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  • 77d383f388 Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • a8259ac0da Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 079fcfd216 Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • 9175b862d0 Feature: Validate FillPrice and FillQuantity in class BrokerageTest (#8483) 16829 Roman Yavnikov 2024-12-26 23:44:24 +02:00
  • e5ac38aefb Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • eca4f5b7f2 feat: init Config in BrokerageDataDownloader (#8482) 16828 Roman Yavnikov 2024-12-26 17:57:27 +02:00
  • ec0fa213f9 Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • 040f0ace71 Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • 2745fa794f Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • 2bdddc94b4 Update QuantConnect.csproj 16827 16826 16825 16824 16823 Martin-Molinero 2024-12-23 19:47:13 -03:00
  • d1d5e4ded7 Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • 12930c444b Fix bug in Index security (#8472) 16822 16821 Ricardo Andrés Marino Rojas 2024-12-23 14:32:25 -05:00
  • 2ec979940c Update Beta.cs (#8478) Derek Melchin 2024-12-23 14:10:11 -05:00
  • edd1aea8b0 Implement ZigZag (ZZ) indicator (#8454) 16820 JosueNina 2024-12-23 11:19:39 -05:00
  • 3d9a451675 Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • d9085cb0d7 Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • 99c8b5085f Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • 3cc01489e3 Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • 8ee1e558b5 Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • abd616036f Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • ea63ffba52 Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • eeb434f64a Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • eb43d0b110 Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • 23c63b2910 Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • 1622ce7975 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • 8e39274309 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • ebe76784ad Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • 2ba70daca3 Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • be4a34c7e4 Implement SqueezeMomentum (SM) indicator (#8462) 16819 16818 JosueNina 2024-12-20 16:22:32 -05:00
  • 3b559a5f3f Fix bug in beta value computation (#8466) JosueNina 2024-12-20 16:22:04 -05:00
  • d4fd936772 Update pythonnet to net9 (#8475) Martin-Molinero 2024-12-20 18:21:44 -03:00
  • 390689db03 Update pythonnet to net9 16816 Martin Molinero 2024-12-20 16:57:45 -03:00
  • a0328426d9 Update readme.md 16817 16815 Martin-Molinero 2024-12-19 18:15:57 -03:00
  • 890a19c871 Update readme.md 16814 Martin-Molinero 2024-12-19 16:30:13 -03:00
  • 5359561b9d Dotnet 9 (#8459) Martin-Molinero 2024-12-19 14:01:26 -03:00
  • 32980d0863 Remove C# kernel 16812 Martin Molinero 2024-12-18 17:09:10 -03:00
  • 6e64a30fff Dotnet 9 Martin Molinero 2024-12-11 17:58:12 -03:00
  • 8f44a68b11 Dotnet 9 16808 Martin Molinero 2024-12-11 17:58:12 -03:00
  • a9dcc7b6d1 Dotnet 9 16807 Martin Molinero 2024-12-11 17:58:12 -03:00
  • a8592e08b5 Greeks calculation on expiration date (#8465) 16811 16809 16784 Jhonathan Abreu 2024-12-13 18:23:31 -04:00
  • de360a72f8 Dotnet 9 16806 16805 16804 Martin Molinero 2024-12-11 17:58:12 -03:00
  • fcb4ce637d Reduce unrequired live logs for derivatives chains (#8458) 16780 Ricardo Andrés Marino Rojas 2024-12-12 14:49:38 -05:00
  • ec428c5f6c Daily options contracts valid open interest values (#8450) Jhonathan Abreu 2024-12-12 13:50:59 -04:00
  • 2a62f16833 Make SignalExportManager skip non-tradeable securities (#8453) 16779 Ricardo Andrés Marino Rojas 2024-12-11 18:01:38 -05:00
  • f1c50e41a5 Feature: support trading IndexOption by TradeStation (#8456) Roman Yavnikov 2024-12-12 01:00:52 +02:00
  • 7445f7ec5a Improve performance of ConsolidatorScanPriority comparison (#8452) Nikolay Baraboshkin 2024-12-12 02:59:33 +04:00
  • 8febb9ac45 Revert net version target (#8457) 16778 16777 Martin-Molinero 2024-12-10 18:49:14 -03:00
  • 463044b64a Foundation update (#8455) Martin-Molinero 2024-12-10 18:07:26 -03:00
  • 9865ce9815 Add example on volume share slippage model (#8437) Louis Szeto 2024-12-10 02:37:35 +08:00
  • 81d7774c80 Fix bug when consolidating hourly bars into daily ones (#8442) 16774 16773 Ricardo Andrés Marino Rojas 2024-12-06 14:42:40 -05:00
  • 22e04913a5 Improve the performance of RollingWindow.GetEnumerator (#8444) 16772 Nikolay Baraboshkin 2024-12-06 00:32:02 +04:00
  • 8e5893b708 Implement Hurst Exponent (HE) indicator (#8434) 16771 JosueNina 2024-12-05 08:19:31 -05:00
  • 99558928f0 Improve ObjectStore root config handling (#8445) 16770 Martin-Molinero 2024-12-04 19:17:10 -03:00
  • a2efee8be9 feat: Binance future support StopMarket for CryptoFuture (#8441) 16769 Roman Yavnikov 2024-12-04 19:46:02 +02:00
  • a1d0b6cde2 Live trading consolidation synchronization (#8436) 16768 Jhonathan Abreu 2024-12-04 11:15:00 -04:00
  • 8123e76e3c Validate inputs for safe logarithm calculation (#8439) 16767 JosueNina 2024-12-03 15:30:07 -05:00
  • a28d1f2ffe Universe data frames improvements (#8433) Jhonathan Abreu 2024-12-03 16:19:17 -04:00
  • f4314549c3 Fix warming up bug QCAlgorithm.WarmUpIndicator() (#8431) 16766 16765 16764 Ricardo Andrés Marino Rojas 2024-11-29 14:35:37 -05:00
  • d416580456 Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412) 16762 16761 Jhonathan Abreu 2024-11-29 09:52:01 -04:00
  • 93ce62536f Revert "Fix warming up bug in Stochastic indicator (#8422)" (#8430) Jhonathan Abreu 2024-11-29 09:50:30 -04:00
  • 312392d6ae Fix warming up bug in Stochastic indicator (#8422) Ricardo Andrés Marino Rojas 2024-11-29 08:49:06 -05:00
  • 01734e1f61 Implement Mesa Adaptive Moving Average (MAMA) Indicator (#8428) 16760 16758 JosueNina 2024-11-27 16:54:59 -05:00
  • 124063a2a4 Change Log.Trace() to Log.Debug() (#8429) Ricardo Andrés Marino Rojas 2024-11-27 16:27:54 -05:00
  • b99da54d5a Implement Reset() method (#8410) 16757 Ricardo Andrés Marino Rojas 2024-11-27 14:53:02 -05:00
  • bc5d51806d Universe data frames normalization (#8385) 16756 16755 Jhonathan Abreu 2024-11-26 16:16:34 -04:00
  • f3ed5b1206 Fix correlation type (#8426) JosueNina 2024-11-26 12:05:49 -05:00
  • eb6c5d20f5 Fix typos (#8349) 16754 Ricardo Andrés Marino Rojas 2024-11-26 09:36:14 -05:00
  • b70b5bd5fe Add extended market hours option in DateRules.WeekStart() (#8400) 16753 Ricardo Andrés Marino Rojas 2024-11-25 16:09:44 -05:00
  • 5ac7d00e24 Normalize Date timezone (#8420) Ricardo Andrés Marino Rojas 2024-11-25 15:44:22 -05:00
  • 469d960f50 Implement Connor's Relative Strength Index(CRSI) Indicator (#8419) 16752 JosueNina 2024-11-25 13:43:42 -05:00
  • 7eea365aa1 Let delistings through for internal subscriptions (#8398) Jhonathan Abreu 2024-11-25 10:41:02 -04:00
  • 760071a2f7 Fix 0DTE index options selection (#8418) 16751 16750 16746 16745 16744 16741 16740 Jhonathan Abreu 2024-11-20 09:18:11 -04:00
  • fa1ef4f763 Index option chain backwards compatibility (#8395) 16739 16738 16737 16735 Jhonathan Abreu 2024-11-15 17:30:44 -04:00
  • f7b012aa11 Feature: Implementation Charles Schwab Brokerage (#8406) 16733 Roman Yavnikov 2024-11-15 23:17:20 +02:00
  • 725ad73240 Implement Average Range (AR) Indicator (#8404) JosueNina 2024-11-15 09:19:55 -05:00
  • 7bbf42f79b Implement Premier Stochastic Oscillator (PSO) Indicator (#8394) JosueNina 2024-11-14 16:22:46 -05:00
  • f2da037d42 Solve divide by zero exception in McGinleyDynamic indicator (#8397) Ricardo Andrés Marino Rojas 2024-11-14 16:20:18 -05:00
  • 5c5c527252 Use SafeDivision() method to avoid overflow exception in CCI (#8396) Ricardo Andrés Marino Rojas 2024-11-14 16:20:00 -05:00
  • 71d09a3567 Private cloud minor improvements (#8409) 16732 Martin-Molinero 2024-11-14 17:22:33 -03:00
  • 05ef98d903 Minor tweaks for optimization 16731 16730 Martin Molinero 2024-11-13 11:34:00 -03:00
  • 8b3bfcd9bb Minor tweaks for optimization 16728 Martin Molinero 2024-11-13 11:34:00 -03:00
  • 1b088de758 Private cloud tweaks 16727 16725 Martin Molinero 2024-10-15 15:01:21 -03:00
  • f75973d8aa Private cloud tweaks 16724 Martin Molinero 2024-10-15 15:01:21 -03:00
  • ce025f7341 Second approach 16723 Ricardo Andrés Marino Rojas 2024-11-06 14:18:16 -05:00
  • 085476a222 job_queue: fix typos in comments (#8390) 16726 16722 16721 16719 JosueNina 2024-11-01 17:13:49 -05:00
  • c78774b99a Adds Country Static Class (#8389) Alexandre Catarino 2024-11-01 22:13:07 +00:00
  • c384d888cf First attempt to solve the bug Ricardo Andrés Marino Rojas 2024-11-01 13:32:32 -05:00
  • d6f6445666 Minor changes 16715 Jhonathan Abreu 2024-10-29 12:30:34 -04:00
  • 5bbd8e41f7 Move Pandas helper classes to their own files Jhonathan Abreu 2024-10-28 17:27:36 -04:00
  • 827dc760f4 Pandas data to get type members on demand Jhonathan Abreu 2024-10-28 17:23:58 -04:00
  • 9ff4401e4e Minor change Jhonathan Abreu 2024-10-28 13:31:44 -04:00
  • e7cf2e93c2 Cleanup and minor changes Jhonathan Abreu 2024-10-28 12:39:09 -04:00
  • c1989003d7 Add points time as column when converting base data collections to data frames Jhonathan Abreu 2024-10-27 13:39:05 -04:00
  • 15662b8552 Use PandasData generalization for Lean common data types Jhonathan Abreu 2024-10-25 18:18:28 -04:00
  • 24d45e6ded Improve pandas properties expanding Jhonathan Abreu 2024-10-24 18:55:03 -04:00
  • de9903075d Add attributes to mark classes and properties for pandas processing Jhonathan Abreu 2024-10-24 15:21:01 -04:00
  • d5b2e4d8cc Make Target.MoveAhead() case insensitive (#8382) 16717 16716 16714 16713 16712 16711 16709 16708 Ricardo Andrés Marino Rojas 2024-10-24 07:29:16 -05:00
  • 68e9eb80d7 Housekeeping Jhonathan Abreu 2024-10-23 16:06:13 -04:00
  • 4a0c355561 Add comments Jhonathan Abreu 2024-10-23 12:51:59 -04:00
  • da982e7c94 Pandas data frame generator class fixes Jhonathan Abreu 2024-10-23 12:04:33 -04:00