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  • 3905276033 Fixes bug in Slice accessors snugs 2015-07-03 16:58:42 -04:00
  • cdf3af9cb9 Fix white space in BasicTemplateAlgorithm.java snugs 2015-07-03 16:20:03 -04:00
  • 78d21b0d75 Fixes running multiple regression test algorithms Dmitri Pavlenkov 2015-07-03 11:16:37 -04:00
  • 18153b8880 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-07-03 15:23:37 -04:00
  • 87554ecf0d Implements OnData(Slice) and remove v1.0 event handlers snugs 2015-07-03 10:06:20 -04:00
  • 5eb121ed59 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-07-03 11:23:40 -04:00
  • 607dd6ab91 Added language option to the job packet to choose loader QuantConnect 2015-07-03 11:21:41 -04:00
  • 324c7073f7 Adds ISubscriptionFactory snugs 2015-07-02 21:59:01 -04:00
  • b7a8e9b28e Make filter optional in GetOrders snugs 2015-07-02 17:04:59 -04:00
  • 9c1b0f4616 Move order/order queue storage to transaction handler snugs 2015-07-01 18:17:20 -04:00
  • 320211555e Fixes bug in TradierBrokerage handling of unshortable symbols snugs 2015-07-02 13:26:24 -04:00
  • 9b6919e3b5 Adds regression test for limit fills snugs 2015-07-01 21:20:17 -04:00
  • f8f29b53c7 Fixes bug in backtesting brokerage scan snugs 2015-07-01 20:21:07 -04:00
  • 5cd5fae0b3 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-07-01 02:23:05 -04:00
  • 9cce904332 Fix build.sh script for java compiling QuantConnect 2015-07-01 02:22:59 -04:00
  • b00e51306d Updating regression test to reflect updated data snugs 2015-06-30 22:05:17 -04:00
  • aae2abb4f6 Merge pull request #133 from StefanoRaggi/console-result-handler-fixes Michael 2015-06-30 22:09:21 -04:00
  • 4591000665 Misc fixes in ConsoleResultHandler Stefano Raggi 2015-06-30 22:52:02 +02:00
  • 533a6ec227 Simplified Tick Value calculation Stefano Raggi 2015-06-30 07:52:12 +02:00
  • 53aa8f1532 Changed default market for internal currency feeds Stefano Raggi 2015-06-29 20:26:42 +02:00
  • b718738d8d Fixed a couple of bugs Stefano Raggi 2015-06-29 04:22:00 +02:00
  • cc5a1abc30 Removed Java as a reference from Lean to remove dependency on Java QuantConnect 2015-06-30 15:46:36 -04:00
  • a920184c7e Delete java-installed.bat Jared 2015-06-30 15:38:19 -04:00
  • d9b5f479da Build scripts in linux QuantConnect 2015-06-30 15:24:03 -04:00
  • cbc231b3b3 Project build script test for linux QuantConnect 2015-06-29 22:23:11 -04:00
  • a0f2c4dbca Java first test QuantConnect 2015-06-29 22:12:56 -04:00
  • b6c1a0df67 Reprocessing tick data QuantConnect 2015-06-29 20:52:44 -04:00
  • b9a72e62ca Update IDataFeed to use single time slice bridge snugs 2015-06-25 20:53:18 -04:00
  • c7adeb9b96 Move StoreResult outside of lock to prevent deadlock possibility snugs 2015-06-30 15:15:31 -04:00
  • e734a9d370 Fix malformed config.json Michael 2015-06-29 21:24:43 -04:00
  • a19b432704 Set CSharp to default project in config.json Michael 2015-06-29 21:15:48 -04:00
  • 1b5c66f286 Merge branch 'craig-stevenson-master' snugs 2015-06-29 20:08:43 -04:00
  • c7b6071b51 Ignore .nuget/ snugs 2015-06-29 20:08:07 -04:00
  • 447dccf268 Merge branch 'master' of https://github.com/craig-stevenson/Lean into craig-stevenson-master snugs 2015-06-29 20:07:51 -04:00
  • bad76583aa Merge branch 'master' of https://github.com/QuantConnect/Lean v2.1.2 QuantConnect 2015-06-29 12:52:08 -04:00
  • 4124397936 Version 2.1.2.00 -- MULTI LANGUAGE SUPPORT QuantConnect 2015-06-29 12:16:23 -04:00
  • dd506279b7 Version bump Newtonsoft and MathNumerics, strip unnessary refs QuantConnect 2015-06-29 12:00:46 -04:00
  • cc3f0c76e1 Reduced logging from backtesting realtime handler QuantConnect 2015-06-29 11:55:25 -04:00
  • 454b0877b9 Multi language support enum QuantConnect 2015-06-29 11:55:08 -04:00
  • 570c924217 Update readme.md Jared 2015-06-29 02:32:14 -04:00
  • 88b93b1c99 Added Java Support craig-stevenson 2015-06-28 12:31:01 -05:00
  • 6f4b12f874 Adds indicator math extensions for constant values snugs 2015-06-27 15:51:10 -04:00
  • 4ead596b41 Merge pull request #126 from nii236/ichimoku-indicator Michael 2015-06-26 22:11:28 -04:00
  • 236d3b786e Added license at the top of new files John Nguyen 2015-06-27 08:54:54 +08:00
  • 809fced97d Added original .ods file for Ichimoku test data John Nguyen 2015-06-26 11:38:07 +08:00
  • 85c8cfa3a2 Added XML documentation for Ichimoku indicator John Nguyen 2015-06-26 11:22:11 +08:00
  • f1d566fdd3 Added ichimoku indicator John Nguyen 2015-06-26 10:41:27 +08:00
  • c7904402dc Version bump QuantConnect 2015-06-25 18:58:14 -04:00
  • 7e71f24f33 Merge pull request #124 from AnObfuscator/master Jared 2015-06-25 18:57:38 -04:00
  • 84bfaf129c Fix time issue preventing OnEndOfDay() event from firing. Remove redundant ScanEvents() call. Jonathan Evans 2015-06-25 17:44:54 -05:00
  • 941b0c5e51 Update test to be more config agnostic snugs 2015-06-25 15:54:35 -04:00
  • 805ac249e8 Adds a trade heavy regression algorithm snugs 2015-06-24 15:56:10 -04:00
  • 7f4de26f37 Fix bug in trading on first second without fillforward data snugs 2015-06-24 15:55:20 -04:00
  • 3c52ab803e Fixes Quandl EndTime property to be Time+OneDay snugs 2015-06-24 12:33:08 -04:00
  • 5d8d7bcf71 Fixes debugging issue on windows snugs 2015-06-24 10:24:53 -04:00
  • f5d4053815 Exit handlers in Engine.Run, not in dispose snugs 2015-06-23 19:51:45 -04:00
  • 9327ef09a2 Remove Engine as IDisposable, manage resources externally from the engine snugs 2015-06-23 19:28:24 -04:00
  • b5356c0d9c Add refs to algorithm csprojs for test snugs 2015-06-23 17:53:00 -04:00
  • 783be77528 Move Field to QuantConnect common namespace snugs 2015-06-23 14:52:30 -04:00
  • d76af14645 Improve TradeableDates performance snugs 2015-06-23 15:04:44 -04:00
  • 6f73a23641 Move resolution of algo handlers after NextJob in engine main snugs 2015-06-23 13:49:44 -04:00
  • 69a8880a10 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-06-23 12:36:19 -04:00
  • e0efa61d6b Fixed corrupted FX files QuantConnect 2015-06-23 12:36:11 -04:00
  • d4f0a551e4 Add reference to Indicators in Lean csproj snugs 2015-06-23 12:15:31 -04:00
  • fbfb0515bb Update Config.Set to respect environments via dot pathing snugs 2015-06-23 12:14:22 -04:00
  • 784cec48fa Move DataFolder config get to static member initializer snugs 2015-06-22 19:06:25 -04:00
  • c8b4e6bdba Remove config 'local' value snugs 2015-06-22 19:05:04 -04:00
  • 470d51a6d0 Extract sourcing of job from Engine.Run snugs 2015-06-22 18:08:29 -04:00
  • 82b2b7c2d7 Optionally wait for indicator to be ready before plotting snugs 2015-06-22 17:28:18 -04:00
  • 86e2abcabc Adds LinearWeightedMovingAverage to the AsIndicator extension snugs 2015-06-22 15:39:13 -04:00
  • a4dcf1c7a0 Fix scaling bug in stochastics snugs 2015-06-22 15:38:39 -04:00
  • 1cc048e481 Make PlotIndicator more generic snugs 2015-06-22 15:02:41 -04:00
  • 7e2f362986 Stop timing algo manager loops at end of algorithm snugs 2015-06-22 12:14:30 -04:00
  • 5e46b65e9e Change FX file format to use same naming date format as equities QuantConnect 2015-06-22 09:16:42 -04:00
  • 7545ab50ec Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-06-21 13:32:22 -04:00
  • 13f72cef86 Merge pull request #122 from StefanoRaggi/charts-error Michael 2015-06-20 20:05:05 -04:00
  • e5d11c65fa Thread safety in ConsoleResultHandler.Sample Stefano Raggi 2015-06-21 01:48:08 +02:00
  • 711679e681 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-06-20 18:06:56 -04:00
  • 5099d89b13 Added FSharp.Core reference to Lean QuantConnect 2015-06-20 18:03:51 -04:00
  • 73e666b3a8 Merge pull request #121 from StefanoRaggi/zip-dispose Jared 2015-06-20 18:02:10 -04:00
  • 81e3afc31e Added missing Dispose on streaming ZipFile Stefano Raggi 2015-06-20 23:55:17 +02:00
  • c611cff7d5 Merge pull request #115 from StefanoRaggi/custom-liquidity-provider Jared 2015-06-20 15:34:32 -04:00
  • e0b69c08f2 Add reset functionality to the composer type snugs 2015-06-20 13:55:47 -04:00
  • 0ef2be5bf8 Respect time from algo manager in live real time handler snugs 2015-06-18 18:20:55 -04:00
  • 5f7a812212 Merge pull request #120 from akoeplinger/vb Jared 2015-06-20 10:19:25 -04:00
  • 9809e23e54 Reenable VB project and make it work on Travis Alexander Köplinger 2015-06-20 12:54:21 +02:00
  • 44cbc0b55a Added regex check to SetMarket Stefano Raggi 2015-06-20 12:11:32 +02:00
  • f835c063fa Merge pull request #119 from StefanoRaggi/zip-streaming Jared 2015-06-19 23:17:12 -04:00
  • 6ac94363c7 Update the config to show visual basic & fsharp algo dlls QuantConnect 2015-06-19 23:15:50 -04:00
  • 8f5d9d429d Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-06-19 23:10:30 -04:00
  • d7fd47d001 Remove visual basic from solution build to pass travis-ci QuantConnect 2015-06-19 23:10:18 -04:00
  • dc77934d8c Added zip file streaming + missing Dispose call Stefano Raggi 2015-06-20 00:54:08 +02:00
  • 649318e25e Merge pull request #102 from arcturius/fix-ticks-ib Michael 2015-06-19 17:50:18 -04:00
  • 04165f0923 Merge pull request #116 from StefanoRaggi/algorithm-location Michael 2015-06-19 10:31:37 -04:00
  • 0874ca2f2a Replaced Security.SetLiquidityProvider with Security.SetMarket Stefano Raggi 2015-06-19 11:29:52 +02:00
  • 0b1396449c Replaced "language" config setting with "algorithm-location" Stefano Raggi 2015-06-19 10:09:41 +02:00
  • 26e8cf4a21 Rework liquidity provider & country code to generic Market class, commented out python buggy code QuantConnect 2015-06-18 20:18:51 -04:00
  • a55775a735 Added python template project for python language interop support QuantConnect 2015-06-18 17:46:50 -04:00
  • 3b5b61a96b Moved symbolic link for vb into the install step QuantConnect 2015-06-18 17:29:20 -04:00
  • d1bb092014 Merge remote-tracking branch 'origin/master' snugs 2015-06-18 17:26:26 -04:00