:30:56 -03:00
1576886d94
Address reviews
2020-05-14 11:36:29 -03:00
49abcd08b3
Normalize and improve Zero security price message
2020-05-13 21:19:37 -03:00
fd9aa2dbd2
Improve error messages in AlpacaBrokerageModel
2020-05-13 16:04:31 +02:00
b3cf6315de
Add IncludeExpired flag to IDataQueueUniverseProvider.Lookup
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This flag was added to enable history requests for expired futures and options contracts.
2020-05-13 11:38:53 +02:00
6009e3ffeb
Fix TiingoNews Time
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- Fix TiingoNews time for backtesting, converter will store and organize
data based on the 'QC time' which is crawldate or publish data plus an
offset
2020-05-12 16:15:26 -03:00
df8697dc1e
Revert "Removes us index futures data property"
2020-05-11 15:40:50 -07:00
4a4e2d11bd
Merge pull request #4404 from DerekMelchin/bug-4402-us-futures-index-data
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Removes us index futures data property
2020-05-11 15:14:04 -07:00
c4c3bf915c
Removes us index futures data property
2020-05-11 15:51:00 -06:00
269b8ba204
Remove PsychSignal data
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- Remove PsychSignal data since it's no longer available
2020-05-11 18:48:13 -03:00
4fea6128a7
Merge pull request #4390 from gsalaz98/feature-alternative-data-robintrack
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Implements Robintrack BaseData and example algorithms
2020-05-11 12:06:53 -07:00
51cbbf404b
Adds missing fields from intentions dataset to SmartInsiderEventType enum
2020-05-11 11:50:59 -07:00
d2eb0482fa
Address reviews - refactors portions of code and adds tests
2020-05-08 18:22:16 -07:00
d3a5f52fe9
Implements Robintrack BaseData and example algorithms
2020-05-07 16:26:15 -07:00
85cc7b13dc
Revert "Adds pandas Methods (Part I)"
2020-05-06 20:16:04 -03:00
31ed6e349b
Revert "Adds pandas Methods (Part II)"
2020-05-06 20:15:41 -03:00
3d9a24ff5c
Revert "Adds pandas Methods (Part III)"
2020-05-06 20:15:17 -03:00
07ef201f01
Revert "Adds pandas Methods (Part IV)"
2020-05-06 20:14:57 -03:00
07bf7f48e4
Revert "Adds pandas Methods (Part V)"
2020-05-06 20:14:17 -03:00
fbc4a880c8
Merge pull request #4376 from QuantConnect/performance-4347-3283-option-improvements
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Performance improvements for Options
2020-05-06 15:30:37 -03:00
Jared