github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

Commit Graph

  • 3636124c5e Misc edits from code review snugs 2015-06-18 17:19:36 -04:00
  • 45e66a21dd Removed my-project junk files from visual basic algorithm project QuantConnect 2015-06-18 17:06:32 -04:00
  • 3690943bec Update regression test with newly processed data output snugs 2015-06-18 13:55:47 -04:00
  • 965cdb1b48 Add other language option examples to config snugs 2015-06-18 13:54:10 -04:00
  • 4de2ec4070 Make Engine an instance snugs 2015-06-18 13:50:11 -04:00
  • 35a121d239 Added VS project to build config QuantConnect 2015-06-18 13:15:44 -04:00
  • f56ba0c1f2 Update README.md Jared 2015-06-18 12:53:13 -04:00
  • e8bad91b2d Travis.yml symbolic link fix QuantConnect 2015-06-18 11:13:49 -04:00
  • f49e63f8a1 Remove GetResultHandler method snugs 2015-06-18 11:00:10 -04:00
  • e07c4d02e2 Make DataStream an instance snugs 2015-06-18 10:56:55 -04:00
  • 0b169b6baf Make AlgorithmManager an instance snugs 2015-06-18 10:44:51 -04:00
  • dd27fc5ee1 Remove VB from sln build configurations, lack of travis VB support snugs 2015-06-17 23:31:29 -04:00
  • d646591861 Remove Fsharp and VB projects from build, travis fix test snugs 2015-06-17 23:13:12 -04:00
  • c719d42bb5 Set lean build dependencies for new algo projects snugs 2015-06-17 22:40:51 -04:00
  • 51aba52b6c Use JObject to store config in memory snugs 2015-06-17 18:11:18 -04:00
  • e05e4fd08e Load data feed handlers via MEF configuration snugs 2015-06-17 16:21:05 -04:00
  • b85a8ae94c Require TradeBar ctors to set TradeBar data type snugs 2015-06-17 16:17:16 -04:00
  • 25b2e40675 Fix dead-lock in stream store snugs 2015-06-17 16:16:35 -04:00
  • cd7bc2d8d3 Add Identity helper with resolution, improve indicator name snugs 2015-06-17 16:15:47 -04:00
  • d1e15f6f3a Instatiate MEF parts only if selected snugs 2015-06-17 13:40:10 -04:00
  • fd3d5b2953 Load transaction handlers via MEF configuration snugs 2015-06-17 12:59:42 -04:00
  • c1736571cc Load real time handlers via MEF configuration snugs 2015-06-17 12:41:32 -04:00
  • 42a77acce6 Load setup handlers via MEF configuration snugs 2015-06-17 12:29:39 -04:00
  • 05d42175a4 Add environments to configuation, to make it easier to switch between live/backtesting modes snugs 2015-06-17 12:06:58 -04:00
  • c22240d857 Added visual basic header to algorithm QuantConnect 2015-06-17 21:54:35 -04:00
  • 5b6bfd79e0 Added visual basic algorithm template and language switch to config QuantConnect 2015-06-17 21:45:26 -04:00
  • cc569f0088 Added visual basic algorithm template and language switch to config QuantConnect 2015-06-17 21:43:13 -04:00
  • d53e7b3ba0 Initial FSharp implementation running basic template QuantConnect 2015-06-17 18:31:36 -04:00
  • 55a6215da6 Split QCAlgorithm and Algorith,CSharp into separate projects, added FSharp project for algorithms QuantConnect 2015-06-17 17:42:59 -04:00
  • 0f9f30be91 Typo fix in liquidity data provider QuantConnect 2015-06-17 17:42:02 -04:00
  • 8754f28c9c Merge pull request #3 from StefanoRaggi/master Jared 2015-06-17 12:01:03 -04:00
  • 7a8c976d2c Misc log msg tidy up snugs 2015-06-17 09:45:59 -04:00
  • deb8fc5995 Fix issue with algorithm nuget packages snugs 2015-06-17 09:45:11 -04:00
  • 9761a91607 Adds Median LINQ extension snugs 2015-06-17 09:44:17 -04:00
  • ad4a9fbb51 Properly catch ThreadAbort in status ping snugs 2015-06-16 21:37:23 -04:00
  • de954a6ab8 Adds logging around each lock in LiveTradingResultHandler snugs 2015-06-16 20:46:14 -04:00
  • 28ed5e293d Added save of hourly and daily data Stefano Raggi 2015-06-17 01:32:36 +02:00
  • 9e7986ee27 Adds minimalist charting to ConsoleResultHandler snugs 2015-06-16 16:25:16 -04:00
  • 3c45ee2ff9 Update TotalReturn mode to use split adjusted prices snugs 2015-06-16 16:15:40 -04:00
  • 89296633c2 Improve tradier brokerage unknown order ID detection logic snugs 2015-06-16 13:18:11 -04:00
  • 7cb1fb0922 Adds helps for QC zip file naming conventions snugs 2015-06-15 19:22:18 -04:00
  • 584b40bbc6 Update forex tick timestamps to use milliseconds since midnight snugs 2015-06-15 18:40:25 -04:00
  • a6bc50abf3 Added save of minute files Stefano Raggi 2015-06-16 00:08:20 +02:00
  • c087dd4993 Reprocess of github data snugs 2015-06-15 16:03:45 -04:00
  • 79bd97f994 Make Isolator immutable, use .NET naming conventions snugs 2015-06-15 13:50:23 -04:00
  • f22f247bfa Clean up trade bar scaling and date formats snugs 2015-06-15 13:38:20 -04:00
  • 95acf72404 StreamStore use lock around while spin in Update methods snugs 2015-06-15 13:29:35 -04:00
  • fe29db9b61 Downgrade tradier rest error brokerage msgs to warnings snugs 2015-06-15 13:20:34 -04:00
  • d36343c66b Add reentrance guard to perform cash sync snugs 2015-06-15 12:53:18 -04:00
  • 8becf829ea Improve brokerage error handling in set up handler snugs 2015-06-12 14:53:26 -04:00
  • 942ea751df Update InteractiveBrokersBrokerage.cs arcturius 2015-06-15 17:18:05 +02:00
  • a90a373115 Oanda Downloader - initial commit Stefano Raggi 2015-06-15 01:07:42 +02:00
  • 3982e85a00 Static isolator fix QuantConnect 2015-06-14 12:46:10 -04:00
  • cf1f6acea6 Compression test fix for new folder structure QuantConnect 2015-06-14 12:38:00 -04:00
  • 5a810690b4 Moved Equities to be grouped by country code, forex grouped by liquidity provider QuantConnect 2015-06-14 12:30:36 -04:00
  • 6b035d323c Converted Isolator to be an instance based class QuantConnect 2015-06-14 00:00:37 -04:00
  • 8cb28f8c8b Merge pull request #113 from StefanoRaggi/opt-datastream Michael 2015-06-14 01:45:26 -04:00
  • b0feb5461c Merge pull request #112 from StefanoRaggi/master Michael 2015-06-13 19:01:42 -04:00
  • fde0cbed3a Strip out block quote section header comments QuantConnect 2015-06-13 16:04:27 -04:00
  • 3e34663d6b Version bump QuantConnect 2015-06-13 13:34:05 -04:00
  • 83b3ea5487 Optimization in DataStream.GetData Stefano Raggi 2015-06-13 11:45:13 +02:00
  • 3b475213cb Faster TradeBar Clone method Stefano Raggi 2015-06-13 10:27:14 +02:00
  • cf160b49de Some fixes from SubscriptionDataSource review snugs 2015-06-11 22:27:42 -04:00
  • 413b51de4c Fixes data feed lock up with BTC and local data snugs 2015-06-11 21:17:07 -04:00
  • cf4d9b000a Fixes bug in updating live custom data sources snugs 2015-06-11 20:22:23 -04:00
  • 14c93e675a TradeBar.Parse syntax cleanup snugs 2015-06-11 18:52:20 -04:00
  • 44a38f3e1d Updates LiveTradeDataFeed to allow custom data with remote files snugs 2015-06-11 17:34:30 -04:00
  • 96396c676a OBSOLETES:: BaseData.Reader and BaseData.GetSource snugs 2015-06-11 15:21:12 -04:00
  • 42f4bccd85 Adds forex date format snugs 2015-06-10 15:40:16 -04:00
  • f3b68a5b80 Merge pull request #101 from StefanoRaggi/master Michael 2015-06-10 13:42:40 -04:00
  • 91e5ae4134 Merge pull request #100 from AnObfuscator/master Michael 2015-06-10 10:53:45 -04:00
  • c50849dfe9 fix for ticks in IB connector arcturius 2015-06-10 16:00:23 +02:00
  • 3fdf5f509b Processing speed improvement Stefano Raggi 2015-06-10 12:01:29 +02:00
  • b1ecba6bdf Fix thread safety in RollingWindow using ReaderWriterLockSlim. Jonathan Evans 2015-06-09 23:24:17 -05:00
  • 243bc4d608 Adds hourly data and daily yahoo data. snugs 2015-06-09 13:41:03 -04:00
  • 0b1a76a030 Updates hourly/daily data to use scale factors like second/minute snugs 2015-06-09 13:38:48 -04:00
  • 281ada4eef Adds preorder checks for currency feeds for forex snugs 2015-06-08 21:28:08 -04:00
  • 978804e0d4 Merge pull request #99 from StefanoRaggi/master Michael 2015-06-08 20:06:44 -04:00
  • 44fe66b881 Implements IDataQueueHandler for IB arcturius 2015-06-08 21:24:37 +02:00
  • 360af61b24 Constants.DataFolder is now a get property that reads the path from config.json Stefano Raggi 2015-06-08 22:42:08 +02:00
  • f882a90550 Removed unused reference snugs 2015-06-08 15:09:32 -04:00
  • 9227767437 Merge 243312 from SteffanoRaggi, fix MOO/MOC tests snugs 2015-06-08 12:28:21 -04:00
  • 19862cbe57 Use MEF for result handlers, default to Console impl snugs 2015-06-08 11:46:47 -04:00
  • b03b7d0775 Re-enable MOO/MOC tests snugs 2015-06-08 11:45:57 -04:00
  • 97b1143ab9 Adds another zip routine accepting string data snugs 2015-06-08 10:50:57 -04:00
  • b0fb28dd4e Make tests use console log handler snugs 2015-06-05 14:32:05 -04:00
  • ff58cc7bf7 Adds ZipSreamWriter snugs 2015-06-05 14:31:48 -04:00
  • c7727ef800 Adds test for compression and tick ctor snugs 2015-06-05 13:22:15 -04:00
  • 759273565b misc fixes snugs 2015-06-05 13:21:03 -04:00
  • 5df8d0f64f Dont use scale factor with hourly/daily data, new tick ctor snugs 2015-06-05 13:20:12 -04:00
  • 7e5858937c Adds streaming zip reading and file list zip snugs 2015-06-05 13:18:57 -04:00
  • bd9cef6956 Include raw response when failed to refresh tradier session snugs 2015-06-05 13:16:33 -04:00
  • 0046a07968 Bug fix daily bar construction divide by zero QuantConnect 2015-06-07 17:37:08 -04:00
  • d9446e8991 Additional logging for Tradier; debug issue with Cash live trading accounts QuantConnect 2015-06-07 17:33:46 -04:00
  • 328c39e729 Disabled MOC,MOO order test temporarily QuantConnect 2015-06-07 03:21:52 -04:00
  • 294175a224 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-06-07 03:08:47 -04:00
  • ca4a49e70d Rework GetResultHandler to use type loader; first desktop UX implementation; functional logger QuantConnect 2015-06-07 03:08:33 -04:00
  • a2f630e1eb Made isolator cancellation tokens public to control lean from desktop UX QuantConnect 2015-06-06 15:08:29 -04:00
  • b022e63e97 Merge pull request #93 from kaffeebrauer/master Michael 2015-06-04 19:52:58 -04:00
  • d4ca45d446 Revert primary output of the Donchian Channel to be the mean of the upper and lower band kaffeebrauer 2015-06-05 08:10:03 +10:00