Commit Graph

  • 57f272cf80 Creates new IBrokerage interface with new BrokerageTransactionHandler snugs 2015-01-24 17:50:14 -03:00
  • bdbb624772 Added KeepAlive.cs Jared Broad 2015-01-23 19:32:20 -03:00
  • 5eb6f2dd65 Added units and fixed daily performance unit scale Jared Broad 2015-01-23 18:38:01 -03:00
  • 533be5d219 Merge remote-tracking branch 'origin/master' into ib snugs 2015-01-23 18:27:29 -03:00
  • a289fe6b1c Renamed the Paper brokerage to PaperBrokerage snugs 2015-01-23 18:27:06 -03:00
  • d5b7d206d9 Made TradierBrokerage a per user instance snugs 2015-01-23 18:06:02 -03:00
  • 17a2c01d63 Removed Brokerage as base class for other Brokerage instances snugs 2015-01-23 16:22:36 -03:00
  • b399bd6654 Adds initial impl of Interactive Brokers Brokerage snugs 2015-01-23 15:59:39 -03:00
  • 44706e8d57 Adds SecurityType to Order snugs 2015-01-22 16:01:32 -03:00
  • a9a24cfc3e Hour store key bug fix on LiveResultHandler Jared Broad 2015-01-22 18:49:35 -03:00
  • 418d190cf0 Save reference to TradierBrokerage timer snugs 2015-01-22 13:10:46 -03:00
  • 214e534ec0 Adds reference to the IB wrapper dll snugs 2015-01-22 12:42:56 -03:00
  • ed30ce4eb4 Reapply breaking up packet changes snugs 2015-01-22 12:21:41 -03:00
  • 2296bf1290 Fixing merge conflicts snugs 2015-01-22 12:20:59 -03:00
  • 9dca99e311 Break LivePacketResult apart to make it smaller snugs 2015-01-22 12:11:14 -03:00
  • 354322a401 Lean runtime statistics formatting Jared Broad 2015-01-21 20:15:32 -03:00
  • b4722b889e Adds banners to SeriesSampler snugs 2015-01-21 14:57:18 -03:00
  • 7182a444a5 Adds ServerStatistics to LiveResultPacket snugs 2015-01-21 14:56:20 -03:00
  • 29e38d6bb9 Fixes return on investment bug in live results snugs 2015-01-21 13:57:26 -03:00
  • 5431c02d76 Removed traces Jared Broad 2015-01-21 13:52:31 -03:00
  • 3b3b469e19 Fixed LiveTradingDataFeed init bug snugs 2015-01-21 13:41:57 -03:00
  • 36c6dfbccb Merge remote-tracking branch 'origin/master' snugs 2015-01-21 13:24:59 -03:00
  • c92985dff9 SeriesSampler won't sample before or after data snugs 2015-01-21 13:23:02 -03:00
  • 90156a7a17 UTC time sample window bug fix Jared Broad 2015-01-21 12:55:59 -03:00
  • 673cf28c1d Fixes bug in SeriesSampler.SampleCharts snugs 2015-01-21 12:12:13 -03:00
  • 5361024512 Adds SeriesSampler and uses in LiveTradingResultHandler snugs 2015-01-21 11:47:15 -03:00
  • 6170814367 Merge branch 'master' of https://github.com/QuantConnect/Lean Jared Broad 2015-01-20 15:24:23 -03:00
  • 37b2bb2934 Lean test trading feed Jared Broad 2015-01-20 15:24:05 -03:00
  • 90c13f5f6a Fixes computing progress in console result handler snugs 2015-01-20 12:59:54 -03:00
  • 308c84c572 Add symbol config for test data feed snugs 2015-01-20 12:14:06 -03:00
  • efd4a69bf2 Adds config value to use test data feed endpoint snugs 2015-01-20 11:52:12 -03:00
  • d886411919 Makes TestLiveDataFeed produce a sine wave snugs 2015-01-20 11:38:40 -03:00
  • 2d95be7b4a Updated Config.cs to have generic method/default values snugs 2015-01-20 11:38:09 -03:00
  • 651622a423 Remove CleanUpDirectories from Engine.cs snugs 2015-01-20 11:17:42 -03:00
  • 9340d2f885 Adds GetDouble to Config.cs snugs 2015-01-20 11:17:05 -03:00
  • a2614853f2 Adds timeout when checking LoadedDataFrontier in DataStream snugs 2015-01-20 11:15:49 -03:00
  • 3e921a5d52 Renamed Tradier.cs to TradierBrokerage.cs snugs 2015-01-20 10:20:57 -03:00
  • 560189335e Removed refreshing of session from real time handler snugs 2015-01-20 10:20:38 -03:00
  • bedbd2b9f2 Renamed /Controls folder to /Api snugs 2015-01-20 09:13:50 -03:00
  • 8f5ed95680 MEND 2afcfbb - Added Test data feed snugs 2015-01-19 23:59:16 -03:00
  • 2afcfbb0ee Added Test data feed snugs 2015-01-19 23:56:10 -03:00
  • 5d2878533e Removed StreamStore.StartTime snugs 2015-01-19 23:27:38 -03:00
  • 0372ddd58e Fixes bugs in rounding DateTime values snugs 2015-01-19 23:26:15 -03:00
  • 4637fc4fba HACK: PaperTradingDataFeed.cs time speeder upper snugs 2015-01-19 19:15:39 -03:00
  • 98291aae7f Fixed mispelling snugs 2015-01-19 18:39:16 -03:00
  • 5001f4a23c Hooked up live paper trading on the console snugs 2015-01-19 18:32:40 -03:00
  • 1a73d93f4f Added Subscribe/Unsubscribe snugs 2015-01-19 16:28:37 -03:00
  • dda08d729f Renames IControls to IApi snugs 2015-01-19 13:56:50 -03:00
  • 46f47d6afd Fixes reference of RestSharp to correct version for Engine snugs 2015-01-19 12:24:18 -03:00
  • 5101cafddb Merge remote-tracking branch 'origin/master' into HEAD snugs 2015-01-19 12:00:26 -03:00
  • bca9860508 Removed the TradierDataFeed and DataFeedEndpoint.Tradier snugs 2015-01-19 11:51:17 -03:00
  • b931b763a7 Removed duplication in log message snugs 2015-01-18 22:36:02 -03:00
  • 29c6794fc0 Fixed live data feed sync bug snugs 2015-01-18 22:25:41 -03:00
  • 3ac850ffc9 Fixes bug in live-mode config snugs 2015-01-18 22:12:44 -03:00
  • a9951819f5 Initial implementation of live trading Jared Broad 2015-01-17 20:51:44 -03:00
  • 22932433cf Update RegisterIndicator for 1D indicators to accept selector snugs 2015-01-16 20:15:40 -05:00
  • 9733e0dea5 Add ctor for MACD that doesn't require the name snugs 2015-01-16 02:23:28 -05:00
  • b39f1dd35b Set default value for 'selector' in RegisterIndicator snugs 2015-01-16 02:20:30 -05:00
  • 6b6e547695 Adds better support for custom data indicators snugs 2015-01-16 02:12:12 -05:00
  • cff6d3b0f6 Fixes bug in SequentialConsolidator snugs 2015-01-14 22:41:31 -05:00
  • b0d54852ed Initialized charts to equity & daily performance by default Jared Broad 2015-01-14 18:39:07 -03:00
  • 6729371a0e Moved daily performance plot to equity chart & added bar type to series types enum. Jared Broad 2015-01-13 14:06:35 -03:00
  • d9b761d084 Merge pull request #9 from clanghir/fix-custom-data-indicators Jared 2015-01-13 09:31:53 -03:00
  • c6aaebc79d Fix for indicators to support custom data based on TradeBar class clanghir 2015-01-13 09:07:06 +01:00
  • 84b2feea0c Merge pull request #8 from mchandschuh/master Jared 2015-01-13 00:14:50 -03:00
  • e4481d7614 Adds the AverageTrueRange indicator and the ATR helper function in QCAlorithm. Also added test to compare against external data snugs 2015-01-12 21:52:48 -05:00
  • 6b75b212f7 Included test files in test project and set to copy to output directory snugs 2015-01-12 21:25:22 -05:00
  • 0f15398b9e Added test data for proposed new indicators Jared Broad 2015-01-12 15:37:21 -03:00
  • 42ee49fba2 Made Lean Engine default starting project v2.1.1 Jared Broad 2015-01-12 14:36:12 -03:00
  • 608f8f94d0 New travis ci link v2.1 Jared Broad 2015-01-12 14:01:07 -03:00
  • ae2fb93488 Fixing change log Jared Broad 2015-01-12 13:58:15 -03:00
  • 4632afcde6 Fixing change log Jared Broad 2015-01-12 13:57:10 -03:00
  • c411c1d080 Initial commit Jared Broad 2015-01-12 13:11:19 -03:00
  • 179df262f5 Config.json Jared Broad 2015-01-12 12:23:27 -03:00
  • c02e3bfecb Initial commit Jared Broad 2015-01-12 12:16:22 -03:00
  • b3de520915 Initial commit Jared Broad 2015-01-12 12:03:33 -03:00