Jared
0f8e4122cd
Merge pull request #4539 from QuantConnect/ib-brokerage-updates-2
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IB Brokerage Updates
8766
2020-07-08 14:20:26 -07:00
Jared
117825ba55
Merge pull request #4565 from QuantConnect/bug-add-null-check
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Bug add null checks
8765
2020-07-08 11:08:23 -07:00
Martin Molinero
bab635856d
Create empty result packet for live trading
2020-07-08 11:47:28 -03:00
Martin Molinero
aa0dfc7b3b
Create empty result packet for failed inits
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- Backtesting will create an empty packet for failed inits
2020-07-08 11:03:04 -03:00
Martin Molinero
e217caef47
Adding null checks for failed initializations
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- Adding null checks to handle failed algorithm initializations
2020-07-08 10:18:43 -03:00
Stefano Raggi
76e16c1163
Restart and reconnect when IBGateway closed
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- This is required with IBGateway v978 because of the daily/weekly automatic logoff
2020-07-02 16:24:20 +02:00
Stefano Raggi
709b6f53dc
Update IBAutomater to v1.0.26
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- https://github.com/QuantConnect/IBAutomater/pull/18
2020-07-01 15:35:56 +02:00
Stefano Raggi
b897f12e66
Minor log message fixes
2020-07-01 15:35:56 +02:00
Stefano Raggi
1af01b8b26
Restore BrokerageMessageEvent.Reconnected
2020-07-01 15:35:56 +02:00
Stefano Raggi
3b92a1c6e6
Remove IBGateway restart handling
2020-07-01 15:35:56 +02:00
Stefano Raggi
50b7f434bb
Add connection checks in PlaceOrder/UpdateOrder/CancelOrder
2020-07-01 15:35:56 +02:00
Stefano Raggi
bb147042df
Update IBAutomater to v1.0.25
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- https://github.com/QuantConnect/IBAutomater/pull/18
2020-07-01 15:35:56 +02:00
Martin-Molinero
23c3d48e8a
Merge pull request #4551 from StefanoRaggi/bug-4550-alpaca-rejected-order-event
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Add handler for Alpaca rejected order events
8747
2020-06-30 15:47:13 -03:00
Stefano Raggi
495cf7171f
Add handler for Alpaca TradeEvent.Expired
2020-06-30 20:27:00 +02:00
Martin-Molinero
c6157a79ac
Merge pull request #4543 from C-SELLERS/bug-4434-Update-FXCM-Error-Message
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Bug 4434 update fxcm error message
8746
2020-06-30 12:13:17 -03:00
Stefano Raggi
af59e57f66
Add handler for Alpaca rejected order events
2020-06-30 17:09:30 +02:00
Martin-Molinero
290342e910
Merge pull request #4549 from Adalyat/feature-4108-more-bollinger-indicators
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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
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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
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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
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Fix custom data market hours db
8733
2020-06-25 15:29:22 -03:00
Martin Molinero
74485c32ba
Fix custom data market hours db
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- 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
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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
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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
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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
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Previous QuoteBar Close is not equal to Current QuoteBar Open
8721
2020-06-23 19:45:00 -03:00
Martin Molinero
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
Martin Molinero
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
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
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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
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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
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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