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  • d5fd4253ab Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • baf1bbe09d Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • 5b52bd6ab5 Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • c7da3684c3 Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • a8866ec230 Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • c641ac4300 Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • 8f0b67f8cd Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • 0333b40e7d Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • a5d3fdce18 Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 25882ec56e Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • 7db890c86f Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • b053ec218f Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • f63a7cc1a5 Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • aa7575e458 Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • 10daafbcaa Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • f4131b6c25 Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • f3bf091130 Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • 4643799702 Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • 25b9e0fbc2 Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • 296e94a1fc Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • 628299a5e7 Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • d4b8db404b Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • c11765291e Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • 3cd784793d Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • 5f88498b5b Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • ae0c704593 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • 181808002a Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • 75010f86bf Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • e0053eefa2 Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • cad5f20a3d Refactor SetHoldings to return a List<OrderTicket> (#8550) 16895 16894 16893 16891 JosueNina 2025-01-23 17:44:29 -05:00
  • c5c56bf98e Fix symbol changed events emission time (#8552) Jhonathan Abreu 2025-01-23 18:29:28 -04:00
  • 706965029d Trigger Build 16890 Jhonathan Abreu 2025-01-22 14:33:43 -04:00
  • 9b35411f45 Refactor liquidation logic (#8544) 16889 JosueNina 2025-01-22 10:53:48 -05:00
  • 2fe7f5b457 RUT index options support (#8542) Martin-Molinero 2025-01-22 11:56:42 -03:00
  • 64f848a7b1 Setup net9 C# research (#8548) Martin-Molinero 2025-01-22 11:56:02 -03:00
  • 36aace6027 Trigger Build 16888 Jhonathan Abreu 2025-01-22 09:43:04 -04:00
  • 02e987667d Setup net9 C# research 16887 Martin Molinero 2025-01-21 20:14:22 -03:00
  • a6ae0c27eb Trigger Build Jhonathan Abreu 2025-01-21 19:12:42 -04:00
  • 0937d08aa8 fix: missed assign order status in PlaceOrderWaitForStatus (#8546) 16886 Roman Yavnikov 2025-01-21 20:59:52 +02:00
  • 5358e24d3f Minor unit test fix Jhonathan Abreu 2025-01-21 11:42:50 -04:00
  • 8330dd939e Test:Feat: LongFromZeroUpdateAndCancel (#8545) Roman Yavnikov 2025-01-21 17:18:03 +02:00
  • 951087c26e Update FOPs universe file header 16885 Jhonathan Abreu 2025-01-21 10:21:21 -04:00
  • 436a606467 Fix unit and regression tests 16883 Ricardo Andrés Marino Rojas 2025-01-20 16:39:18 -05:00
  • bedeeaa7f8 Merge branch 'bug-AddBankHolidaysToCMEFuturesMHDB' of https://github.com/Marinovsky/Lean into bug-AddBankHolidaysToCMEFuturesMHDB 16882 Ricardo Andrés Marino Rojas 2025-01-20 13:53:39 -05:00
  • b1805f444b Add bank holidays from 2009-2024 Ricardo Andrés Marino Rojas 2025-01-20 13:48:09 -05:00
  • 18c495fddd Minor fix for failing unit tests Jhonathan Abreu 2025-01-20 12:24:10 -04:00
  • 296b61e689 Improve some regression algorithms Jhonathan Abreu 2025-01-17 17:39:13 -04:00
  • d00ff8e22d Minor changes Jhonathan Abreu 2025-01-17 17:06:55 -04:00
  • d64d9d9e15 Throw from option universe data filters for future options Jhonathan Abreu 2025-01-17 17:01:02 -04:00
  • 8f5cec69ae Sort configs by internal flag Jhonathan Abreu 2025-01-17 16:18:25 -04:00
  • 67982d40db Update regression algorithms stats after rebase 16880 Jhonathan Abreu 2025-01-17 15:01:36 -04:00
  • 116fb1964f Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • 0e2d473551 Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • ecf6a2eeb5 Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • a58f5cfcb0 Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 1389ccadd5 Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • 7695ba1e52 Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • 7ab71fa2e6 Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • 88f43f911f Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • 3216491b89 Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • 52ea3a5ea9 Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • 26cb63be96 Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • 11f37788c0 Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • cce3082b9d Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • 60a4f5a6e4 Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • 211715c963 Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • 92835883a1 Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • f98eace010 Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • adf65a17d6 Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • fd41895466 Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • 0472ce33d0 Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • 4caf04a5b1 Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 4d2487feee Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • 68f1bb0760 Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • 55b9512486 Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • d4109ffa52 Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • 5af7c06358 Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • 207140a9cc Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • c7481611aa Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • e9d889ae80 Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • af2617c28d Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • c868c0d4dd Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • 773b3365a2 Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • 6f7e1ae9ab Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • a4d8a80efa Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • a4feb091d8 Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • 439cd4fd69 Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • 1e5aa326a5 Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • e8645c0181 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • 858fdc6615 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • 1a7fe91e2c Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • 43c0c46b11 Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • 1ef66a1083 Fix Retrieval of Historical Data for Equities with Different Resolutions (#8538) 16881 16879 16877 JosueNina 2025-01-17 08:18:15 -05:00
  • 0fccf6017d Expand index market map (#8540) 16876 16875 Jhonathan Abreu 2025-01-16 09:49:30 -04:00
  • 510da0bc7a Address review Martin Molinero 2025-01-16 10:42:00 -03:00
  • 38bfa3c5cd Add tests 16874 Ricardo Andrés Marino Rojas 2025-01-15 19:19:09 -05:00
  • ceba1cdc60 Merge branch 'master' into bug-AddBankHolidaysToCMEFuturesMHDB 16873 Ricardo Andrés Marino Rojas 2025-01-15 17:06:52 -05:00
  • 41f9d1bd3a Support Collective2 white-label API (#8536) 16872 Jhonathan Abreu 2025-01-15 16:49:55 -04:00
  • daf9b5af85 Address review Martin Molinero 2025-01-15 17:43:23 -03:00
  • ec0d55fb24 Remove empty bankHolidays lists from MHDB Ricardo Andrés Marino Rojas 2025-01-15 14:50:15 -05:00