10313 Commits

Author SHA1 Message Date
Martin-Molinero c6157a79ac Merge pull request #4543 from C-SELLERS/bug-4434-Update-FXCM-Error-Message
Bug 4434 update fxcm error message
8746
2020-06-30 12:13:17 -03:00
Martin-Molinero 290342e910 Merge pull request #4549 from Adalyat/feature-4108-more-bollinger-indicators
Add BandWidth and %B to Bollinger Bands indicator
8745
2020-06-30 11:48:23 -03:00
Adalyat Nazirov 5f7b58bc09 More Bollinger Indicators 2020-06-30 11:02:59 +03:00
Martin-Molinero 44a82b82cf Merge pull request #4521 from AnandVishnu/feature-add-sgx-hkfe-exchange-contracts
Add future contracts for NK, IN, TW and HSI
8744
2020-06-29 18:42:53 -03:00
Anand Vishnu ec6abfacc8 Add future contracts for NK, IN, TW and HSI 2020-06-29 17:35:40 +01:00
Martin-Molinero 5131b948dd Merge pull request #4542 from C-SELLERS/test-4044-extended-market-regression-algorithm
Test 4044 extended market regression algorithm
8740
2020-06-26 17:16:43 -03:00
Colton Sellers 3ae3244318 Update contact info to disable hedging 2020-06-26 12:19:52 -07:00
Colton Sellers d9902231db Update API access error message and include new email template 2020-06-26 12:19:35 -07:00
Colton Sellers cf888028af Address review 2020-06-26 09:45:33 -07:00
Colton Sellers 828b2424c6 Simplification of the time constraints 2020-06-25 17:43:13 -07:00
Colton Sellers 7058254cc7 Addition of ExtendedMarketTradingRegressionAlgorithm in Python 2020-06-25 17:27:30 -07:00
Colton Sellers 086432c3c6 Creation of Extended Market Trading Regression Algorithm 2020-06-25 16:38:23 -07:00
Jared 9cfeb36d4f Update readme.md 8738 2020-06-25 16:13:48 -07:00
Colton Sellers a72e3f0598 Add new regression trading algorithm 2020-06-25 15:26:30 -07:00
Martin-Molinero a4a504ce6b Merge pull request #4538 from Martin-Molinero/bug-2923-custom-data-market
Fix custom data market hours db
8733
2020-06-25 15:29:22 -03:00
Martin Molinero 74485c32ba Fix custom data market hours db
- Fix adding custom data from market other than USA. Adding unit test
2020-06-25 10:57:53 -03:00
Martin-Molinero c3062e4c0e Merge pull request #4479 from QuantConnect/update-margins
Update futures margins
8728
2020-06-24 18:00:16 -03:00
Martin-Molinero a29bdc7f0a Merge pull request #4535 from QuantConnect/bug-4534-store-order-events-path-fix
Fix path bug in StoreOrderEvents
8727
2020-06-24 13:41:14 -03:00
Jared 8924d203e5 Merge pull request #4536 from QuantConnect/bug-coinapi-process-only-spot
CoinAPI converter will only process SPOT files.
8726
2020-06-24 08:54:31 -07:00
JJD d7bb8a2018 CoinAPI converter will only process SPOT files. 2020-06-24 12:17:43 -03:00
Stefano Raggi bf3f71ca6c Fix path bug in StoreOrderEvents 2020-06-24 16:01:14 +02:00
Martin-Molinero 353961a088 Merge pull request #4531 from QuantConnect/bug-4522-previous-quote-close-should-equal-current-open-bar
Previous QuoteBar Close is not equal to Current QuoteBar Open
8721
2020-06-23 19:45:00 -03:00
Martin Molinero c18b1af5ce Address reviews
- 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
Martin Molinero febc4b50ea Fix QuoteBarConsolidator
- 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
Anand Vishnu 79a05ebd27 Quote bar previous close and current open should be same 2020-06-23 14:42:56 -03:00
Martin-Molinero 98cde3479a Merge pull request #4518 from QuantConnect/bitfinex-brokerage-updates
Bitfinex Brokerage Updates
8718
2020-06-23 11:02:00 -03:00
Stefano Raggi 36c59d41bc Address review 2020-06-23 15:33:17 +02:00
Martin-Molinero 768764030e Merge pull request #4533 from michael-sena/bug-4532-prevent-nullpointerexception-in-livetradingrealtimehandler
Fix LiveTradingRealTimeHandler pack-up creating the potential for a N…
8716
2020-06-23 10:28:06 -03:00
Michael Sena dbf3248f53 Fix LiveTradingRealTimeHandler pack-up creating the potential for a NullReferenceException 2020-06-23 12:58:58 +10:00
Martin-Molinero 615bdff3dd Merge pull request #4530 from C-SELLERS/bug-update-out-of-date-documentation
Update out of date documentation
8715
2020-06-22 22:18:39 -03:00
C-SELLERS e6ea8525f6 add . for niceness 2020-06-22 18:00:27 -07:00
C-SELLERS 87095577e3 Place Python setup at top of doc 2020-06-22 17:58:35 -07:00
C-SELLERS 06e165fd3b Typo Fixed 2020-06-22 17:19:49 -07:00
C-SELLERS cc20f8be66 More formatting for appearance 2020-06-22 16:03:57 -07:00
C-SELLERS 71ab27384b Format 2020-06-22 16:02:35 -07:00
C-SELLERS b117090ba7 Formatting fixes 2020-06-22 16:01:08 -07:00
C-SELLERS 65a4bb6a83 Started a readme for Tests directory 2020-06-22 15:58:44 -07:00
C-SELLERS e9d69eba74 Update Pandas version for Python Algorithms 2020-06-22 15:16:16 -07:00
Gerardo Salazar 8d0d27253a Address review: Cleans up percentage margins and adds missing margins 2020-06-18 10:20:15 -07:00
Martin-Molinero 17b03a7d28 Merge pull request #4519 from jmerle/bug-unclosed-summary
Fix unclosed summary tag
8709
2020-06-17 16:24:05 -03:00
Jasper van Merle 2d022fadff Fix unclosed summary tag 2020-06-17 20:27:40 +02:00
Martin-Molinero 2a1da92dc5 Merge pull request #4517 from hsm207/bug-typo-readme
Fix typo in readme.md
8707
2020-06-17 09:51:43 -03:00
Stefano Raggi 3737049dde Update Bitfinex symbol list 2020-06-17 14:03:58 +02:00
Stefano Raggi 4c7cbd42ca Update rate limit for new websocket connections 2020-06-17 14:03:58 +02:00
Stefano Raggi b606c3dbaa Replace WebSocketSharp with System.Net.WebSockets in BitfinexBrokerage 2020-06-17 14:03:57 +02:00
hsm207 5aa5b33594 Fix typo in readme.md 2020-06-16 16:09:48 +00:00
Martin-Molinero 3ed1815c94 Merge pull request #4513 from QuantConnect/feature-coarse-universe-selection-adding-tiingo-news
Coarse TiingoNews universe selection algorithm
8699
2020-06-16 11:49:17 -03:00
Martin Molinero 39e56ea7c0 Address reviews
- Removing the need to call MHDB.SetEntry, this will be handled by the
  data manager
2020-06-15 20:05:12 -03:00
Martin Molinero b575880739 Coarse tiingo new universe selection algorithm
- 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
Gerardo Salazar 3baf8c3959 Address review: Removes changing percentage margins
* Only the first margin of a percentage margin will be
    used from now onwards
2020-06-15 16:00:38 -07:00