441bbd326a
Merge pull request #4467 from QuantConnect/bug-4466-sharpziplib-consolidate
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Consolidate SharpZipLib library usage
2020-05-28 11:10:14 -03:00
0a046699fc
Consolidate SharpZipLib library usage
2020-05-28 11:18:44 +02:00
d5213a3551
Merge pull request #4463 from QuantConnect/feature-specify-log-file-location
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Specify system log file location
2020-05-27 17:07:48 -03:00
eb6e0a141c
Specify log file location
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- Respect "results-destination-folder", if provided, for system log
2020-05-27 14:33:44 -03:00
beca5a1c46
Merge pull request #4462 from QuantConnect/bug-docker-file-copy
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Fix for docker file copy
2020-05-27 10:00:15 -07:00
e82c47f738
Fix for docker file copy
2020-05-27 12:37:58 -03:00
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
692bae1d6f
Update readme.md
2020-05-26 11:06:11 -07:00
02ebd7e7df
Merge pull request #4452 from QuantConnect/feature-4425-lean-docker-file
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Adding Lean dockerfile
2020-05-25 16:13:19 -03:00
9ac44e1c5b
Remove docker push
2020-05-25 13:57:45 -03:00
833c0540e0
Address review - short circuit the PandasData field/property type check
2020-05-25 09:46:58 -07:00
df76f70afa
Merge pull request #4454 from QuantConnect/bug-4453-pandasdata-wrapper-query
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Fixes PandasData Wrapper Support for Query Method
2020-05-25 13:18:14 -03:00
3e161838f2
Merge pull request #4456 from QuantConnect/bug-4431-websocket-thread-safety
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Fix thread safety in WebSocketClientWrapper.Send
2020-05-25 13:17:58 -03:00
385a8209a0
Fix thread safety in WebSocketClientWrapper.Send
2020-05-25 15:26:31 +02:00
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
6333081f7d
Address self review - Adds missing license header/removes unused imports
2020-05-22 17:20:13 -07:00
a20ac26eb7
Fixes rounding of Time property in SubscriptionData for data that has no time delta.
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* The original implementation was made with the idea in mind that bars
have a time range that they encompass. When the `Time` property is
rounded down, the period added to `EndTime` ensures that the data
will not have look-ahead bias.
However, multiple data sources do not have a time range that the data
applies to, and is actually point-in-time. For these kinds of
data, rounding of the data is not preferred since they are supposed
to represent a point in time.
2020-05-22 17:13:18 -07:00
e696ab8cfd
Adding Lean dockerfile
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- Adding Lean Dockerfile to be used as latest.
- Updating run_docker scripts
- Updating travis for docker CI
2020-05-22 21:00:41 -03:00
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
61a8ace34c
Merge pull request #4448 from QuantConnect/system-net-http-updates
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Update System.Net.Http to latest version
2020-05-22 18:04:17 -03:00
cfb3329f33
Update System.Net.Http to latest version
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- also removed unused references
2020-05-22 22:55:18 +02:00
10596fad44
Merge pull request #4449 from QuantConnect/bug-rename-jupyter-add-nuget
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Rename Jupyter to Research add nuget
2020-05-22 10:27:25 -07:00
8a63a1ac32
Rename Jupyter to Research add nuget
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- Rename Jupyter to Research and add it's nuget package
2020-05-22 12:42:59 -03:00
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
facf00d460
Merge pull request #4444 from Martin-Molinero/bug-nuget-lean-dependency-version
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Fix nuget QC dependency version
2020-05-21 18:27:56 -03:00
9631cd6749
Fix nuget QC dependency version
2020-05-21 16:21:59 -03:00
b6e0316640
Merge pull request #4443 from QuantConnect/bug-nuget-assembly-descriptions
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Add assembly description to nuspec
2020-05-21 15:08:19 -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
9d0fdd1acc
Merge pull request #4433 from QuantConnect/bug-fix-alpaca-history-requests
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Fixes Second, Tick Resolution history requests for Alpaca
2020-05-21 10:30:34 -03:00
cf276ad081
Update readme.md
2020-05-20 21:02:15 -03:00
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
8cc69aafa6
Merge pull request #4431 from QuantConnect/bug-4324-gdax-brokerage-stability
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Replace WebSocketSharp with System.Net.WebSockets in GDAXBrokerage
2020-05-20 17:58:40 -03:00
770f8b593f
Merge pull request #4429 from simonsonjack/update-AlphaStreamsSlippageModel
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Updated AlphaStreamsSlippageModel
2020-05-20 17:46:20 -03:00
3ca41c46d4
Merge pull request #4438 from QuantConnect/bug-typo-option-contract-style
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Fixes Typo OptionContract.Style
2020-05-20 08:59:53 -07:00
9de6740438
Fixes Typo OptionContract.Style
2020-05-20 16:57:05 +01:00
0478daccd3
Address review
2020-05-20 17:04:42 +02:00
59ed3f58e9
Merge pull request #4436 from gsalaz98/bug-4424-report-generator-decimal-deserialization
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Fixes issue in Report project where decimal.MaxValue made Json.NET deserialization fail
2020-05-19 17:57:03 -07:00
1910e8e233
Fixes issue in Report project where decimal.MaxValue made Json.NET deserialization fail
2020-05-19 17:17:35 -07:00
2c8825a0ef
Fixes Second, Tick Resolution history requests for Alpaca
2020-05-19 15:21:18 -07:00
88cb12ae8c
Update SmartInsiderEventType.cs
2020-05-19 08:09:47 -07:00
d19953c21e
Add missing Dispose
2020-05-19 16:53:26 +02:00
b86a729ccb
Address review
2020-05-19 14:52:38 +02:00
1fe660a35f
Update GDAXBrokerage to use System.Net.WebSockets instead of WebSocketSharp
2020-05-19 08:40:34 +02:00
9f53e65472
Reinstate slippage
2020-05-18 15:50:12 -07:00
Martin-Molinero