Commit Graph

  • a6c5448bb2 Add Bybit stable currencies & fix test log (#7474) 15853 15852 15851 Martin-Molinero 2023-09-20 13:56:59 -03:00
  • 0e182ae75f Add terminal link order properties (#7471) 15850 15849 15846 15845 15844 Martin-Molinero 2023-09-18 19:03:34 -03:00
  • 621d16eea8 Adjust order processor set location (#7468) 15842 Martin-Molinero 2023-09-18 12:17:55 -03:00
  • fbad58161b Update readme.md Martin-Molinero 2023-09-18 11:47:33 -03:00
  • 8a243059b0 Add Bybit integration (#7442) Sebastian Karasek 2023-09-18 16:08:40 +02:00
  • d276d6382d Update Binance SPDB (#7466) 15838 Martin-Molinero 2023-09-15 20:05:42 -03:00
  • 489fc5bd5f Fix chart api fetching and deserialization (#7467) Martin-Molinero 2023-09-15 20:04:46 -03:00
  • fb489daa3e Feature trading technologies order properties (#7465) 15837 15835 Ricardo Andrés Marino Rojas 2023-09-15 10:50:47 -05:00
  • 7e27ab74bb Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457) 15834 15832 Alexandre Catarino 2023-09-08 23:41:52 +01:00
  • f93c9edfcb Update readme.md 15831 Martin-Molinero 2023-09-08 18:22:35 -03:00
  • 60a69cbf1d Fix brokerage tests race condition (#7458) Jhonathan Abreu 2023-09-07 18:35:29 -04:00
  • eccd1e7931 Fix typo (#7460) Henrik Strand 2023-09-08 00:27:34 +02:00
  • 90a6d2f68f Insight and PortfolioTarget tag (#7456) 15829 Jhonathan Abreu 2023-09-07 16:59:01 -04:00
  • 372c197890 One-time warning for mismatching canonical/contracts security models (#7452) 15827 Jhonathan Abreu 2023-09-06 10:57:16 -04:00
  • f0c253c50b Update readme.md 15826 Martin-Molinero 2023-08-30 17:23:15 -03:00
  • 76c0ab01ee Update readme.md Martin-Molinero 2023-08-30 13:56:24 -03:00
  • e47b4e63ab Collective2 module modernization and finalization (#7448) Ricardo Andrés Marino Rojas 2023-08-30 11:48:10 -05:00
  • f70cf97dee [typo] Update readme.md (#7449) Landon Wilkins 2023-08-30 09:59:29 -06:00
  • b9f3b1a4a4 Add support for Fill models with COMBO orders in Python (#7446) 15819 Ricardo Andrés Marino Rojas 2023-08-29 08:06:32 -05:00
  • 1645f9877e Minor serialization tweak (#7447) 15817 Martin-Molinero 2023-08-28 10:30:34 -03:00
  • 52c6d43d2e Update readme.md 15815 Martin-Molinero 2023-08-25 15:56:05 -03:00
  • 04fc0d5093 Update readme.md Martin-Molinero 2023-08-25 15:36:49 -03:00
  • 56164f636a Fix for continuous contract mapping (#7445) 15812 Martin-Molinero 2023-08-25 14:19:51 -03:00
  • dc64a340ba Minor live performance improvements (#7441) 15810 Martin-Molinero 2023-08-23 19:20:46 -03:00
  • 8e0e823f66 Add Lumber Futures LBR (#7440) Ricardo Andrés Marino Rojas 2023-08-23 17:19:16 -05:00
  • 18e848853d Approximate order price for options when using IB Fee model (#7436) 15809 15806 Ricardo Andrés Marino Rojas 2023-08-23 07:56:23 -05:00
  • 038d7a26b2 Update readme.md 15805 15803 Martin-Molinero 2023-08-21 11:56:59 -03:00
  • 4ca5526461 Refactor object store file handling (#7438) Martin-Molinero 2023-08-21 10:11:07 -03:00
  • bd399f8d81 Refactor object store file handling 15802 Martin Molinero 2023-08-18 16:44:46 -03:00
  • d9e4dba687 Change default American Option Pricing model to Binomial CRR model (#7426) 15798 Louis Szeto 2023-08-19 01:34:46 +08:00
  • 5f2bae1de5 COrrectly handle subt generation failure (#7434) 15797 Martin-Molinero 2023-08-17 13:06:54 -03:00
  • e065c752cc Fix bugs in InteractiveBrokersFeeModel.cs for Combo Market Order fees (#7432) 15796 15795 15794 15792 Ricardo Andrés Marino Rojas 2023-08-14 17:18:53 -05:00
  • bc34c33c77 Update readme.md 15791 15790 Martin-Molinero 2023-08-10 14:49:09 -03:00
  • 8f1dc76c7f Fix optimization candlestick handling (#7430) 15788 Martin-Molinero 2023-08-10 13:34:19 -03:00
  • 505ea3bd72 Update readme.md Martin-Molinero 2023-08-10 10:16:50 -03:00
  • eecafbea09 Update readme.md 15785 Martin-Molinero 2023-08-10 09:48:29 -03:00
  • 0b47c84b8a Update readme.md 15784 15782 Martin-Molinero 2023-08-09 15:10:30 -03:00
  • 4c3658f9d4 Fix bug in Momentum indicator (#7424) Ricardo Andrés Marino Rojas 2023-08-09 12:56:24 -05:00
  • d8c58fb9e2 Minor candlestick json converter backwards compatility fix (#7428) Martin-Molinero 2023-08-09 14:53:00 -03:00
  • 1fd0dd3566 Do not embellish parameters key names (#7427) Ricardo Andrés Marino Rojas 2023-08-09 12:27:10 -05:00
  • 6109ac8f1b Candlestick charts (#7425) 15781 15780 Jhonathan Abreu 2023-08-08 16:52:46 -04:00
  • aae4771b7e Fix Overflow bug in RandomDataGenerator (#7423) Ricardo Andrés Marino Rojas 2023-08-08 14:40:01 -05:00
  • 76b19161cb Fix updating StopLimitOrder.StopTriggered flag globally (#7407) Jhonathan Abreu 2023-08-08 15:37:47 -04:00
  • 6e9df75d32 Replace chat badge (Slack -> Discord) (#7420) Henrik Strand 2023-08-08 17:07:42 +02:00
  • aae3f8b4d9 Fix minimum price variation for LE future (#7421) Arthur Asenheimer 2023-08-08 17:07:23 +02:00
  • 04bb2b503f Update readme.md 15777 Martin-Molinero 2023-08-04 15:54:57 -03:00
  • df13e34e9e Update readme.md 15776 15775 15774 Martin-Molinero 2023-08-03 11:04:32 -03:00
  • 4976fc9a99 Revert breaking plotly update (#7415) Martin-Molinero 2023-08-03 10:57:22 -03:00
  • aa1ebd0e65 Bug parameters in report bug (#7413) 15771 Ricardo Andrés Marino Rojas 2023-08-02 13:28:48 -05:00
  • d1b8c13318 Dependency update and cleanup (#7411) 15769 Martin-Molinero 2023-08-01 19:26:20 -03:00
  • a139aac522 Update readme.md 15767 Martin-Molinero 2023-08-01 14:46:37 -03:00
  • 3338486b52 Enable Report generator to use custom HTML template (#7410) 15766 Ricardo Andrés Marino Rojas 2023-08-01 10:55:14 -05:00
  • 0c0eedf547 Update readme.md 15764 15763 15759 Martin-Molinero 2023-07-28 20:19:05 -03:00
  • e8c1b0df48 Fix for CI python stubs (#7405) Martin-Molinero 2023-07-28 20:13:03 -03:00
  • ed1362c8b0 Update readme.md 15756 Martin-Molinero 2023-07-28 18:56:46 -03:00
  • 906ab20bee Trailing stop orders (#7402) Jhonathan Abreu 2023-07-28 17:49:58 -04:00
  • 10a9f31d65 Return valid default value for indicator Previous property (#7404) Jhonathan Abreu 2023-07-28 17:36:13 -04:00
  • 0817101bcd Include AlgorithmConfiguration.Parameters in the report generated and allow to override stylesheet (#7401) Ricardo Andrés Marino Rojas 2023-07-28 16:33:24 -05:00
  • 3e9fc57bb0 Implement RangeConsolidator (#7385) 15753 Ricardo Andrés Marino Rojas 2023-07-27 08:02:02 -05:00
  • e442586a0d Test CI workaround (#7399) 15752 15751 Martin-Molinero 2023-07-24 19:23:16 -03:00
  • adca9ea5b3 Fixed minimum price variation for Futures LE and HE (#7394) Arthur Asenheimer 2023-07-24 16:15:23 +02:00
  • 947a3fc93b Delete mounted tools (#7396) 15750 Martin-Molinero 2023-07-21 13:40:39 -03:00
  • b1b9680880 Handle API backtest charts read null requests (#7395) Jhonathan Abreu 2023-07-21 12:40:26 -04:00
  • 7aabea102b Update readme.md 15748 Martin-Molinero 2023-07-20 20:29:36 -03:00
  • 2522a14050 Fix naked index option margin requirement percentage (#7391) Jhonathan Abreu 2023-07-20 18:29:02 -04:00
  • 69eea5419c Make symbol-count optional and dependent on tickers in random data generator (#7390) Jhonathan Abreu 2023-07-20 18:23:50 -04:00
  • a6283b0ab7 Fix unsupported configuration warnings filter (#7386) 15747 15745 Martin-Molinero 2023-07-19 12:10:10 -03:00
  • 2a941e73e2 Add warning for unsupported live configurations (#7383) 15740 Martin-Molinero 2023-07-18 16:18:56 -03:00
  • 1c3180b681 Do not transition from canceled to invalid order (#7382) Martin-Molinero 2023-07-18 16:16:08 -03:00
  • ffcfb4eeb2 Adjust debugger version for pycharm 2023.1.4 (#7381) Martin-Molinero 2023-07-18 16:15:58 -03:00
  • e2ee42a0e2 Respect minimum time in universe always (#7379) 15739 15737 Martin-Molinero 2023-07-17 14:57:29 -03:00
  • 026ba6ed5b Modernization of syntax used in argument check exceptions (#7380) Lehonti Ramos 2023-07-17 19:53:17 +02:00
  • 3a3dbe29ea Bug chain selection improvements (#7376) 15736 15734 Martin-Molinero 2023-07-13 20:34:45 -03:00
  • 663d0ff094 Remove expire check for live universe subscriptions (#7377) Martin-Molinero 2023-07-13 20:33:24 -03:00
  • bfca56c4a8 Improve Tradier Brokerage Model (#7373) 15731 Ricardo Andrés Marino Rojas 2023-07-13 11:00:26 -05:00
  • 28fe8a1e7c Fix contract security filter universe (#7374) 15729 Martin-Molinero 2023-07-12 20:46:17 -03:00
  • 492490e2c5 Fix download CI unit test (#7372) Martin-Molinero 2023-07-12 19:59:18 -03:00
  • bfb820c617 Update MHDB CME Group Futures on Good Friday (#7368) Ricardo Andrés Marino Rojas 2023-07-12 14:04:22 -05:00
  • bdfe9399da IB gateway Typo 15727 Martin Molinero 2023-07-12 13:50:10 -03:00
  • 240e84dd3d Revert to IB 10.19.2a (#7371) Martin-Molinero 2023-07-12 13:43:42 -03:00
  • 62fb61929f Update readme.md 15723 Martin-Molinero 2023-07-11 20:49:03 -03:00
  • 72e7dca7af Bump Pythonnet version to 2.0.21 (#7367) Jhonathan Abreu 2023-07-11 19:43:49 -04:00
  • 1ea0cd9d82 Check continuous future mapped symbol is not expired in live (#7364) Martin-Molinero 2023-07-11 20:43:36 -03:00
  • a099b9fb71 Minor tweaks to avoid CI tests random failures (#7370) Martin-Molinero 2023-07-11 20:43:22 -03:00
  • 54413e99b4 Live Option Chain Source Fix (#7369) Martin-Molinero 2023-07-11 20:43:11 -03:00
  • 03df6c5ccb Update MHDB with 3rd/4th July Holiday hours (#7366) Ricardo Andrés Marino Rojas 2023-07-11 13:21:51 -05:00
  • 329ce54ca9 Update readme.md 15718 Martin-Molinero 2023-07-11 12:12:45 -03:00
  • 2f21a27023 Revert trade builder api change (#7365) Martin-Molinero 2023-07-11 11:54:29 -03:00
  • b21d6d5852 Check continuous future mapped symbol is not expired in live 15716 Martin Molinero 2023-07-10 19:15:00 -03:00
  • e562b8c99c Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363) 15714 Jhonathan Abreu 2023-07-10 17:41:17 -04:00
  • f8b79b8d6b Make indicators work with RenkoBars and VolumeRenkoBars (#7360) 15712 15709 Ricardo Andrés Marino Rojas 2023-07-10 09:27:03 -05:00
  • 9dbeb3255d Update python debuggers (#7361) 15708 Martin-Molinero 2023-07-10 10:55:50 -03:00
  • 7e81693d3c Add UnrealizedPnLPercent to holdings (#7358) Martin-Molinero 2023-07-10 10:55:00 -03:00
  • bc05aa03f9 Fix win/loss count statistics for options assignments (#7354) Jhonathan Abreu 2023-07-10 09:20:29 -04:00
  • c75d0d8a6d Update readme.md 15706 Martin-Molinero 2023-07-07 12:12:19 -03:00
  • 4c9a455a08 Delete data folder before generating stubs in CI 15705 Martin Molinero 2023-07-06 19:50:57 -03:00
  • f17a8e4d92 Update readme.md 15703 Martin-Molinero 2023-07-06 15:19:52 -03:00
  • 6ccafe9640 Minor fix for invalid update events (#7357) Martin-Molinero 2023-07-06 15:13:03 -03:00
  • ddbc654d53 Update readme.md 15699 15698 Martin-Molinero 2023-07-05 19:21:27 -03:00
  • c86b005564 Add exchange post fix for wolverine order properties (#7355) Martin-Molinero 2023-07-05 19:17:43 -03:00