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  • ca7c7509a9 Added the rolling window statistics to the final result packet QuantConnect 2015-09-23 13:49:57 -04:00
  • 3b0c2f6c7c Rewrite warmup history requests for internal feeds snugs 2015-09-22 22:49:06 -04:00
  • 69d975531b Adds LinqExtensions.Range snugs 2015-09-22 21:30:26 -04:00
  • d4f8006443 Revert "Enforce a 100k bar limit on warmup requests" snugs 2015-09-22 21:15:08 -04:00
  • 5d30dedb46 Enforce a 100k bar limit on warmup requests snugs 2015-09-22 20:17:44 -04:00
  • 19f2fbe0ec Fixes bug in timespan warmup snugs 2015-09-22 19:28:07 -04:00
  • 089d12b190 Fixes bug running warmup over timespan in live mode snugs 2015-09-22 19:07:15 -04:00
  • acdc3632e6 Correctly set previous time for first iteration snugs 2015-09-22 18:27:13 -04:00
  • dbe1a3f668 Version bump 2.1.4.2 QuantConnect 2015-09-22 16:00:17 -04:00
  • 2a74903b92 Modifications to change log QuantConnect 2015-09-22 15:59:54 -04:00
  • 63ceefc4ed Initial implementation of algorithm warmup snugs 2015-09-21 12:12:35 -04:00
  • 8c8d0f5e0f Moves application of universe selection to algo manager snugs 2015-09-21 12:48:33 -04:00
  • 17f1500b96 Adds a MemoizingEnumerable and Memoize ext method snugs 2015-09-21 14:06:31 -04:00
  • d2c431913f Make one second minimum in bar count calcs snugs 2015-09-21 14:11:02 -04:00
  • a6c4a8dd22 Doc fix, also moved func next to other similar funcs snugs 2015-09-21 16:19:15 -04:00
  • 6b02e96a40 Adds SymbolJsonConverter snugs 2015-09-22 13:27:51 -04:00
  • 93ebcf2a8d Issue 169 Rolling Window bizcad 2015-09-21 18:59:23 -07:00
  • 901c5a319c IEnumerable Tar Iterator for Compression Library QuantConnect 2015-09-22 14:36:27 -04:00
  • ee22f89fb1 Bug fix symbol value outside of range QuantConnect 2015-09-22 14:35:47 -04:00
  • 3ecb2dac5c Bug fix not sending runtime errors on job explosions QuantConnect 2015-09-22 14:35:09 -04:00
  • c04014dbcc Yahoo downloader thanks to @chrisdk201 QuantConnect 2015-09-22 13:33:13 -04:00
  • 34aa5feaff Merge branch 'master' of https://github.com/QuantConnect/ToolBox QuantConnect 2015-09-22 13:32:23 -04:00
  • f4e56c1977 Yahoo downloader thanks to @chrisdk201 QuantConnect 2015-09-22 13:32:18 -04:00
  • ee9f2ee91b Fixed failing test (HandlesListTicks) Stefano Raggi 2015-09-21 20:10:43 +02:00
  • 0c9a347d9b Another failing test (SymbolTypeNameHandling) Stefano Raggi 2015-09-21 20:13:31 +02:00
  • c1057971d8 Adds missing map files to make regression pass snugs 2015-09-21 13:16:13 -04:00
  • b498c5babe Version bump for internal feed QuantConnect 2015-09-21 12:59:17 -04:00
  • 86f8de74c7 Fixes bug in TimeSlice with internal data feeds Error "EURGBP: requires EUR and GBP to have non-zero conversion rates. This can be caused by lack of data." Stefano Raggi 2015-09-21 10:31:11 +02:00
  • e6765c4981 Mention two-factor auth in IB connection refused error snugs 2015-09-21 00:55:43 -04:00
  • c67ff638f4 Renames Symbol.SID to Symbol.Permtick snugs 2015-09-20 23:14:53 -04:00
  • f7d6ae6d5e Prevent internal feed data from entering ticks/bars collection snugs 2015-09-20 23:03:31 -04:00
  • 284b83bfde Remove empty half test snugs 2015-09-20 22:31:20 -04:00
  • f30259a08c Properly set algorithm.UtcTime for usage in Initialize snugs 2015-09-20 21:21:50 -04:00
  • 883a3e1ce6 Properly filter historical data snugs 2015-09-20 19:51:00 -04:00
  • 426867be78 Clean up resources in history provider snugs 2015-09-20 19:03:10 -04:00
  • ed23eda171 Move resulthandler.setalgorithm after algorith.initialize snugs 2015-09-20 17:56:05 -04:00
  • 948b2704d5 Version 2.1.4.0 snugs 2015-09-20 16:48:44 -04:00
  • a14c3a38e0 Don't kill IB algos on Saturdays snugs 2015-09-19 01:28:09 -04:00
  • 9e46db50a6 Fixed symbol serialization issues snugs 2015-09-18 18:21:54 -04:00
  • 812c0458fd Only send history status during algo initialization snugs 2015-09-18 15:32:31 -04:00
  • 37ce881e40 Add status messages to IHistoryProvider snugs 2015-09-18 14:51:31 -04:00
  • 655d02210f Call IHistoryProvider.Initialize from Lean.Engine snugs 2015-09-18 12:52:25 -04:00
  • 001821adce Use symbol.ToLower() in paths snugs 2015-09-18 12:17:18 -04:00
  • a56ee31027 Adds IHistoryProvider.Initialize(job) snugs 2015-09-18 00:49:12 -04:00
  • c0e9d99df7 Updates data to support all regression tests snugs 2015-09-17 17:28:10 -04:00
  • fac6f46a9a New Statistics implementation Stefano Raggi 2015-08-18 23:23:58 +02:00
  • 788b598b6d Parabolic SAR indicator roei 2015-09-15 13:52:34 -04:00
  • 4ae1f4f5b6 Finalizes History API snugs 2015-09-02 21:57:16 -04:00
  • 1d7c7286c2 Adds some useful extensions for IEnumerable<Slice> snugs 2015-09-02 21:55:58 -04:00
  • 5b29b8f230 Update IHistoryProvider to use request object snugs 2015-09-01 17:29:40 -04:00
  • 3ad5540a8a Remove dependency on Security from SubscriptionDataReader snugs 2015-09-01 16:29:53 -04:00
  • 65f75708bb Initial implementation of IHistoryProvider snugs 2015-08-31 21:59:56 -04:00
  • 5c352f5ff9 Remove exchange check snugs 2015-09-01 16:16:23 -04:00
  • 388a6949fc Refactor TimeSlice.Create to not require IAlgorithm snugs 2015-08-31 22:04:50 -04:00
  • 39e33db41f Reset _previousValue in IndicatorBase snugs 2015-09-02 22:40:46 -04:00
  • 8932846a56 Initialize result handler with algo sooner snugs 2015-09-02 21:22:58 -04:00
  • b8247138ff Fix bug on last bar on fill forward enumerator snugs 2015-09-02 21:52:06 -04:00
  • a17bf88ea7 Make downloaded file names unique snugs 2015-09-02 21:50:56 -04:00
  • afd336ac66 Implement BaseData.Clone in DynamicData snugs 2015-09-02 21:55:00 -04:00
  • 72fa0c40bd Set JsonConstructor in Symbol for serializer snugs 2015-09-15 15:35:26 -04:00
  • f1ed668582 Reduce dependency in tradeable data function parameters snugs 2015-09-01 17:21:22 -04:00
  • 062eac829f Update data reader to optionally emit aux data snugs 2015-09-02 21:38:10 -04:00
  • 7e8ae31173 Fixes bug in NullStringValueConverter snugs 2015-09-15 14:56:03 -04:00
  • b79431a8c9 Creates the Keltner Channel indicators with KCH short code lockyssmith 2015-09-07 21:29:02 +10:00
  • 24a10d05fd Merge pull request #158 from nii236/patch-1 Michael 2015-09-06 00:47:18 -04:00
  • a14126fcc1 Added spinup instructions to README John Nguyen 2015-09-04 14:52:47 +08:00
  • 7a5be9751a Finalize universe regression algorithm snugs 2015-08-31 16:09:46 -04:00
  • 16502fc0d6 Requires data and security dates to match before fills snugs 2015-08-31 16:08:19 -04:00
  • e1938baafe Clean up using directives snugs 2015-08-29 14:41:38 -04:00
  • df79ce30c2 Adds the Symbol type snugs 2015-08-26 11:32:20 -04:00
  • 59fd3f2368 Adds BinarySearch extenson for IList snugs 2015-08-27 11:54:40 -04:00
  • c9c971f561 Run universe selection once per market in live snugs 2015-08-28 14:33:07 -04:00
  • abca3c40ff Updates universe regression with new map files/coarse snugs 2015-08-27 15:58:57 -04:00
  • c5a5ffa8c2 Adds universe selection regression algorithm snugs 2015-08-26 19:35:44 -04:00
  • cce257e678 Fixes div by zero bug in Stochastics.FastStoch snugs 2015-09-01 22:08:36 -04:00
  • e1d6f23029 Add IB client as IDataQueueHandler to Composer snugs 2015-09-01 20:28:13 -04:00
  • 24042f8f01 Updates to Coarse generator snugs 2015-08-31 14:48:09 -04:00
  • 66694e7f6d Improve IB connection refused message snugs 2015-08-31 13:53:53 -04:00
  • 08c8cbffbb Fixes bug in OrderEvent.Direction snugs 2015-08-31 13:39:03 -04:00
  • d0cc123822 Fix data feed using universe selection snugs 2015-08-26 19:33:23 -04:00
  • c0d97ea83e Update to use console when outputting regression stats snugs 2015-08-26 19:30:33 -04:00
  • f42f1f47d9 Merge pull request #155 from chutes/master Michael 2015-08-27 09:52:43 -04:00
  • 7cb59cf801 log return test data now copies to the output directory if newer Mitchell Suzuki 2015-08-27 00:44:00 -04:00
  • e70b61e4bb added test data and set file properties to copy to the bin directory if newer. Mitchell Suzuki 2015-08-27 00:40:49 -04:00
  • 45f522abeb added comments Mitchell Suzuki 2015-08-27 00:25:47 -04:00
  • 5090ca8c96 Updated LogReturn Tests for external data. Mitchell Suzuki 2015-08-26 23:54:38 -04:00
  • f405edc19d Cancel open orders on symbol changed events snugs 2015-08-25 21:39:48 -04:00
  • 77e922cb5d Update tag on cancel requests snugs 2015-08-25 21:38:09 -04:00
  • a21840e1ec Convert Slice to using new generic dict builder snugs 2015-08-25 21:29:15 -04:00
  • 4bc2092d8c Adds OnData(SymbolChangedEvents) handler snugs 2015-08-25 21:22:12 -04:00
  • ed957a74a7 Produce symbol changed events snugs 2015-08-25 20:11:10 -04:00
  • 44e0f858cf Reduce trace statements from live trading result handler snugs 2015-08-25 19:23:43 -04:00
  • 47335528a6 Mark DataDictionary.Time as obsolete snugs 2015-08-25 20:15:54 -04:00
  • 2563d50c09 Merge remote-tracking branch 'QuantConnect/master' Mitchell Suzuki 2015-08-25 18:43:15 -04:00
  • 7ea04f4c34 Updates universe selection to be aware of mapping changes snugs 2015-08-25 17:46:37 -04:00
  • 2ad3d1704d Handle null case in MapFileResolver snugs 2015-08-25 14:29:21 -04:00
  • c7f28a6659 Add equality members to MapFileRow snugs 2015-08-25 14:28:55 -04:00
  • 8df987cc12 Use distinct, some map files have duplicate entries snugs 2015-08-25 14:28:00 -04:00
  • 5db66b6551 Adds Start/End to subscription snugs 2015-08-25 11:22:14 -04:00
  • c0211b37af Adds MapFileResolver w tests snugs 2015-08-25 11:06:41 -04:00