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  • 7c0dff8d36 Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • 55252ad4b1 Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • 76575b5ed6 Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • 1de1c1a782 Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 889d85d033 Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • d396ac00f7 Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • e77bcd2052 Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • 0d6de57dae Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • 4a2ddc380c Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • 05ca9a5887 Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • 26f826d8ca Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • f1fbc22279 Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • f2d063c2c7 Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • a9f2ef2e68 Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • 34c166c0c7 Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • bf868ce91e Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • 817e90dad6 Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • 3459420ccb Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • b990e0b98e Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • a590147b9a Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • fcb771579e Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 45f63f1e47 Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • 95ef848e8f Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • e5d386c6a0 Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • faf147db76 Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • f24b57e3a5 Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • 09563fac4c Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • d180cd4b6a Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • 7b6414ba88 Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • 9142779be4 Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • c2f36f0a42 Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • 1203265e21 Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • 7cfb71c03c Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • 69e665b1fe Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • 652891ce33 Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • c9edca4fe5 Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • 15c6690d52 Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • 5383a1ff7c Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • 2e4dc3b584 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • 6c87ac9cc7 Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • ca5783ae29 Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • 956ffdfa9c Add new indexes, including market hours (#8571) 16920 JosueNina 2025-02-05 10:32:13 -05:00
  • 0b6255c1fc Update GitHub issue template to match new formats (#8572) 16919 16918 Jhonathan Abreu 2025-02-04 17:09:25 -04:00
  • 6415de83cf Update exchange for new indexes (#8569) JosueNina 2025-02-04 15:47:32 -05:00
  • e38f3f3aaf Update RecyclableMemoryStream (#8574) 16916 Martin-Molinero 2025-02-04 17:11:46 -03:00
  • 2790c7c878 Trigger Build 16914 Jhonathan Abreu 2025-02-03 17:07:06 -04:00
  • a0377ce7c8 Trigger Build 16912 Jhonathan Abreu 2025-01-28 17:56:41 -04:00
  • d52ff087dd Trigger Build Jhonathan Abreu 2025-01-28 10:47:06 -04:00
  • 4d7f04b842 Trigger Build Jhonathan Abreu 2025-01-27 17:57:53 -04:00
  • 55ef46f1bc Trigger Build Jhonathan Abreu 2025-01-27 15:14:45 -04:00
  • fa81dc499d Trigger Build Jhonathan Abreu 2025-01-22 14:33:43 -04:00
  • f49b66c0b0 Trigger Build Jhonathan Abreu 2025-01-22 09:43:04 -04:00
  • 6adb78bf49 Trigger Build Jhonathan Abreu 2025-01-21 19:12:42 -04:00
  • 8f4707d97d Minor unit test fix Jhonathan Abreu 2025-01-21 11:42:50 -04:00
  • 143d8db049 Update FOPs universe file header Jhonathan Abreu 2025-01-21 10:21:21 -04:00
  • 712cc8bf78 Minor fix for failing unit tests Jhonathan Abreu 2025-01-20 12:24:10 -04:00
  • b52a362e08 Improve some regression algorithms Jhonathan Abreu 2025-01-17 17:39:13 -04:00
  • f1d485e688 Minor changes Jhonathan Abreu 2025-01-17 17:06:55 -04:00
  • bf99b914c9 Throw from option universe data filters for future options Jhonathan Abreu 2025-01-17 17:01:02 -04:00
  • 46f8502ead Sort configs by internal flag Jhonathan Abreu 2025-01-17 16:18:25 -04:00
  • 6cd1957c2f Update regression algorithms stats after rebase Jhonathan Abreu 2025-01-17 15:01:36 -04:00
  • e6673c546d Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • 0f59c81f75 Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • bc6a212898 Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • 51681b1dee Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 36158ad529 Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • b39053cef3 Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • e1470ef5e8 Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • 40bb688b6e Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • aa7f48aef6 Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • dde783b4a6 Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • d9cfdf7892 Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • ad4c0d7ed4 Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • c65cf7b686 Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • 70b2d06cd5 Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • c0a9713e9c Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • 8f81f9c9c4 Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • 551f08920e Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • 6d7b29bc83 Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • 7bf52fbcd4 Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • 8e10787896 Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • 24eeffd988 Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 6d2b78545a Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • bd01c40f2b Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • 8b60a9bc4a Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • aec2761f3a Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • 749062d617 Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • 60aceffa00 Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • 0c4a0fb23b Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • 1e1384039d Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • 8363be71b1 Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • 288f997119 Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • d88bd57b79 Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • ffccadf2bb Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • f922456f36 Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • 26102389c9 Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • 747eb2a1ed Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • 71286ee857 Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • 51a2af3fc4 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • 40dc728e36 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00