ea9007601d
fix date parsing: TwelveCharacter dateformat can't be parsed properly;
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more String Extensions: extract substring safely
add more US formats
2020-07-31 17:53:55 +03:00
db1bf686b9
Fix factor files missing file dir check
2020-07-31 10:44:57 -03:00
b0c21b605c
Allow use of the MarketHoursDatabase class without requiring the Data folder
2020-07-30 16:16:25 +10:00
211f1144b5
Implement NotSpecified SmartInsiderEventType
2020-07-29 21:08:52 +00:00
e7682cbd37
Add Plan Re-started to SmartInsiderEventType
2020-07-29 11:24:44 -03:00
48db57d224
Merge pull request #4537 from C-SELLERS/bug-4524-Update-API-Node-Endpoints
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Add Node API Functions
2020-07-28 07:30:12 -07:00
dc82c15c18
Address review
2020-07-27 14:11:40 -07:00
5faf7a0b55
Fix Mono reporting double CPU usage
2020-07-16 11:40:32 -03:00
935db4ed3e
Address new pricing structure when deserializing node objects
2020-07-10 14:04:41 -07:00
5188d0cb7f
Documentation update
2020-07-10 12:28:38 -07:00
d1624ab899
Merge pull request #4560 from QuantConnect/bug-4547-pandas-data-list-index
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Adds Support to List of Symbol and String (Ticker)
2020-07-08 17:29:40 -07:00
df7bc89d9b
Address review
2020-07-08 14:37:58 -07:00
0f8e4122cd
Merge pull request #4539 from QuantConnect/ib-brokerage-updates-2
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IB Brokerage Updates
2020-07-08 14:20:26 -07:00
bab635856d
Create empty result packet for live trading
2020-07-08 11:47:28 -03:00
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
75a5f267f1
Adds Support to List of Symbol and String (Ticker)
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Adds case in the mapper method to handled list type.
2020-07-04 00:11:19 +01:00
b897f12e66
Minor log message fixes
2020-07-01 15:35:56 +02:00
ec6abfacc8
Add future contracts for NK, IN, TW and HSI
2020-06-29 17:35:40 +01:00
831e1c0b78
Address reviews v2
2020-06-24 18:02:13 -07:00
053925829c
Address review
2020-06-24 17:44:15 -07:00
4263afab9f
Removed all unnecessary new lines
2020-06-24 17:06:21 -07:00
da89f6f3d1
RAM can be decimal, GetSKU is static for direct method calls, & commented out bug on CreateNode response wrapper.
2020-06-24 15:53:20 -07:00
b28ed7c9f2
Add GetSKU helper and CreatedNode response wrapper
2020-06-24 12:22:57 -07:00
b7ba768371
Addition of API Node classes
2020-06-23 16:55:18 -07:00
a9a37c1647
Node & NodeList classes for API response
2020-06-23 16:53:48 -07:00
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
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
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
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
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
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
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
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
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
0a046699fc
Consolidate SharpZipLib library usage
2020-05-28 11:18:44 +02:00
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
833c0540e0
Address review - short circuit the PandasData field/property type check
2020-05-25 09:46:58 -07:00
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
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
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
9631cd6749
Fix nuget QC dependency version
2020-05-21 16:21:59 -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
Adalyat Nazirov