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  • 65956d9196 RateLimit at 1x per increment, at least every 30min snugs 2015-10-14 13:20:11 -04:00
  • 7649b793b5 Adds changed csproj, missed in previous commit snugs 2015-10-14 13:14:51 -04:00
  • dc3ecf8779 Implements an EnqueueRange with locking for universe selection snugs 2015-10-14 12:23:15 -04:00
  • 9f07e71bcd Adds ReaderWriterLockSlimExtensions to reduce verbosity snugs 2015-10-14 12:19:51 -04:00
  • cd27c2833b Rewrites the LiveTradingDataFeed to be enumerator centric snugs 2015-10-08 22:31:58 -04:00
  • 1907f47d4a Change live feed custom padding, fix unsubscribe bug snugs 2015-10-08 12:41:58 -04:00
  • 0db2287de8 Adds LiveTradingDataFeedTests snugs 2015-10-08 12:41:41 -04:00
  • b776662ee6 Don't finish live subscriptions snugs 2015-10-07 22:14:21 -04:00
  • b789fb3c47 Make resolution of IEnumerator overrideable snugs 2015-10-07 22:11:56 -04:00
  • c03178cc74 Make TradeBar.Parse methods public for reuse elsewhere snugs 2015-10-07 19:24:16 -04:00
  • e8fa939bf2 Make resolution of DataQueueHandler overrideable snugs 2015-10-07 18:22:08 -04:00
  • 192053ca74 Fixes bug in Symbol IComparable with string input snugs 2015-10-14 10:22:35 -04:00
  • 02114a8652 Prevent brokerages from sending 0 holding positions snugs 2015-10-15 11:10:25 -04:00
  • 431bb54398 Fixes bug in PSAR constructor snugs 2015-10-14 13:15:35 -04:00
  • 28d2e71f15 Upgraded nuget packages for ToolBox to match the LEAN engine versions QuantConnect 2015-10-08 19:13:28 -04:00
  • 56e3ddc40d Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-10-08 19:04:59 -04:00
  • 91968aad8d Update ToolBox release build config to pass Travis QuantConnect 2015-10-08 19:04:50 -04:00
  • b7223e03df Update README.md Jared 2015-10-08 18:04:17 -04:00
  • 2064776f37 Moved QuantConnect.ToolBox into ToolBox directory QuantConnect 2015-10-08 18:02:13 -04:00
  • 785e94d209 Tidy up of the ToolBox project to reduce duplicated code QuantConnect 2015-10-08 17:56:49 -04:00
  • f2051f3802 Adds QuantConnect.ToolBox to sln QuantConnect 2015-10-08 15:03:58 -04:00
  • 9161b27429 Merge https://github.com/QuantConnect/ToolBox into add-toolbox QuantConnect 2015-10-08 15:01:18 -04:00
  • f1d8c2f409 Preparing for pull into LEAN QuantConnect 2015-10-08 14:57:10 -04:00
  • 4057dccde6 Consolidate ToolBox sln to single project QuantConnect 2015-10-08 14:51:55 -04:00
  • 245e6ef613 Revert "Shuffle toolbox into single project for merge with LEAN" QuantConnect 2015-10-08 14:36:22 -04:00
  • 019ec4771e Version 2.1.4.3 QuantConnect 2015-10-08 14:32:20 -04:00
  • 8764a48f4b Shuffle toolbox into single project for merge with LEAN QuantConnect 2015-10-08 14:29:17 -04:00
  • 7126c13012 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-10-07 15:10:39 -04:00
  • 0c97d0058f Change server up time format snugs 2015-10-07 15:08:43 -04:00
  • 65f3c33fb0 Send algorithm Running status once a minute snugs 2015-10-07 14:00:44 -04:00
  • a17f225480 Add up-time to server statistics snugs 2015-10-07 13:31:12 -04:00
  • 4590a7e971 Update LiveTradingDataFeed for coarse from GetNextTicks snugs 2015-10-05 20:07:18 -04:00
  • bacb7541bc Make CoarseFundamental setters public for json snugs 2015-10-05 20:05:05 -04:00
  • 8f325e9c39 Add qc- prefix to universe subscriptions snugs 2015-10-05 20:04:39 -04:00
  • 471a137ff6 Add Universe to the base Subscription snugs 2015-10-05 16:22:28 -04:00
  • 4eb29a23f5 Generalize IUniverse selection method snugs 2015-10-02 00:14:46 -04:00
  • 468b4cdb92 Remove (mostly) unused UniverseSelectionType snugs 2015-10-01 23:48:24 -04:00
  • c31eb7fa65 Adds support for multiple universes snugs 2015-10-01 23:46:55 -04:00
  • dec42959a8 Adds SubscriptionSettings and Configuration to IUniverse snugs 2015-10-01 23:25:35 -04:00
  • 7d2e2d423c Refactor FileSystemDataFeed AddUniverseSubscription snugs 2015-10-01 23:14:51 -04:00
  • 0d2d6e1e04 Remove coarse->coarse SetUniverse overload snugs 2015-10-01 21:39:09 -04:00
  • 24be54292e Move SubscriptionSettings to universe namespace snugs 2015-10-01 21:31:21 -04:00
  • a642e734fd Rename Fundamental namespace to UniverseSelection snugs 2015-10-01 17:12:29 -04:00
  • e919d99053 Updated universe selection to be more generic snugs 2015-10-01 16:25:36 -04:00
  • e3f4c4517d Add user defined flag to AddSubscription snugs 2015-10-01 15:30:59 -04:00
  • ea0c83feaa Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-10-07 12:50:20 -04:00
  • 78dc208fc7 Make IBenchmark instead of using Func directly snugs 2015-10-07 12:46:56 -04:00
  • 7ef10bc711 Rename some variables to avoid use of namespace referencing QuantConnect 2015-09-26 17:22:05 -04:00
  • e80d6ae55b Extended execution time for init to support complex warm ups QuantConnect 2015-09-26 16:56:58 -04:00
  • 0da01a52e1 Fixes travis build snugs 2015-10-06 20:57:22 -04:00
  • c9c6bd6e04 Minor clean up to Momersion indicator snugs 2015-10-06 20:35:35 -04:00
  • 9c2e8b0386 Momersion indicator and test added. Jay-Jay-D 2015-10-05 17:39:40 -03:00
  • dae0700a25 Merge pull request #183 from StefanoRaggi/master Michael 2015-10-06 20:22:26 -04:00
  • cdc7dc3618 Add Portfolio.GetMarginRemaining/GetBuyingPower helpers snugs 2015-10-06 20:09:45 -04:00
  • 8bbef237c3 Fixed bug in ForexTransactionModel.GetSlippageApproximation Stefano Raggi 2015-10-06 22:36:10 +02:00
  • 875b8ffa53 Fix tz issues in IB DataQueueHandler implementation snugs 2015-10-06 22:06:25 +02:00
  • ad9be360a2 Provide error msg for unsupported security types snugs 2015-10-06 14:40:36 -04:00
  • 89d6f6267a Update MapFileRow with version from Lean snugs 2015-10-01 13:50:19 -04:00
  • f2ef71feeb Make coarse generation reusable snugs 2015-10-01 13:50:06 -04:00
  • 063e0d4601 Make logging configurable by external consumers snugs 2015-10-01 13:49:48 -04:00
  • 3c64f46b1c Fixes bug in coarse generator not properly maintaing ema volume snugs 2015-09-28 16:58:33 -04:00
  • 32d81af072 Change coarse selector to return symbol snugs 2015-10-01 13:44:27 -04:00
  • 5fadd0466a Fixes bug in SubscriptionDataReaderHistoryProvider snugs 2015-10-01 13:09:31 -04:00
  • fe928edaff Adds MapFileRow.Parse(line) method snugs 2015-10-01 12:16:49 -04:00
  • b5cfe87fbd Fixes potential bug in transaction handler snugs 2015-10-01 12:16:30 -04:00
  • 51a9be1906 Adds more streaming compression options snugs 2015-10-01 12:15:37 -04:00
  • bdbfdd7da6 Fixes bug in Portfolio.ApplyDividend snugs 2015-10-01 12:15:08 -04:00
  • d7520d2a6a Remove explicitly implemented IAlgorithm members snugs 2015-09-28 15:07:16 -04:00
  • a6da4e15bf If no ticks available, use history request for usd conversions snugs 2015-09-28 14:49:41 -04:00
  • 222a44f45b Adds OpeningBreakoutAlgorithm snugs 2015-09-28 13:26:11 -04:00
  • 0d0c9449f6 Fixes bug in IB IsWithinSeverResetTimes snugs 2015-09-28 13:23:17 -04:00
  • 8374b99e18 Don't fire EOD events for internal feeds snugs 2015-09-24 09:18:50 -04:00
  • b8d0d6fa4d Update readme.md Jared 2015-09-28 13:20:07 -04:00
  • de3192e2e5 Update readme.md Jared 2015-09-28 12:01:55 -04:00
  • 408d069db8 Update readme.md Jared 2015-09-27 19:13:04 -04:00
  • 97b4b509ac Merge pull request #175 from desimonk/Notify-ConsoleHandler Michael 2015-09-27 14:41:28 -04:00
  • bde800b5bf Update readme.md Jared 2015-09-26 21:24:10 -04:00
  • b1f3e4da5a Update readme.md Jared 2015-09-26 20:14:04 -04:00
  • bd39cd6e40 Fixed texts within Trace and Log errors Nirmesh Patel 2015-09-26 20:10:28 -04:00
  • 63559caeda Added support for processing notifcation messages in Console result handler Nirmesh Patel 2015-09-26 19:05:51 -04:00
  • 4a9eec9cea Google downloader submitted by @chrisdk2015 QuantConnect 2015-09-26 14:43:51 -04:00
  • 5618aa424a Google downloader submitted by @chrisdk2015 QuantConnect 2015-09-26 14:36:11 -04:00
  • f3f27d8403 Prevent future history requests snugs 2015-09-23 21:21:08 -04:00
  • 6bf9cc0f2a Fix duplicate tz application in History API impls snugs 2015-09-23 20:26:22 -04:00
  • 57f223d2b0 Adds missing History API method snugs 2015-09-23 20:12:01 -04:00
  • 93b17d3b4e Fixes potential exception when no requests have fill forward snugs 2015-09-23 19:09:42 -04:00
  • fbc6c4e4f2 Moved History and warmup API methods into QCAlgorithm.History.cs snugs 2015-09-23 18:12:27 -04:00
  • bf4a6e731a Remove duplicate in History API implementations snugs 2015-09-23 18:03:54 -04:00
  • 950c2968bd Remove commented out old history API snugs 2015-09-23 17:55:31 -04:00
  • cdd4b322f4 Merge pull request #173 from StefanoRaggi/master Michael 2015-09-23 19:02:49 -04:00
  • aeaf2f9ab2 Round down fill forward until within exchange hours snugs 2015-09-23 15:50:18 -04:00
  • 358b7968f2 Adds date time extension ExchangeRoundDown snugs 2015-09-23 15:48:01 -04:00
  • d583920e6b Added environment setting in WinForms desktop app It loaded ConsoleResultHandler instead of DesktopResultHandler Stefano Raggi 2015-09-23 21:31:43 +02:00
  • cc2db6c0db Force warmup to use equal fill forward resolutions snugs 2015-09-23 14:39:31 -04:00
  • 1131d534b6 Change identity consolidator to not accept duplicate timestamps snugs 2015-09-23 14:37:30 -04:00
  • 96f20443f5 Fixes bug not adding benchmark security snugs 2015-09-23 14:06:07 -04:00
  • e8c38993b0 Properly set internal feed history request ff resolution snugs 2015-09-23 14:02:22 -04:00
  • 41f6a9b4a9 Remove test that doens't apply snugs 2015-09-23 14:01:18 -04:00
  • 03cf654ca8 Fix potential exception bubbling out of busy blocking collection snugs 2015-09-23 11:22:32 -04:00
  • 7f04b28dbf Fixes bug resolving resolution for warmup internal feeds snugs 2015-09-23 11:18:42 -04:00