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  • b9798d7754 Initial impl of CashBook snugs 2015-04-07 17:46:11 -04:00
  • ad16946615 Bugfix set end date was a day early snugs 2015-04-08 14:14:20 -04:00
  • 19cb3ff75d Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-07 18:13:48 -04:00
  • 9de090f94f Added messaging on ticks/sec benchmarking and compile mode QuantConnect 2015-04-07 18:13:39 -04:00
  • adb5046ccd Removed stop watch from algorithm manager and moved to engine QuantConnect 2015-04-07 18:12:58 -04:00
  • d769521df3 Merge pull request #54 from ammachado/log Michael 2015-04-07 16:39:27 -04:00
  • 423dce9d98 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-07 16:36:39 -04:00
  • af04e2b472 Job queue init method cut out QuantConnect 2015-04-07 16:36:29 -04:00
  • 0b014c6ffa Added init to interface for job queue QuantConnect 2015-04-07 16:35:40 -04:00
  • 49732112d3 Renamed job queue handler QuantConnect 2015-04-07 16:35:14 -04:00
  • 71f3907119 Added init to job queue QuantConnect 2015-04-07 16:34:46 -04:00
  • b3b9cc9ca9 Fixed failing tests due culture differences. Adriano Marcondes Machado 2015-04-07 17:04:45 -03:00
  • 7c98e44cea Save ref to Console.Out in ConsoleLogHandler snugs 2015-04-07 15:48:41 -04:00
  • a559e91ab3 Computes DataPointsPerSecond in AlgoManager snugs 2015-04-07 15:15:16 -04:00
  • 726ef15938 Merge with Engine and new logging QuantConnect 2015-04-07 14:39:01 -04:00
  • 2325623630 Namespace comment removed QuantConnect 2015-04-07 14:37:23 -04:00
  • f24ca2d0d4 Split out queues for live data feed QuantConnect 2015-04-07 14:36:56 -04:00
  • a42b0bd5ad namespaces QuantConnect 2015-04-07 14:36:14 -04:00
  • e144681b75 Added a few extension methods to ILogHandler interface. Adriano Marcondes Machado 2015-04-07 15:09:32 -03:00
  • ba9f2b4875 Adds CompositeLogHandler snugs 2015-04-07 14:21:42 -04:00
  • 8ca875efe9 Merge branch 'master' of https://github.com/QuantConnect/Lean snugs 2015-04-07 13:59:41 -04:00
  • c1a90e9be0 Merge branch 'master' of https://github.com/QuantConnect/Lean QuantConnect 2015-04-07 13:58:54 -04:00
  • b27d678786 Merge pull request #63 from QuantConnect/revert-52-warnings Michael 2015-04-07 13:58:18 -04:00
  • 335e64cdcb Revert "Fixed a few more warnings" Michael 2015-04-07 13:53:33 -04:00
  • bc96cafb10 Adds back the base properties comments to Tick.cs snugs 2015-04-07 13:05:24 -04:00
  • 930e81f880 Merge pull request #52 from ammachado/warnings Michael 2015-04-07 12:30:10 -04:00
  • fb52f24de9 Removed trailing white spaces. Adriano Marcondes Machado 2015-04-07 12:27:12 -03:00
  • 52ca3875b5 Merge remote-tracking branch 'origin/master' into warnings Adriano Marcondes Machado 2015-04-07 11:23:08 -03:00
  • e8ad0d7912 Merge remote-tracking branch 'upstream/master' into warnings Adriano Marcondes Machado 2015-04-07 11:17:53 -03:00
  • eae6f9afda Fixes TestCashFills deserialization error snugs 2015-04-06 18:01:39 -04:00
  • ec2671cef8 Merge remote-tracking branch 'origin/master' QuantConnect 2015-04-06 17:32:24 -04:00
  • 3251d303ff Splitting job and data queue handlers for ease of datafeed implementation. Half complete QuantConnect 2015-04-06 17:28:16 -04:00
  • 5af5fec380 Bug fix SetEndDate, SetStartDate to behave like Set dates with numbers QuantConnect 2015-04-06 17:11:36 -04:00
  • ab67703515 Default console log handler QuantConnect 2015-04-06 17:10:38 -04:00
  • b90f4fcd6c More review responses snugs 2015-04-06 16:46:13 -04:00
  • af9423f9ec Don't throw ex in ResultHandler snugs 2015-04-06 15:36:01 -04:00
  • 8a8f40f5ce Moved AlgorithmManager.RunTimeError to IAlgorithm snugs 2015-04-06 15:31:12 -04:00
  • 1dd3de1586 Added error codes to IB snugs 2015-04-06 15:20:26 -04:00
  • c534682872 Response to code review w/ Jared snugs 2015-04-03 14:36:53 -04:00
  • 6f66e1537d Merge branch 'master' into feature/brokerage-setup-handler snugs 2015-04-03 11:09:45 -04:00
  • 9b21acaa4e Adds unit test modeling the test_cash algo snugs 2015-04-02 18:53:03 -04:00
  • 3beb76db03 Adds optional selectors to indicator helper funcs snugs 2015-04-02 11:53:56 -04:00
  • 639a2fda83 Removed dependence on FSharp.Core snugs 2015-04-01 19:57:22 -04:00
  • 28696cd8bf Gets IB running in live mode snugs 2015-04-01 19:43:54 -04:00
  • e5b84ab52c Add submitted and canceled events to backtest brokerage snugs 2015-04-01 15:16:02 -04:00
  • 4e0233beb5 Moved setting of fill.Symbol to top snugs 2015-04-01 15:13:00 -04:00
  • 777f372277 Force TWS to start/stop on each test snugs 2015-04-01 13:55:41 -04:00
  • 97937c467b Implements usage of IOrderIDMapping in IB snugs 2015-04-01 13:33:12 -04:00
  • 31e205e703 Merge branch 'master' into feature/brokerage-setup-handler snugs 2015-03-31 21:49:36 -04:00
  • 52cf767882 Adds the IOrderIDMapping interface snugs 2015-03-31 21:49:26 -04:00
  • 59868980cb Merge branch 'master' into feature/brokerage-setup-handler snugs 2015-03-31 21:42:02 -04:00
  • 1d4e81471a Fix log message snugs 2015-03-31 21:40:51 -04:00
  • f024c49606 Add test initializer to set log handler snugs 2015-03-31 21:40:08 -04:00
  • 47d79636e7 Update IB to not use dedicated client GetExecutions snugs 2015-03-31 19:08:28 -04:00
  • 6a72321ee6 Merge branch 'master' into feature/brokerage-setup-handler snugs 2015-03-31 18:59:48 -04:00
  • 73246bc010 Clean up solution build configurations snugs 2015-03-31 18:49:25 -04:00
  • 0c79f70f74 Removed usage of \Extensions folder snugs 2015-03-31 18:36:27 -04:00
  • 16a224989b Adds tests for FuncTextWriter/redirect Console snugs 2015-03-31 16:39:11 -04:00
  • 216724b9fc Use Log.Trace in Isolator snugs 2015-03-31 16:31:24 -04:00
  • c4d4a39416 Removed QCAlgorithm.Console override snugs 2015-03-31 16:28:15 -04:00
  • 28e16d4c3c Wire up log handler based on configuration snugs 2015-03-31 15:16:24 -04:00
  • d023a271fb Adds FileLogHandler snugs 2015-03-31 14:10:49 -04:00
  • f616e16b71 Removed usages of Console.* from core Lean snugs 2015-03-31 13:36:29 -04:00
  • ac5075ab50 Merge pull request #59 from willniu/master Michael 2015-03-31 14:58:57 -04:00
  • ca9d7f663d TradeBarConsolidatorBase.cs: Updated comments in and its test name for the new behaviour. willniu 2015-03-26 22:43:59 +11:00
  • 8cd9774ca3 Update the behaviour for TimeSpan only consolidators except when it is TimeSpan.Zero: close left and open right, i.e. for a one-minute trade bar, it looks like [10:00, 10:01) willniu 2015-03-22 17:46:49 +11:00
  • 2918a4ac77 Adds high/low to renko, added cycle test snugs 2015-03-28 17:20:38 -04:00
  • 8b81f27164 Adds initial impl of RenkoConsolidator snugs 2015-03-23 20:11:06 -04:00
  • 969502779c Added more IB tests, removed dedicated clients snugs 2015-03-26 21:54:04 -04:00
  • 81554b8649 Merge branch 'master' into feature/brokerage-setup-handler snugs 2015-03-24 21:07:33 -04:00
  • 272af78a26 Random clean-up + multiple symbol consolidators example snugs 2015-03-17 21:34:24 -04:00
  • 0bae4c88a2 Variable name cleanup snugs 2015-03-24 19:58:27 -04:00
  • f825eddb17 Fix BacktestingBrokerage to set BrokerageId snugs 2015-03-24 00:43:59 -04:00
  • 6724fe4d25 Merge branch 'master' into feature/brokerage-setup-handler snugs 2015-03-24 00:22:11 -04:00
  • 71e3946a1d Example algo for consolidators on multiple symbols snugs 2015-03-24 00:20:13 -04:00
  • 090f20d201 Updated to allow more derived types pass check snugs 2015-03-23 23:50:28 -04:00
  • 527cbeee0c Modified error message snugs 2015-03-23 23:35:03 -04:00
  • 22fbc36ee9 Cleaned up some names/comments snugs 2015-03-23 23:34:26 -04:00
  • 89d5c70270 Fix max orders switch up, made console setup handler allow infinite orders QuantConnect 2015-03-19 15:05:20 -05:00
  • 30ce0a8e01 Made no data message an error not debug QuantConnect 2015-03-19 15:04:29 -05:00
  • 323ae3b60c Made no data message an error not debug QuantConnect 2015-03-19 15:04:05 -05:00
  • 6a4ea15bee Removed unused references; can be added into algorithm project for algorithm code QuantConnect 2015-03-19 15:03:34 -05:00
  • 60baa9d097 Cleaned up ResolveConsolidator try/catch snugs 2015-03-17 21:34:24 -04:00
  • dea5229397 Rename algorithm examples for consistency QuantConnect 2015-03-16 19:51:23 -05:00
  • ead4f67a09 Rename algorithm files for consistency QuantConnect 2015-03-16 19:50:40 -05:00
  • eef438af2f Closes #43 - review usage of indicator reset impl snugs 2015-03-15 16:31:08 -04:00
  • 519969b2f2 Banner and comment clean up snugs 2015-03-14 21:03:43 -04:00
  • ef04c41f59 Adds DynamicDataConsolidator and uses in ResolveConsolidator snugs 2015-03-14 15:43:24 -04:00
  • 47a2e64eac Hook up new consolidators in ResolveConsolidator method snugs 2015-03-13 20:37:03 -04:00
  • cb7094f842 Add license to BaseDataConsolidator snugs 2015-03-13 20:33:10 -04:00
  • 6f07f3ab15 Added tests for Tick and BaseData consolidators snugs 2015-03-13 20:30:54 -04:00
  • 69eba09418 Removed concept of TradeBarCreators snugs 2015-03-13 20:25:21 -04:00
  • f37074be2f Adds BaseDataConsolidator and Creator snugs 2015-03-13 20:19:31 -04:00
  • ca1895e60b Adds TickConsolidator and TradeBarCreatorBase snugs 2015-03-13 20:11:48 -04:00
  • da5eedb09c Make the default ctor on Quandl public snugs 2015-03-13 19:14:57 -04:00
  • d7255923b1 Added futures data importing example to library QuantConnect 2015-03-13 17:43:57 -05:00
  • a403c30352 Updated Quandl dynamic type to have per type customizable value column via extended methods @mchandschuh QuantConnect 2015-03-13 17:41:55 -05:00
  • e165a41c10 Added configuration to Quandl value column for supporting broader range of data, close #55 QuantConnect 2015-03-13 14:15:27 -05:00
  • 53f85f4ebd Reworked order limits for maximum per backtest-day for free accounts and unlimited for subscribers QuantConnect 2015-03-12 19:31:00 -05:00
  • 249b974b0b More white space cleaning Adriano Marcondes Machado 2015-03-12 17:48:20 -03:00