8924d203e5
Merge pull request #4536 from QuantConnect/bug-coinapi-process-only-spot
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CoinAPI converter will only process SPOT files.
2020-06-24 08:54:31 -07:00
d7bb8a2018
CoinAPI converter will only process SPOT files.
2020-06-24 12:17:43 -03:00
353961a088
Merge pull request #4531 from QuantConnect/bug-4522-previous-quote-close-should-equal-current-open-bar
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Previous QuoteBar Close is not equal to Current QuoteBar Open
2020-06-23 19:45:00 -03:00
c18b1af5ce
Address reviews
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- Add new comment expanding on the QuoteBar ask and bid fill forward behavior for new bars, which are not a fill forward bar.
2020-06-23 14:50:23 -03:00
febc4b50ea
Fix QuoteBarConsolidator
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- TickQuoteBarConsolidator will use previous bar. Updating unit tests
- QuoteBarConsolidator open ask and bid will match previous bar close
bid and ask. Adding unit tests
2020-06-23 14:42:56 -03:00
79a05ebd27
Quote bar previous close and current open should be same
2020-06-23 14:42:56 -03:00
98cde3479a
Merge pull request #4518 from QuantConnect/bitfinex-brokerage-updates
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Bitfinex Brokerage Updates
2020-06-23 11:02:00 -03:00
36c59d41bc
Address review
2020-06-23 15:33:17 +02:00
768764030e
Merge pull request #4533 from michael-sena/bug-4532-prevent-nullpointerexception-in-livetradingrealtimehandler
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Fix LiveTradingRealTimeHandler pack-up creating the potential for a N…
2020-06-23 10:28:06 -03:00
dbf3248f53
Fix LiveTradingRealTimeHandler pack-up creating the potential for a NullReferenceException
2020-06-23 12:58:58 +10:00
615bdff3dd
Merge pull request #4530 from C-SELLERS/bug-update-out-of-date-documentation
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Update out of date documentation
2020-06-22 22:18:39 -03:00
e6ea8525f6
add . for niceness
2020-06-22 18:00:27 -07:00
87095577e3
Place Python setup at top of doc
2020-06-22 17:58:35 -07:00
06e165fd3b
Typo Fixed
2020-06-22 17:19:49 -07:00
cc20f8be66
More formatting for appearance
2020-06-22 16:03:57 -07:00
71ab27384b
Format
2020-06-22 16:02:35 -07:00
b117090ba7
Formatting fixes
2020-06-22 16:01:08 -07:00
65a4bb6a83
Started a readme for Tests directory
2020-06-22 15:58:44 -07:00
e9d69eba74
Update Pandas version for Python Algorithms
2020-06-22 15:16:16 -07:00
17b03a7d28
Merge pull request #4519 from jmerle/bug-unclosed-summary
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Fix unclosed summary tag
2020-06-17 16:24:05 -03:00
2d022fadff
Fix unclosed summary tag
2020-06-17 20:27:40 +02:00
2a1da92dc5
Merge pull request #4517 from hsm207/bug-typo-readme
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Fix typo in readme.md
2020-06-17 09:51:43 -03:00
3737049dde
Update Bitfinex symbol list
2020-06-17 14:03:58 +02:00
4c7cbd42ca
Update rate limit for new websocket connections
2020-06-17 14:03:58 +02:00
b606c3dbaa
Replace WebSocketSharp with System.Net.WebSockets in BitfinexBrokerage
2020-06-17 14:03:57 +02:00
5aa5b33594
Fix typo in readme.md
2020-06-16 16:09:48 +00:00
3ed1815c94
Merge pull request #4513 from QuantConnect/feature-coarse-universe-selection-adding-tiingo-news
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Coarse TiingoNews universe selection algorithm
2020-06-16 11:49:17 -03:00
39e56ea7c0
Address reviews
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- Removing the need to call MHDB.SetEntry, this will be handled by the
data manager
2020-06-15 20:05:12 -03:00
b575880739
Coarse tiingo new universe selection algorithm
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- Adding an example algorithm of a custom universe selection using
coarse data and adding tiingo news. If conditions are met will add the
underlying and trade it
- Adding required UniversePythonWrapper
2020-06-15 20:05:08 -03:00
5455c34a9b
Merge pull request #4516 from Martin-Molinero/bug-4511-fix-docker-ignore
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Fix for dockerignore
2020-06-15 18:33:28 -03:00
1defd2d4ac
Fix for dockerignore
2020-06-15 18:18:37 -03:00
47a4f875ff
Merge pull request #4506 from QuantConnect/feature-data-permission-manager
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Adding new DataPermissionManager
2020-06-15 15:08:18 -03:00
2865824194
Merge pull request #4512 from AlexCatarino/bug-minimumpricevariation-decimal-parse
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Fixes Decimal Parse of MinimumPriceVariation
2020-06-15 14:09:22 -03:00
c4dfa588ba
Fixes Unit Tests
2020-06-15 16:12:07 +01:00
2ca4ba694e
Fixes Decimal Parse of MinimumPriceVariation
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`MinimumPriceVariation` values in `SymbolPropertiesDatabase` can be represented as a exponent number. `ToDecimal` method fails to parse it correctly. A new method, `ToDecimalAllowExponent` is used instead.
2020-06-13 01:38:31 +01:00
bcc67d2457
DataPermissionManager is used by history provider
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- DataPermissionManager will be used by the history provider
- Moving interfaces from Engine to Common
2020-06-12 12:51:14 -03:00
0672d2082d
Add resolution deserialization unit test
2020-06-12 12:34:10 -03:00
452bf27bd9
Adding new DataPermissionManager
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- Adding new DataPermissionManager that will own the existing
datachannelProvider. Will assert configurations before added to the
data feed. Adding unit tests
2020-06-12 12:34:10 -03:00
164035a4d4
Merge pull request #4508 from hsm207/bug-typo-leanfoundation
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Fix typo
2020-06-12 12:07:16 -03:00
8acd8d3eac
Undo newline
2020-06-12 15:40:23 +08:00
4522602ec9
Fix typo
2020-06-12 15:12:05 +08:00
94678d5810
Merge pull request #4504 from QuantConnect/feature-4366-add-security-by-symbol
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Adds Overload to AddSecurity with Symbol Parameter
2020-06-11 13:23:17 -07:00
90240704c1
Merge pull request #4503 from QuantConnect/bug-fix-jupyterhub-dockerfile
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Fix for research dockerfile
2020-06-11 13:21:54 -07:00
23bdbf6706
Merge pull request #4497 from QuantConnect/bug-4435-tick-resolution-history-request-api
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Fix Resolution.Tick TradeBar history request
2020-06-10 20:37:05 -03:00
dfc55e9380
Adds Overload to AddSecurity with Symbol Parameter
2020-06-11 00:20:38 +01:00
3d6f45a1dc
Empty commit
2020-06-10 20:17:57 -03:00
f826ea016a
Address reviews
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- Build docker research image from a lean tag. C# and Py kernels working
2020-06-10 20:06:03 -03:00
2d0a046c1e
Reviews: Add unit test and improve exception message
2020-06-10 19:20:21 -03:00
a8524f6179
Fix for research dockerfile
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- Do not delete PythonNet.dll used by C# kernels
- Do not delete linux clr.so
- Adding docker to readmes
2020-06-10 18:30:23 -03:00
9931940de8
Merge pull request #4496 from QuantConnect/bug-4446-delisted-future-liquidate-on-expiry
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Fix Delisted.Warning event time
2020-06-10 15:07:20 -03:00
Jared