c8b4e6bdba
Remove config 'local' value
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This change includes addition of the 'tradier-save-tokens' config value used to write tradier access/refresh tokens to disk
2015-06-22 19:05:04 -04:00
4de2ec4070
Make Engine an instance
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Updated all interfaces to accept dependencies via Initialize methods
2015-06-18 13:50:11 -04:00
6b035d323c
Converted Isolator to be an instance based class
2015-06-14 12:31:26 -04:00
fde0cbed3a
Strip out block quote section header comments
2015-06-13 16:04:27 -04:00
8bcb8236b7
Double runtime for subscribers
2015-05-31 22:34:52 -04:00
225eaf81c9
Initial impl of brokerage model
2015-05-23 15:44:00 -04:00
4eeb61911f
Load debug information from setup handlers
2015-05-20 12:13:16 -04:00
89b6e98af8
Fixes warnings mostly relating to xml comments
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Also cleans up some block comments
Via PR#72 - thanks @ammachado!
2015-05-13 10:56:47 -04:00
568fc62b0f
Adds dispose to BacktestingSetupHandler
2015-04-29 13:28:29 -04:00
5e419ada8f
Some bug fixes/cleanup for IB live trading
2015-04-29 12:54:13 -04:00
1f15eb2c04
Initial implementation of Margin and Portfolio models
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Changed system to use Margin Models, removing leverage wherever possible allowing for dynamic margin models.
Created first portfolio fill model for FOREX which treats it as a currency swap through the cashbook instead of a tradable asset.
Updated the Securities/SecurityPortfolioManager to use cashbook value + holdings removing FOREX virtual positions.
Created a new benchmark system for comparing quantconnect builds.
2015-04-13 20:51:43 -04:00
8f39ff0be9
Adds subscriptions for currency conversions after algo.Initialize()
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These subscriptions are needed in order to have accurate conversion rates for computing portfolio value
2015-04-08 14:47:11 -04:00
89d5c70270
Fix max orders switch up, made console setup handler allow infinite orders
2015-03-19 15:05:20 -05:00
53f85f4ebd
Reworked order limits for maximum per backtest-day for free accounts and unlimited for subscribers
2015-03-12 19:31:00 -05:00
9df45356d5
Added setlimits API to algorithm to limit number of symbols differently for live and backtesting modes
2015-02-04 20:04:58 -03:00
2d2b606389
Fix runtime backtest error, tidy up live logging, sent partial OrderEvents to IDE
2015-01-26 23:18:43 -03:00
17a2c01d63
Removed Brokerage as base class for other Brokerage instances
2015-01-23 16:22:36 -03:00
b3de520915
Initial commit
2015-01-12 12:03:33 -03:00
snugs