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  • 52531aa216 Adds test data for LOGR14 snugs 2015-08-25 17:47:10 -04:00
  • f4a016d679 created log return indicator and tests Mitchell Suzuki 2015-08-25 16:23:03 -04:00
  • 2ebad0b15e Merge pull request #1 from QuantConnect/master chutes 2015-08-25 14:37:05 -04:00
  • c510270a33 TradierBrokerage.GetQuotes handles null OHLC snugs 2015-08-25 10:44:04 -04:00
  • 2dbc7155a6 Loop through data in time order snugs 2015-08-24 22:05:26 -04:00
  • 46f9fbf32f Fixes tz bug in file system data feed snugs 2015-08-24 22:02:49 -04:00
  • 12fb253f5b Updates equity factor files to current snugs 2015-08-24 13:49:16 -04:00
  • 25d645a8a2 Rewrite StreamStore to remove locks snugs 2015-08-21 17:47:27 -04:00
  • 427e1950d2 Improve brokerage connection error message snugs 2015-08-20 19:00:06 -04:00
  • e9ccf2442d Improved the Scheduled events algorithm snugs 2015-08-20 18:45:05 -04:00
  • 776a1e59a7 Adds more Date/Time rules snugs 2015-08-20 18:43:37 -04:00
  • 293fc1224a Improves ScheduledEvent usability snugs 2015-08-20 17:28:25 -04:00
  • 66604a698c Change visibility of some members in ScheduledEvent snugs 2015-08-20 17:14:28 -04:00
  • 2ca0fa4d56 Version 2.1.3.6 snugs 2015-08-20 17:13:32 -04:00
  • 3e665def67 Fixes bug in SkipEventsUntil, always skipped first event snugs 2015-08-20 14:54:51 -04:00
  • 33a4db4559 Fixes bug scheduling events on same day snugs 2015-08-20 14:34:13 -04:00
  • 74d6ab6822 Prevent null ref in ScheduleManager before init snugs 2015-08-20 14:30:22 -04:00
  • b0287b529c Merge pull request #151 from adriantorrie/issue-150/asymmetric-donchian-channel Michael 2015-08-19 17:30:48 -04:00
  • b5b5a841fc Use soft tabs of four spaces Michael 2015-08-19 17:28:39 -04:00
  • 872c379676 Bug fix LINQ margin call events without fills, version bump 2.1.3.5 QuantConnect 2015-08-19 17:07:55 -04:00
  • 525585d6d0 Fix error where jobs werent ack'd with a runtime error QuantConnect 2015-08-19 13:09:42 -04:00
  • 243a49a0cb Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-08-19 12:35:08 -04:00
  • 19e733e9d8 Updated benchmark to its own chart since indexes don't match QuantConnect 2015-08-19 12:35:01 -04:00
  • 7903cd213b Smarter disposal of data enumerators snugs 2015-08-19 12:05:10 -04:00
  • e94edcf2ea Force future data when creating subscription enumerator snugs 2015-08-19 01:50:10 -04:00
  • 72a52d2b76 Version bump 2.1.3.3 QuantConnect 2015-08-19 09:05:36 -04:00
  • feb5ef8416 Version bump 2.1.3.2 QuantConnect 2015-08-19 08:56:56 -04:00
  • 51d78332a4 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-08-18 21:31:51 -04:00
  • 780bbc8186 Benchmark moved to stacked on equity plot, bug fix time in live mode QuantConnect 2015-08-18 21:31:33 -04:00
  • 0667f986b2 Fixes bug in data reader skipping days and aux data ordering snugs 2015-08-18 18:25:34 -04:00
  • e63fe8a846 Update regression algorithm results snugs 2015-08-18 20:02:48 -04:00
  • 4c1db2dab6 Dont add subscriptions with no tradeable dates snugs 2015-08-18 12:49:28 -04:00
  • a91b81ff47 Update coarse generator to map symbols forward snugs 2015-08-18 14:23:34 -04:00
  • 121aa55664 Add overload helper method in QCAlgorithm for DonchianChannel indicator Adrian Torrie 2015-08-18 21:21:38 +10:00
  • a38b461828 Send algorithm.Error on failed subscriptions snugs 2015-08-17 22:08:33 -04:00
  • cf9205c3af Fixes bug in Log.Error(Exception) snugs 2015-08-17 22:06:05 -04:00
  • c76cb81409 Fix comment snugs 2015-08-17 19:38:01 -04:00
  • 579f5328d7 Update market-hours-database fxcm to use UTC-5 vs EDT snugs 2015-08-17 19:28:42 -04:00
  • f7233efa76 Allow specifying tz as offset in market-hours-db snugs 2015-08-17 19:28:16 -04:00
  • db9343f88e Fixes bug in TZ offset provider when no discontinuities snugs 2015-08-17 19:27:36 -04:00
  • 7afb3e0be6 Add long running to live data feed tasks snugs 2015-08-17 11:53:26 -04:00
  • de78ad1c9a Add timeouts to StreamStore sync mechanism snugs 2015-08-14 19:31:42 -04:00
  • c4c48e535e Add try/catch around calls to potential user code snugs 2015-08-14 10:44:58 -04:00
  • 9ec0aa3ba3 Add ChannelStatus to algo status packet snugs 2015-08-13 17:29:26 -04:00
  • 8b2e04c6af Version 2.1.3.1 snugs 2015-08-13 17:00:01 -04:00
  • 48267f14b2 Set time zone on custom data exchange hours snugs 2015-08-13 00:34:20 -04:00
  • 052d96270d Rename variables snugs 2015-08-12 16:07:00 -04:00
  • a56a5719c1 Clean chart names in LiveResultHandler snugs 2015-08-13 13:03:41 -04:00
  • d959d525be Add command to push to master Michael 2015-08-12 23:27:47 -04:00
  • 12c432735f Allow setting of custom data TimeZone snugs 2015-08-12 16:04:36 -04:00
  • 5de2d80424 Add generic type constraints to AddData<T> snugs 2015-08-12 15:47:32 -04:00
  • 1a8feaeb60 Remove IsTradeBar/HasVolume from API methods snugs 2015-08-12 14:51:42 -04:00
  • 836cbbaa38 Remove IsTradeBar/HasVolume from sub data config snugs 2015-08-12 14:43:23 -04:00
  • 9502138167 Simplify DynamicDataConsolidator constructors/impl snugs 2015-08-12 14:36:20 -04:00
  • 3317d0b77a Adds OrderTicketDemoAlgorithm snugs 2015-08-12 13:10:23 -04:00
  • f96d80a95d OrderTicket.AverageFillPrice/QuantityFilled snugs 2015-08-12 13:07:54 -04:00
  • 465a47807e Fixes race in cancelling a ticket snugs 2015-08-12 11:53:24 -04:00
  • db5f94dba0 Reorg methods with public at top snugs 2015-08-11 20:23:10 -04:00
  • 07af036864 Clean up public OrderTicket API snugs 2015-08-11 20:19:41 -04:00
  • 402dd6da8a Revert "Allow two forms of reflection methods" snugs 2015-08-11 13:37:40 -04:00
  • 300e2eee9c Allow two forms of reflection methods snugs 2015-08-11 11:24:05 -04:00
  • 8380da11cf Adds fluent interface for scheduled events snugs 2015-08-11 10:51:58 -04:00
  • b68a8be848 Move Date and Time rules to ScheduleManager snugs 2015-08-10 11:38:48 -04:00
  • 730430b1bb Adds scheduling feature snugs 2015-08-10 03:35:53 -04:00
  • 824e0cfc66 Return false on ended subscription live data feed snugs 2015-08-10 09:36:54 -04:00
  • ae4c168946 Dont process redelivered jobs snugs 2015-08-07 23:08:53 -04:00
  • ffa2c948f9 Convert back from UTC for refresh date check snugs 2015-08-07 23:02:10 -04:00
  • 1c0f57e11e Prevent second by second polling of remote files snugs 2015-08-07 22:56:32 -04:00
  • e866f3efbc Clean chart names in LiveResultHandler snugs 2015-08-07 22:32:46 -04:00
  • 9294a5668a ConvertToUtc now specifies DateTimeKind.Utc snugs 2015-08-07 22:31:37 -04:00
  • 931b17f1c2 LiveSubscription NeedsMoveNext true snugs 2015-08-07 22:22:36 -04:00
  • cf606d59d7 Added ability to ignore all the map files QuantConnect 2015-08-07 16:05:44 -04:00
  • 94367bf555 Add DonchianChannel constructor overload Adrian Torrie 2015-08-07 20:05:27 +10:00
  • 844a040be5 Initial impl of coarse universe selection snugs 2015-07-10 15:58:05 -04:00
  • 8c9a69beaf Misc tidy up snugs 2015-07-13 13:04:36 -04:00
  • c8c32b4838 Remove dependence on SubscriptionIndex snugs 2015-07-10 12:58:58 -04:00
  • 73a4833bb1 Update Regression tests snugs 2015-08-06 17:08:56 -04:00
  • 2363914022 Fix exit msg in brok transaction handler snugs 2015-08-06 13:03:56 -04:00
  • e16c82a856 Adds IAlgorithm.PostInitialize snugs 2015-08-06 12:29:25 -04:00
  • 585112eea8 Config fix QuantConnect 2015-08-05 18:21:43 -04:00
  • 06b493902c Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-08-05 18:10:11 -04:00
  • 770d89e532 Tweak CalculateOrderQuantity to use same price variable for error detection and math QuantConnect 2015-08-05 18:09:43 -04:00
  • 184f573b7b Improved comment on padded benchmark Michael 2015-08-05 16:17:11 -04:00
  • 1b9c1b7921 Initial implementation of custom benchmarks Ray Bohac 2015-07-22 19:00:54 -04:00
  • 4637b5f1bd Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-08-05 14:14:50 -04:00
  • 411706d3ac Set 'debug-mode' in lean engine snugs 2015-08-05 14:06:58 -04:00
  • 654e4b9208 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-08-05 13:15:14 -04:00
  • 7fa9a4b1be Implements self re-scheduling events snugs 2015-08-04 18:28:58 -04:00
  • 9540612f4d Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-08-05 13:11:18 -04:00
  • aa0877be24 Fixes bug in live real time handler snugs 2015-08-04 18:23:01 -04:00
  • b25ba9fc50 Better check for OpenAllDay snugs 2015-08-04 17:42:20 -04:00
  • b97afdb09f Remove DatabaseDataFeed snugs 2015-08-04 12:42:11 -04:00
  • a6a7a39567 Add volume column, use 30 ema vol for dollar volume snugs 2015-08-04 11:54:34 -04:00
  • 8af6ce1803 Implements exclusions list snugs 2015-08-04 11:53:06 -04:00
  • 9b0f3ce12b Version 2.1.2.10 QuantConnect 2015-08-03 18:16:33 -04:00
  • 011ac4b12c Try/catch on Run methods snugs 2015-08-02 23:21:38 -04:00
  • a038f6cb89 Fixes tz bug in real time handler snugs 2015-08-02 23:17:17 -04:00
  • b16e42ba5d Update ConsoleResultHandler to write algo Time snugs 2015-08-02 23:04:48 -04:00
  • 958da71995 Fixes bug in Slice.TryGetValue snugs 2015-08-02 23:04:25 -04:00
  • bc61e75e4e Version bump QuantConnect 2015-08-02 16:01:44 -04:00