b4e7f4ce46
Merge pull request #4460 from michael-sena/bug-4459-python-postbuildevent
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Adjust Algorithm.Python PostBuildEvent location and ensure scripts pass
2020-06-04 19:40:31 -03:00
ac8781dbfd
Feature sponsorship button ( #4484 )
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* Create FUNDING.yml
2020-06-03 13:57:39 -07:00
b5a9494a9b
Fix for python build scripts
2020-06-02 12:52:28 -03:00
fe503bbeb1
Merge pull request #4476 from AlexCatarino/bug-4475-kama
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Adds Optional Parameters to KaufmanAdaptiveMovingAverage
2020-06-01 10:51:37 -03:00
fffd6a8493
Adds Optional Parameters to KaufmanAdaptiveMovingAverage
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Our reference, http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average , points to three parameters, but only one is defined. The missing parameters were added to reflect the reference.
2020-05-31 14:44:53 +01:00
d77a557254
Merge pull request #4472 from QuantConnect/bug-4471-history-data-day-change
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Fixes History Request Data Time Zone
2020-05-29 16:00:51 -07:00
7a9778f9fd
Addresses Peer-Review
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- Do not reuse parameter variables `start` and `end`. Create new variables with meaningful names and rename them to `startUtc` and `endUtc`.
- Use `EachTradeableDayInTimeZone` to calculate `tradableDates`.
- Adds another test/assertion in the regression algorithms to ensure tests in the scheduled event were performed.
2020-05-29 14:56:10 +01:00
8b1afdb083
Fixes History Request Data Time Zone
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The tradable days of the history request should respect the data time zone since the data source files also do.
Upgrade `BasicTemplateFuturesHistoryAlgorithm` to a regression algorithm and add a schedule event to test history requests every hour.
2020-05-29 00:31:12 +01:00
4efefa59eb
Merge pull request #4469 from QuantConnect/feature-max-cpu-allocation
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Add CPU max allocation to Controls
2020-05-28 12:47:09 -07:00
8c0235617b
Add CPU max allocation to Controls
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- Add CPU max allocation to Controls
- Rename json field ram allocation from iRamAllocation to iMaxRamAllocation
2020-05-28 15:53:28 -03:00
9c4b468470
Merge pull request #4464 from QuantConnect/feature-rename-pcm-python-parameter
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Renames rebalancingParam to rebalance in PCMs
2020-05-28 08:45:03 -07:00
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
961f2292c2
Renames rebalancingParam to rebalance in PCMs
2020-05-27 20:48:29 +01:00
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
bb67bd4d0d
Adjust Algorithm.Python PostBuildEvent location and ensure scripts pass
2020-05-26 15:45:09 +10:00
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
Martin-Molinero