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  • 2fc6725780 Fix algorithm status to only decrease algo state, not set it to running when algos are in an error state QuantConnect 2015-05-04 21:43:37 -04:00
  • d22ef2e10e Send algo status before job ack snugs 2015-05-04 21:33:09 -04:00
  • e346eaad76 Add purge method to Series snugs 2015-05-04 21:32:37 -04:00
  • aa4d08931d Merge pull request #77 from bizcad/issue-74/second-try Michael 2015-05-04 19:47:23 -04:00
  • a2ce376113 Use net liquidation for currency holdings IB snugs 2015-05-04 19:43:39 -04:00
  • 37dfff6b88 Break from set holdings loop when qty is 0 snugs 2015-05-04 19:42:24 -04:00
  • b9b6c12ae6 Mark symbol name for indicator data points snugs 2015-05-04 16:45:39 -04:00
  • bfaf04ff8f Merge pull request #78 from dpallone/patch-1 Jared 2015-05-04 17:41:50 -04:00
  • 22c714ad30 Fix DocString Daniel Pallone 2015-05-04 17:12:01 -04:00
  • 48d210f927 Bump version and additional debug message on load QuantConnect 2015-05-04 16:27:22 -04:00
  • 178c9c5519 Use latest time in composite indicator snugs 2015-05-04 16:25:54 -04:00
  • 81e0f3ac88 Improve DataConsolidator type mismatch message snugs 2015-05-04 15:16:49 -04:00
  • 95aaa58c9d Adds check in AlgoMgr for runtime errors snugs 2015-05-04 15:06:48 -04:00
  • 491c45c3a7 Adds benchmarks from recent commits snugs 2015-05-03 19:28:32 -04:00
  • 3831e9340f update for LWMA bizcad 2015-05-01 17:02:16 -07:00
  • 49b398f8ff DataStream sync by end of bar snugs 2015-04-30 23:23:27 -04:00
  • d9842616f3 Update CONTRIBUTING.md Michael 2015-05-01 18:01:10 -04:00
  • 09881fc9fe Update CONTRIBUTING.md Michael 2015-05-01 17:49:46 -04:00
  • fde1ce0750 wording change evenly to linearly in QCAlgorithm.Indicators bizcad 2015-05-01 14:11:07 -07:00
  • 2a8013cede Reviewer Comment and suggestions. Reset default Algo to Basic bizcad 2015-05-01 13:40:52 -07:00
  • e27a93ee60 Added WeightedMovingAverage Indicator including, MovingAverageType, tests and registration. bizcad 2015-05-01 12:10:45 -07:00
  • a29a06a002 Removing broken references snugs 2015-04-30 23:51:03 -04:00
  • 4f07af9170 Fixes nuget mis-ref snugs 2015-04-30 23:37:59 -04:00
  • a136d1331e Fixes bug in backwards compatibility mode snugs 2015-04-30 23:29:23 -04:00
  • 09b5091afd Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-30 20:50:38 -04:00
  • 94ca44c818 Downgrade delta messages to trace not errors QuantConnect 2015-04-30 20:50:30 -04:00
  • caf2bce754 Increased rounding on fx positions QuantConnect 2015-04-30 20:49:38 -04:00
  • 3959bb5218 Adds a period to the TradeBar snugs 2015-04-13 10:49:38 -04:00
  • 9918628ada Make object activator test run faster snugs 2015-04-30 17:13:49 -04:00
  • fd9cb32bdd Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-30 16:49:35 -04:00
  • 7f6a1060c4 Update forex cash fill test to not use fees snugs 2015-04-30 16:33:09 -04:00
  • f134d82877 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-30 16:25:02 -04:00
  • f62239cae8 Fix min bug in forex transaction model fees snugs 2015-04-30 16:24:46 -04:00
  • edbc13b310 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-30 16:11:11 -04:00
  • b314e2f9e6 Update security price with realtime prices snugs 2015-04-30 16:10:55 -04:00
  • a4dd7672be Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-30 16:01:03 -04:00
  • df8ba78cc6 Null exception error fix QuantConnect 2015-04-30 16:00:44 -04:00
  • 64d03c0f19 Update market prices properly in live result handler snugs 2015-04-30 16:00:40 -04:00
  • 33f4046fb9 Several random fixes snugs 2015-04-30 15:31:47 -04:00
  • 8d28ff3f08 Slight changes to only create realtime events for day if the time hasn't passed yet QuantConnect 2015-04-30 14:46:07 -04:00
  • b652895ede Updates to QC Algorithm to allow all messages in live mode QuantConnect 2015-04-30 14:33:25 -04:00
  • 02ddb261ec Remove duplicae structure snugs 2015-04-30 14:05:26 -04:00
  • cffcb8c9a8 IBrokerage.GetCashBalances() now returns list of cash snugs 2015-04-30 13:54:06 -04:00
  • 580e908123 Update IB.GetAccountHoldings to include conversions snugs 2015-04-30 13:36:21 -04:00
  • 6ef10eea52 Tidy up holdings initialization QuantConnect 2015-04-30 13:54:16 -04:00
  • 4db2179a8b Fix rounding issue snugs 2015-04-30 09:33:35 -04:00
  • 97fc158f33 Fixes result sampling in light of split events snugs 2015-04-29 17:47:03 -04:00
  • bcbaa6f1da Prevent algo.Time backtracking snugs 2015-04-29 16:57:56 -04:00
  • e83872f99a Purge data in live mode snugs 2015-04-29 16:46:13 -04:00
  • c853f3200e Dont overwrite portfolio values from brokerage due to delays snugs 2015-04-29 16:02:08 -04:00
  • 90a588a385 More trials with IB connectivity in linux snugs 2015-04-29 15:24:30 -04:00
  • 4a37e009df Modified the way we're waiting for IB account download snugs 2015-04-29 14:44:15 -04:00
  • 568fc62b0f Adds dispose to BacktestingSetupHandler snugs 2015-04-29 13:28:29 -04:00
  • cebf48e75e Some more IB bug fixes snugs 2015-04-29 13:23:35 -04:00
  • 5e419ada8f Some bug fixes/cleanup for IB live trading snugs 2015-04-29 12:25:35 -04:00
  • fa3d61f522 Merge pull request #73 from kaffeebrauer/master Michael 2015-04-29 09:29:21 -04:00
  • 6b8687d66a Amended previous commit OBV Class not included David Hsieh 2015-04-29 08:49:07 +10:00
  • 42fee8a70d Ack jobs that are out of version snugs 2015-04-28 16:39:30 -04:00
  • a2838bc240 Adds identity indicator helper function snugs 2015-04-28 15:54:32 -04:00
  • 128a8eb086 Make VersionHelper easier to use snugs 2015-04-28 13:47:27 -04:00
  • 8a98350df9 Fixes bug trimming old data from charts in live result handler snugs 2015-04-28 13:18:52 -04:00
  • 7e37fd796f Update CONTRIBUTING.md Michael 2015-04-28 12:52:00 -04:00
  • 01d1cc50c2 Create CONTRIBUTING.md Michael 2015-04-28 12:44:50 -04:00
  • c830420a65 Removed identity indicator on OBV David Hsieh 2015-04-29 01:41:23 +10:00
  • 5d5fb8534a Bump version, bug fix fill forward edge case QuantConnect 2015-04-28 10:58:41 -04:00
  • 582df08520 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-28 10:18:39 -04:00
  • bec932719c Add symbol to error message for user snugs 2015-04-28 10:09:08 -04:00
  • ef254276f1 Log brokerage/account inconsistencies as error snugs 2015-04-28 09:56:05 -04:00
  • d3c25e24b2 Merged from master of QC/Lean David Hsieh 2015-04-28 21:33:55 +10:00
  • 67620b4d13 Added On Balance Volume Indicator David Hsieh 2015-04-28 21:13:17 +10:00
  • d8eb7a1b42 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-27 21:47:50 -04:00
  • 0162c6ab81 More robust version comparisons snugs 2015-04-27 21:17:29 -04:00
  • 6fdca883ed Adds SharedAssemblyInfo to common snugs 2015-04-27 20:30:37 -04:00
  • c1b62d85ee Improve some indicator stuff snugs 2015-04-27 13:49:14 -04:00
  • e84b4ad8da Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-25 17:35:24 -04:00
  • d5731b5a52 Ignore Regression tests from travis snugs 2015-04-25 17:13:13 -04:00
  • 44c6c997d4 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-25 16:35:00 -04:00
  • 8903f38554 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-24 19:47:11 -04:00
  • 556bcb160d Add console write to algo runner snugs 2015-04-24 19:47:10 -04:00
  • fcfa280812 Remove console writing from various places snugs 2015-04-24 19:27:45 -04:00
  • 211bed23e3 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-24 19:20:49 -04:00
  • e135c2321d Drafting base data reader and iq feed QuantConnect 2015-04-24 19:20:39 -04:00
  • a76ee48cde Tidy up file system data reader QuantConnect 2015-04-24 19:20:00 -04:00
  • d80b1733a9 Pre ib launch review snugs 2015-04-24 19:12:16 -04:00
  • e1d9b8a913 Set default normalization as Adjusted snugs 2015-04-24 16:41:12 -04:00
  • ce1cebf143 MEF ILogHandler snugs 2015-04-24 16:40:54 -04:00
  • c908b72cd9 Adds algorithm test runner snugs 2015-04-24 14:22:41 -04:00
  • 21fe03851a Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-24 14:21:56 -04:00
  • 8b4fc176cb Tidy up Algo mgr loop snugs 2015-04-24 13:34:33 -04:00
  • 149a3aa0c3 Added first draft of BaseDataDataFeed to abstract away 90% of DF implementation QuantConnect 2015-04-24 13:35:14 -04:00
  • 2a561ee8b4 Div/Split to use method invokers snugs 2015-04-24 12:29:18 -04:00
  • a79dcf3f94 Adds a DataDictionary snugs 2015-04-24 12:19:32 -04:00
  • 42fb4d76cf Tidy backtesting result handler and split the result packets to fix dropped packets bug QuantConnect 2015-04-24 12:11:38 -04:00
  • 26f0fabe45 Added 5sf rounding to chart points QuantConnect 2015-04-24 12:10:32 -04:00
  • 6447909413 Adds split adjusted normalization snugs 2015-04-24 12:05:00 -04:00
  • 5e7889ce33 Update obv test data to include volume snugs 2015-04-24 10:41:44 -04:00
  • 6fd357b710 Adds support for dividends and splits snugs 2015-04-23 20:39:59 -04:00
  • 3af7d5ed43 Adds firing of dividend events snugs 2015-04-23 14:31:15 -04:00
  • 0b266d2482 Adds FactorFileTests snugs 2015-04-23 12:56:58 -04:00
  • 584604b541 Merge branch 'factor-files' into dividends snugs 2015-04-23 12:32:13 -04:00