10428 Commits

Author SHA1 Message Date
Colton Sellers c5c57a33c1 IDE & Docker Integration (#4576)
* Mount custom algorithms to container

attach algorithms with bash script

* VS Code Integration

* PyCharm Integration

* Simplify the run docker script

* Mono C# Debugging is broken, removed related tasks

* add OSX config for run-docker

* Update readme.md

Reflect latest changes to configuration

* Update to move pdb for debugging algos

* VS Code C# Debugging fix

* Visual Studio fixes for debugging C#

* rework of launch scripts; also allows inline args

* Documentation overhaul

* Add python directory arg

* address review

* List debugging options in config

* Undo unnecessary change

* Address review and bughunt

* remove python debugging method
8951
2020-08-02 19:45:18 -03:00
Martin-Molinero 47ec1ba8be Merge pull request #4570 from AdalyatNazirov/feature-4168-arms-index-indicator
Add Arms Index Indicator
8949
2020-07-31 17:09:45 -03:00
Adalyat Nazirov e37c9dbb1a fix CreateIndicatorName; add unit tests 2020-07-31 22:50:31 +03:00
Adalyat Nazirov c2cac7fbee remove unused using 2020-07-31 22:03:57 +03:00
Adalyat Nazirov df9c1973da fix warmup process; handle not ordered bars 2020-07-31 21:39:31 +03:00
Adalyat Nazirov bfb13e46c8 improve warming indicator up 2020-07-31 21:13:56 +03:00
Adalyat Nazirov 59286bb750 handle missing values 2020-07-31 21:13:56 +03:00
Adalyat Nazirov 939b334478 test RemoveStock method 2020-07-31 21:13:56 +03:00
Adalyat Nazirov 22155bf3ce add extension methods for new indicators 2020-07-31 21:13:56 +03:00
Adalyat Nazirov 33bb1e8984 improve performance 2020-07-31 17:53:56 +03:00
Adalyat Nazirov fb483365ae refactor class 2020-07-31 17:53:56 +03:00
Adalyat Nazirov b0fcf9f7ac fixup data 2020-07-31 17:53:56 +03:00
Adalyat Nazirov a044cd6416 fix TRIN 2020-07-31 17:53:56 +03:00
Adalyat Nazirov 3f556d70ec A/D Volume Ratio: wip 2020-07-31 17:53:55 +03:00
Adalyat Nazirov 220ccbae7c A/D Ratio : wip 2020-07-31 17:53:55 +03:00
Adalyat Nazirov a6d1908aa9 TRIN 2020-07-31 17:53:55 +03:00
Adalyat Nazirov 99aa1eadd7 create A/D Volume Ratio indicator 2020-07-31 17:53:55 +03:00
Adalyat Nazirov d53f79b271 create A/D Ratio indicator class 2020-07-31 17:53:55 +03:00
Adalyat Nazirov 78d30b23cb new status 2020-07-31 17:53:55 +03:00
Adalyat Nazirov a8d6857407 test data 2020-07-31 17:53:55 +03:00
Adalyat Nazirov fad38f8ed4 [tmp] generate equity, but need generic method to parse symbol 2020-07-31 17:53:55 +03:00
Adalyat Nazirov c7091dbf6b parse Symbol if exists 2020-07-31 17:53:55 +03:00
Adalyat Nazirov ea9007601d fix date parsing: TwelveCharacter dateformat can't be parsed properly;
more String Extensions: extract substring safely
add more US formats
2020-07-31 17:53:55 +03:00
Adalyat Nazirov 5278a3dd02 too many code duplications
reuse existing GetCsvFileStream for streaming file data
2020-07-31 17:53:54 +03:00
Adalyat Nazirov ebf4d21bd9 reuse existing TradeBarIndicator instead of Generic one 2020-07-31 17:53:54 +03:00
Adalyat Nazirov c83627a89c fix BollingerBands indicator comments 2020-07-31 17:53:54 +03:00
Martin-Molinero 27e0ce7a57 Merge pull request #4586 from QuantConnect/bug-4568-iex-data-queue-handler-fix
IEX DataQueueHandler updates
8943
2020-07-31 10:52:49 -03:00
Jared 457418e7bc Merge pull request #4603 from QuantConnect/fix-factor-files-missing-file-check
Fix factor files missing file dir check
8942
2020-07-31 06:46:00 -07:00
Martin Molinero db1bf686b9 Fix factor files missing file dir check 2020-07-31 10:44:57 -03:00
Stefano Raggi bc41b4461e Add logging for missing IEX api key 2020-07-31 08:49:03 +02:00
Stefano Raggi 036d8684c0 IEX DataQueueHandler updates
- Add parameterless constructor (for usage in LEAN config)
- Added config setting for IEX Cloud api key (required for history requests)
2020-07-30 17:32:00 +02:00
Martin-Molinero d1e38b33a6 Merge pull request #4599 from QuantConnect/fix-smartinsider-intention-raw-data-read
Fix SmartInsiderTests failing test
2020-07-30 11:09:14 -03:00
Juan José D'Ambrosio a28cde3633 Fix failing test
SmartInsiderIntention.FromRawData method doesn't read the raw data as they come from SmartInsider, it needs a filtering of some columns that is performed in SmartInsiderConverter.Process method.

That's added to the failing test.
2020-07-30 13:49:05 +00:00
Martin-Molinero 2360e4c961 Merge pull request #4598 from michael-sena/bug-4597-allow-markethoursdatabase-to-be-used-without-data-folder
Allow use of the MarketHoursDatabase class without requiring the Data folder
8926
2020-07-30 10:08:09 -03:00
Martin-Molinero 839b38d904 Merge pull request #4573 from QuantConnect/alpaca-brokerage-updates
Alpaca Brokerage updates
2020-07-30 09:57:46 -03:00
Martin-Molinero 443ec46c89 Merge pull request #4590 from michael-sena/bug-4589-move-margin-files-for-sgx-and-hkfe
Move the margin files for SGX and HKFE into the correct folder
8924
2020-07-30 09:46:25 -03:00
Stefano Raggi 38ce10c723 Remove unused references to WebSocketSharpFork 2020-07-30 14:06:22 +02:00
Stefano Raggi ab8d95f627 Remove redundant logging 2020-07-30 14:06:22 +02:00
Stefano Raggi f44eb64c97 Remove WebSocketSharp from AlpacaBrokerage 2020-07-30 14:06:22 +02:00
Michael Sena b0c21b605c Allow use of the MarketHoursDatabase class without requiring the Data folder 2020-07-30 16:16:25 +10:00
Jared 103a8e8a0a Merge pull request #4593 from AlexCatarino/bug-report-32-bit
AnyCPU Prefer 64-bit for Report Project
2020-07-29 21:34:40 -07:00
Jared c4140d3644 Merge pull request #4595 from QuantConnect/issue-4594-smartinsider-unexpected-field
Add Plan Re-started to SmartInsiderEventType
8920
2020-07-29 17:38:47 -07:00
Juan José D'Ambrosio 211f1144b5 Implement NotSpecified SmartInsiderEventType 2020-07-29 21:08:52 +00:00
JJD e7682cbd37 Add Plan Re-started to SmartInsiderEventType 2020-07-29 11:24:44 -03:00
Alexandre Catarino 68455fe19c AnyCPU Prefer 64-bit for Report Project
All projects that depends on Python.Runtime.dll need to be compiled in 64-bit.
2020-07-29 12:41:44 +01:00
Jared 920e4cba85 Merge pull request #4557 from C-SELLERS/feature-4167-Schaff-Trend-Cycle-Indicator
Feature 4167 Schaff Trend Cycle indicator
8900
2020-07-28 15:35:25 -07:00
Colton Sellers 1eb40d0b6b Remove images 2020-07-28 15:05:47 -07:00
Colton Sellers 07d51a16aa Move indicator documentation 2020-07-28 14:34:08 -07:00
Colton Sellers 2484a85eda Format fixes 2020-07-28 14:34:08 -07:00
Colton Sellers 69e2a0eef0 Create a readme for indicators 2020-07-28 14:34:08 -07:00