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  • 82b327b2b9 remove: Kraken Data Downloader from ToolBox (#7860) Roman Yavnikov 2024-03-20 00:17:17 +02:00
  • aca30a896c Remove: Yahoo Data Downloader (#7859) 16305 16304 Roman Yavnikov 2024-03-19 16:40:46 +02:00
  • 3eedde9b6e Normalize ETF constituents universe (#7858) Martin-Molinero 2024-03-19 11:28:17 -03:00
  • c0d909c72c TryParsePath ignores DateTime (#7857) Roman Yavnikov 2024-03-19 16:27:40 +02:00
  • 7e568bf4ac Feature: find different Ticker data download parameters (#7845) 16303 Roman Yavnikov 2024-03-18 19:43:11 +02:00
  • ee52ce4676 Update blacklisted-tickers.txt (#7854) Ashutosh 2024-03-18 10:52:07 -04:00
  • a8280e1452 Minor fix for universe history (#7852) 16302 Martin-Molinero 2024-03-14 16:20:28 -03:00
  • 934a8e0a61 Handle Windows reserved filenames (#7784) 16301 16300 Ricardo Andrés Marino Rojas 2024-03-13 17:05:57 -05:00
  • 44c7dbd698 Adds Rebate and Fee Rates to Shortable Provider (#7840) 16299 Alexandre Catarino 2024-03-13 19:04:33 +00:00
  • b89d7d65b2 Fix live trading MHDB update (#7848) 16298 Jhonathan Abreu 2024-03-13 12:09:15 -04:00
  • 09a3b61df8 Fix bug for NQX index options (#7824) Ricardo Andrés Marino Rojas 2024-03-13 09:42:55 -05:00
  • 516befe0b5 Backwards compatibility research universe history (#7849) 16297 Martin-Molinero 2024-03-13 11:20:02 -03:00
  • 17ca8a743f Refactor universe historical data source (#7837) 16296 16294 16293 Martin-Molinero 2024-03-12 13:41:49 -03:00
  • a98a50237b Helper: Method for Retrieving Historical Ticker Symbols (#7826) 16292 16291 Roman Yavnikov 2024-03-11 16:53:40 +02:00
  • 51b018c616 Update Kraken Symbol Properties (#7844) Martin-Molinero 2024-03-11 10:43:11 -03:00
  • c049a35121 Add Option Gamma, Vega, Theta, Rho Indicator (#7830) Louis Szeto 2024-03-11 21:32:36 +08:00
  • 8c66e2e715 Update InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs Martin-Molinero 2024-03-07 12:22:08 -03:00
  • bb3931d911 Update readme.md 16290 Martin-Molinero 2024-03-06 14:58:50 -03:00
  • feff802479 Standardize trade count statistic (#7827) Martin-Molinero 2024-03-06 14:52:34 -03:00
  • dcbb2d3cf8 Skip failing yahoo data downloader test (#7833) Martin-Molinero 2024-03-06 11:37:06 -03:00
  • f298f6e21a Handle insufficient margin for option exercise (#7828) 16289 Jhonathan Abreu 2024-03-05 15:39:30 -04:00
  • ce197afe44 Populate order properties for option exercise orders (#7829) Jhonathan Abreu 2024-03-05 14:19:06 -04:00
  • 637fe75b25 Update pythonnet version to 2.0.28 (#7821) 16287 16285 Jhonathan Abreu 2024-03-05 11:30:40 -04:00
  • 6bf2acd0da Allow smoothing in Implied Volatility and add forward tree model (#7820) Louis Szeto 2024-03-04 22:00:04 +08:00
  • 5e2957cbf0 Refactor config file enviroments to match brokerages namespaces (#7823) 16283 16282 16281 16280 Jhonathan Abreu 2024-02-29 14:36:06 -04:00
  • 78c3f81b96 Research configuration initialization improvement (#7825) Martin-Molinero 2024-02-29 15:13:59 -03:00
  • e500a6b466 QuantBook Initialization Order (#7822) 16278 16277 16276 16275 Martin-Molinero 2024-02-28 17:07:11 -03:00
  • b9ec218870 Update readme.md 16274 Martin-Molinero 2024-02-28 11:27:47 -03:00
  • e39cec40f5 Implement dividend yield model (#7758) 16273 Louis Szeto 2024-02-27 23:39:46 +08:00
  • ea5e4ac8d0 Update symbol-properties-database.csv (#7795) Ashutosh 2024-02-27 09:45:34 -05:00
  • 1f975332c3 Update readme.md 16272 Martin-Molinero 2024-02-27 10:59:26 -03:00
  • aa6b909a93 Update readme.md Martin-Molinero 2024-02-27 10:29:38 -03:00
  • 9cfd8b7403 Implement Risk Metrics: Value At Risk (#7757) 16269 Will Tindall 2024-02-26 14:02:20 +00:00
  • fec27a56ce Chande Variable Index Dynamic Average (VIDYA) Indicator (#7797) Pronoy Chowdhury 2024-02-26 19:25:01 +05:30
  • e96c08e208 feat: downloader data provider returning null (#7812) 16267 16266 Roman Yavnikov 2024-02-23 20:45:47 +02:00
  • d942d58717 Add null check for history in lean data writer (#7814) Jhonathan Abreu 2024-02-23 14:45:35 -04:00
  • 387eae9e73 Update readme.md 16263 Martin-Molinero 2024-02-21 18:16:53 -03:00
  • 7e61483ad7 Adjust API tests to fetch creds from globals (#7806) Martin-Molinero 2024-02-21 17:53:46 -03:00
  • 8595aff670 Handle history provider returning null (#7804) 16262 Martin-Molinero 2024-02-21 15:44:22 -03:00
  • e375afbe20 Dynamically setup brokerage history provider wrapper (#7802) 16261 Martin-Molinero 2024-02-21 12:03:31 -03:00
  • 1a1f64e7a6 Update readme.md 16259 Martin-Molinero 2024-02-21 10:09:16 -03:00
  • 2e9c7ade2c Initialize report correctly (#7803) Martin-Molinero 2024-02-21 10:02:43 -03:00
  • d3928fba6b Manual option contract addition for delisted underlyings error (#7799) Jhonathan Abreu 2024-02-21 09:02:07 -04:00
  • 09db45c91d Universes immediate selection (#7785) Jhonathan Abreu 2024-02-21 08:59:58 -04:00
  • 64fe4ba13b Update LinearWeightedMovingAverage (#7798) 16255 Ricardo Andrés Marino Rojas 2024-02-20 14:51:06 -05:00
  • 2a82c6f9bb Consolidate Configuration.Get usages (#7796) 16253 Martin-Molinero 2024-02-20 13:37:22 -03:00
  • b4a655c1dd Consolidate Configuration.Get usages 16250 Martin Molinero 2024-02-19 18:18:41 -03:00
  • 6f6fbee6ee Handle DivisionByZero exception in indicators (#7788) Ricardo Andrés Marino Rojas 2024-02-19 14:02:51 -05:00
  • 67b9ecf391 Minor config tweaks (#7792) 16248 16246 Martin-Molinero 2024-02-19 12:05:00 -03:00
  • 0e81589efa Bug add future option ozn (#7791) Ricardo Andrés Marino Rojas 2024-02-16 17:13:04 -05:00
  • 07dbfc42a5 Improve consolidator scan (#7789) 16244 Martin-Molinero 2024-02-16 17:22:49 -03:00
  • ea15e014e2 Live delisting handled (#7774) Martin-Molinero 2024-02-16 16:56:42 -03:00
  • d602e260b4 Update readme.md 16243 16242 Martin-Molinero 2024-02-13 12:28:20 -03:00
  • e31a898269 Update readme.md Martin-Molinero 2024-02-13 11:16:48 -03:00
  • 1dd186acb4 CoinApi Extraction: Removing from Lean.ToolBox (#7777) Roman Yavnikov 2024-02-13 15:40:30 +02:00
  • 330946785f Add improvement (#7778) Ricardo Andrés Marino Rojas 2024-02-13 08:40:15 -05:00
  • 48ce5ef88d Refactor API projects test to avoid leaving created projects in account (#7773) 16239 16236 Jhonathan Abreu 2024-02-08 16:24:49 -04:00
  • 76a0bdd769 Fix scatter chart point serialization (#7772) 16235 Martin-Molinero 2024-02-08 15:36:38 -03:00
  • b7740edd15 Solve bug and add unit tests (#7767) 16234 Ricardo Andrés Marino Rojas 2024-02-07 15:51:28 -05:00
  • 0264d346e6 Add obsolete flag (#7768) Ricardo Andrés Marino Rojas 2024-02-07 15:50:03 -05:00
  • f59a6be589 Add Python version of AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs (#7766) Ricardo Andrés Marino Rojas 2024-02-07 09:46:48 -05:00
  • a5b309ae23 Add CSharp version of BasicTemplateOptionsConsolidationAlgorithm (#7756) Ricardo Andrés Marino Rojas 2024-02-07 09:46:41 -05:00
  • 3d673d6de1 RefreshEnumerator retry on stale file exception (#7764) 16233 Martin-Molinero 2024-02-06 19:26:59 -03:00
  • fdb8c20a1a Update readme.md 16232 Martin-Molinero 2024-02-06 18:02:51 -03:00
  • 6fe368106a Obsolete VAR for V instead (#7763) Martin-Molinero 2024-02-06 17:50:20 -03:00
  • 379e2d3405 Add optional PositionSide for TerminalLink (#7762) 16230 Martin-Molinero 2024-02-06 16:08:24 -03:00
  • 711a7b42d4 Add missing constructor in OptionChainedUniverseSelectionModel (#7741) 16229 Ricardo Andrés Marino Rojas 2024-02-05 13:56:29 -05:00
  • 3fef33fbf4 Rename Daily Performance Index Name (#7752) Martin-Molinero 2024-02-05 15:42:35 -03:00
  • 32d39622c0 Solve division by zero bug in AccelerationBands Indicator (#7743) Ricardo Andrés Marino Rojas 2024-02-05 13:14:45 -05:00
  • d3877c8ea9 remove: AlphaVantage from ToolBox (#7751) Roman Yavnikov 2024-02-05 20:13:38 +02:00
  • 2097a3f392 Handle a DQH failure (#7750) Martin-Molinero 2024-02-05 15:13:08 -03:00
  • 98a3fd4306 Delayed Settlement Cash Not Freed for Removed Assets (#7727) Jhonathan Abreu 2024-02-05 14:12:51 -04:00
  • ef728bc91f Update readme.md 16226 Martin-Molinero 2024-02-02 20:37:39 -03:00
  • 1c973d12a5 Minor chart improvements (#7744) 16225 16223 Martin-Molinero 2024-02-02 17:27:37 -03:00
  • 8b804c4eca Add new EnablePositionSide terminal link order property (#7747) Jhonathan Abreu 2024-02-02 16:20:59 -04:00
  • 701a4672c5 Make sure universe selection methods can return symbol Ids (#7745) Jhonathan Abreu 2024-02-02 15:47:52 -04:00
  • 63cff706e4 Update readme.md 16220 Martin-Molinero 2024-02-01 19:14:54 -03:00
  • 6828e164e0 Update readme.md Martin-Molinero 2024-02-01 18:38:22 -03:00
  • 7705895cc6 Portfolio margin chart (#7719) 16215 Martin-Molinero 2024-02-01 12:43:08 -03:00
  • 4262bb9152 Refactor API project tests (#7738) 16213 16211 Jhonathan Abreu 2024-01-31 18:12:18 -04:00
  • 645aa73e8e Fix tags deserialization (#7736) 16207 Martin-Molinero 2024-01-30 19:50:11 -03:00
  • d4ba8ccead Backtest self-categorization (#7683) 16206 Jhonathan Abreu 2024-01-30 13:59:08 -04:00
  • 6f29130221 Add headers to http client (#7735) Ricardo Andrés Marino Rojas 2024-01-30 11:31:08 -05:00
  • 4c88e3184c IEX Extraction: Removing from Lean.ToolBox (#7734) Roman Yavnikov 2024-01-30 14:50:36 +02:00
  • 3f6a907485 Models All Index Futures Listed in CME (#7722) 16203 16195 16194 Ashutosh 2024-01-29 11:29:12 -05:00
  • ec530d8e37 Introduce new OrderPosition enum (#7730) Jhonathan Abreu 2024-01-29 11:56:10 -04:00
  • 3a10afeac5 Option Delta Indicator (#7704) Louis Szeto 2024-01-29 23:54:57 +08:00
  • 00e1cae16b Stop support of MOC orders for Options in IB Brokerage Model (#7725) Ricardo Andrés Marino Rojas 2024-01-29 10:53:23 -05:00
  • 4c95322883 Rounding when sampling charts 16192 Martin Molinero 2024-01-25 20:30:43 -03:00
  • 07ded61fe9 Fix currency formatting (#7723) 16193 16191 Jhonathan Abreu 2024-01-25 11:20:05 -04:00
  • 0cd979f3bd Solve bug in ETFConstituentsUniverseSelectionModel (#7724) Ricardo Andrés Marino Rojas 2024-01-25 09:32:04 -05:00
  • 3a9059ae4f Add into MHDB missing CME Futures early closes and late opens (#7718) Ricardo Andrés Marino Rojas 2024-01-25 08:41:44 -05:00
  • 738231beb9 Portfolio state chart Martin Molinero 2024-01-23 20:01:06 -03:00
  • 518ab562ec Fix bug in LiveTradingRealTimeHandler (#7696) 16190 Ricardo Andrés Marino Rojas 2024-01-24 09:59:09 -05:00
  • 20a5f690f8 Update IQFeed Configuration and Remove Deprecated Parameter (#7717) Roman Yavnikov 2024-01-24 15:24:26 +02:00
  • 17902e2f7d Update Binance currency pairs (#7693) 16189 16188 Nikolay Baraboshkin 2024-01-24 00:56:00 +04:00
  • 9df4a397d5 Update Bybit symbols in SPDB (#7715) 16187 Jhonathan Abreu 2024-01-23 12:36:15 -04:00
  • 3a8a3dd27f Add support to unzip stream (#7713) Martin-Molinero 2024-01-23 13:35:45 -03:00
  • 3dab2e42eb Handle/filter new brokerage-side orders (#7706) Jhonathan Abreu 2024-01-23 12:01:03 -04:00
  • 1c93df8156 Merge early closes and late opens properly in MHDB. (#7712) 16183 16182 Jhonathan Abreu 2024-01-22 14:45:43 -04:00