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  • d7b590f4c1 Closes #22, New notification manager implementation with notification classes, API and manager for rate limiting Jared Broad 2015-02-07 18:11:02 -03:00
  • 2a2bd28949 Bug fix custom data not recieving any results Jared Broad 2015-02-07 18:09:24 -03:00
  • 6dd122e6ac New algorithm example to demonstrate the live specific features Jared Broad 2015-02-07 18:08:46 -03:00
  • 0736358ca9 Added notification process handling for live result mode Jared Broad 2015-02-07 18:08:08 -03:00
  • 1357571c99 Moved sync event processing outside of time-data loop to trigger event automatically each second Jared Broad 2015-02-07 18:07:26 -03:00
  • 1075b4b2e3 Bug fix custom assets thread not working in live Jared Broad 2015-02-07 18:07:01 -03:00
  • a8bcb65d1f Better filtering of assets for data feed subscription to not add custom assets Jared Broad 2015-02-07 18:06:04 -03:00
  • f0d2838958 Added additional messaging interfaces for web, phone and email notifications Jared Broad 2015-02-07 18:03:31 -03:00
  • c77c73dae7 Tweaked market close time for always open securities Jared Broad 2015-02-07 18:02:46 -03:00
  • 59be9527a4 Notification manager class intialization and API implementation Jared Broad 2015-02-07 18:02:04 -03:00
  • bdb429e942 Added Notification Manager to interface Jared Broad 2015-02-07 18:01:20 -03:00
  • ca9fd9d88e Merge remote-tracking branch 'origin/master' into feature/brokerage-setup-handler snugs 2015-02-06 21:15:28 -05:00
  • f2ac72d723 Version property in engine Jared Broad 2015-02-06 15:58:54 -03:00
  • bdba4fb233 Empty version in the config setup Jared Broad 2015-02-06 15:58:11 -03:00
  • 65cd6d08b7 Version in algo packet for algo version based deployment to workers Jared Broad 2015-02-06 15:57:28 -03:00
  • d4c8c10f02 Rework to move synchronous events into transaction hander and result handler plugins so the events could be controlled on a plugin level. e.g. This allowed removing 1 thread context switch from primary algo loop and enabling live trading result handler to trigger its own updates every second independent of algorithm event timing Jared Broad 2015-02-06 12:50:55 -03:00
  • ae2e5d81e5 Comments Jared Broad 2015-02-06 12:49:28 -03:00
  • 7619d4ab7f Set up asset count limits based on server size (practical memory limitations) Jared Broad 2015-02-06 12:48:50 -03:00
  • 3fd3a9bb9c Additional comments and unused variable tidy up Jared Broad 2015-02-06 12:48:04 -03:00
  • 9048df4ba5 Better comments and added server upgrade subscription plans Jared Broad 2015-02-06 12:44:11 -03:00
  • 5fb267447b Adds GetOpenOrders and GetCashBalance to IBrokerage snugs 2015-02-06 00:41:30 -05:00
  • 718532dd35 Adds IBrokerageFactory interface snugs 2015-02-06 00:28:34 -05:00
  • 841a884b70 Refactors out a MatchesTypeName in Extensions snugs 2015-02-06 00:26:40 -05:00
  • fe42a1c873 Adds Composer<T> for accessing MEF'd instances snugs 2015-02-06 00:23:52 -05:00
  • 63996c41b9 Updated UX date format for log display Jared Broad 2015-02-04 20:05:27 -03:00
  • 9df45356d5 Added setlimits API to algorithm to limit number of symbols differently for live and backtesting modes Jared Broad 2015-02-04 20:04:58 -03:00
  • 6afe5ac865 Updated result handlers to use new UX date format Jared Broad 2015-02-04 19:59:33 -03:00
  • 53e73bd2b0 Use stringIsNullOrEmpty method Jared Broad 2015-02-04 19:56:51 -03:00
  • f4022c8357 Added a default constructor for JSON message serialization Jared Broad 2015-02-04 19:55:58 -03:00
  • 3fdc38ad35 Added a selector to the BB Register indicator so it worked with TradeBars Jared Broad 2015-02-04 19:49:55 -03:00
  • 1d912765bf Merge pull request #20 from mourednik/bollingerbands Michael 2015-02-02 16:23:48 -03:00
  • fc66883f29 Fixed issues from PR code review Michael Ourednik 2015-02-03 07:42:44 +13:00
  • f0e9c6d8f8 updated gitignore Michael Ourednik 2015-02-02 08:08:46 +13:00
  • 0715dfe4d5 Added StandardDeviation and BollingerBands to QCAlgorithm.Indicators.cs Michael Ourednik 2015-02-02 07:57:32 +13:00
  • 372a914e9c added/updated comments Michael Ourednik 2015-02-02 07:44:38 +13:00
  • 58438c4244 BollingerBands should use same period for moving average and standard deviation Michael Ourednik 2015-02-01 14:32:09 +13:00
  • 72b3e485d2 BollingerBands output matches test data Michael Ourednik 2015-02-01 14:21:55 +13:00
  • 5c67d34406 Calculate StandardDeviation from the full sample population Michael Ourednik 2015-02-01 11:38:41 +13:00
  • 54490c18e9 merged changes from upstream/master Michael Ourednik 2015-02-01 11:01:00 +13:00
  • 80b1caf327 BollingerBands indicator Michael Ourednik 2015-02-01 10:50:52 +13:00
  • 0f483b0056 Added en-US date format to Time helper class Michael Ourednik 2015-02-01 10:49:42 +13:00
  • f13326a004 updated gitignore (userprefs) Michael Ourednik 2015-02-01 10:47:43 +13:00
  • b1eb62da8e Fixed log messages to use correct type name snugs 2015-01-28 16:59:30 -05:00
  • 7c41f51ad1 Removed redundant namespacing snugs 2015-01-28 16:41:15 -05:00
  • b78398c5a8 Updated bollinger band test data snugs 2015-01-31 17:47:52 -03:00
  • e6a61a0088 Set Lean.Engine build dependency on MEF libraries snugs 2015-01-31 17:36:16 -03:00
  • d8bde63f62 StandardDeviation indicator Michael Ourednik 2015-01-31 13:03:12 +13:00
  • 79d390be4f Fixes key not found exception when no samples taken snugs 2015-01-30 20:50:12 -03:00
  • d5837275a7 Remove FakeLiveQueueHandler config values snugs 2015-01-30 20:42:50 -03:00
  • 5fed41f62a Made DataStream unblocking snugs 2015-01-30 20:39:35 -03:00
  • 6a76e63aab Update SetStart/EndDate functions to be full days snugs 2015-01-30 20:28:46 -03:00
  • a901a0208e Hibernating till market open also disconnecting from data pipes for memory Jared Broad 2015-01-30 18:06:14 -03:00
  • 59c4a7dfeb Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-30 13:44:48 -03:00
  • adb415babf Added HandledError type Jared Broad 2015-01-30 13:15:20 -03:00
  • 4078d805fb Allows fill forward custom data-testing snugs 2015-01-30 13:11:33 -03:00
  • 041946a282 Stash custom data testing snugs 2015-01-30 10:45:52 -03:00
  • 47883e0ace Use wall clock time to set bar start times on live data snugs 2015-01-30 11:28:13 -03:00
  • fcafc1e911 Merge branch 'master' of https://github.com/QuantConnect/Lean snugs 2015-01-30 11:06:25 -03:00
  • b2928caf40 Live cap on memory Jared Broad 2015-01-30 11:01:06 -03:00
  • 186bbbdb0c Renamed Stres_Test.cs to Stress_Symbols to match type name snugs 2015-01-30 08:18:02 -05:00
  • db5f68cdcb Merge remote-tracking branch 'origin/master' snugs 2015-01-29 22:38:48 -05:00
  • 522d5591be Adds FakeLiveQueueHandler to make for easier local live debugging snugs 2015-01-29 22:37:16 -05:00
  • 5577ae2f9b Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-29 19:51:19 -03:00
  • a2f22bc25e Added Security.HasData property Jared Broad 2015-01-29 19:43:36 -03:00
  • 8638c5ab93 Remove HACK from LiveTradingRealTimeHandler snugs 2015-01-29 17:30:50 -05:00
  • 64778ce263 Merge remote-tracking branch 'origin/master' snugs 2015-01-29 17:26:17 -05:00
  • 86ca355d93 Fix race condition in LiveTradingDataFeed snugs 2015-01-29 17:18:08 -05:00
  • 2504da2903 Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-29 18:45:38 -03:00
  • ae18c22269 Updated timeout in DataStream to respect LoadedDataFrontier snugs 2015-01-29 16:44:54 -05:00
  • 3765db10df Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-29 17:06:10 -03:00
  • 901bd54fc3 Rename next ticks for consistency Jared Broad 2015-01-29 17:05:50 -03:00
  • 9373f15fe8 Sleep more in DataStream, was hoggin CPU time snugs 2015-01-29 13:58:37 -05:00
  • a1cb8e6ba5 Merge branch 'master' of https://github.com/QuantConnect/Lean snugs 2015-01-29 13:27:39 -05:00
  • b18b379e48 Better/deterministic runtime error message handling Jared Broad 2015-01-29 09:12:21 -03:00
  • 84c5d00a7e Adds SecurityType to SecurityHolding snugs 2015-01-29 06:03:42 -05:00
  • 2d0a15f181 Added status message for passing back runtime errors Jared Broad 2015-01-28 19:03:28 -03:00
  • 66a37c35c2 Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-28 18:14:31 -03:00
  • 6816f92642 Paper trading init error handler Jared Broad 2015-01-28 18:14:16 -03:00
  • cc2f7e69c9 Fixes bug in Tick.GetSource, copied from TradeBar snugs 2015-01-28 16:11:39 -05:00
  • 79f07b281f Merge remote-tracking branch 'origin/master' snugs 2015-01-28 13:28:01 -03:00
  • 2b5d34a7ba Dont wait for data in live mode snugs 2015-01-28 13:25:53 -03:00
  • 64b5ae48cb Incorrect tick folder Jared Broad 2015-01-27 22:07:50 -03:00
  • 2d2b606389 Fix runtime backtest error, tidy up live logging, sent partial OrderEvents to IDE Jared Broad 2015-01-26 23:18:43 -03:00
  • 32858fc593 Added unrealized profit loss to the holdings transport class Jared Broad 2015-01-26 11:25:15 -03:00
  • 548c1b8c49 Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-26 10:20:11 -03:00
  • 733cf998c6 Remove is qc data snugs 2015-01-25 22:47:38 -03:00
  • b013e7f007 Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-25 19:11:55 -03:00
  • d651e59346 Tweak to support FX market hours testing Jared Broad 2015-01-25 19:11:38 -03:00
  • 191b82c2cb Consolidates transaction handlers to use the IBrokerage interface snugs 2015-01-25 17:12:10 -03:00
  • 58e18e7d16 Merge remote-tracking branch 'origin/master' into ib snugs 2015-01-25 10:38:00 -03:00
  • 153b02e0fa Added IB GetOpenOrders method snugs 2015-01-25 10:37:24 -03:00
  • 306b289a48 Live results send empty chart names for the display Jared Broad 2015-01-24 22:09:13 -03:00
  • afe049340c Merge remote-tracking branch 'origin/master' snugs 2015-01-24 21:56:42 -03:00
  • 4342167449 Fixes #18 - Ambiguous call to RegisterIndicator snugs 2015-01-24 21:49:51 -03:00
  • c381629bf6 Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-24 21:15:35 -03:00
  • 87c35d8175 Live mode config and QCAlgorithm Json comment removal Jared Broad 2015-01-24 21:15:20 -03:00
  • d9d45ee4e3 Replaced IBrokerage with contents of IBrokerage2 snugs 2015-01-24 20:07:31 -03:00
  • 80471f0fed Merge branch 'master' into ib snugs 2015-01-24 19:37:12 -03:00
  • bc908e4d94 Brokerage tidy up snugs 2015-01-24 19:12:21 -03:00
  • 5e7a1d9740 Merge remote-tracking branch 'origin/master' into ib snugs 2015-01-24 18:10:22 -03:00