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  • 4a884ee150 Rework factor file stuff into objects snugs 2015-04-22 00:18:49 -04:00
  • e2aa4f2d00 Adds EnumerableStreamReader snugs 2015-04-23 12:26:31 -04:00
  • 0dc3f02058 Decompose GetReader into smaller methods snugs 2015-04-23 12:15:58 -04:00
  • 5a761a1ca9 Adds RemoteFileSubscriptionStreamReader snugs 2015-04-23 12:05:05 -04:00
  • adc1617285 Review changes QuantConnect 2015-04-23 11:53:10 -04:00
  • 75cd6c276f Adds comments to File and Rest readers snugs 2015-04-23 10:47:10 -04:00
  • 4714ee1276 Cleans up SubscriptionDataConfig comments/ctor snugs 2015-04-23 10:36:32 -04:00
  • 72aba5e5fa Adds dividend data type snugs 2015-04-22 18:37:32 -04:00
  • 8620906281 Makes use of IStreamReader snugs 2015-04-22 17:03:18 -04:00
  • 16f2913752 Merge branch 'AlexCatarino-master' snugs 2015-04-22 23:22:15 -04:00
  • 9f021ae722 Merge branch 'master' of https://github.com/AlexCatarino/Lean into AlexCatarino-master snugs 2015-04-22 23:21:59 -04:00
  • 3781472ae8 Delete QuantConnect.Lean.Engine.csproj.orig Michael 2015-04-22 17:01:49 -04:00
  • bd247c5611 Implementation of WILR indicator. Modifies MAX, MIN and AROON indicators to make WILR and AROON work. AlexCatarino 2015-04-22 17:53:15 -03:00
  • 64d42ce9af Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-22 16:47:09 -04:00
  • 848f8b2c87 Initial implementation of DatabaseDataFeed using MYSQL as a datasource QuantConnect 2015-04-22 16:07:39 -04:00
  • 024cb1c3c8 Update gitignore to exclude *.orig files Michael 2015-04-22 16:07:04 -04:00
  • 4e9bc53a4e Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-22 16:05:14 -04:00
  • 29b4d44f2f Merge pull request #68 from kaffeebrauer/master Michael 2015-04-22 16:03:56 -04:00
  • 73aa227e00 Updated units test based of changes made on other pull request David Hsieh 2015-04-23 03:29:05 +10:00
  • 8be087a790 Max and Min is now non-accessible, removed rounding off David Hsieh 2015-04-23 02:18:17 +10:00
  • 700aacecfb Implementation of WILR indicator. Modifies MAX, MIN and AROON indicators to make WILR and AROON work. AlexCatarino 2015-04-22 13:14:50 -03:00
  • c3b62d8407 Updated Stochastic indicator supporting documentation David Hsieh 2015-04-23 01:52:02 +10:00
  • 4c352dd756 Implementation of WILR indicator. Modifies MAX, MIN and AROON indcators to make WILR and AROON work. AlexCatarino 2015-04-22 11:53:22 -03:00
  • 7a3ee6f724 Added initial commit for the Stochastic Indicators in addition to test cases. David Hsieh 2015-04-23 00:07:16 +10:00
  • 995312fa7f Merge remote-tracking branch 'upstream/master' AlexCatarino 2015-04-22 10:39:30 -03:00
  • 7a22d01665 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-21 21:30:41 -04:00
  • 1bd1d751af Initial implementation of MYSQL datafeed QuantConnect 2015-04-21 21:30:35 -04:00
  • 3538d04739 Various clean-up snugs 2015-04-21 17:29:18 -04:00
  • 8b6e5fe826 Change json on MarketToday and improve default impl snugs 2015-04-21 16:52:28 -04:00
  • 31b5a87064 Console doc fixes QuantConnect 2015-04-21 14:31:30 -04:00
  • 91fd8fcf7c Removed nuget worker files to fix auto download QuantConnect 2015-04-21 12:35:17 -04:00
  • e3599a45cf Removed nuget xml's to fix auto download QuantConnect 2015-04-21 12:27:28 -04:00
  • 8fc14b8eb1 Update travis QuantConnect 2015-04-21 12:03:34 -04:00
  • 7c48ceb624 Update travis, update gitignore QuantConnect 2015-04-21 11:59:00 -04:00
  • f296dc241a Updated travis QuantConnect 2015-04-21 11:45:35 -04:00
  • 8d578957e7 Add CanProcessOrder and mark as invalid if false snugs 2015-04-21 11:26:03 -04:00
  • 7657c4d489 Some IB tidy up snugs 2015-04-21 10:30:51 -04:00
  • 3d6640b455 Adds overload for ResolveConsolidator snugs 2015-04-21 10:28:23 -04:00
  • 7b2b463404 Rewrite portfolio values with updates from brokerages snugs 2015-04-21 10:18:52 -04:00
  • 5d2685b247 Merge branch 'master' of https://github.com/QuantConnect/ToolBox QuantConnect 2015-04-21 08:27:02 -04:00
  • 0875885634 Rename solution QuantConnect 2015-04-21 08:26:57 -04:00
  • 159b1f541e Added Travis YML QuantConnect 2015-04-21 08:26:21 -04:00
  • 0b4694e38a Update README.md Jared 2015-04-21 00:48:22 -04:00
  • e7e714782b Update README.md Jared 2015-04-21 00:46:15 -04:00
  • b03af2dedd Create README.md Jared 2015-04-21 00:44:15 -04:00
  • 23800ab9b5 Removed ignored files QuantConnect 2015-04-21 00:31:27 -04:00
  • b88fdb56bb Updated git ignore QuantConnect 2015-04-21 00:30:20 -04:00
  • aac152bddc Initial commit of tool box with QuantQuote converter QuantConnect 2015-04-21 00:29:18 -04:00
  • 9b9600dc14 Initial commit Jared 2015-04-20 23:48:22 -04:00
  • 0cb5d385e7 Fixes log text from copy/pasta snugs 2015-04-20 20:34:22 -04:00
  • 825be30082 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-18 00:56:47 -04:00
  • 1abca6998a Invert backtestMode flag to inline with other naming conventions; liveMode QuantConnect 2015-04-18 00:56:33 -04:00
  • a82510cff7 Removed unused interface methods QuantConnect 2015-04-18 00:55:46 -04:00
  • e966b839c5 Naming convention tidy QuantConnect 2015-04-18 00:55:09 -04:00
  • 606e675d8e Increased RAM allocation to use as much as possible QuantConnect 2015-04-18 00:40:29 -04:00
  • f4ace5d2f7 Clear cmd history in run-ib-controller snugs 2015-04-17 11:35:23 -04:00
  • 5ffcd00a66 Merge remote-tracking branch 'upstream/master' AlexCatarino 2015-04-16 21:23:25 -03:00
  • 6bfc70dfe8 Implementation of ROC and ROCP indicators. Modification od MOMP indicator. AlexCatarino 2015-04-15 20:13:13 -03:00
  • abdd3a8212 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-16 17:40:10 -04:00
  • 9b71b4e704 Bug fixes to IB implemetation, shuffle error code to warning QuantConnect 2015-04-16 17:39:35 -04:00
  • b651ecbdb2 Fixes rounding error in failing forex fill test snugs 2015-04-16 15:24:32 -04:00
  • 6af87004e6 Fixes some bugs found in live trading snugs 2015-04-15 19:13:44 -04:00
  • 9ca3b4dc79 Update .gitattributes for sh to use lf eol snugs 2015-04-15 18:58:56 -04:00
  • a82bdc1956 Implementation of ROC and ROCP indicators. Modification od MOMP indicator. AlexCatarino 2015-04-15 20:13:13 -03:00
  • 34b7a11e78 Adds ib configuration items Michael 2015-04-15 16:26:00 -04:00
  • b26e438e86 Adds Forex fee model that follows IB snugs 2015-04-15 16:18:49 -04:00
  • ef676dd9aa Adds scripts for launch IBGateway snugs 2015-04-15 15:06:18 -04:00
  • f44de2bd94 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-15 13:50:50 -04:00
  • 341e2e7a3e Job and setup handler bug fixes QuantConnect 2015-04-15 13:50:36 -04:00
  • 1a2fa9e65d Update readme.md Michael 2015-04-15 12:08:47 -04:00
  • 78a09ffc08 Merge pull request #65 from gitter-badger/gitter-badge Michael 2015-04-15 12:06:27 -04:00
  • 051f27fd7f Added Gitter badge The Gitter Badger 2015-04-15 16:00:41 +00:00
  • 6ff07f1d1a Fixed dupe order events from IB snugs 2015-04-15 11:19:17 -04:00
  • ab052bd209 Merge remote-tracking branch 'origin/master' snugs 2015-04-15 10:47:42 -04:00
  • fa9148d7cf Simplifies retrieval of BrokerageData imports snugs 2015-04-15 10:29:02 -04:00
  • 3a2e7705f5 Removed brokerage data properties from live job packet QuantConnect 2015-04-15 10:36:14 -04:00
  • ab9f1e9c93 Various updates to ready Lean for public live trading snugs 2015-04-14 20:42:16 -04:00
  • d96f477f0f Removes PaperTradingSetupHandler snugs 2015-04-14 16:39:00 -04:00
  • dd84c87ca8 Adds Paper and Backtesting brokerage factories snugs 2015-04-14 16:22:43 -04:00
  • 39a7b6677e Adds helper ConverTo<T> extension snugs 2015-04-14 15:50:13 -04:00
  • eba1696f33 Updated SubscriptionDataConfig to class snugs 2015-04-14 13:37:42 -04:00
  • 72e70d82b6 Make SubscriptionDataConfig have readonly fields snugs 2015-04-14 13:35:08 -04:00
  • cac8b41370 Remove FakeCustomTradeBar snugs 2015-04-14 13:33:36 -04:00
  • b869ab7f4b Updates SetHoldings in light of MarginModel changes snugs 2015-04-14 13:11:18 -04:00
  • 504fef27c6 Add margin buffer in SecurityMarginModel. snugs 2015-04-14 11:17:33 -04:00
  • de966c65dd Adds margin call msg to algo snugs 2015-04-14 10:41:39 -04:00
  • 1f15eb2c04 Initial implementation of Margin and Portfolio models snugs 2015-04-10 15:50:31 -04:00
  • 9924b0a872 Shares SubscriptionDataConfig in Security snugs 2015-04-09 10:36:49 -04:00
  • 4512d5805f Response to some review comments snugs 2015-04-08 18:06:43 -04:00
  • 392447088e Added tests for Cash and CashBook snugs 2015-04-08 16:22:22 -04:00
  • 098c5d027c Adds comments to setup handlers snugs 2015-04-08 15:25:59 -04:00
  • 7878cdcbc8 Remove Cash.SetConversionRate snugs 2015-04-08 15:25:23 -04:00
  • 11da95fed6 Adds IsCurrencyConversionFeed to subscription config snugs 2015-04-08 15:08:04 -04:00
  • 3930dff56a Add entries to cash book for each currency on forex snugs 2015-04-08 14:53:29 -04:00
  • 8f39ff0be9 Adds subscriptions for currency conversions after algo.Initialize() snugs 2015-04-08 14:35:38 -04:00
  • 19b2e182a8 Adds test for rounding down by day snugs 2015-04-08 14:30:18 -04:00
  • 40693cabb1 Added Forex.CurrencyPairs snugs 2015-04-08 14:29:14 -04:00
  • 13f1eae744 Wires up total portfolio value to respect currency holdings snugs 2015-04-08 10:07:14 -04:00
  • c41a75ac2c Update currency conversion to use data dictionary instead of realtime prices snugs 2015-04-07 19:31:09 -04:00
  • 02f80cd2d3 Adds RealtimePrices doc snugs 2015-04-07 19:26:54 -04:00