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  • 88957679da Adds SetBrokerageModel to IAlgorithm snugs 2015-12-10 15:27:24 -05:00
  • 809a1ec9bb Set algorithm default markets in setup handlers snugs 2015-12-10 15:22:56 -05:00
  • 53a64ea3ba Use default market map in AddSecurity snugs 2015-12-10 15:16:25 -05:00
  • 8dad5f4c0a Adds IAlgorithm.SetDefaultMarkets snugs 2015-12-10 15:14:30 -05:00
  • cc472b9631 Adds IBrokerageFactory.DefaultMarkets snugs 2015-12-10 15:10:52 -05:00
  • 939e0cc161 Adds ToReadOnlyDictionary extension method snugs 2015-12-10 14:56:51 -05:00
  • d8d6addd23 Fixes variable spelling/comment snugs 2015-12-10 14:11:39 -05:00
  • 2b584fadd2 Adds SymbolCache tests for uncached and sid strings snugs 2015-12-10 14:10:51 -05:00
  • 35197a96f0 Don't add universe symbols to SymbolCache snugs 2015-12-10 14:09:35 -05:00
  • a4074d2c85 Adds ParameterizedAlgorithm with regression test snugs 2015-12-10 13:43:08 -05:00
  • bc6ffbce0c Set algorithm parameters from job packet snugs 2015-12-10 13:13:06 -05:00
  • 422ece3ea0 Adds ParameterAttribute snugs 2015-12-10 13:10:45 -05:00
  • 9504955576 Adds Json deserialization support to ConvertTo<T>/GetValue<T> methods snugs 2015-12-10 13:05:22 -05:00
  • b167b7725d Adds GetParameter and SetParameters to IAlgorithm snugs 2015-12-09 21:16:27 -05:00
  • e31fd9d990 Read parameters from config in JobQueue snugs 2015-12-09 21:11:34 -05:00
  • ad3b4a29e7 Change Config.Get to use ToString, more generic snugs 2015-12-09 20:59:41 -05:00
  • f900cfafb7 Adds Parameters dictionary to AlgorithmNodePacket (job) snugs 2015-12-09 20:43:30 -05:00
  • 2d9f8cb9e3 Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum QuantConnect 2015-12-10 13:03:50 -05:00
  • b1469ba552 Adds Log.Trace in BrokerageTransactionHandler.Process v2.1.6.0 snugs 2015-12-09 23:05:43 -05:00
  • e27e6911d1 Use BusyBlockingCollection in BrokerageTransactionHandler snugs 2015-12-09 23:04:14 -05:00
  • ebafe290c2 Improve status trace to include status message if available snugs 2015-12-09 17:54:19 -05:00
  • b49495f59f Merge pull request #223 from StefanoRaggi/oanda Jared 2015-12-09 19:31:10 -05:00
  • 0459653aa9 Added more OandaBrokerage order tests Stefano Raggi 2015-12-09 21:28:17 +01:00
  • cf36045814 Oanda - Fixed requests for StopMarket and StopLimit orders Stefano Raggi 2015-12-09 16:49:59 +01:00
  • 7df4aadbe6 Added OandaTransactionModel Stefano Raggi 2015-12-09 13:30:21 +01:00
  • 61783c222c Oanda - Close rates streaming session on Disconnect Stefano Raggi 2015-12-09 13:17:23 +01:00
  • 3b3f31a62f Oanda GetUsdConversion now supports all available symbols Stefano Raggi 2015-12-09 13:12:14 +01:00
  • 7a2d62c3c8 IDataQueueHandler implementation for OandaBrokerage Stefano Raggi 2015-12-09 00:17:22 +01:00
  • 4619997289 Split OandaBrokerage as partial class Stefano Raggi 2015-12-08 18:17:29 +01:00
  • cf78badd60 Start Oanda event session at Connect time Stefano Raggi 2015-12-08 17:48:30 +01:00
  • 2c2a217b16 OandaBrokerage.GetCashBalance now only returns balance for the current AccountId Stefano Raggi 2015-12-08 17:10:11 +01:00
  • 3ea77ec19f Fixed malformed parameter strings for Oanda requests Stefano Raggi 2015-12-08 16:54:16 +01:00
  • 150e566ca5 Added missing Oanda symbol mapping calls Stefano Raggi 2015-12-08 16:48:46 +01:00
  • 50517395ce Removed Oanda token refresh Stefano Raggi 2015-12-08 16:43:39 +01:00
  • 265270e06f Updated Oanda order ids from int to long Stefano Raggi 2015-12-07 15:41:46 +01:00
  • 0253532f4d Fixed order.Id assignment in ConvertOrder Stefano Raggi 2015-12-07 15:33:17 +01:00
  • 32d9b85c86 Fixes quantity/fill price for partial fills snugs 2015-12-09 17:33:30 -05:00
  • a899017fe6 Adds documentation to ParallelRunner classes snugs 2015-12-09 16:32:22 -05:00
  • 4e107507e4 Adds EmaCrossUniverseSelectionAlgorithm snugs 2015-12-09 16:28:19 -05:00
  • 691f2bff2b Change add/remove traces to debug snugs 2015-12-09 16:27:14 -05:00
  • 86498da772 Adds CoarseUniverseTop5DollarVolumeAlgorithm snugs 2015-12-09 15:41:57 -05:00
  • b6ae391678 Count BaseDataCollection.Data.Count towards data point counts snugs 2015-12-09 15:40:46 -05:00
  • 5e41125696 Added brokerage to launcher QuantConnect 2015-12-09 16:35:28 -05:00
  • 18d6df4efd Fixes bug in BaseDataCollection.Clone snugs 2015-12-09 15:18:24 -05:00
  • d196946f71 Use Symbol.ID in data feed add subscription trace log snugs 2015-12-09 15:08:09 -05:00
  • 234e76c06f Remove EnqueueableEnumeator.EnqueueRange snugs 2015-12-09 15:01:28 -05:00
  • 20330c5c40 First rev improvement of ParallelRunner infrastructure snugs 2015-12-09 14:35:40 -05:00
  • 200d03800b Remove OBE test, no longer serializing like this snugs 2015-12-09 15:04:39 -05:00
  • ab642d4878 Remove symbol implicit usages snugs 2015-12-08 23:01:26 -05:00
  • 3287acc7b3 Fixes custom universe timezone in live data feed snugs 2015-12-08 20:37:34 -05:00
  • 15c572067c Fixes renames in MarketHoursDatabase.cs snugs 2015-12-08 20:35:47 -05:00
  • 4c24cb7975 Version bump for new data feed QuantConnect 2015-12-09 13:30:10 -05:00
  • e819ff5b29 Fix Json encoding bug QuantConnect 2015-12-09 13:30:02 -05:00
  • 4e51238e6a Adds symbol to FillForwardEnumerator error message snugs 2015-12-08 19:06:24 -05:00
  • 91691d5fda Adds AddSecurityCommand snugs 2015-12-08 19:06:13 -05:00
  • f3834df1a0 Return Security instance from IAlgorithm.AddSecurity snugs 2015-12-08 18:37:00 -05:00
  • 0422a762d7 Adds dropbox universe selection example algorithms snugs 2015-12-08 17:44:13 -05:00
  • ae16cc8443 Adds more AddUniverse overloads for IEnumerable<string> results snugs 2015-12-08 16:29:33 -05:00
  • f744ff86cd Adds Universe.Unchanged support snugs 2015-12-08 16:19:59 -05:00
  • 46d0b6db78 Set default value for size in ToCsv extension snugs 2015-12-08 15:25:42 -05:00
  • 826b865d7a Rename StockPickerAlgorithm to CustomDataUniverseAlgorithm snugs 2015-12-08 15:12:58 -05:00
  • 9e28166af0 Remove fill forward and internal feed restriction from universes snugs 2015-12-08 15:11:56 -05:00
  • 565c3bc6f7 Adds AddRemoveSecurityRegressionAlgorithm snugs 2015-12-08 15:08:43 -05:00
  • f1aafd33ec Change UserDefinedUniverse interval to one day snugs 2015-12-08 13:23:55 -05:00
  • a1d11e478c Fixes bug in logs showing data feed ends at DateTime.MaxValue snugs 2015-12-08 13:31:12 -05:00
  • a5dd738a52 Fixes bug in Slice ctor HasData snugs 2015-12-07 18:58:26 -05:00
  • 7e95bf2fa6 Remove keys from EquitiesLabAlgorithm snugs 2015-12-07 18:38:11 -05:00
  • fa12434f98 Remove locked check from AddSecurity snugs 2015-12-07 18:24:08 -05:00
  • 34b5233e1e Wire up universe changed events in data feeds snugs 2015-12-07 18:18:33 -05:00
  • d510d23b58 Make frontier utc class variable in data feeds snugs 2015-12-07 18:11:39 -05:00
  • 3eb3a145a7 UserDefinedUniverse notifies UniverseManager on changes snugs 2015-12-07 17:59:10 -05:00
  • 3a322e0877 Change IAlgorithm.Universes to use UniverseManager type snugs 2015-12-07 17:45:21 -05:00
  • 55949b2ec0 Adds UniverseManager snugs 2015-12-07 17:42:03 -05:00
  • 471b8eb3de Remove UniverseSelectionEventArgs snugs 2015-12-07 17:35:51 -05:00
  • 33c8376c65 Version bump and Holding Symbol json encoding change QuantConnect 2015-12-08 13:33:04 -05:00
  • 1350979f2f Merge remote-tracking branch 'origin/master' QuantConnect 2015-12-07 15:27:33 -05:00
  • 4558d085c6 Changed BrokerageId from int to long Stefano Raggi 2015-12-07 12:26:43 +01:00
  • a25a516a5c Clean up ParallelRunner snugs 2015-12-07 14:42:58 -05:00
  • e4b3ab55ca SecurityManager now implements INotifyCollectionChanged snugs 2015-12-07 14:35:56 -05:00
  • d1a85e0647 Adds TimeKeeper ctor params[] overload snugs 2015-12-07 13:23:39 -05:00
  • 457496c6eb FastForwardEnumerator - prevent emitting past data snugs 2015-12-07 12:40:28 -05:00
  • f9734c9447 Remove unused parameters from SubscriptionDataConfig.ctor snugs 2015-12-07 12:32:47 -05:00
  • 7e37804c7e Use Symbol.Create instead of SID.Generate* methods snugs 2015-12-07 12:31:46 -05:00
  • 74c5e06db8 Remove universe selection events snugs 2015-12-07 12:21:49 -05:00
  • 0d36b7cd2a Rename SubscriptionSyncer->SubscriptionSynchronizer snugs 2015-12-07 12:06:38 -05:00
  • 0728f4b677 Remove Subscriptions.Union(Subscriptions) file sys df snugs 2015-12-07 11:56:59 -05:00
  • a58e91ea7f Remove gen parm TradeBar.Parse/Add ToCsv extension snugs 2015-12-04 21:29:25 -05:00
  • 7fcd2e0fae Revert "Make algorithm run on dedicated thread" snugs 2015-12-04 20:59:47 -05:00
  • 42443b303c Increase length of benchmark algorithm snugs 2015-12-04 20:59:43 -05:00
  • 240c6ff2e2 Recorded performance of commits snugs 2015-12-04 20:45:38 -05:00
  • 9131793eb0 Make algorithm run on dedicated thread snugs 2015-12-04 20:43:53 -05:00
  • 4f73c7ecea Make Slice DataDictionary lazy eval snugs 2015-12-04 20:34:46 -05:00
  • a164fe50f5 Change FileSystemDataFeed thread count snugs 2015-12-04 20:23:49 -05:00
  • 50b33b3d0a EmptyMinute400Equity - 185k snugs 2015-12-04 20:11:38 -05:00
  • 670045abcb Replace exchange in file sys data feed with ParallelRunner snugs 2015-12-04 20:09:55 -05:00
  • f6838f92e0 Adds ParallelRunner snugs 2015-12-04 20:09:25 -05:00
  • e08ed1c213 Add Benchmark algorithm with baseline time snugs 2015-12-04 20:08:34 -05:00
  • 3692cb53ce EquitiesLab optimizations snugs 2015-12-04 02:06:52 -05:00
  • 4e5b65ed08 Adds EquitiesLabAlgorithm snugs 2015-12-03 19:59:13 -05:00
  • 3b89fcbc25 BaseDataExchange - Allow enumerator specific handlers snugs 2015-12-03 18:21:01 -05:00