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  • fbccbc2ef0 Empty-Commit 16579 Jhonathan Abreu 2024-08-19 13:40:15 -04:00
  • 3f716ba61a Minor regression tests updates after rebase 16577 Jhonathan Abreu 2024-08-19 11:31:55 -04:00
  • a543af71dc Solve bug (#8256) 16578 Ricardo Andrés Marino Rojas 2024-08-19 09:57:21 -05:00
  • d5069b5b46 Self review and cleanup Jhonathan Abreu 2024-08-16 17:29:26 -04:00
  • ff1f4d6cfa Add universe files Jhonathan Abreu 2024-08-14 15:35:33 -04:00
  • f4e826fb59 Regression tests updates after rebasing from master Jhonathan Abreu 2024-08-14 15:33:54 -04:00
  • f996df7348 Some regression algorithms and unit tests cleanup Jhonathan Abreu 2024-08-12 11:00:52 -04:00
  • cece3b50eb Cleanup Jhonathan Abreu 2024-08-09 16:07:02 -04:00
  • b109427542 Implied volatility calculation improvements Jhonathan Abreu 2024-08-09 15:25:21 -04:00
  • e70df95b7c Use double in price option numerical models Jhonathan Abreu 2024-08-09 12:09:01 -04:00
  • 8102dc3de3 Add helper method con calculate time till expiration Jhonathan Abreu 2024-08-08 18:21:42 -04:00
  • aed5a4cea0 [TEST] Jhonathan Abreu 2024-08-01 19:29:35 -04:00
  • 887822f76f Update default dividend yield provider depending on option type Jhonathan Abreu 2024-08-01 12:48:06 -04:00
  • 9658286820 Revert array pool change for option pricing numerical models Jhonathan Abreu 2024-08-01 10:28:47 -04:00
  • a311732f47 Greeks numerical models performance improvements Jhonathan Abreu 2024-07-31 18:11:35 -04:00
  • e30800357d Greeks numerical models performance improvements Jhonathan Abreu 2024-07-31 16:47:15 -04:00
  • ad3c2aada7 Minor tests updates Jhonathan Abreu 2024-07-30 16:14:19 -04:00
  • 6b425ead2c Minor performance improvement. Jhonathan Abreu 2024-07-30 12:18:16 -04:00
  • 27ab68100d Add more assertions to new options filter api regression algorithms Jhonathan Abreu 2024-07-24 18:39:58 -04:00
  • f930c11a93 Address peer review Jhonathan Abreu 2024-07-23 17:39:01 -04:00
  • a17be3ccba Address peer review Jhonathan Abreu 2024-07-23 13:51:39 -04:00
  • b81c13ac4a Added options greeks data and updated regression algorithms Jhonathan Abreu 2024-07-18 14:01:26 -04:00
  • 1e6713ccf0 Add regression algorithms for new options filter universe api methods Jhonathan Abreu 2024-07-17 18:20:33 -04:00
  • e149940fb9 Add OptionUniverse history regression algorithms Jhonathan Abreu 2024-07-17 15:28:01 -04:00
  • f0908e3e75 Option filter universe api updates Jhonathan Abreu 2024-07-17 15:06:01 -04:00
  • c9638871ad Update options filter universe API to use OptionUniverse data Jhonathan Abreu 2024-07-17 10:09:05 -04:00
  • 07a90c7455 Minor change Jhonathan Abreu 2024-07-16 13:09:28 -04:00
  • 69963d493a Fix thread-safety violation in Slice class Jhonathan Abreu 2024-07-16 10:37:50 -04:00
  • 32bd8c248f Added processed data provider Jhonathan Abreu 2024-07-15 10:44:02 -04:00
  • 64f1b87b01 Minor changes Jhonathan Abreu 2024-07-12 18:28:23 -04:00
  • 1ad5916968 Option chain handling in live trading data feed Jhonathan Abreu 2024-07-12 18:16:21 -04:00
  • 128adba745 Minor changes Jhonathan Abreu 2024-07-11 18:37:27 -04:00
  • 02e88c0370 Unit test fixes Jhonathan Abreu 2024-07-11 18:20:11 -04:00
  • 5e0f1b3742 Data fixes and regression algos stats update Jhonathan Abreu 2024-07-11 16:56:22 -04:00
  • 0fdd3759b2 Update regression algorithms stats Jhonathan Abreu 2024-07-09 19:11:45 -04:00
  • bdb5ec9521 Update regression algorithms stats Jhonathan Abreu 2024-07-09 18:25:40 -04:00
  • 993c3b036d Added option universe csv header property Jhonathan Abreu 2024-07-09 15:30:43 -04:00
  • 29968de84c Round option indicators values Jhonathan Abreu 2024-07-09 14:06:04 -04:00
  • 3a9303ecc6 Fix option chain provider history request Jhonathan Abreu 2024-07-09 12:00:21 -04:00
  • 78a381c569 Update regression algorithms stats and minor fixes Jhonathan Abreu 2024-07-09 10:30:25 -04:00
  • dfd4f54e3f Update regression algorithm stats Jhonathan Abreu 2024-07-08 16:29:03 -04:00
  • b9f4cb87e3 Peer recommended changes and fixes Jhonathan Abreu 2024-07-08 10:31:17 -04:00
  • aad49fecbf Minor changes Jhonathan Abreu 2024-06-28 18:38:10 -04:00
  • 47eedf6ccd Minor changes Jhonathan Abreu 2024-06-28 13:11:19 -04:00
  • 3ef8e0d16f Fix universe selection subscriptions start time to not include extended market hours Jhonathan Abreu 2024-06-28 12:49:52 -04:00
  • e58dab6c5e Fix symbols parsing in OptionUniverse Jhonathan Abreu 2024-06-28 10:58:22 -04:00
  • 39496b10a4 Address peer review Jhonathan Abreu 2024-06-27 10:57:52 -04:00
  • afa3c23450 Address peer review Jhonathan Abreu 2024-06-27 10:20:02 -04:00
  • 5fff7cc399 Allow canonical option history requests Jhonathan Abreu 2024-06-24 17:24:09 -04:00
  • 388dd25827 Option chain provider with new options universe Jhonathan Abreu 2024-06-19 09:04:34 -04:00
  • 4ec92a93a4 Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-18 09:06:57 -04:00
  • 96ccc567f7 Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-17 14:03:37 -04:00
  • 068e09e897 Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-17 12:14:26 -04:00
  • 4edf4e2e63 Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-14 17:54:40 -04:00
  • 078a977eb6 Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-14 09:44:52 -04:00
  • bd5f4e47be File based options universe fixes and improvements. Jhonathan Abreu 2024-06-13 18:45:03 -04:00
  • 457b8f3839 Address peer review Jhonathan Abreu 2024-06-11 10:56:09 -04:00
  • 10d467fb72 Options universe improvements Jhonathan Abreu 2024-06-11 09:38:06 -04:00
  • 5d63f27688 Initial options universe with greeks implementation Jhonathan Abreu 2024-06-04 17:13:20 -04:00
  • 9b332c2149 Dividend yield calculation fix (#8264) 16576 Jhonathan Abreu 2024-08-19 09:30:05 -04:00
  • 1e620e54fe Feature 8132 implement vortex indicator (#8242) 16575 16573 keshavdalmia10 2024-08-15 00:13:21 +05:30
  • 7879795207 Enable daily precise end time by default (#8254) 16571 16570 Martin-Molinero 2024-08-14 12:49:56 -03:00
  • d2d366e3f9 Fix sign of order quantity in example algorithm OnMarginCall(). (#8251) 16567 16566 Noah Misch 2024-08-12 13:40:51 -07:00
  • 5226b7a468 Add more options to Field class (#8228) 16563 Ricardo Andrés Marino Rojas 2024-08-07 17:08:34 -05:00
  • 1947a58541 Implements new indicator - CKS - ChandeKrollStop (#8198) 16559 16558 FemtoTrader 2024-08-07 19:51:39 +02:00
  • 1bca3f6081 feat: missed reference on DownloaderDataProvider in Lean.Launcher (#8247) Roman Yavnikov 2024-08-07 20:51:05 +03:00
  • 2b1136e446 Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245) 16557 16556 Noah Misch 2024-08-06 06:15:56 -07:00
  • 86fcc40c3e Feature: Generic brokerage downloader wrapper (#8235) 16554 16553 16552 16550 Roman Yavnikov 2024-08-01 01:02:13 +03:00
  • 9eb484625d Default option pricing models for options indicators (#8229) Jhonathan Abreu 2024-07-30 10:15:21 -04:00
  • 85ca5be258 Implements new indicator - RSV - Rogers-Satchell volatility (#8183) 16546 FemtoTrader 2024-07-29 19:47:16 +02:00
  • 9a84a6bd17 Minor test brokerage security provider improvement (#8231) 16545 Martin-Molinero 2024-07-29 13:41:37 -03:00
  • a46acef9f8 Minor improvements (#8223) 16544 16543 16542 16541 16538 Martin-Molinero 2024-07-23 12:18:26 -03:00
  • 69fa2fd689 Made changes in the ParseOptionTickerOSI function. Now it can handle … (#8219) keshavdalmia10 2024-07-23 19:53:11 +05:30
  • 2df58bbca3 Accept live UniverseProvider returning null (#8222) 16537 Martin-Molinero 2024-07-23 10:30:19 -03:00
  • 050030bca8 Minor improvement to Invested holdings flag (#8221) Martin-Molinero 2024-07-23 10:27:40 -03:00
  • 7e40b4f1ab Implements new indicator - SOBV - Smoothed On Balance Volume (#8180) 16536 FemtoTrader 2024-07-22 23:27:52 +02:00
  • 229d636628 implements generate_reference_data_from_talib.py (#8196) 16535 FemtoTrader 2024-07-22 19:50:24 +02:00
  • 034bf3d8ae add script using tulipy (#8194) FemtoTrader 2024-07-22 19:43:33 +02:00
  • 31b32442c8 Fix Alpaca option order types (#8220) Martin-Molinero 2024-07-22 14:24:47 -03:00
  • 9a92933397 ARIMA indicator error handling (#8218) Ricardo Andrés Marino Rojas 2024-07-22 12:24:12 -05:00
  • 97959d560a Add liquidate method overloads (#8210) 16534 Ricardo Andrés Marino Rojas 2024-07-22 10:48:53 -05:00
  • 0352a0b07c Fix Alpaca Order Fees (#8217) Martin-Molinero 2024-07-22 12:48:34 -03:00
  • bd87ba6f14 Implements new indicator CHOP - Choppiness Index (#8178) FemtoTrader 2024-07-22 17:14:53 +02:00
  • ab601cbb08 Minor fix for cross order id (#8213) 16533 16532 Martin-Molinero 2024-07-19 15:20:31 -03:00
  • 72a1bd4c48 Implements new indicator StochRSI - Stochastic Relative Strength Index (#8163) 16530 FemtoTrader 2024-07-19 14:26:39 +02:00
  • 3bdde74096 Minor brokerage testing improvements (#8209) 16529 16526 Martin-Molinero 2024-07-18 14:34:29 -03:00
  • ba626f18d2 Feature: Implementation Alpaca Brokerage (#8203) 16525 16521 16517 Roman Yavnikov 2024-07-16 18:26:26 +03:00
  • 12f6263d8b Implements new indicator VWMA - Volume Weighted Moving Average (#8161) FemtoTrader 2024-07-16 16:14:39 +02:00
  • 14db9caf90 Implements new indicator ForceIndex (#8155) FemtoTrader 2024-07-16 16:14:14 +02:00
  • dda950b6e4 Test Martin-Molinero 2024-07-15 16:05:31 -03:00
  • 9b3400e9d1 Delete google9161359af9633398.html Martin-Molinero 2024-07-12 16:50:37 -03:00
  • 162d3cbca2 Add files via upload Martin-Molinero 2024-07-12 16:43:24 -03:00
  • 53c2a214a1 Improve indicator warmup (#8192) 16510 Martin-Molinero 2024-07-11 16:16:49 -03:00
  • 8136a73801 Implements new indicator IBS - Internal Bar Strength (#8151) FemtoTrader 2024-07-11 21:13:31 +02:00
  • 554a82527f Fix minor warnings (#8190) Ricardo Andrés Marino Rojas 2024-07-10 12:17:27 -05:00
  • 8b312efd0c Fix CA1829 warning (#8188) Ricardo Andrés Marino Rojas 2024-07-10 12:08:28 -05:00
  • fcb33d8ba3 implements McGinleyDynamic (#8189) FemtoTrader 2024-07-10 16:41:56 +02:00
  • a7efcfe9d5 Fix CS1570 and CS1572 warnings (#8187) Ricardo Andrés Marino Rojas 2024-07-10 09:16:16 -05:00
  • 5a7a162d34 Fix warnings CA1574 (#8186) 16509 Ricardo Andrés Marino Rojas 2024-07-09 15:52:07 -05:00
  • 268285e2b3 Minor fix for Mis-Aligned Timestamps from IndicatorHistory (#8185) Martin-Molinero 2024-07-09 17:09:12 -03:00