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  • 5596295774 Set DeploymentTarget to LocalPlatform (#8588) 16959 16955 16954 16953 JosueNina 2025-02-14 15:27:19 -05:00
  • fabf1191b7 Improve live trading streaming packets (#8584) 16952 16951 16950 Martin-Molinero 2025-02-13 18:40:55 -03:00
  • e416803748 Trigger Build 16948 Jhonathan Abreu 2025-02-13 14:54:26 -04:00
  • 6ccf6c2a6e Add test for default empty holding 16947 Martin Molinero 2025-02-13 10:35:35 -03:00
  • e8d1f67202 Trigger Build 16946 Jhonathan Abreu 2025-02-13 11:49:00 -04:00
  • 00c01b51a9 Minor changes Jhonathan Abreu 2025-02-13 11:20:09 -04:00
  • f098712395 Add test for default empty holding 16944 Martin Molinero 2025-02-13 10:35:35 -03:00
  • fbf0277105 Add initialize method to chain providers classes Jhonathan Abreu 2025-02-13 10:04:42 -04:00
  • 6dc016d9bb Further improvements 16943 Martin Molinero 2025-02-12 15:00:07 -03:00
  • 6d654d2c47 Minor fix for FakeDataQueue Jhonathan Abreu 2025-02-12 17:59:10 -04:00
  • 037ccb8cab Update new regression algorithms data points count Jhonathan Abreu 2025-02-12 15:04:32 -04:00
  • 4fdbe60a05 Add history provider as constructor argument for chain providers Jhonathan Abreu 2025-02-12 15:00:53 -04:00
  • 4c8933b033 Minor fix 16941 Jhonathan Abreu 2025-02-12 09:21:00 -04:00
  • 71caf21b21 Trigger Build 16940 Jhonathan Abreu 2025-02-11 18:03:37 -04:00
  • 13bcb6b60e Improve live trading streaming packets 16939 Martin Molinero 2025-02-11 14:11:21 -03:00
  • e4df4ede29 Trigger Build 16936 Jhonathan Abreu 2025-02-10 17:38:32 -04:00
  • 3d0147b9fd Trigger Build 16931 Jhonathan Abreu 2025-02-05 18:21:10 -04:00
  • 9892b7a88a Trigger Build Jhonathan Abreu 2025-02-05 15:14:27 -04:00
  • f2ce77177d Trigger Build Jhonathan Abreu 2025-02-05 14:39:52 -04:00
  • cd5d4f8bd4 Trigger Build Jhonathan Abreu 2025-02-03 17:07:06 -04:00
  • 73b7064ba6 Trigger Build Jhonathan Abreu 2025-01-28 17:56:41 -04:00
  • a601f3b77a Trigger Build Jhonathan Abreu 2025-01-28 10:47:06 -04:00
  • 8f98f646eb Trigger Build Jhonathan Abreu 2025-01-27 17:57:53 -04:00
  • bcd076efa5 Trigger Build Jhonathan Abreu 2025-01-27 15:14:45 -04:00
  • 163ee55e20 Trigger Build Jhonathan Abreu 2025-01-22 14:33:43 -04:00
  • 88c9f57b68 Trigger Build Jhonathan Abreu 2025-01-22 09:43:04 -04:00
  • 9e77d7bf69 Trigger Build Jhonathan Abreu 2025-01-21 19:12:42 -04:00
  • dab5aa45e0 Minor unit test fix Jhonathan Abreu 2025-01-21 11:42:50 -04:00
  • d75f9ad587 Update FOPs universe file header Jhonathan Abreu 2025-01-21 10:21:21 -04:00
  • 0cc88be050 Minor fix for failing unit tests Jhonathan Abreu 2025-01-20 12:24:10 -04:00
  • 0077f363de Improve some regression algorithms Jhonathan Abreu 2025-01-17 17:39:13 -04:00
  • 2d45f26cb8 Minor changes Jhonathan Abreu 2025-01-17 17:06:55 -04:00
  • 60bcd30731 Throw from option universe data filters for future options Jhonathan Abreu 2025-01-17 17:01:02 -04:00
  • 040bae31d3 Sort configs by internal flag Jhonathan Abreu 2025-01-17 16:18:25 -04:00
  • 34d58f9dd6 Update regression algorithms stats after rebase Jhonathan Abreu 2025-01-17 15:01:36 -04:00
  • d6520e92f9 Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • 4bee3b1153 Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • ec1ac2bd89 Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • 52ba16bb07 Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 68b2c255ba Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • d9f1516ce4 Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • 0b4903dc0d Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • 7e635cb013 Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • ba889a6685 Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • 8356b013aa Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • a9abe80ef7 Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • 1f6c7c3008 Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • 286f6afbcf Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • 272b8e77e5 Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • a53da83ef5 Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • bc38c395f4 Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • 5b022ad05a Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • 69b259cbbd Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • 08e91cb30f Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • 993471dae5 Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • 2db5fcba79 Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 04b49c50a3 Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • a13987c349 Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • b3bec4a4a6 Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • fb76d0a1f3 Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • 06da07b2c8 Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • b160f6e76a Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • d92dc155cf Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • 658c047fdc Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • d4afa75f4f Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • cc886bca09 Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • c871b60911 Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • a80ad7495f Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • 1a52344c40 Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • b80ca60b47 Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • 56a4a2863a Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • 0e9dc81df4 Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • dbb1714380 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • 01c8bb2f87 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • b7019c1640 Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • d5f0c03699 Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • cb62493395 Use Futures Bank Holidays For Expirations 16928 Martin Molinero 2025-02-07 12:15:23 -03:00
  • d2836ee53a Try capture algorithm thread stack trace on wait 16926 Martin Molinero 2025-02-06 18:14:12 -03:00
  • 9be02d7fa5 Add bank holidays for CME Futures MHDB (#8539) 16949 16942 16938 16937 16935 16932 16930 16929 16927 16925 Ricardo Andrés Marino Rojas 2025-02-06 15:50:10 -05:00
  • 55c995e13f Add new indexes, including market hours - part 3 (#8576) JosueNina 2025-02-06 11:02:05 -05:00
  • 1d169a19ce Add new indexes, including market hours (#8573) JosueNina 2025-02-06 09:08:53 -05:00
  • 3e7701d7b2 Trigger Build 16924 Jhonathan Abreu 2025-02-05 18:21:10 -04:00
  • 9899c18a8c Trigger Build 16923 Jhonathan Abreu 2025-02-05 15:14:27 -04:00
  • 0a6763ee22 Trigger Build Jhonathan Abreu 2025-02-05 14:39:52 -04:00
  • 7de4ab0647 Trigger Build Jhonathan Abreu 2025-02-03 17:07:06 -04:00
  • 3bb70b00ce Trigger Build Jhonathan Abreu 2025-01-28 17:56:41 -04:00
  • ab0d896784 Trigger Build Jhonathan Abreu 2025-01-28 10:47:06 -04:00
  • dcdd6bc579 Trigger Build Jhonathan Abreu 2025-01-27 17:57:53 -04:00
  • ce782fd02e Trigger Build Jhonathan Abreu 2025-01-27 15:14:45 -04:00
  • e6261bfb56 Trigger Build Jhonathan Abreu 2025-01-22 14:33:43 -04:00
  • c1ae9037d1 Trigger Build Jhonathan Abreu 2025-01-22 09:43:04 -04:00
  • b8db04fca8 Trigger Build Jhonathan Abreu 2025-01-21 19:12:42 -04:00
  • e88a7c9b66 Minor unit test fix Jhonathan Abreu 2025-01-21 11:42:50 -04:00
  • 8a43dbb45e Update FOPs universe file header Jhonathan Abreu 2025-01-21 10:21:21 -04:00
  • 48ab22153d Minor fix for failing unit tests Jhonathan Abreu 2025-01-20 12:24:10 -04:00
  • 0e4cfe679c Improve some regression algorithms Jhonathan Abreu 2025-01-17 17:39:13 -04:00
  • 9c42dff791 Minor changes Jhonathan Abreu 2025-01-17 17:06:55 -04:00
  • e91b83cb04 Throw from option universe data filters for future options Jhonathan Abreu 2025-01-17 17:01:02 -04:00
  • ad72d5a15e Sort configs by internal flag Jhonathan Abreu 2025-01-17 16:18:25 -04:00
  • edf5eebf2b Update regression algorithms stats after rebase Jhonathan Abreu 2025-01-17 15:01:36 -04:00