6735c2baf4
Merge pull request #4498 from QuantConnect/feature-storage-write-permissions
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Add permission control for Storage
2020-06-09 21:21:19 -03:00
35f849254e
Improvements
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- Replace bitwise And operation for .HasFlag call
- Minor change in object store permission error message
2020-06-09 20:55:21 -03:00
ac07e0a301
Merge pull request #4500 from QuantConnect/bug-fix-progress-report
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Fix backtesting progress int division
2020-06-09 16:47:34 -07:00
7d99b9de6c
Fix backtesting progress int division
2020-06-09 20:45:07 -03:00
7a7ad8e7e7
Address review: improve error messaging
2020-06-09 19:29:59 -03:00
e782ffa4c6
Reuse existing FileAccess permissions
2020-06-09 18:13:12 -03:00
5bd11ebd9d
Add permission control for Storage
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- Adding `Controls.StoragePermissions` to govern permissions for storing into
the object store. Adding unit tests
2020-06-09 17:24:00 -03:00
d812dd43ae
Merge pull request #4495 from QuantConnect/feature-store-sys-logs
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FactorFileRow.Parse should not be public
2020-06-08 13:15:42 -07:00
69194bfbe9
Minor improvements
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- Makeing FactorFileRow.Parse private to avoid wrong usages
- Avoid end of stream check while unzipping
2020-06-08 14:33:52 -03:00
370685447d
Merge pull request #4486 from AlexCatarino/feature-add-ema-cross-front-contract-algorithm
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Adds EmaCrossFuturesFrontMonthAlgorithm
2020-06-05 19:10:23 -03:00
dadaf9bf68
Merge pull request #4485 from QuantConnect/bug-4480-fix-runtime-errors-during-ib-reset-times
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Update IBAutomater to v1.0.23
2020-06-05 18:55:01 -03:00
05bc28d2fd
Revert "Add server reset time checks in PlaceOrder/UpdateOrder/CancelOrder"
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This reverts commit d1963fe32e
2020-06-05 23:44:34 +02:00
2e1a5925fd
Update EmaCrossFuturesFrontMonthAlgorithm.py
2020-06-05 10:55:39 -03:00
d28b6c9ea7
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
7f1e764211
Addresses Peer-Review
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- Adds comment explaining `OnlyApplyFilterAtMarketOpen` usage;
- Fix custom plot bug.
- Use `WarmUpIndicator`.
2020-06-05 01:39:35 +01:00
ba2feb02b7
Merge pull request #4477 from QuantConnect/refactor-remove-deprecated-projects
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Refactor remove deprecated projects
2020-06-04 19:40:43 -03:00
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
d1963fe32e
Add server reset time checks in PlaceOrder/UpdateOrder/CancelOrder
2020-06-04 11:42:20 +02:00
f008e90202
Adds EmaCrossFuturesFrontMonthAlgorithm
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This example shows how to create an EMA cross algorithm for a futures' front contract. Once the contract is added, the indicators are registered to a new consolidator and warmed up with historical data. When a contract is removed, the consolidator is removed and the indicators are reseted. We don't need to liquidate it, because it's liquidated automatically since it has expired.
2020-06-04 00:21:49 +01:00
ac8781dbfd
Feature sponsorship button ( #4484 )
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* Create FUNDING.yml
2020-06-03 13:57:39 -07:00
c01352468e
Update IBAutomater to v1.0.23
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- moved IB reset times handling from IB brokerage to IBAutomater
2020-06-03 22:53:39 +02:00
7fc21e52dd
Add QC.Common as dependency for nuget QC.Launcher
2020-06-02 13:56:59 -03:00
b5a9494a9b
Fix for python build scripts
2020-06-02 12:52:28 -03:00
8d1a8d767b
Remove depreceted projects
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- Remove Java and VisualStudioPlugin deprecated projects
- Removing VS 15 solution file
- Nuget .nuspec fixes
2020-06-01 21:27:45 -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
Martin-Molinero