6c051cd816
Update symbol property database with latest crypto pairs ( #4612 )
2020-08-06 10:23:20 -03:00
4c04efc237
Fix KeyNotFoundException in Cash.EnsureCurrencyDataFeed ( #4610 )
2020-08-06 09:49:27 -03:00
a83388ab1a
case matching compatibility improvement ( #4613 )
2020-08-06 09:38:59 -03:00
1c9b817960
Track indicator previous input per symbol individually ( #4607 )
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* track previous input per symbol
* improve Arms Index period checks
* don't need to be thread safe due to consolidators update are sequential
* Use TryGetValue for performance
- Minor update for AdvanceDeclineIndicator to use TryGetValue to reduce
amount of dictionary access
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2020-08-02 20:13:27 -03:00
c5c57a33c1
IDE & Docker Integration ( #4576 )
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* 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
2020-08-02 19:45:18 -03:00
47ec1ba8be
Merge pull request #4570 from AdalyatNazirov/feature-4168-arms-index-indicator
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Add Arms Index Indicator
2020-07-31 17:09:45 -03:00
e37c9dbb1a
fix CreateIndicatorName; add unit tests
2020-07-31 22:50:31 +03:00
c2cac7fbee
remove unused using
2020-07-31 22:03:57 +03:00
df9c1973da
fix warmup process; handle not ordered bars
2020-07-31 21:39:31 +03:00
bfb13e46c8
improve warming indicator up
2020-07-31 21:13:56 +03:00
59286bb750
handle missing values
2020-07-31 21:13:56 +03:00
939b334478
test RemoveStock method
2020-07-31 21:13:56 +03:00
22155bf3ce
add extension methods for new indicators
2020-07-31 21:13:56 +03:00
33bb1e8984
improve performance
2020-07-31 17:53:56 +03:00
fb483365ae
refactor class
2020-07-31 17:53:56 +03:00
b0fcf9f7ac
fixup data
2020-07-31 17:53:56 +03:00
a044cd6416
fix TRIN
2020-07-31 17:53:56 +03:00
3f556d70ec
A/D Volume Ratio: wip
2020-07-31 17:53:55 +03:00
220ccbae7c
A/D Ratio : wip
2020-07-31 17:53:55 +03:00
a6d1908aa9
TRIN
2020-07-31 17:53:55 +03:00
99aa1eadd7
create A/D Volume Ratio indicator
2020-07-31 17:53:55 +03:00
d53f79b271
create A/D Ratio indicator class
2020-07-31 17:53:55 +03:00
78d30b23cb
new status
2020-07-31 17:53:55 +03:00
a8d6857407
test data
2020-07-31 17:53:55 +03:00
fad38f8ed4
[tmp] generate equity, but need generic method to parse symbol
2020-07-31 17:53:55 +03:00
c7091dbf6b
parse Symbol if exists
2020-07-31 17:53:55 +03:00
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
5278a3dd02
too many code duplications
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reuse existing GetCsvFileStream for streaming file data
2020-07-31 17:53:54 +03:00
ebf4d21bd9
reuse existing TradeBarIndicator instead of Generic one
2020-07-31 17:53:54 +03:00
c83627a89c
fix BollingerBands indicator comments
2020-07-31 17:53:54 +03:00
27e0ce7a57
Merge pull request #4586 from QuantConnect/bug-4568-iex-data-queue-handler-fix
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IEX DataQueueHandler updates
2020-07-31 10:52:49 -03:00
457418e7bc
Merge pull request #4603 from QuantConnect/fix-factor-files-missing-file-check
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Fix factor files missing file dir check
2020-07-31 06:46:00 -07:00
db1bf686b9
Fix factor files missing file dir check
2020-07-31 10:44:57 -03:00
bc41b4461e
Add logging for missing IEX api key
2020-07-31 08:49:03 +02:00
036d8684c0
IEX DataQueueHandler updates
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- 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
d1e38b33a6
Merge pull request #4599 from QuantConnect/fix-smartinsider-intention-raw-data-read
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Fix SmartInsiderTests failing test
2020-07-30 11:09:14 -03:00
a28cde3633
Fix failing test
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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
2360e4c961
Merge pull request #4598 from michael-sena/bug-4597-allow-markethoursdatabase-to-be-used-without-data-folder
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Allow use of the MarketHoursDatabase class without requiring the Data folder
2020-07-30 10:08:09 -03:00
839b38d904
Merge pull request #4573 from QuantConnect/alpaca-brokerage-updates
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Alpaca Brokerage updates
2020-07-30 09:57:46 -03:00
443ec46c89
Merge pull request #4590 from michael-sena/bug-4589-move-margin-files-for-sgx-and-hkfe
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Move the margin files for SGX and HKFE into the correct folder
2020-07-30 09:46:25 -03:00
38ce10c723
Remove unused references to WebSocketSharpFork
2020-07-30 14:06:22 +02:00
ab8d95f627
Remove redundant logging
2020-07-30 14:06:22 +02:00
f44eb64c97
Remove WebSocketSharp from AlpacaBrokerage
2020-07-30 14:06:22 +02:00
b0c21b605c
Allow use of the MarketHoursDatabase class without requiring the Data folder
2020-07-30 16:16:25 +10:00
103a8e8a0a
Merge pull request #4593 from AlexCatarino/bug-report-32-bit
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AnyCPU Prefer 64-bit for Report Project
2020-07-29 21:34:40 -07:00
c4140d3644
Merge pull request #4595 from QuantConnect/issue-4594-smartinsider-unexpected-field
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Add Plan Re-started to SmartInsiderEventType
2020-07-29 17:38:47 -07:00
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
68455fe19c
AnyCPU Prefer 64-bit for Report Project
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All projects that depends on Python.Runtime.dll need to be compiled in 64-bit.
2020-07-29 12:41:44 +01:00
920e4cba85
Merge pull request #4557 from C-SELLERS/feature-4167-Schaff-Trend-Cycle-Indicator
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Feature 4167 Schaff Trend Cycle indicator
2020-07-28 15:35:25 -07:00
Juan José D'Ambrosio