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  • 42b9d7666b Fix the USD/KRW minimum price variation (#9656) master 17978 Alexandre Catarino 2026-08-05 15:37:46 +01:00
  • da1bade3fa Add Interactive Brokers KRX future fees (#9655) Alexandre Catarino 2026-08-05 14:59:29 +01:00
  • 35b32b401e Add margin-aware option strategy match selection (#9639) 17977 Alexandre Catarino 2026-08-04 16:01:40 +01:00
  • b1733c995b feat: add custom configuration support for regression algorithms (#9649) vbs100 2026-08-04 22:40:54 +08:00
  • 864a03dede Add USD/KRW OANDA forex entry for KRW currency conversion (#9652) 17975 Alexandre Catarino 2026-08-04 13:36:02 +01:00
  • 962fcd6b58 Add exception interpreters for Python ModuleNotFoundError and multiple inheritance TypeError (#9643) 17974 17973 17972 17971 17970 17969 17968 17967 17966 17965 17963 17961 Jhonathan Abreu 2026-07-30 17:15:44 -04:00
  • 96030d3317 Append out of memory diagnostics to the algorithm runtime error message (#9642) 17960 Jhonathan Abreu 2026-07-29 18:25:50 -04:00
  • 11ba019f6a fix: keep the log handler set by the brokerage test project (#9640) 17959 17957 17956 17955 17954 17953 17952 Roman Yavnikov 2026-07-28 23:58:30 +03:00
  • 80550da153 Extend SecurityPriceZeroOrderResponseErrorAnalysis solution to mention guards (#9641) Derek Melchin 2026-07-28 14:56:55 -06:00
  • cd52034ddf Skip object store folder creation when no storage access (#9634) 17950 17949 17948 17947 17946 17944 17942 17941 17938 Martin-Molinero 2026-07-23 15:59:55 -03:00
  • 0136529cd8 Add IndexOption support to TerminalLinkBrokerageModel (#9633) 17937 17936 17935 Alexandre Catarino 2026-07-22 20:06:14 +01:00
  • 153d0b7427 Support Count and Python len() on user-facing lazy enumerables (#9631) 17933 Jhonathan Abreu 2026-07-21 17:24:37 -04:00
  • f9104801d9 Fix runtime error when an option universe is removed and re-added in the same time step (#9626) Jhonathan Abreu 2026-07-20 17:43:01 -04:00
  • f34dbc9bdc Fix RelativeDailyVolume fallback denominator for intra-day gaps (#9630) Alexandre Catarino 2026-07-20 19:44:16 +01:00
  • 4249165f99 Fix trade statistics for option assignment underlying fills (#9627) YadavKapil 2026-07-21 00:07:51 +05:30
  • 0269115d3c Force live results store once holdings changes settle (#9624) 17932 Jhonathan Abreu 2026-07-17 12:44:27 -04:00
  • 1fee999e4f Update QuantConnect.pythonnet to 2.0.64 (#9623) 17931 17930 17928 17927 17926 17924 Jhonathan Abreu 2026-07-16 11:25:22 -04:00
  • d8b6373e50 Update QuantConnect.pythonnet to 2.0.63 (#9614) 17923 Jhonathan Abreu 2026-07-15 11:10:57 -04:00
  • 2269b731aa feature: fix order properties with custom tags support (#9619) Roman Yavnikov 2026-07-15 17:04:45 +03:00
  • 5767a8f870 Remove KRX futures opening call auction from tradable hours (#9620) Martin-Molinero 2026-07-14 16:44:46 -03:00
  • 3a39c58f21 Add KOSPI 200 Index (KM) Futures (#9585) Alexandre Catarino 2026-07-14 20:37:19 +01:00
  • 3359ca9bc1 feature: register bloomberg fix brokerage in lean core (#9618) 17921 Roman Yavnikov 2026-07-14 19:40:37 +03:00
  • b807256bde docs: readme says dotnet 9, but the projects target net10.0 (#9617) Kobi Hikri 2026-07-14 19:30:07 +03:00
  • c95a3fd5df Fix order deserialization overflow for values at the edge of the decimal range (#9615) 17920 17919 Martin-Molinero 2026-07-14 10:33:05 -03:00
  • c22774e49e Fix margin call handling for single-lot option strategy position groups (#9612) 17918 17917 Jhonathan Abreu 2026-07-13 15:17:19 -04:00
  • 90ea185345 Fix ApiConnection authorization header thread safety (#9610) 17916 Martin-Molinero 2026-07-13 12:12:48 -03:00
  • c283231d11 Improve error messages for unsupported Python objects in user-facing APIs (#9607) 17915 Jhonathan Abreu 2026-07-13 09:23:35 -04:00
  • 046fb456f8 Allow option filter functions to return None/null (#9608) 17914 Jhonathan Abreu 2026-07-10 16:20:51 -04:00
  • 73ae785a6f Add Count property to derivative security filter universes (#9605) Jhonathan Abreu 2026-07-10 16:20:34 -04:00
  • ee507cd0a5 Friendly error when an option/future filter function returns null/None option-filter-none-friendly-error Martin-Molinero 2026-07-10 15:46:59 +00:00
  • 8772f3b50f Improve ApiConnection request error logging and connection handling (#9604) 17913 17912 Martin-Molinero 2026-07-10 11:44:10 -03:00
  • b9f616b454 Set security cache open interest from chain universe data (#9601) 17910 Martin-Molinero 2026-07-09 17:15:12 -03:00
  • 4e7d7b3221 Update QuantConnect.pythonnet to 2.0.60 (#9600) Jhonathan Abreu 2026-07-09 16:12:35 -04:00
  • e709e62b80 Update QuantConnect.pythonnet to 2.0.59 (#9595) 17909 17908 17907 17905 17903 17902 Jhonathan Abreu 2026-07-08 12:01:34 -04:00
  • 0868fbdd94 Consolidator rolling window fixes (#9596) 17901 JosueNina 2026-07-08 08:22:38 -05:00
  • e3724a4c6d Add built-in rolling window to all consolidators (#9366) JosueNina 2026-07-07 16:12:46 -05:00
  • cf6ad512cb Keep pythonnet overloads hint in NoMethodMatchPythonExceptionInterpreter message (#9594) Jhonathan Abreu 2026-07-07 16:17:02 -04:00
  • 26eabb3a6e Fix GetPreviousMarketOpen: 7-day search limit insufficient (#9593) 17900 Martin-Molinero 2026-07-07 13:08:55 -03:00
  • 047600be8a Update QuantConnect.pythonnet to 2.0.58 (#9591) Jhonathan Abreu 2026-07-07 11:57:01 -04:00
  • c88955b91a Update QuantConnect.pythonnet to 2.0.57 (#9584) 17899 Jhonathan Abreu 2026-07-06 17:07:35 -04:00
  • 33ff836857 Compute probabilistic Sharpe ratio on excess returns (#9583) 17898 JosueNina 2026-07-06 14:24:52 -05:00
  • d26ec37cd5 Liquidate ignores unknown symbols (#9590) JosueNina 2026-07-06 13:21:11 -05:00
  • 9b0d893a74 Handle AddIndexOption passing target option (#9589) 17897 Martin-Molinero 2026-07-06 12:24:54 -03:00
  • 52a55b504e Dynamic transaction thread pool (#9536) 17896 JosueNina 2026-07-06 09:22:41 -05:00
  • a4bea040d3 Auto-subscribe symbols when registering indicators and consolidators (#9582) 17895 17894 Jhonathan Abreu 2026-07-02 14:01:19 -04:00
  • 77caa034e3 Add Python version of IndicatorVolatilityModelAlgorithm (#9580) jonathanwu906 2026-07-03 02:00:06 +08:00
  • d0a0ab8935 Update QuantConnect.pythonnet to 2.0.56 (#9581) 17891 17888 Jhonathan Abreu 2026-07-02 10:52:33 -04:00
  • 02948bf75f Add observed Juneteenth 2027 (6/18/2027) to futures market hours (#9572) Alexandre Catarino 2026-07-02 15:42:22 +01:00
  • 1479a1e836 Add Price, Value and Close aliases to BaseContract (#9578) Jhonathan Abreu 2026-07-02 09:25:49 -04:00
  • d04e46784c Revert "Update QuantConnect.pythonnet to 2.0.55 (#9577)" (#9579) 17886 Jhonathan Abreu 2026-07-01 17:55:09 -04:00
  • e5a3ab476d Update QuantConnect.pythonnet to 2.0.55 (#9577) 17885 Jhonathan Abreu 2026-07-01 14:06:04 -04:00
  • eb12c8fa65 Seed runtime-added currency conversion rates immediately (#9568) JosueNina 2026-07-01 10:40:54 -05:00
  • 202a63ea44 Add Empty property to MemoizingEnumerable (#9576) Jhonathan Abreu 2026-07-01 11:30:52 -04:00
  • feec818951 Fix method name parsing in NoMethodMatchPythonExceptionInterpreter (#9573) Jhonathan Abreu 2026-07-01 11:23:05 -04:00
  • a565dfa6f0 Wait for fresh data before filling market orders on stale data (#9563) Jhonathan Abreu 2026-07-01 11:22:50 -04:00
  • 38a78c411a Add arithmetic operators to numeric MultiPeriodField classes (#9571) 17884 17883 Jhonathan Abreu 2026-06-30 14:06:38 -04:00
  • b5b7b64612 Cap flat equity curve analysis sample to five longest segments (#9569) 17882 17881 JosueNina 2026-06-29 12:13:20 -05:00
  • 71cabb4141 Update mypy version in syntax tests workflow (#9566) 17880 17878 17877 17876 Martin-Molinero 2026-06-26 14:30:03 -03:00
  • 2113445348 Fix project delete API test (#9567) JosueNina 2026-06-26 12:29:03 -05:00
  • be0ad6cb70 Fix MaximumSharpeRatioPortfolioOptimizer to maximize the Sharpe ratio (#9560) 17875 17874 Rudy Osuna 2026-06-25 10:20:48 -07:00
  • 17858bada8 Make CustomDataPropertiesRegressionAlgorithm deterministic (#9559) 17872 17871 17870 JosueNina 2026-06-24 12:20:20 -05:00
  • 688dc34212 Fix TerminalLink brokerage model order update and MarketOnClose support (#9556) 17869 17868 Alexandre Catarino 2026-06-23 15:05:21 +01:00
  • 289605dad3 Fix zero live statistics caused by chart trimming (#9520) JosueNina 2026-06-22 15:56:12 -05:00
  • dd9d43197b Fix random TriggersWeeklyScheduledEventsEachWeekLive failures (#9555) 17867 17866 Martin-Molinero 2026-06-22 12:34:14 -03:00
  • dbb126a5d2 Fix random LeanOptimizerTests failures from concurrent Config access (#9554) Martin-Molinero 2026-06-22 11:42:05 -03:00
  • 5701f1c740 Make remote custom-data downloads robust to transient empty/failed responses (#9544) Martin-Molinero 2026-06-22 10:35:21 -03:00
  • 6ef57fc486 Fix FisherTransform.IsReady to check _medianMin instead of _medianMax twice (#9553) Martin-Molinero 2026-06-22 10:34:38 -03:00
  • c24860acd2 Cache cross-zero unsupported-order-type set in brokerage models (#9551) 17865 Martin-Molinero 2026-06-19 17:37:45 -03:00
  • 22655e8afe feature: add public order properties (#9549) Roman Yavnikov 2026-06-19 23:33:51 +03:00
  • 5f29882b05 Assert fill price and fresh hour bar in stale price regression algorithm (#9550) 17864 Martin-Molinero 2026-06-19 14:49:55 -03:00
  • 83401c0f99 Prefix all algorithm logs and messages with IAlgorithm.Time (#9519) JosueNina 2026-06-19 12:49:38 -05:00
  • e38422cc13 feat: bloomberg support indexOption (#9548) 17863 Roman Yavnikov 2026-06-19 16:59:21 +03:00
  • 2696cae581 Add TerminalLink brokerage model (#9546) Alexandre Catarino 2026-06-19 14:12:30 +01:00
  • 6373bf94cd feature: add public.com brokerage integration (#9543) Roman Yavnikov 2026-06-19 01:17:14 +03:00
  • a3e984f347 Fix flaky TriggersWeeklyScheduledEventsEachWeekLive test (#9547) 17861 17850 Martin-Molinero 2026-06-18 13:38:46 -03:00
  • 46b8fe1d5a Fix flaky LeanOptimizerTests.TrackEstimation update-count assertion (#9545) Martin-Molinero 2026-06-18 13:37:05 -03:00
  • 27de93f78f Market orders wait for fresh data instead of filling on stale prices (#9535) 17849 Martin-Molinero 2026-06-18 11:59:19 -03:00
  • c57fd18b64 Run CI on self-hosted runners (#9540) 17844 Martin-Molinero 2026-06-17 16:11:32 -03:00
  • 7821b02980 Market hours aware intraday consolidation (#9530) 17842 JosueNina 2026-06-17 09:09:55 -05:00
  • 5210eed084 Make RunRemoveConsolidatorsRegressionAlgorithm non parallelizable (#9537) 17841 JosueNina 2026-06-16 17:21:50 -05:00
  • 62d63010ab Convert daily resolution market orders to MarketOnClose/MarketOnOpen (#9534) 17838 17837 17836 Martin-Molinero 2026-06-16 13:08:57 -03:00
  • d00e30d6c2 Fix race condition in Isolator cancellation test (#9532) 17835 17833 JosueNina 2026-06-15 14:23:38 -05:00
  • 98c59a0a32 Improve flat equity curve analysis solutions (#9529) 17779 Martin-Molinero 2026-06-12 15:51:52 -03:00
  • affb275758 Revert "Market-hours aware intraday consolidation (#9516)" (#9528) 17776 Martin-Molinero 2026-06-12 09:27:54 -03:00
  • 90261c89ee Few minor fixes for OrderFillsDuringExtendedMarketHoursAnalysis (#9523) 17768 Martin-Molinero 2026-06-11 11:49:56 -03:00
  • 9b89c166ff Market-hours aware intraday consolidation (#9516) 17767 17766 JosueNina 2026-06-11 08:02:26 -05:00
  • 9a4230424b Prefix all algorithm logs and messages with IAlgorithm.Time 17769 Josue Nina 2026-06-10 11:36:22 -05:00
  • 02d0dfac45 Minor MarketHourAwareConsolidator tweak (#9517) 17765 Martin-Molinero 2026-06-09 09:47:08 -03:00
  • 02656df2ae feature: add bloomberg fix brokerage model (#9494) 17764 Roman Yavnikov 2026-06-08 23:52:16 +03:00
  • 23af4cbcd8 Add support for report log type (#9511) Jhonathan Abreu 2026-06-08 15:12:48 -04:00
  • f4131bb3fa Minor quotebar constructor tweak (#9515) Martin-Molinero 2026-06-08 13:57:16 -03:00
  • 9b6203ceca task: remove extraneous defaults from Isolator/MonitorTask (#9514) laur89 2026-06-08 18:56:37 +02:00
  • b27d79a081 Fix PandasColumn equality wrongly matching non-string values (#9509) JosueNina 2026-06-04 15:45:42 -05:00
  • 24afc50dbe feature: add webull brokerage core integration (#9362) 17762 17761 17760 17759 17758 17757 Roman Yavnikov 2026-05-29 22:49:58 +03:00
  • 96a670a90b Add EMSX locate properties to TerminalLinkOrderProperties (#9502) 17756 17755 Alexandre Catarino 2026-05-29 13:52:16 +01:00
  • e1488ca133 Fix PM-settled index options settlement time on 3rd Friday (#9504) 17754 17753 17752 JosueNina 2026-05-28 12:07:39 -05:00
  • 0f4cbbc8d4 Add optimization analysis (#9495) Derek Melchin 2026-05-28 11:00:14 -06:00
  • b68e9c8b60 Fix UniverseHistory filtering when selection security type differs from data security type (#9501) 17751 17750 17749 JosueNina 2026-05-26 16:21:03 -05:00
  • 261366a7e2 Add VIX Mini Futures (VXM) Support (#9400) 17748 17747 17746 Rudy Osuna 2026-05-22 06:10:17 -07:00
  • 932fb7e364 Fix Feeder Cattle (GF) tick size to $0.00025/lb (#9492) (#9493) Alexandre Catarino 2026-05-22 13:51:46 +01:00