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  • ebffa28714 Add PandasConverter.DataFrameGenerator class Jhonathan Abreu 2024-10-22 14:37:41 -04:00
  • 9d4f7f53ba Fixes Jhonathan Abreu 2024-10-21 18:52:52 -04:00
  • 142dc3eb3c Fix unit tests and algorithms to expecte new universe dataframe format Jhonathan Abreu 2024-10-21 18:09:43 -04:00
  • 1e15dc1e61 Private cloud tweaks 16701 Martin Molinero 2024-10-15 15:01:21 -03:00
  • 671f6dd4c4 Normalize universe data frames Jhonathan Abreu 2024-10-21 13:29:53 -04:00
  • b23e1ec79f Empty commit 16699 Ricardo Andrés Marino Rojas 2024-10-21 12:22:22 -05:00
  • 9cc1cac702 empty-cimmit-2 16697 Romazes 2024-10-21 18:28:28 +03:00
  • 76f9e319b4 feat: empty-commit Romazes 2024-10-21 17:50:42 +03:00
  • 828d9238b8 Remove duplicated keys in OpenInterestFutureUniverseSelectionModel (#8365) 16707 16706 16704 16703 16702 16700 16695 Ricardo Andrés Marino Rojas 2024-10-21 07:43:06 -05:00
  • f2100adb46 Fix price shifts around futures rollover date (#8371) Jhonathan Abreu 2024-10-21 08:38:00 -04:00
  • 6c46cd747a Cleanup 16693 Jhonathan Abreu 2024-10-17 12:48:29 -04:00
  • 1aa61b320e Cleanup Jhonathan Abreu 2024-10-17 12:47:05 -04:00
  • 16b3dbc765 Minor regression algo update Jhonathan Abreu 2024-10-17 12:36:07 -04:00
  • aff1bdbd4e Cleanup Jhonathan Abreu 2024-10-17 12:29:27 -04:00
  • 6db5aef64e Clean up date change time keeper Jhonathan Abreu 2024-10-17 09:56:39 -04:00
  • 3c9635ed89 DateChangeTimeKeeper performance improvement for time zone conversions Jhonathan Abreu 2024-10-16 10:20:54 -04:00
  • c5f6e3add6 Detect mappings using the config NewSymbol event Jhonathan Abreu 2024-10-15 17:36:46 -04:00
  • 6526ebc853 Address peer review Jhonathan Abreu 2024-10-15 17:11:07 -04:00
  • 44f1d2d218 Address peer review Jhonathan Abreu 2024-10-15 16:45:18 -04:00
  • ab924ed237 Address peer review Jhonathan Abreu 2024-10-15 12:16:37 -04:00
  • 99d89974f9 Add more DateChangeTimeKeeper unit tests Jhonathan Abreu 2024-10-15 09:04:15 -04:00
  • 3dacb694b4 Minor fix Jhonathan Abreu 2024-10-15 08:22:01 -04:00
  • 915b88d41c Add DateChangeTimeKeeper unit tests Jhonathan Abreu 2024-10-14 17:50:42 -04:00
  • 77f4152594 Separate DateChangeTimeKeeper to its own file Jhonathan Abreu 2024-10-14 15:28:28 -04:00
  • c6a9e6e501 More fixes for daily resolution data Jhonathan Abreu 2024-10-14 13:22:12 -04:00
  • 4b7264f35b Fixes for universe files Jhonathan Abreu 2024-10-14 09:44:05 -04:00
  • ba20af0ba1 More fixes Jhonathan Abreu 2024-10-11 15:27:49 -04:00
  • 0dbb92c7f1 More fixes Jhonathan Abreu 2024-10-11 12:51:13 -04:00
  • 25bd331549 Minor fix Jhonathan Abreu 2024-10-11 11:18:00 -04:00
  • 2f76652878 Minor fix: detect mapping in data reader after advancing time keeper Jhonathan Abreu 2024-10-11 10:01:52 -04:00
  • 122098cbbc Minor fix Jhonathan Abreu 2024-10-10 19:00:47 -04:00
  • 902884560c Cleanup Jhonathan Abreu 2024-10-10 18:34:22 -04:00
  • 9889f6dbce Fixes for emitting new exchange dates at the beginning and end when data is not available Jhonathan Abreu 2024-10-10 17:33:46 -04:00
  • d8071e55c4 Fix for daily and hourly resolutions. Jhonathan Abreu 2024-10-10 11:17:11 -04:00
  • c70c0e0b0d Keep track of both data and exchange time in subscription data reader Jhonathan Abreu 2024-10-09 17:37:28 -04:00
  • b876388b0b Fix price shift on continuous future rollover Jhonathan Abreu 2024-10-08 16:49:03 -04:00
  • 4befec0391 Test Jhonathan Abreu 2024-08-23 18:07:34 -04:00
  • 159fa5a182 Fix Python Consolidate API to respect strict daily times for Daily resolution (#8373) 16694 16692 16690 16688 Jhonathan Abreu 2024-10-16 16:35:10 -04:00
  • 8ef0a4977b Fix bug in QuantBook.UniverseHistory() when using Monthly date rule (#8368) Ricardo Andrés Marino Rojas 2024-10-16 15:34:26 -05:00
  • ffdb615a4d Add research node packet (#8360) 16687 16686 16685 16684 Martin-Molinero 2024-10-15 13:38:39 -03:00
  • 8f57a8c8ff Update readme.md 16682 Martin-Molinero 2024-10-14 18:56:42 -03:00
  • 61d2d74604 Add research node packet 16681 Martin Molinero 2024-10-02 13:15:05 -03:00
  • a831adc9c8 Fix: Broken Regression Algorithms (#8366) Roman Yavnikov 2024-10-10 17:36:18 +03:00
  • 26b96bedc4 Add research node packet 16678 16677 Martin Molinero 2024-10-02 13:15:05 -03:00
  • 6b22254924 Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352) 16679 16674 Roman Yavnikov 2024-10-08 00:16:33 +03:00
  • 0e61415ce2 Fix bug ImmediateExecutionModel when using Crypto (#8355) 16673 Ricardo Andrés Marino Rojas 2024-10-07 14:46:37 -05:00
  • 16c893deb6 Fix history manager configuration assertion (#8361) Martin-Molinero 2024-10-07 10:40:28 -03:00
  • 33048149af Add custom ToString() method in API classes (#8357) Ricardo Andrés Marino Rojas 2024-10-07 08:37:11 -05:00
  • 0a2c05ab1e Improve performance of OptionChain (#8359) 16671 Martin-Molinero 2024-10-04 20:03:53 -03:00
  • b820ec0a85 Fix history manager configuration assertion 16670 Martin Molinero 2024-10-04 16:25:10 -03:00
  • e16b27f089 Update readme.md 16667 Martin-Molinero 2024-10-04 13:33:59 -03:00
  • 0a9dc2c71c QCAlgorithm's OptionChain() api refactor (#8334) Jhonathan Abreu 2024-10-04 12:26:15 -04:00
  • 7c9aa858c2 Improve python command serialization (#8351) 16666 Martin-Molinero 2024-10-02 09:19:04 -03:00
  • de447d44ec Improve python command serialization 16665 Martin Molinero 2024-10-01 20:17:33 -03:00
  • 8fb70b20d0 Enhance command support (#8348) 16663 16662 16661 16660 16659 16657 Martin-Molinero 2024-09-30 16:01:08 -03:00
  • 3917e87614 Enhance command support 16656 Martin Molinero 2024-09-30 14:06:18 -03:00
  • c8787d7ca6 PandasData handling children class members 16655 Jhonathan Abreu 2024-09-27 17:51:17 -04:00
  • 5b357b0fe7 Cleanup Jhonathan Abreu 2024-09-27 15:43:12 -04:00
  • 801b0f5add Update Pythonnet to 2.0.39 Jhonathan Abreu 2024-09-27 15:40:42 -04:00
  • 3dbcc4b41d Unit test fix Jhonathan Abreu 2024-09-27 12:41:13 -04:00
  • d58d78f7fb Add data and other minor changes Jhonathan Abreu 2024-09-27 12:06:30 -04:00
  • 77b74f25a5 PandasData cleanup Jhonathan Abreu 2024-09-27 10:42:45 -04:00
  • 5d0e18d3e4 Handle Greeks unwrapping by PandasData Jhonathan Abreu 2024-09-26 19:17:39 -04:00
  • 5ef230256e Peer review: Non-thread-safe Lazy for Python Jhonathan Abreu 2024-09-26 17:55:14 -04:00
  • 52a9b8965f Minor fix and add PandasConverter unit tests Jhonathan Abreu 2024-09-26 17:41:36 -04:00
  • 8839ea0b14 Address peer review Jhonathan Abreu 2024-09-26 11:49:47 -04:00
  • 80ef6a55f3 Add multiple option chains api regression algorithms and other minor changes Jhonathan Abreu 2024-09-26 11:25:16 -04:00
  • 6eb1df3108 Minor fix Jhonathan Abreu 2024-09-25 18:03:34 -04:00
  • 1d632a9a54 Format OptionContract for dataframe Jhonathan Abreu 2024-09-25 17:43:40 -04:00
  • 7b0db104b9 Pass symbol properties to OptionUniverse option chain from algorithm Jhonathan Abreu 2024-09-25 12:43:09 -04:00
  • b96a9792ca Unify QCAlgorithmOptionChain API Jhonathan Abreu 2024-09-25 12:07:31 -04:00
  • 407688deb4 Add new QCAlgorithm.OptionChains() method Jhonathan Abreu 2024-09-24 17:20:16 -04:00
  • 3b649c3092 Minor fix Jhonathan Abreu 2024-09-23 15:21:28 -04:00
  • aa35111566 Some cleanup Jhonathan Abreu 2024-09-23 13:00:54 -04:00
  • b122ff4cd4 Add greeks columns directly in option chain dataframe. Jhonathan Abreu 2024-09-23 12:48:30 -04:00
  • 5138b1c71c Minor fix Jhonathan Abreu 2024-09-23 12:01:06 -04:00
  • 8123c61229 Exclude "ID" from option chain dataframe Jhonathan Abreu 2024-09-23 11:51:48 -04:00
  • c2e3f7e8b1 Add symbol equality operator to compare against object Jhonathan Abreu 2024-09-23 11:21:44 -04:00
  • 862dc8d099 Index dataframes by symbol object instead of SID string Jhonathan Abreu 2024-09-20 15:16:28 -04:00
  • be9d68c8f5 Cleanup Jhonathan Abreu 2024-09-19 17:16:17 -04:00
  • 11e3b9fe4a Properly convert list of data into dataframe Jhonathan Abreu 2024-09-19 17:08:02 -04:00
  • 79369a5e40 Fix pandas converter to handle list of data with different symbols Jhonathan Abreu 2024-09-18 18:47:38 -04:00
  • 809faa24de Add Backspread Option Strategies (#8312) 16652 Louis Szeto 2024-09-27 03:57:20 +08:00
  • ad5aa263c0 Infer data type from configs in bar count history requests (#8344) Jhonathan Abreu 2024-09-26 15:51:19 -04:00
  • a1bb907e03 Feature:Alpaca: support MarketOnOpen and MarketOnClose (#8341) 16651 16650 16649 Roman Yavnikov 2024-09-25 20:30:27 +03:00
  • 71540f5015 Feature: support MarketOnOpen and MarketOnClose (#8340) 16648 Roman Yavnikov 2024-09-24 21:11:36 +03:00
  • a0055a3695 Improve data not found error messages. (#8295) Kevin Wheeler 2024-09-20 14:56:58 -05:00
  • 0b285df496 Minor fix for option contract universe (#8337) 16647 16645 Martin-Molinero 2024-09-20 13:16:20 -03:00
  • 8a22fccf84 empty 16644 Martin Molinero 2024-09-20 11:06:52 -03:00
  • 4d37096b3f Reduce realtime shutdown timeout 16642 Martin Molinero 2024-09-20 10:04:58 -03:00
  • 7c42ea795f Minor improvement for live trading shutdown 16641 Martin Molinero 2024-09-19 20:09:21 -03:00
  • f2f1d06237 Improve shutdown (#8335) Martin-Molinero 2024-09-19 19:32:29 -03:00
  • 9ec60cb994 Improve shutdown 16640 Martin Molinero 2024-09-19 17:19:51 -03:00
  • 86fd80a31a Generic live command support (#8330) 16639 Martin-Molinero 2024-09-19 16:02:42 -03:00
  • 73f8ac08eb Minor improvements 16638 Martin Molinero 2024-09-18 17:05:22 -03:00
  • 9d38a71eb0 Generic command support Martin Molinero 2024-09-17 12:23:41 -03:00
  • 7ab0475511 Generic command support 16637 Martin Molinero 2024-09-17 12:23:41 -03:00
  • c556d16775 Feature: new Tick constructor for TickType.OpenInterest (#8323) 16636 16635 Roman Yavnikov 2024-09-17 18:52:24 +03:00
  • 6351773a01 Option universe resolution improvements (#8324) 16634 16633 16632 Martin-Molinero 2024-09-16 10:22:58 -03:00
  • bf4b08e202 Fix: adjust option expiry reference date (#8322) 16631 16630 Jhonathan Abreu 2024-09-13 18:22:26 -04:00