b866c8b893
Removes Robintrack data source ( #4628 )
2020-08-14 19:46:30 -03:00
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
2020-08-02 19:45:18 -03:00
cf888028af
Address review
2020-06-26 09:45:33 -07:00
828b2424c6
Simplification of the time constraints
2020-06-25 17:43:13 -07:00
086432c3c6
Creation of Extended Market Trading Regression Algorithm
2020-06-25 16:38:23 -07:00
a72e3f0598
Add new regression trading algorithm
2020-06-25 15:26:30 -07:00
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
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
03e10101cc
Fix Delisted.Warning event time
...
- Fix Delisted.Warning event time, some futures add hours to their
expiration date. Adding regression algorithm
2020-06-08 20:01:12 -03:00
d28b6c9ea7
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
7f1e764211
Addresses Peer-Review
...
- Adds comment explaining `OnlyApplyFilterAtMarketOpen` usage;
- Fix custom plot bug.
- Use `WarmUpIndicator`.
2020-06-05 01:39:35 +01:00
f008e90202
Adds EmaCrossFuturesFrontMonthAlgorithm
...
This example shows how to create an EMA cross algorithm for a futures' front contract. Once the contract is added, the indicators are registered to a new consolidator and warmed up with historical data. When a contract is removed, the consolidator is removed and the indicators are reseted. We don't need to liquidate it, because it's liquidated automatically since it has expired.
2020-06-04 00:21:49 +01:00
7a9778f9fd
Addresses Peer-Review
...
- Do not reuse parameter variables `start` and `end`. Create new variables with meaningful names and rename them to `startUtc` and `endUtc`.
- Use `EachTradeableDayInTimeZone` to calculate `tradableDates`.
- Adds another test/assertion in the regression algorithms to ensure tests in the scheduled event were performed.
2020-05-29 14:56:10 +01:00
8b1afdb083
Fixes History Request Data Time Zone
...
The tradable days of the history request should respect the data time zone since the data source files also do.
Upgrade `BasicTemplateFuturesHistoryAlgorithm` to a regression algorithm and add a schedule event to test history requests every hour.
2020-05-29 00:31:12 +01:00
9631cd6749
Fix nuget QC dependency version
2020-05-21 16:21:59 -03:00
09c17b71ed
Add assembly description to nuspec
...
- 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
1d0d4f4d7b
Add assembly descriptions ( #4442 )
...
Add assembly descriptions
2020-05-21 09:35:12 -07:00
9385707061
Merge pull request #4407 from michael-sena/feature-open-interest-future-universe
...
Add a futures universe selection model that uses open interest
2020-05-18 12:47:52 -03:00
a5d7bdafde
Add a futures universe selection model that uses open interest
2020-05-19 00:30:58 +10:00
891cf4d69b
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
269b8ba204
Remove PsychSignal data
...
- Remove PsychSignal data since it's no longer available
2020-05-11 18:48:13 -03:00
d2eb0482fa
Address reviews - refactors portions of code and adds tests
2020-05-08 18:22:16 -07:00
d3a5f52fe9
Implements Robintrack BaseData and example algorithms
2020-05-07 16:26:15 -07:00
1c3c2e810e
Address review
...
- Minor fixes
- Adding regression algorithm adding futures with the same ticker
different market
2020-04-28 16:29:54 -03:00
4a99eb11c6
Fix regression tests
...
- Fix regression tests. Future symbol contains the market which was used
un the order hash list
2020-04-28 16:29:16 -03:00
149d30f020
Fixes and Improvements
...
- Removing spaces in MHDB.json file reducing size
- Update tests using wrong future market
2020-04-28 16:29:15 -03:00
de05f15a12
Address review
...
- Adding live trading unit test
2020-04-24 19:04:41 -03:00
b3970bdc3b
Fixes and rebase
...
- FineFundamentalSubscriptionEnumeratorFactory will not emit empty fine
points
2020-04-24 17:21:28 -03:00
89a73a5671
Fix and regression tests
...
- Fix FineFundamentalFilteredUniverse for a custom universe
- Adding regression test
2020-04-24 17:21:28 -03:00
357729521d
Merge pull request #4326 from QuantConnect/feature-3952-objectstore-python
...
Adds Python Example of ObjectStore Feature
2020-04-22 09:40:44 -07:00
2e5eddfc29
Adds Python Example of ObjectStoreExampleAlgorithm
...
Minor change in C# version to keep consistency between examples.
2020-04-21 23:14:21 +01:00
fa819126c9
Improve implicit conversion failure message
...
- Improve string to Symbol implicit conversion exceptions message
2020-04-17 22:11:24 -03:00
26c8483bc5
Merge pull request #4306 from QuantConnect/feature-4287-partial-fill-model-algo
...
Adds CustomPartialFillModelAlgorithm
2020-04-13 13:03:24 -07:00
e23d7e4486
Adds CustomPartialFillModelAlgorithm
...
This basic algorithm implements a `CustomPartialFillModel` class that chnages the behavior of the `FillModel.MarketFill` to simulate partially fill orders.
2020-04-13 18:50:03 +01:00
58f91b872a
Add OrderSubmission data regression algorithm
...
- Add OrderSubmission data regression algorithm asserting it's correctly
set and does not use static data
2020-04-09 11:42:23 -03:00
6ad123ad8c
Update regression algorithms stats
...
- Update regression algorithms stats after making SecurityCache ignore
QuoteBars for equity for OHCL values and GetLastData(). They were
affected since the `BenchmarkSecurity` used `.Price` which was QB for
equities. Order list hashes changed because SubmissionLastPrice will
now be TB instead of QB
2020-04-08 19:31:42 -03:00
25ecb55732
Fix rebase
2020-04-06 10:57:06 -03:00
058c9e4eac
Revert Crypto Hour/Daily QuoteBars
...
- Reverting removal of Crypto Hour/Daily QuoteBars
- Updating tests
- Adding unit test where Equities ignore QuoteBars
2020-04-06 10:33:02 -03:00
499248fe12
Revert "Revert "Adding Support for Equity L1 Quote Data""
...
This reverts commit 8cd8d206ca
2020-04-06 10:32:59 -03:00
6df0dc1408
Fixes FillModel Stale Price Message
...
The stale price message should use `ToStringInvariant` with `price.EndTime` for string represenation across different cultures. The former behavior has impact on the order list hash calculation.
2020-04-03 21:54:29 +01:00
2a0b73e1cf
Update regression algorithms
...
- Update regression algorithms after removing order based insights
2020-04-01 20:37:20 -03:00
982ab3099f
Remove Order based insights
...
- Removing order based insight generator.
- Removing regression and unit tests.
2020-04-01 20:21:19 -03:00
72f0f44f60
Updates Pythonnet Version
...
From 1.0.5.29 to 1.0.5.30
Ref.: https://github.com/QuantConnect/pythonnet/pull/42
2020-04-01 16:15:05 +01:00
486b2e6641
Update regression stats
...
- Update expected OrderListHash in regression algorithms due to
serialization improvements
2020-03-31 12:21:13 -03:00
50b3efe12e
Address reviews
...
- Disable order event streaming in backtest
- Add new OrderEvent IsUpdate flag to be set by the different brokerage
implementations
- Update regression test stats after rebase
2020-03-30 13:40:49 -03:00
78ae2d7e1b
Add Price and Quantity to OrderEvent
...
- Adding order current Quantity, StopPrice and LimitPrice to the
OrderEvent instance
- Adding OrderTicketDemoAlgorithm as a regression test
2020-03-30 11:07:18 -03:00
c6767780c2
Update regression test statistics
2020-03-26 18:29:29 -07:00
10effeb8cb
Merge pull request #4247 from gsalaz98/bug-4163-update-future-regression-algorithms
...
Update regression algorithm statistics for futures algorithms
2020-03-26 18:18:54 -03:00
c1371ea9e7
Update regression algorithm statistics for futures algorithms
...
* Follows the updates done to futures margins in PR #4145
2020-03-26 13:34:52 -07:00
f4e9b0cc3d
Address reviews
...
- Add more and improve existing comments
2020-03-25 20:38:22 -03:00
Gerardo Salazar