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  • db1f63bae7 Add ZLEMA to MovingAverageTypeExtensions.cs and MovingAverageType.cs (#8177) FemtoTrader 2024-07-09 22:07:59 +02:00
  • 99a949586c Fix warnings part 12 (#8182) 16508 Ricardo Andrés Marino Rojas 2024-07-09 09:08:42 -05:00
  • e0c90e8c04 Minor changes in option chain fetching algorithms (#8175) Jhonathan Abreu 2024-07-09 09:55:45 -04:00
  • 12644f8b2a Minor fixes for IndicatorHistory and IV (#8174) Martin-Molinero 2024-07-09 10:54:55 -03:00
  • 28f9db194e fix naming (#8168) 16507 FemtoTrader 2024-07-08 17:32:40 +02:00
  • 6c30157fab Remove universe selection on extended market dates (#8160) Martin-Molinero 2024-07-08 11:58:50 -03:00
  • 014ec7f626 Implement new indicator - ZLEMA - Zero Lag Exponential Moving Average (#8148) FemtoTrader 2024-07-08 16:58:05 +02:00
  • 2941210d20 fix: lock of place first part of cross zero order (#8157) 16506 16505 Roman Yavnikov 2024-07-05 22:52:31 +03:00
  • 6185a4c6a4 Option Strategy Filters for Jelly Roll and Ladder (#8150) Louis Szeto 2024-07-06 03:31:38 +08:00
  • 16a737ee26 Fix most of CA1725 warnings (#8154) Ricardo Andrés Marino Rojas 2024-07-05 14:19:56 -05:00
  • ee35c75e62 Minor indicator test suite improvements (#8153) Martin-Molinero 2024-07-05 15:10:12 -03:00
  • 0a0c012ae9 Fix second half of the CA1051 warnings (#8140) Ricardo Andrés Marino Rojas 2024-07-05 11:54:03 -05:00
  • 574eafd00d Add missing endpoint in C# API Client (#8143) Ricardo Andrés Marino Rojas 2024-07-05 11:53:27 -05:00
  • eff8b6f2fb Improve indicator history data update (#8141) 16503 Martin-Molinero 2024-07-03 17:59:41 -03:00
  • 5fd021996a Fix half of the CA1051 warnings (#8137) 16501 16499 Ricardo Andrés Marino Rojas 2024-07-03 13:43:17 -05:00
  • ee1a6ef87b Add missing terminal link brokerage name (#8135) 16498 16497 16496 16495 Martin-Molinero 2024-07-02 14:11:21 -03:00
  • 3d17e0e122 Minor thread safety interest rate provider fix (#8119) Martin-Molinero 2024-07-02 13:19:04 -03:00
  • 9229ddbef0 Fix micro gold expirations (#8117) 16494 16493 16492 Martin-Molinero 2024-07-01 14:12:20 -03:00
  • 409f93a3aa Option Strategy Filter Universe (#8088) Louis Szeto 2024-07-02 00:58:30 +08:00
  • 25c635d846 Add indicator helper methods for base Algorithm (#8076) Martin-Molinero 2024-07-01 13:27:47 -03:00
  • 1911cda7b1 Refactor: Handle OrderStatus with Cross Zero Order Collection (#8114) 16491 16490 16489 Roman Yavnikov 2024-06-28 18:05:19 +03:00
  • a2b420cb0a Fix warnings part 8 (#8113) Ricardo Andrés Marino Rojas 2024-06-28 08:10:30 -05:00
  • cd1aad657d OptionStrategies for Iron Butterfly (#8072) Louis Szeto 2024-06-28 21:07:39 +08:00
  • aae6d617fb Option Strategy: Jelly Roll & Ladder (#8092) 16488 Louis Szeto 2024-06-28 02:58:06 +08:00
  • 621d1252b9 Fix label bug in QCAlgorihtm.Python.History() when requesting data for BaseCollection Datasets (#8093) Ricardo Andrés Marino Rojas 2024-06-27 13:57:25 -05:00
  • 6392b5eed0 Minor changes in BaseSetupHandler. (#8112) 16484 Jhonathan Abreu 2024-06-26 17:06:26 -04:00
  • ba2d519910 Remove warnings from csproj files (#8108) Ricardo Andrés Marino Rojas 2024-06-26 15:07:51 -05:00
  • c8446ae26e Refactor AutomaticIndicatorWarmUp settings (#8111) Martin-Molinero 2024-06-26 17:02:48 -03:00
  • 8a34d4a7a3 Refactor: Cross Zero Order event (#8110) Roman Yavnikov 2024-06-26 21:06:04 +03:00
  • 57f89620a1 Fix warnings part 6 (#8107) Ricardo Andrés Marino Rojas 2024-06-26 11:21:53 -05:00
  • 47acbd66a2 Revert test breaking change 16482 16481 Martin Molinero 2024-06-26 10:18:35 -03:00
  • 56d36b97d5 Fix warnings part 5 (#8105) Ricardo Andrés Marino Rojas 2024-06-26 08:11:36 -05:00
  • a8b106ae3e Feat: Brokerage Cross Position Order (#8051) Roman Yavnikov 2024-06-26 16:06:25 +03:00
  • 8bd046a6b8 Add support for FTP notifications (#8097) Jhonathan Abreu 2024-06-26 09:03:35 -04:00
  • 9e2b697792 Fixes AwesomeOscillator Helper Order Of Parameters (#8099) Alexandre Catarino 2024-06-25 21:33:19 +01:00
  • 5699fa48fd Fix 4/4 of CA2201 warnings (#8103) Ricardo Andrés Marino Rojas 2024-06-25 09:13:32 -05:00
  • aa5ab68b47 Fix 3/4 of CA2201 warnings (#8102) Ricardo Andrés Marino Rojas 2024-06-24 17:31:23 -05:00
  • f8b169aa51 Fix 2/4 of CA2201 Warnings (#8101) Ricardo Andrés Marino Rojas 2024-06-24 15:00:38 -05:00
  • b41df5b0f2 1/4 of the changes of RegressionTestException (#8100) 16480 Ricardo Andrés Marino Rojas 2024-06-24 13:23:33 -05:00
  • 5432c7c6d8 Fix dynamic SPDB unit tests taking too long (#8094) Jhonathan Abreu 2024-06-24 13:36:04 -04:00
  • 8c33536498 Add algorithm status statistic (#8095) Ricardo Andrés Marino Rojas 2024-06-24 12:19:32 -05:00
  • f0d02feb13 Rename AlgorithmSettings.DailyStrictEndTimeEnabled (#8098) Jhonathan Abreu 2024-06-24 13:10:11 -04:00
  • 0e0e6bd142 Add Tests for MaximumDrawdownPercentPortfolio (#8096) Ricardo Andrés Marino Rojas 2024-06-24 11:14:21 -05:00
  • 8424e85ade Reduce test files size (#8084) Jhonathan Abreu 2024-06-24 12:03:43 -04:00
  • a159950117 Fix: refresh symbol properties using right type for security. (#8087) 16479 16478 16477 Jhonathan Abreu 2024-06-11 13:50:33 -04:00
  • 4ca5cbca7e Add Yearly Date Rule (#8075) 16476 Ricardo Andrés Marino Rojas 2024-06-07 13:48:53 -05:00
  • 6b963c735c Make SPDB dynamic with periodic updates (#8083) Jhonathan Abreu 2024-06-07 14:48:27 -04:00
  • 62373ede5b Duplicate Futures.Energies (#8082) 16475 Ricardo Andrés Marino Rojas 2024-06-06 17:39:05 -05:00
  • 7975a44d1c Revert "Duplicate "Energies" Futures Ticker Shortcut to Energy (#8067)" (#8081) 16474 Martin-Molinero 2024-06-06 15:02:03 -03:00
  • 2823155311 Partial fix for bug (#8079) 16472 Ricardo Andrés Marino Rojas 2024-06-06 11:06:39 -05:00
  • 5f58254839 Minor improvement for python custom default brokerage message handlers (#8078) 16471 Martin-Molinero 2024-06-05 13:22:34 -03:00
  • e78150aced Fix for custom streaming data live trading (#8077) 16470 Martin-Molinero 2024-06-05 11:51:43 -03:00
  • 9ace77fb87 Fix consolidator scan determinism (#8074) 16469 16468 Martin-Molinero 2024-06-04 11:59:09 -03:00
  • 1a3fedb36d Foundation library update (#8069) Martin-Molinero 2024-06-04 11:57:04 -03:00
  • 23057f24c8 Duplicate "Energies" Futures Ticker Shortcut to Energy (#8067) Ricardo Andrés Marino Rojas 2024-06-04 09:52:58 -05:00
  • 529b24ed1b Live Collection unfolding data will skip old data (#8070) Martin-Molinero 2024-06-04 11:52:33 -03:00
  • 39bfbccd44 Add Protective Collar to Option Strategies (#8025) 16467 Louis Szeto 2024-06-03 23:38:52 +08:00
  • ab24ac4ac8 By default reject brokerage side created orders (#8066) 16466 16465 Martin-Molinero 2024-05-31 14:36:17 -03:00
  • 250ba842ba Minor tweak for split (#8068) Martin-Molinero 2024-05-31 14:35:50 -03:00
  • 79a8c66b39 Box Spread Option Strategy (#8041) 16464 Louis Szeto 2024-05-30 22:41:20 +08:00
  • d76c2bfc7d Add FuncTimeRule and FuncDateRule constructors for PyObject (#8061) 16463 16462 16460 16459 16457 16456 16455 Ricardo Andrés Marino Rojas 2024-05-28 15:35:02 -05:00
  • 158df4434c Update readme.md 16454 Martin-Molinero 2024-05-28 15:57:25 -03:00
  • 88d7380a53 Use SPY as default dividend yield for Index/Future greeks (#8056) Martin-Molinero 2024-05-28 15:48:21 -03:00
  • 0f785372f6 Add unit test (#8060) Ricardo Andrés Marino Rojas 2024-05-28 13:39:35 -05:00
  • 0acfdbb9e5 Update readme.md 16452 Martin-Molinero 2024-05-28 10:10:15 -03:00
  • 40cfcfc336 Fix: Insight constructors not setting correct values (#8058) Jhonathan Abreu 2024-05-24 18:02:59 -04:00
  • 9c1824cccf Enhance GetFilePath subdirectory handling (#8057) Martin-Molinero 2024-05-24 18:27:57 -03:00
  • f0286c936d Fix: allow non-standard header values in Api.Download API (#8055) Jhonathan Abreu 2024-05-24 17:07:23 -04:00
  • c87693d883 Update readme.md 16451 Martin-Molinero 2024-05-24 15:44:37 -03:00
  • b6e35468db Update pythonnet to 2.0.38 (#8052) Jhonathan Abreu 2024-05-24 14:38:53 -04:00
  • bb675bdddb Improve DQH handling of exceptions (#8054) Martin-Molinero 2024-05-24 15:29:14 -03:00
  • d3b5bbaa1b Avoid duplicate data on FF resolution change (#8053) 16450 Martin-Molinero 2024-05-24 11:58:27 -03:00
  • 3a99e0b47c Fix fill forward resolution adjustment on removal (#8049) 16449 Martin-Molinero 2024-05-24 10:15:26 -03:00
  • 5f3cd203d3 Fix for live FF enumerator (#8047) 16446 16445 Martin-Molinero 2024-05-22 13:39:52 -03:00
  • 2c6074bfdb Limit 'forward only indicator' error log (#8046) 16444 Martin-Molinero 2024-05-21 19:15:53 -03:00
  • ad663ded2c Fix bug in FrontMonth() option filter (#8044) 16443 16442 Ricardo Andrés Marino Rojas 2024-05-20 18:04:31 -05:00
  • fe2110de96 Feature: Implementation Trade Station Brokerage (#8031) 16440 Roman Yavnikov 2024-05-20 23:58:44 +03:00
  • 549979f84b Update readme.md Martin-Molinero 2024-05-20 17:32:58 -03:00
  • d4e7f584f6 Daily data time adjustment (#8001) Martin-Molinero 2024-05-20 17:28:03 -03:00
  • 7480ef0d4b Refactor solution to use enumerator 16432 Martin Molinero 2024-05-14 16:44:54 -03:00
  • a78dd04112 Daily data Time & EndTime Improvement Martin Molinero 2024-04-29 20:21:18 -03:00
  • c30ea9d293 Handle order types with unsupported security types in IB Brokerage Model (#8029) 16437 Ricardo Andrés Marino Rojas 2024-05-15 16:56:05 -05:00
  • 56cfc51f10 Round combo order prices (#8024) 16429 Jhonathan Abreu 2024-05-15 14:57:30 -04:00
  • cc3c97a814 Improve exception message when generating Annual Performance Statistic (#8022) Ricardo Andrés Marino Rojas 2024-05-15 09:45:12 -05:00
  • c82573a2bc Update Pythonnet version (#8021) 16428 Jhonathan Abreu 2024-05-15 09:11:52 -04:00
  • b147c7ccfd Api Clean up, Documentation and Standarization part five (#8016) 16427 Ricardo Andrés Marino Rojas 2024-05-13 16:14:40 -05:00
  • ddea4ec380 Fix Summary for CancelPending (#8020) Alexandre Catarino 2024-05-13 22:09:55 +01:00
  • 1c32144963 Some refactor and cleanup (#8014) 16425 Martin-Molinero 2024-05-10 12:27:00 -03:00
  • 061d5a9971 Update SPX MHDB to match Options (#8013) Martin-Molinero 2024-05-10 11:46:29 -03:00
  • 7e7fd4d791 Skip security initializer for benchmark security (#8012) Jhonathan Abreu 2024-05-09 18:09:34 -04:00
  • b079d32522 Bug python type comparison (#8008) 16423 Jhonathan Abreu 2024-05-09 13:20:44 -04:00
  • 28baf03250 Improve PythonException stack trace parser (#8002) Jhonathan Abreu 2024-05-09 13:20:20 -04:00
  • 356b51f150 Revert "Fix: interface property implementation in python models (#7987)" (#8007) 16422 Martin-Molinero 2024-05-09 10:06:07 -03:00
  • f5f2da3f96 Revert "Python consolidator removal directly from Python (#7995)" (#8006) Martin-Molinero 2024-05-09 10:05:37 -03:00
  • 53fb9942d2 Minor optimization parameter json fix (#8005) 16420 16418 Martin-Molinero 2024-05-08 20:05:47 -03:00
  • e96e2d26a7 Update readme.md 16417 Martin-Molinero 2024-05-08 19:03:59 -03:00
  • c13643f3ac Minor camelcase tweaks (#8004) 16416 Martin-Molinero 2024-05-08 18:08:57 -03:00
  • 6915a65900 Further camel case cleanup (#8003) Martin-Molinero 2024-05-08 17:28:47 -03:00
  • d40ec77379 Refactor to use camel case (#7981) 16414 Martin-Molinero 2024-05-08 12:58:33 -03:00
  • bb7a7f26a7 Bug fix on Option Indicator calculation (#7999) 16412 Louis Szeto 2024-05-08 01:03:29 +08:00