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  • 5d4aadbb9c Removes QuantConnect.Interfaces snugs 2015-11-04 13:13:30 -05:00
  • bc14daaf1c Return input.Close for PSAR first point instead of zero snugs 2015-11-04 12:05:21 -05:00
  • 8a777be540 Fix type in log msgs snugs 2015-11-04 11:49:25 -05:00
  • 847f1f4ccd Allow custom data to be 5 seconds delayed snugs 2015-11-03 19:54:48 -05:00
  • a634f6d8b8 Add type check before method invoker call snugs 2015-11-03 19:32:05 -05:00
  • b56b8bde38 Check data, not just timeslice.time in handover snugs 2015-11-03 19:20:32 -05:00
  • f3fe4d1f35 Check for internal feeds on custom data snugs 2015-11-03 19:14:12 -05:00
  • 60736779c8 Trace log brokerage setup handler steps snugs 2015-11-03 16:30:32 -05:00
  • cbc323dd43 Add padding to warmup handoff snugs 2015-11-03 15:49:04 -05:00
  • f9d9722704 Log init errors from setup handlers snugs 2015-11-03 15:46:59 -05:00
  • 224366f734 Fixes tz bug in SetWarmup(barCount) snugs 2015-11-03 14:36:57 -05:00
  • 15a86a1dcf SetBenchmark use configured security type if exists snugs 2015-11-03 14:31:35 -05:00
  • a520a781c8 Force update in live results on exit snugs 2015-11-03 12:24:12 -05:00
  • 4939e54475 Catch null-ref when error in alg initialize snugs 2015-11-02 16:04:36 -05:00
  • 988f2bfe0f 'TravisExclude' DefaultBrokerageMessageHandler snugs 2015-11-02 13:21:26 -05:00
  • 83678d4c9b Make DefaultBrokerageMessageHandler tests pass snugs 2015-11-02 12:27:57 -05:00
  • ddad01606b Fixes test proj dependency issue snugs 2015-11-02 12:12:39 -05:00
  • 12f5dfd179 Increase sleep on test snugs 2015-10-31 18:51:43 -04:00
  • f4c3e5746f BaseData.Update now includes bidSize and askSize snugs 2015-10-31 18:22:43 -04:00
  • a1837105a4 Reduced parameters in QuoteBar constructor. AlexCatarino 2015-10-29 18:19:48 -02:00
  • 4245a779a9 Remove setters from IBar. Mid OHLC in QuoteBar become computed properties. AlexCatarino 2015-10-29 17:23:36 -02:00
  • 8e1d4bb3a0 Creates IBar interface and Bar class that implement OHLC object. Includes IBar to TradeBar object. Introduce QuoteBar object to deal with Bid and Ask bars. AlexCatarino 2015-10-29 15:53:41 -02:00
  • 3fa7642128 Improve Config.GetValue<T>, includes static Parse snugs 2015-10-30 14:56:08 -04:00
  • 4521a9aea3 Improve disconnect handling logic snugs 2015-10-29 20:14:03 -04:00
  • 93fb8a1f59 Adds IBrokerageMessageHandler and DefaultBrokerageMessageHandler snugs 2015-10-29 15:41:17 -04:00
  • 49c0bcd23c Remove IKVM dependencies from QuantConnect.Tests.csproj snugs 2015-10-29 17:03:47 -04:00
  • 6963af0b46 FxcmBrokerage - changed test for Hedging account Stefano Raggi 2015-10-28 22:52:21 +01:00
  • 071d679f1e Send user emails on brokerage warnings snugs 2015-10-29 14:03:53 -04:00
  • 2aac7f4348 Set IB Server reset window to +- 45 minutes snugs 2015-10-29 13:28:50 -04:00
  • eea2852a3f Use AccountValues.CashBalance key instead of net liq snugs 2015-10-29 12:05:22 -04:00
  • 9c5a6aa254 Fixes bug in sending Notifications in Initialize snugs 2015-10-28 22:48:15 -04:00
  • 1c40263d69 Fixes bug in SetHoldings with liquidate=true snugs 2015-10-28 21:10:53 -04:00
  • a56a8bde81 Fixes memory leak in LiveTradingDataFeed snugs 2015-10-21 19:01:45 -04:00
  • a4f44ada54 LSMA indicator and test added. Jay-Jay-D 2015-10-23 13:17:26 -03:00
  • 73059f4d8d Updated OandaDownloader - Added StartDate+EndDate as command line arguments - Added missing Symbol in returned bars Stefano Raggi 2015-10-26 23:28:51 +01:00
  • 711a456f9d Updated DukascopyDownloader - Added StartDate+EndDate as command line arguments - Added missing Symbol in returned bars - Added error logging Stefano Raggi 2015-10-26 22:28:26 +01:00
  • b1ceabbb35 100x speedup in LeanDataWriter with large files Stefano Raggi 2015-10-26 22:08:13 +01:00
  • 5c12e94f0d Enable save of CFD data files Stefano Raggi 2015-10-25 22:04:21 +01:00
  • e651d24f80 New OandaDataDownloader Stefano Raggi 2015-10-21 23:02:54 +02:00
  • 704e33df1b New DukascopyDataDownloader Stefano Raggi 2015-10-21 00:49:46 +02:00
  • acaa4d6ad9 Fixed directory creation bug in LeanDataWriter Stefano Raggi 2015-10-21 00:08:11 +02:00
  • 0b00b7a073 Removed InstrumentType enum (reused SecurityType) Stefano Raggi 2015-10-18 16:03:33 +02:00
  • 99e9814694 Fixed bug in LeanDataWriter With second and minute resolutions, the date of the csv file did not match the containing zip file (off-by-one) Stefano Raggi 2015-10-18 15:44:53 +02:00
  • 9c0f980a43 New GoogleDataDownloader class + updated GoogleDownloader Stefano Raggi 2015-10-17 21:04:47 +02:00
  • 942d3fc772 Add BidSize and AskSize to Tick AlexCatarino 2015-10-26 12:21:12 -02:00
  • 11c6753297 Changed Padded Performance log Error to Trace Stefano Raggi 2015-10-25 00:38:26 +02:00
  • 3a6eabf473 Merge pull request #193 from StefanoRaggi/ikvm-composer Michael 2015-10-24 18:38:02 -04:00
  • 52dfe34b86 Merge pull request #192 from StefanoRaggi/statistics-check Michael 2015-10-24 18:33:49 -04:00
  • f01f8f96ed Added IKVM references to avoid Composer errors Stefano Raggi 2015-10-25 00:17:20 +02:00
  • dfcdcf58cc Added check for division by zero in CompoundingAnnualPerformance Stefano Raggi 2015-10-24 23:41:24 +02:00
  • 6e9438b8b3 Prevent zero quantity holdings in FxcmBrokerage snugs 2015-10-23 18:21:06 -04:00
  • f506ad5036 Initial implementation of FxcmBrokerage Stefano Raggi 2015-09-29 23:27:20 +02:00
  • df14e885ac Move OandaBrokerage model to Common snugs 2015-10-23 16:00:07 -04:00
  • 78e12d7fe7 Initial implementation of OandaBrokerage David Hsieh 2015-06-30 18:09:04 +10:00
  • 77e9e63960 Adds GetToken to config snugs 2015-10-22 22:06:54 -04:00
  • e58a987ef8 Vesion bump QuantConnect 2015-10-21 14:36:47 -04:00
  • 9a3dd5646a DefaultIfEmpty when resolving ff resolution snugs 2015-10-21 14:28:38 -04:00
  • 8c30845287 Implements AlgoSeek Options converter AlexCatarino 2015-10-15 22:51:07 -03:00
  • f4072249f3 Increase sleep time in base data exchange test snugs 2015-10-21 13:04:33 -04:00
  • 9b8110a6e3 Adds StockPicker example algo NYSE TopGainers snugs 2015-10-20 19:03:22 -04:00
  • 8014da3640 Adds Custom universe API methods snugs 2015-10-20 18:41:18 -04:00
  • f296d666ee Implements user defined universes snugs 2015-10-20 19:26:56 -04:00
  • 24d9511330 Return SecrityChanges from events snugs 2015-10-20 18:40:56 -04:00
  • 88330d3deb Make BacktestingBrokerage tolerant of removed securities snugs 2015-10-20 17:24:06 -04:00
  • 7d642e1176 Add banner to FrontierAwareEnumerator snugs 2015-10-20 17:23:35 -04:00
  • bf9fa67912 Make SecurityChanges tolerant of duplicates snugs 2015-10-20 17:23:11 -04:00
  • e97fcea420 Change IDataFeed.Add/Remove signatures snugs 2015-10-20 13:21:51 -04:00
  • 678cd38fc5 Add Time.MaxTimeSpan to mirror Time.EndOfTime for time spans snugs 2015-10-20 12:37:53 -04:00
  • 7f425ec515 Modifes CAGR in regression test snugs 2015-10-20 12:22:51 -04:00
  • 6992628e7a Make fill forward res a reference value snugs 2015-10-19 19:25:16 -04:00
  • 6f15f4139b Move all subscriptions into a universe snugs 2015-10-16 10:48:43 -04:00
  • c2c36e89d4 Make Universe control its own membership snugs 2015-10-15 20:12:33 -04:00
  • 68676a3dab Change IUniverse -> abstract Universe class snugs 2015-10-15 20:01:46 -04:00
  • 28a39f2504 Use single ctor for Subscription snugs 2015-10-15 19:20:23 -04:00
  • 04924f618c Update Regression tests snugs 2015-10-20 11:15:01 -04:00
  • a2f4bda0ce Merge pull request #189 from desimonk/forceMarketOpen2 Michael 2015-10-20 12:27:29 -04:00
  • 049f8e7e32 Removed spurious check in initialize Michael 2015-10-19 18:56:37 -04:00
  • 7a581236f5 Ignore internal feeds when resolving fill forward res snugs 2015-10-19 18:53:20 -04:00
  • decb6785f8 Use true/false as string in config.json file as opposed to open/close Nirmesh Patel 2015-10-16 19:35:41 -04:00
  • e568cd84a4 Allow user to forcefully open the Market for equity and forex Nirmesh Patel 2015-10-07 22:18:00 -04:00
  • 3b248c34b3 Attempt to fix slow mem leak in live feed snugs 2015-10-16 12:48:59 -04:00
  • 0e895b26c7 Properly resolve fill forward resolution snugs 2015-10-15 19:15:16 -04:00
  • 8177bf9123 Use subscription settings from universe, not global settings snugs 2015-10-15 19:08:16 -04:00
  • 641c7cde7f Mark RegressionTests as TravisExclude snugs 2015-10-15 17:56:48 -04:00
  • 0e2f1fc1c0 Fixes bone-head start/end bug :/ snugs 2015-10-15 17:54:05 -04:00
  • 1e4114dc1e Don't allow algo to set start/end dat in live mode snugs 2015-10-15 17:21:24 -04:00
  • 698e693950 Increase IB connection timeout to 15 minutes snugs 2015-10-15 17:14:44 -04:00
  • 2f993d48d3 Somewhere shows this format of cmd line options snugs 2015-10-15 16:49:44 -04:00
  • 88a125c3d0 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-10-15 16:51:22 -04:00
  • f526322df1 Version Bump 2.1.5.0 New LEAN data writer and update to compression get zip entry name QuantConnect 2015-10-15 16:49:47 -04:00
  • 7b6d33119e Adds an nUnit 'TravisExclude' category snugs 2015-10-15 16:43:26 -04:00
  • bedfbf469f Try to help travis pass this test snugs 2015-10-15 16:33:35 -04:00
  • a60426dd2b Mid refactor of the toolbox projects QuantConnect 2015-10-14 10:56:06 -04:00
  • 75bb1f19ba Mid refactor of the toolbox projects QuantConnect 2015-10-14 10:55:51 -04:00
  • 0313c203ae Null check added subscriptions snugs 2015-10-15 14:54:31 -04:00
  • de2ba5aa50 Prevent log writer from writing when disposed snugs 2015-10-15 14:52:52 -04:00
  • 18066b86a6 Various fixes for live coarse snugs 2015-10-15 13:44:49 -04:00
  • 6ed514c752 Only sleep 1ms in LiveTradingDataFeed.Run snugs 2015-10-14 21:57:14 -04:00
  • 5a800ac4da Reformat FrontierAwareEnumerator snugs 2015-10-14 16:53:30 -04:00
  • f2b0e5cef6 Fix pegged CPU in GetNextTicksEnumerator snugs 2015-10-14 14:36:11 -04:00