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  • 1cc7941721 Accepted partial fills for market orders to prevent backtest partial fills blocking transaction manager QuantConnect 2015-11-24 13:04:55 -05:00
  • c5a412a4ea Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-11-24 10:49:18 -05:00
  • 11db76d984 Adds generics AlgorithmStatusCommand snugs 2015-11-23 20:46:46 -05:00
  • 0152871ac9 YahooDataDownloader.Get now throws on non-daily resolution snugs 2015-11-23 20:38:59 -05:00
  • bcf33f51ef Rename Cash.Quantity to Cash.Amount snugs 2015-11-23 20:35:52 -05:00
  • 2b4624cfc3 Adds Cash.AddQuntity and Cash.SetQuantity snugs 2015-11-23 20:30:45 -05:00
  • e236f91d06 Zero Portfolio.CashBook before getting balances from brokerage snugs 2015-11-23 20:20:14 -05:00
  • 7d9df26cb1 LiveResultHandler: Filter out internal feed securities from holdings snugs 2015-11-23 20:16:30 -05:00
  • 6c17128eed Adds QCAlgorithm.SetWarmUp alias snugs 2015-11-23 20:13:42 -05:00
  • 601c6b54cf Send CommandResultPacket to IResultHandler for dispatch snugs 2015-11-23 20:11:51 -05:00
  • 7aad122176 ICommand.Run now returns CommandResultPacket snugs 2015-11-23 20:10:09 -05:00
  • 0f2e9e3e13 Adds a CommandResultPacket snugs 2015-11-23 20:07:23 -05:00
  • 12eb8984fc Adds unit test using OrderJsonConverter with JsonConvert snugs 2015-11-23 18:54:43 -05:00
  • 2d7316d404 Adds OrderJsonConverter for deserializing Orders snugs 2015-11-23 18:50:41 -05:00
  • 0ae568d980 Remove warnings as errors from Release snugs 2015-11-23 15:45:24 -05:00
  • 5161dc9dd0 Use Market string constants instead of literals snugs 2015-11-23 13:55:58 -05:00
  • 2b4ccbd3d8 Doc fix for KCH helper snugs 2015-11-23 13:43:09 -05:00
  • 6383cc8bcf Properly pass tag through in SetHoldings overloads snugs 2015-11-23 13:40:02 -05:00
  • 499e3ea19a Adds this[string] indexer for Securities,Portfolio,DataDictionary snugs 2015-11-23 13:28:34 -05:00
  • 5dfbe3078c Remove IBrokerage.SecurityHoldingUpdated snugs 2015-11-23 13:14:54 -05:00
  • 87b0b4b064 Adds SymbolCache.Clear snugs 2015-11-23 13:11:23 -05:00
  • eca15f8274 Merge branch 'master' into sid snugs 2015-11-23 13:05:51 -05:00
  • 9b898d5eb4 Use Symbol.ToString in CreateIndicatorName snugs 2015-11-23 13:05:42 -05:00
  • be9c0bdb99 Allows CoarseGenerator to not regen all files everytime snugs 2015-11-23 13:02:41 -05:00
  • 000d5cde13 Adds GroupAdjacentBy to LinqExtensions snugs 2015-11-23 13:02:18 -05:00
  • 48147a46ff Made EpochTime readonly Stefano Raggi 2015-11-18 00:07:28 +01:00
  • b76fb035ef UnixTimeStampToDateTime performance bugfix Stefano Raggi 2015-11-18 00:01:48 +01:00
  • 188fb807e7 Move SecurityIdentifier to QuantConnect namespace snugs 2015-11-19 20:46:50 -05:00
  • fd74b6f60f Use symbol from security object in MarketOrder snugs 2015-11-19 20:39:03 -05:00
  • 7689ae505d Update warnings as error 612 (obsolete w/ no msg) snugs 2015-11-19 20:36:59 -05:00
  • 43fc0a2d6d Cleans up some methods accepts Symbol, sec type/market snugs 2015-11-19 20:16:03 -05:00
  • ef4e3f5ab5 Clean up warnings from bad pragma comments snugs 2015-11-19 19:46:36 -05:00
  • b4bfd82d22 Remove SymbolSecurityType class, OBE by Symbol.ID.SecurityType snugs 2015-11-19 19:40:40 -05:00
  • eb39b03323 Cleans up FXCM ConvertSymbol functions snugs 2015-11-19 19:17:01 -05:00
  • 1c3bfd6a4d Change error message in SymbolCache snugs 2015-11-19 19:12:48 -05:00
  • 1ffa5e2a7f Update .travis.yml Jared 2015-11-19 18:33:12 -05:00
  • 03105afbf3 Adds ncrunch files to .gitignore snugs 2015-11-19 18:29:20 -05:00
  • 0c49de178e Added coveralls test coverage. Jared 2015-11-19 18:28:19 -05:00
  • 35ce0342f9 Tidy up some usages of Symbol.Value/ToString snugs 2015-11-19 16:23:41 -05:00
  • 9e660ffcbe Remove usages of Symbol implicits from non-algorithm projects snugs 2015-11-18 16:43:39 -05:00
  • f788e9595f Use string in AddData<T> snugs 2015-11-18 17:05:33 -05:00
  • b6603ffd01 Set Obsolete warnings as errors snugs 2015-11-18 13:42:40 -05:00
  • d9dcd9b9aa Clean up Obsolete compiler warnings snugs 2015-11-18 13:31:29 -05:00
  • 8289d1985d Make Symbol implicit able to handle SIDs snugs 2015-11-18 13:11:27 -05:00
  • 6bd6d61c83 Symbol implicits will return empty on failure snugs 2015-11-17 21:08:08 -05:00
  • a38373ed29 Adds SymbolCache.TryGetSymbol and TryGetTicker snugs 2015-11-17 21:00:32 -05:00
  • 18edd22e68 Rename SymbolCache.Get to SymbolCache.GetSymbol snugs 2015-11-17 20:53:15 -05:00
  • d5da2efdf1 Clean up Symbol equality methods snugs 2015-11-17 20:52:50 -05:00
  • 9f7e1964ff Make Symbol implicit operators inverse operations snugs 2015-11-17 20:31:18 -05:00
  • 54423510eb Doc tidy in SymbolJsonConverter snugs 2015-11-17 20:15:32 -05:00
  • aef506f428 Make Symbol string overrides as Obsolete snugs 2015-11-17 20:15:10 -05:00
  • 80d894c41e Change Holding.Symbol to be of type Symbol snugs 2015-11-17 20:14:28 -05:00
  • daa34da072 Remove some implicit Symbol->string cases snugs 2015-11-17 19:17:41 -05:00
  • 3208c4c46b Symbol.Equals(obj) now accepts sid struct snugs 2015-11-17 19:17:09 -05:00
  • 64bdfaf42c Adds overload for Compression.Zip accepting entry name snugs 2015-11-17 16:51:44 -05:00
  • dce997e040 Merge remote-tracking branch 'origin/master' into sid snugs 2015-11-17 12:58:55 -05:00
  • e2f9c527a6 FXCM Brokerage - improved disconnection/reconnection logic Stefano Raggi 2015-11-13 21:47:14 +01:00
  • e3ee93fc10 LeanDataWriter now preserves existing hourly/daily data Stefano Raggi 2015-11-14 17:58:15 +01:00
  • 989cdb1eaf Merge branch 'master' into sid snugs 2015-11-17 12:51:29 -05:00
  • 7687411f0b Fixed History bug with Security.Resolution=Tick Stefano Raggi 2015-11-16 23:32:35 +01:00
  • 4ecd794306 Dukascopy and Oanda downloader updates Stefano Raggi 2015-11-15 13:18:47 +01:00
  • 5176fd95ae Enables AvgBidSize and AvgAskSize calculation in QuoteBar Update method. AlexCatarino 2015-11-07 16:53:24 -02:00
  • 2a3f8ed294 Handle symbol serialization manually for backwards compatibility snugs 2015-11-17 11:52:30 -05:00
  • 810a39f91b Make MapFileResolver.Empty readonly snugs 2015-11-16 14:23:38 -05:00
  • ab1886f34e Adds default map-file-provider to config snugs 2015-11-16 13:56:16 -05:00
  • 5ed2bc2ac1 Backwards compatible Symbol json snugs 2015-11-16 13:44:09 -05:00
  • bb241899fb Implements IMapFileProvider snugs 2015-11-16 12:06:15 -05:00
  • 7fda8a2342 Fixes bug append bug in coarse generator snugs 2015-11-16 12:02:20 -05:00
  • 4f9dce1deb Set last order id to zero in live result handler snugs 2015-11-13 13:29:55 -05:00
  • 80f57a653b Added user interface test folder QuantConnect 2015-11-12 14:34:26 -05:00
  • 41cdb177e5 Adds Dukascopy to SecurityIdentifier markets snugs 2015-11-12 14:33:26 -05:00
  • 7eebece04d Fixes build on Java/Python projects snugs 2015-11-11 20:41:21 -05:00
  • b870c55328 Adds Symbol(string) function shortcut for SymbolCache.Get(string) snugs 2015-11-11 20:12:04 -05:00
  • a3a1297e79 Revert shortening of universe symbols snugs 2015-11-11 19:52:31 -05:00
  • c81039ec2a Update SecurityIdentifier to hold string instead of base36 long snugs 2015-11-11 19:46:30 -05:00
  • 8f9a228e0c Remove usages of Symbol implicits from engine snugs 2015-11-11 18:56:57 -05:00
  • 7b6c82841f Initial implementation of SecurityIdentifier snugs 2015-10-28 21:04:34 -04:00
  • 4228167af8 Set Time.BeginningOfTime to OADate(0) snugs 2015-11-05 13:49:12 -05:00
  • 26da01e8b3 Allow 'data-folder' and 'data-directory' config options snugs 2015-11-11 13:34:25 -05:00
  • d958bd208e Use Symbol in IDataQueueHandler interface snugs 2015-11-09 19:20:46 -05:00
  • d0b282b778 Adds SecurityIdentifierJsonConverter snugs 2015-10-28 17:15:30 -04:00
  • e29236cc2d Remove reliance on Symbol implcits from core libraries snugs 2015-10-28 15:39:49 -04:00
  • a4a195880e Adds SecurityIdentifier type snugs 2015-10-28 14:55:19 -04:00
  • 7c53a73310 Override BaseData.EndTime in RenkoBar snugs 2015-11-12 13:46:47 -05:00
  • 01afc560f4 Added Settlement models Stefano Raggi 2015-11-02 23:56:02 +01:00
  • c055b9f944 Remove Python project dependency from Tests project snugs 2015-11-11 21:59:53 -05:00
  • 03a50865b2 Market FxcmBrokerage._connectionLost as volatile snugs 2015-11-11 21:37:20 -05:00
  • 2bd1272bac FXCM Brokerage - added detection of lost connection + automatic reconnect Stefano Raggi 2015-11-11 00:03:05 +01:00
  • 7143798b89 Bar.Update no longer updates on zero values snugs 2015-11-11 21:30:28 -05:00
  • d696f09b28 Adds IAlgorithm.Status snugs 2015-11-06 19:01:51 -05:00
  • 7630eaf357 Remove AlgorithmStatus.Quit, merged into Stopped snugs 2015-11-06 15:27:59 -05:00
  • 1716e94153 Restrict Bar.Initialize value to be non-zero snugs 2015-11-06 19:03:38 -05:00
  • f63c7667fb Clone orders for fill models snugs 2015-11-06 14:40:27 -05:00
  • 6e03b7b08b Remove modification of order.Price from transaction models snugs 2015-11-06 14:17:50 -05:00
  • 513859f18e Added LEAN version to the server statistics, added quit state to acceptable exit conditions QuantConnect 2015-11-06 14:31:11 -05:00
  • 3da3947d41 Increased IB timeouts to accomodate server slowness QuantConnect 2015-11-06 12:10:57 -05:00
  • 6a9b9a63c4 Fixes bug in IB minimum price variation snugs 2015-11-05 19:45:29 -05:00
  • b2d96bdfa0 Fixes bug in TradeBar.Update and QuoteBar.Update snugs 2015-11-05 13:17:16 -05:00
  • 3d07ceb6ad Added OnMessage calls in FXCM server callbacks Stefano Raggi 2015-11-04 23:22:07 +01:00
  • 3285198cfe Implements ICommandQueueHandler snugs 2015-11-04 21:26:14 -05:00