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  • 8feecf0c36 Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • 4d7d87c863 Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • 40e887a106 Unseal greeks ComputeIndicator method (#8570) 16913 16911 16910 Jhonathan Abreu 2025-02-03 10:16:34 -04:00
  • 2b9e435d7c Trigger Build 16908 Jhonathan Abreu 2025-01-28 17:56:41 -04:00
  • 80a5748cc7 Trigger Build Jhonathan Abreu 2025-01-28 10:47:06 -04:00
  • 39c25d5812 Trigger Build Jhonathan Abreu 2025-01-27 17:57:53 -04:00
  • 4103752244 Trigger Build Jhonathan Abreu 2025-01-27 15:14:45 -04:00
  • ffd02a2ab9 Trigger Build Jhonathan Abreu 2025-01-22 14:33:43 -04:00
  • 31265b4f62 Trigger Build Jhonathan Abreu 2025-01-22 09:43:04 -04:00
  • 89b7e250a4 Trigger Build Jhonathan Abreu 2025-01-21 19:12:42 -04:00
  • 825288459d Minor unit test fix Jhonathan Abreu 2025-01-21 11:42:50 -04:00
  • d154bf55fd Update FOPs universe file header Jhonathan Abreu 2025-01-21 10:21:21 -04:00
  • f0c1e02a26 Minor fix for failing unit tests Jhonathan Abreu 2025-01-20 12:24:10 -04:00
  • 509406be35 Improve some regression algorithms Jhonathan Abreu 2025-01-17 17:39:13 -04:00
  • dc0a355997 Minor changes Jhonathan Abreu 2025-01-17 17:06:55 -04:00
  • f0592fd056 Throw from option universe data filters for future options Jhonathan Abreu 2025-01-17 17:01:02 -04:00
  • e9bf5cbc43 Sort configs by internal flag Jhonathan Abreu 2025-01-17 16:18:25 -04:00
  • 25583beacf Update regression algorithms stats after rebase Jhonathan Abreu 2025-01-17 15:01:36 -04:00
  • 769d90157e Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • 27c6a5fa7b Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • 44bda96eee Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • 768ce8c1d9 Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 3def8994ca Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • 58eba494e9 Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • f8365b5274 Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • 63aee507e0 Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • 2530d8478d Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • 3f7e140e00 Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • 34a36d2e12 Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • 26d52f5786 Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • 42d57b31f1 Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • 4af52c422b Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • c62c9bf1d7 Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • 76a8803120 Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • 96e9c21712 Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • 6c7d8d88c8 Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • bafbdca77f Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • 822602a551 Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • aa0c29f77e Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 295ac675e9 Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • f082affdd5 Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • 9482fa03b4 Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • cf0a483373 Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • 296f020613 Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • ef334381d6 Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • 4f6c73515d Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • 144937b93d Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • c3511e2eb9 Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • b0e1f3d8cd Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • 5d7e21f3ea Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • 1e1018ea32 Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • 85636e2119 Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • 97762aeec4 Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • 7eca3638d2 Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • 6cb4808220 Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • 7c8ba9a09b Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • 067364a880 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • dc0b0800de Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • d7a9209b78 Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • 8149c291fc Dynamic market hours for time and date rules (#8541) 16909 16907 16906 Jhonathan Abreu 2025-01-31 15:00:14 -04:00
  • de9f9bf309 Fix options indicators data synchronization (#8564) Jhonathan Abreu 2025-01-31 14:22:06 -04:00
  • 077b6e41d8 Updating Orders should fail if it causes insufficient margin (#8553) 16905 JosueNina 2025-01-31 09:29:30 -05:00
  • 37d0c42149 Minor improvements to compression (#8555) Martin-Molinero 2025-01-31 11:29:11 -03:00
  • f80e0345f1 Minor improvements to compression 16904 Martin Molinero 2025-01-21 10:41:39 -03:00
  • eb6331f272 Minor improvements to compression 16903 Martin Molinero 2025-01-21 10:41:39 -03:00
  • ac1365cd7c feat: support new order types in CharlesSchwabBrokerageModel (#8561) 16902 16901 16900 Roman Yavnikov 2025-01-29 15:40:26 +02:00
  • c3530a6a7f Update SPDB - Bybit (#8563) JosueNina 2025-01-29 08:15:30 -05:00
  • 4252c9a6b0 Trigger Build 16899 Jhonathan Abreu 2025-01-28 17:56:41 -04:00
  • 7318c6fc7c Add ICE and NYSE 2025, 2026 and 2027 holidays (#8557) Ricardo Andrés Marino Rojas 2025-01-28 14:21:32 -05:00
  • 2e0c3a03a5 Add index data part 1 (#8549) Ashutosh 2025-01-28 13:12:13 -05:00
  • 824a754f81 Add CFE, SGX and INDIA 2025 Holidays to MHDB (#8558) Ricardo Andrés Marino Rojas 2025-01-28 13:10:47 -05:00
  • 1000669975 Adds Collective2 Payload To Logs With Debugging Enabled (#8559) Alexandre Catarino 2025-01-28 18:10:39 +00:00
  • 24a1fbba60 Clone configuration on re-subscription (#8560) Jhonathan Abreu 2025-01-28 14:09:40 -04:00
  • 25d53fe6ff Update default CFE mhdb entry (#8562) Jhonathan Abreu 2025-01-28 14:09:21 -04:00
  • 2997d704c4 Trigger Build 16898 Jhonathan Abreu 2025-01-28 10:47:06 -04:00
  • c0d0c764a7 Trigger Build 16897 Jhonathan Abreu 2025-01-27 17:57:53 -04:00
  • b1db262ff9 Trigger Build 16896 Jhonathan Abreu 2025-01-27 15:14:45 -04:00
  • 75c78f6b3b Trigger Build Jhonathan Abreu 2025-01-22 14:33:43 -04:00
  • 6d469dda81 Trigger Build Jhonathan Abreu 2025-01-22 09:43:04 -04:00
  • 812d72342c Trigger Build Jhonathan Abreu 2025-01-21 19:12:42 -04:00
  • 286b2d9424 Minor unit test fix Jhonathan Abreu 2025-01-21 11:42:50 -04:00
  • a748ab5917 Update FOPs universe file header Jhonathan Abreu 2025-01-21 10:21:21 -04:00
  • 9b2459df1e Minor fix for failing unit tests Jhonathan Abreu 2025-01-20 12:24:10 -04:00
  • 29007ced94 Improve some regression algorithms Jhonathan Abreu 2025-01-17 17:39:13 -04:00
  • 88b475a1b7 Minor changes Jhonathan Abreu 2025-01-17 17:06:55 -04:00
  • c315164d5e Throw from option universe data filters for future options Jhonathan Abreu 2025-01-17 17:01:02 -04:00
  • 82502ae428 Sort configs by internal flag Jhonathan Abreu 2025-01-17 16:18:25 -04:00
  • 4cea81d481 Update regression algorithms stats after rebase Jhonathan Abreu 2025-01-17 15:01:36 -04:00
  • 487eac8b53 Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • 4eabfd3e10 Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • ce24e912b0 Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • f626301429 Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 34ba45e082 Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • 37f634267e Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • 6051bc1eb0 Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • e00fc6d336 Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • 8be8ed86e9 Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • 7853d12bcf Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • cd4508676d Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • fcdd101dc9 Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00