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  • 359ef985f5 Add missing change Ricardo Andrés Marino Rojas 2025-01-15 14:12:45 -05:00
  • 7b4fa2fe8f Modify FuturesExpiryFunctions Ricardo Andrés Marino Rojas 2025-01-15 13:27:07 -05:00
  • c35d6ee194 Fix HSI future expiration function (#8534) 16871 Martin-Molinero 2025-01-15 15:04:15 -03:00
  • 1cb8fcf2d9 Update mhdb to add holidays for osaka exchange (#8533) 16870 Ashutosh 2025-01-15 09:29:37 -05:00
  • 6c40415826 Add missing bank holidays entry Ricardo Andrés Marino Rojas 2025-01-15 09:24:57 -05:00
  • 58b7a9d22a Add FTSE Russell Exchange support (#8531) Jhonathan Abreu 2025-01-15 09:36:20 -04:00
  • 2f7aeb955d Add Columbus day and veterans day to bank holidays Ricardo Andrés Marino Rojas 2025-01-14 17:34:44 -05:00
  • d01e7e86f4 Add 2025 new year's eve bank holiday Ricardo Andrés Marino Rojas 2025-01-14 17:18:54 -05:00
  • 050fc93bc7 Add missing holidays to MHDB Ricardo Andrés Marino Rojas 2025-01-14 17:07:15 -05:00
  • da2cdb9464 Add bank holidays Ricardo Andrés Marino Rojas 2025-01-14 17:01:49 -05:00
  • 2d4ca75670 Add Russell 2000 (RUT) market hours and symbol properties entries (#8530) 16869 Jhonathan Abreu 2025-01-14 17:23:08 -04:00
  • cda769df74 Add Nikkei 225 index support (#8529) 16868 Martin-Molinero 2025-01-14 17:08:36 -03:00
  • 5accfd6be3 Update secondsTimeStep value (#8528) JosueNina 2025-01-14 13:17:55 -05:00
  • 265fd8b3b9 Update readme.md 16867 16866 Martin-Molinero 2025-01-14 10:36:11 -03:00
  • d633fed3ff Handle zero price and target quantity case - Collective2 (#8525) JosueNina 2025-01-13 18:48:20 -05:00
  • f689826051 Added constructor to initialize USResident flag (#8526) JosueNina 2025-01-13 18:47:37 -05:00
  • af7a2cfc85 Update installation instructions (#8524) JosueNina 2025-01-13 13:43:45 -05:00
  • 6982f6713b Fix index option cash profit (#8520) 16864 Martin-Molinero 2025-01-13 12:52:12 -03:00
  • 50f887ca64 Fix delisting time handling in SubscriptionDataReader (#8470) Ricardo Andrés Marino Rojas 2025-01-13 09:22:14 -05:00
  • f08eda3bac Update SPDB with Bitfinex, Kraken, Binance, BinaceUS (#8516) 16863 JosueNina 2025-01-10 16:57:37 -05:00
  • 8ad1016710 Remove index resolution limitations (#8519) Martin-Molinero 2025-01-10 14:59:19 -03:00
  • 8937995ee4 Add Martin Luther King's day 2025 holiday to CME futures entries (#8515) Jhonathan Abreu 2025-01-09 17:36:06 -04:00
  • ca7f7710e7 Update SPDB with Bybit and CoinBase (#8512) 16862 JosueNina 2025-01-09 11:04:16 -05:00
  • 0b1b72e921 Fix for multiple market closes in date (#8509) Martin-Molinero 2025-01-09 12:56:37 -03:00
  • c44819617f Update IdentityDataConsolidator to track last processed time (#8510) JosueNina 2025-01-09 07:52:52 -05:00
  • deab0c548c Fix: use universe data for market data in FuturesContract 16861 Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • c089aeb0ac Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • e4f815c311 Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • c31337774a Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • b7f789c6f0 Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • e0c7722b61 Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • 9c7dc0f1d5 Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • ccc7b3ed5f Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • 5300ca2c2c Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • 1e1b170d8b Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • 5af260ff11 Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • 20997a04dd Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • cce4acfe62 Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • 15e49eeeed Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • 238a2aaf5c Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • f8de328e95 Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • 25a4886ff4 Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • c8ddb01d4a Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • 70e06d91ef Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • 9196aedb3d Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • 005342e38a Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 80fdfde5e3 Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • c255e46b31 Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • 9b754b1ac3 Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • 1a1af2834a Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • f4c677fc1b Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • 869d5c93d7 Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • 22372564be Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • 3ecff05f1a Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • e7a4090ea5 Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • a5b9c5a73e Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • a043cf5bd9 Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • 4e977937d5 Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • e5e9451cc3 Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • 73cad06910 Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • 7ac9f26f4f Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • 09126a78fa Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • eb06118a87 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • e18057e172 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • c0c95f04c6 Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • 6557b7451f Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • 3569a1f8d0 Collective2 - No index option (#8494) 16860 JosueNina 2025-01-08 14:58:31 -05:00
  • 7baf8c4525 Trigger Build 16859 Jhonathan Abreu 2025-01-08 15:13:32 -04:00
  • aba9f136da Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • de3e15f3f8 Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • 8fdaa60613 Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • fb95de33f7 Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 1ed5069dd9 Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • 679866db56 Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • d71dd86ff5 Updates LEAN readme with LEAN Architecture diagram (#8507) 16853 oussamanahdi 2025-01-08 03:54:08 +01:00
  • 96410b57a0 Add 1/9/2025 holiday to market-hours (#8508) JosueNina 2025-01-07 21:52:25 -05:00
  • 95b3e20a8d Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • f17726b890 Fix HSI future expirations (#8505) 16852 16851 Martin-Molinero 2025-01-06 17:20:43 -03:00
  • 7ee297ab77 Add BTIC on cryptocurrencies futures back (#8503) Jhonathan Abreu 2025-01-06 15:01:30 -04:00
  • 94fd3c8f64 Update HSI future margin (#8504) Martin-Molinero 2025-01-06 12:49:43 -03:00
  • 50a8de5f67 Update mhdb file for HKFE entries (#8501) Ashutosh 2025-01-06 09:07:59 -05:00
  • af2043d7d3 Add hang seng future and index support (#8499) 16843 Martin-Molinero 2025-01-03 20:51:37 -03:00
  • 57ce6958dd Skip subscription to selected securities when no tradable dates (#8495) Jhonathan Abreu 2025-01-03 19:47:52 -04:00
  • e36e13c51b Trigger Build 16842 Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • 75d8e710d1 Add security Set (#8491) 16841 16840 Martin-Molinero 2025-01-02 17:31:23 -03:00
  • f66124681e Trigger Build 16839 Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • 9d04a06ef1 Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • f75ea380e7 Add missing entries and clean MHDB (#8489) 16837 Ricardo Andrés Marino Rojas 2025-01-02 08:46:13 -05:00
  • f3ea223f2a Refactor Correlation and beta indicators (#8485) JosueNina 2025-01-02 08:42:01 -05:00
  • 3421704667 Trigger Build 16834 Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • fb49f5da70 Update CME Future entries MHDB (#8488) 16836 Ricardo Andrés Marino Rojas 2024-12-30 18:28:04 -05:00
  • 546007afb0 Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • e35b178e07 Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • 0cda5c7f0d Improve brokerage WS default rate limits (#8486) 16832 16830 Martin-Molinero 2024-12-27 12:55:21 -03:00
  • 50d4909a06 Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • 89b63f30a9 Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • 0e72e28905 Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • 7994f7aaa6 Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • 0f36a0bb3e Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • 2020ec8161 Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00