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  • 0303cf079f Remove Capacity from Runtime Statistics (#7353) 15696 Martin-Molinero 2023-07-05 11:23:59 -03:00
  • 626f64e37d Update IB gateway to 1023 (#7351) 15692 Martin-Molinero 2023-07-04 14:05:35 -03:00
  • ae4cce4cb7 Remove Capacity from Runtime Statistics 15694 Martin Molinero 2023-07-03 19:53:07 -03:00
  • 1ca007faa3 Update readme.md 15691 15690 15686 15685 Martin-Molinero 2023-07-03 14:49:46 -03:00
  • d39a9420d5 Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343) Jhonathan Abreu 2023-07-03 13:40:31 -04:00
  • 240d7db8e2 Update readme.md 15682 Martin-Molinero 2023-07-03 11:00:34 -03:00
  • 49b6c56fe8 Fix for stack tracer code cleaner null reference (#7346) Martin-Molinero 2023-07-03 10:56:38 -03:00
  • af0de8d2e9 Deployment target and running mode algorithm properties (#7337) Jhonathan Abreu 2023-07-03 09:55:21 -04:00
  • a6b758713e Add Python regression algorithm 15681 Jhonathan Abreu 2023-06-28 09:03:21 -04:00
  • 669327a83d Address peer review Jhonathan Abreu 2023-06-27 17:47:30 -04:00
  • 23d6869870 Add algorithm's mode and deployment target properties source from job packet Jhonathan Abreu 2023-06-27 16:45:30 -04:00
  • b47619e7b9 Remove EnableAutomaticWarmUp and IIndicatorWarmUpPeriodProvider impl from RVA (#7344) 15678 Ricardo Andrés Marino Rojas 2023-06-30 14:15:27 -05:00
  • 092dcda143 Adding new packet types (#7341) Martin-Molinero 2023-06-30 16:14:03 -03:00
  • e029b96229 Fix bug in VolumeWeightedAveragePriceIndicator (#7336) 15677 15675 Ricardo Andrés Marino Rojas 2023-06-30 11:36:44 -05:00
  • 25d664e349 Update readme.md 15674 Martin-Molinero 2023-06-30 11:23:01 -03:00
  • 7952db992b Revert IB gateway update (#7345) Martin-Molinero 2023-06-30 11:18:27 -03:00
  • 936350cf45 Feature update foundation (#7342) 15672 Martin-Molinero 2023-06-29 18:06:28 -03:00
  • d173c5d65e Update DockerfileLeanFoundation 15671 15670 15669 Martin-Molinero 2023-06-28 10:03:24 -03:00
  • a02309f2c6 Fix indicator name generation method (#7335) 15668 15666 15665 15663 Jhonathan Abreu 2023-06-27 15:03:43 -04:00
  • 956428b7bf Security cache dynamic collection for custom properties (#7327) 15662 15660 Jhonathan Abreu 2023-06-27 10:39:20 -04:00
  • df935aa608 Avoid research CI timeouts (#7334) 15658 15654 15653 Martin-Molinero 2023-06-23 11:17:18 -03:00
  • 4fd58ce180 Fix bug in Insight Weighted PCM (#7333) 15652 Ricardo Andrés Marino Rojas 2023-06-23 08:08:45 -05:00
  • 96b56f06d5 Minor Packet type addition (#7332) 15651 15650 15649 15648 Martin-Molinero 2023-06-22 13:42:32 -03:00
  • 05ab723b63 Update readme.md 15646 Martin-Molinero 2023-06-21 15:42:32 -03:00
  • 14b256846d Handle potential Error Code returned by CrunchDAO (#7330) Ricardo Andrés Marino Rojas 2023-06-21 13:27:17 -05:00
  • c4c66c2aba Update crunchdao demo algorithm (#7292) Derek Melchin 2023-06-21 12:27:06 -06:00
  • 1996498af5 Modify DonchianChannel.cs and spy_with_don50.csv (#7329) Ricardo Andrés Marino Rojas 2023-06-21 13:26:58 -05:00
  • e22565c849 C# stacktrace exception normalization (#7328) 15645 15643 Martin-Molinero 2023-06-21 10:51:17 -03:00
  • 177531651c QCAlgorithm.BrokerageName property (#7325) 15641 15640 15638 Jhonathan Abreu 2023-06-20 11:24:27 -04:00
  • a309322ae5 Fix CustomPartialFillModelAlgorithmFails.cs/py (#7321) 15636 Ricardo Andrés Marino Rojas 2023-06-20 08:46:11 -05:00
  • 5ddc8c3766 Add unit tests to assert pandas dataframe multiindex slicing support (#7324) 15635 15634 15633 15632 15631 15629 Jhonathan Abreu 2023-06-19 16:52:25 -04:00
  • 5d6110f38c Make summary statistics available to algorithms at runtime (#7320) Jhonathan Abreu 2023-06-19 16:34:59 -04:00
  • d65dd15b1a Address peer review 15627 Jhonathan Abreu 2023-06-16 18:02:47 -04:00
  • 865a733cbf Address peer review Jhonathan Abreu 2023-06-16 17:39:28 -04:00
  • 902ec2c80d Minor changes Jhonathan Abreu 2023-06-16 16:55:28 -04:00
  • 7ab0a10eb9 Support for custom summary statistics at runtime Jhonathan Abreu 2023-06-16 15:23:19 -04:00
  • 67982eba8e Address peer review Jhonathan Abreu 2023-06-16 11:36:19 -04:00
  • 55b8684fe9 Add regression algorithms Jhonathan Abreu 2023-06-15 16:18:30 -04:00
  • 4f18636f71 Housekeeping Jhonathan Abreu 2023-06-15 15:25:12 -04:00
  • 942a915361 Re-calculate statistics on every call Jhonathan Abreu 2023-06-15 15:13:12 -04:00
  • 34b1392dc5 Make statistics available at runtime to algorithms Jhonathan Abreu 2023-06-15 14:42:45 -04:00
  • eeb512fac6 Fix RenkoConsolidator (#7317) 15624 Ricardo Andrés Marino Rojas 2023-06-16 16:36:56 -05:00
  • 2547af1ccc Update readme.md 15623 15619 15617 Martin-Molinero 2023-06-15 12:42:27 -03:00
  • b21fcc98be Add language model packet types (#7318) Martin-Molinero 2023-06-15 12:38:39 -03:00
  • 60aba9efa4 Make order ticket available from order event (#7316) Jhonathan Abreu 2023-06-15 11:11:06 -04:00
  • 94572f571c Fix Equity MOO and MOC orders fill for tick subscriptions (#7315) Jhonathan Abreu 2023-06-15 11:02:55 -04:00
  • 501dc01399 Indicators history rolling window (#7314) 15615 Jhonathan Abreu 2023-06-13 14:07:09 -04:00
  • d1171500e3 Update readme.md 15613 Martin-Molinero 2023-06-13 10:51:47 -03:00
  • d32bf13b4d Option strategy position group buying power calculation for single securities (#7308) Jhonathan Abreu 2023-06-13 09:34:08 -04:00
  • 4d55493000 Future and option universe selection improvements (#7313) Martin-Molinero 2023-06-13 10:32:26 -03:00
  • 24820fe92c Minor future margin model improvements (#7306) 15609 15608 15607 15606 15605 Martin-Molinero 2023-06-12 10:46:41 -03:00
  • 73c71c6913 Add missing GC future auxiliary data (#7312) 15603 Martin-Molinero 2023-06-09 19:43:34 -03:00
  • 3c9f9aae20 Fix bug in MarketProfile indicator (#7310) Ricardo Andrés Marino Rojas 2023-06-09 17:14:45 -05:00
  • ff47ede36c Minor fix for automatically added option underlying (#7311) Martin-Molinero 2023-06-09 19:03:35 -03:00
  • 1a3138d0cd Update readme.md 15600 Martin-Molinero 2023-06-08 17:57:37 -03:00
  • 756a61b8e0 ShortCallCalendarSpread and ShortPutCalendarSpread strategies helper factory methods (#7304) Jhonathan Abreu 2023-06-08 15:22:45 -04:00
  • b479300587 Add IronCondor strategy helper factory methods (#7305) Jhonathan Abreu 2023-06-08 14:48:24 -04:00
  • d2d3cdcc0f Update readme.md Martin-Molinero 2023-06-08 13:37:11 -03:00
  • bae69aaa0a Add ARM foundation image (#7299) Martin-Molinero 2023-06-08 13:29:42 -03:00
  • ee3cea805e FactorFiles bases live auxiliary events (#7293) Martin-Molinero 2023-06-08 13:27:55 -03:00
  • ad6046fea5 ShortButterflyCall and ShortButterflyPut strategies helper factory methods (#7302) 15595 Jhonathan Abreu 2023-06-08 10:55:48 -04:00
  • cc9a061cb1 Fix python Interpret unit test (#7301) 15594 Martin-Molinero 2023-06-07 18:05:16 -03:00
  • 90a2c06a4c Add ShortStaddle and ShortStrangle strategies helper factory methods (#7300) 15593 Jhonathan Abreu 2023-06-07 15:55:47 -04:00
  • 615827f259 NakedCall and NakedPut strategies helper factory methods (#7298) 15591 Jhonathan Abreu 2023-06-07 10:43:01 -04:00
  • b64169fd20 Fix Beta chart in Report (#7295) Ricardo Andrés Marino Rojas 2023-06-07 09:10:10 -05:00
  • cb0661c79e Add CoveredPut and ProtectivePut strategies helper factory methods (#7297) Jhonathan Abreu 2023-06-07 10:01:49 -04:00
  • 5d148683b7 CoveredCall and ProtectiveCall strategies helper factory methods (#7296) 15590 15589 Jhonathan Abreu 2023-06-06 17:22:30 -04:00
  • 0df6366301 Options premium in margin calculations (#7294) 15588 15586 Jhonathan Abreu 2023-06-06 12:07:32 -04:00
  • bdcb6d9474 Account for premium in options strategies margin (#7290) 15585 15581 Jhonathan Abreu 2023-06-05 11:58:48 -04:00
  • b14bda2dc0 Add SetAccountCurrency() override (#7284) 15576 15572 Ricardo Andrés Marino Rojas 2023-06-01 15:44:45 -05:00
  • 1283f52de1 Add multi symbols tick history warning (#7289) Martin-Molinero 2023-06-01 17:42:40 -03:00
  • 64d0eaefab Update readme.md 15570 Martin-Molinero 2023-05-31 20:07:56 -03:00
  • e42d84319d Support overriding position group margin requirements (#7286) Martin-Molinero 2023-05-31 19:53:50 -03:00
  • cc73f5bca8 Add missing MHDB 'holidays' entry for backwards compatibility (#7287) 15567 Martin-Molinero 2023-05-31 18:58:26 -03:00
  • 0ff3622d1e Fix position group HasSufficientBuyingPowerForOrder (#7285) 15565 Jhonathan Abreu 2023-05-31 12:14:14 -04:00
  • ef01980b07 Python history improvements (#7283) 15563 Martin-Molinero 2023-05-31 10:22:21 -03:00
  • 82b3468ab7 Add naked single-option strategies (#7231) 15562 15558 Jhonathan Abreu 2023-05-30 14:59:28 -04:00
  • bce3fb41bb Update readme.md 15556 Martin-Molinero 2023-05-30 13:51:08 -03:00
  • 7f6da62e5d Add TriggerPrice field when applying a split (#7279) Ricardo Andrés Marino Rojas 2023-05-30 11:36:49 -05:00
  • 9aa9f715ec Minor MHDB Concurrent Usage Fix (#7281) Martin-Molinero 2023-05-30 13:35:29 -03:00
  • c33ce2f8c3 MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278) Martin-Molinero 2023-05-30 11:54:28 -03:00
  • 383acc06d2 Update readme.md 15546 Martin-Molinero 2023-05-26 18:58:49 -03:00
  • 5c5201944a Fix position group order quantity calculation for delta/target buying power (#7230) Jhonathan Abreu 2023-05-26 17:22:58 -04:00
  • 410956bf9f FreePortfolioValuePercentage Trailing Behavior (#7272) 15542 Martin-Molinero 2023-05-25 18:48:04 -03:00
  • 2147d868d8 Minor fix CrunchDAO Symbology (#7276) Martin-Molinero 2023-05-25 17:51:40 -03:00
  • 1e70673e00 Replace QC500 for SPY ETF (#7277) Martin-Molinero 2023-05-25 17:44:45 -03:00
  • 4823cca7ef Multiple Symbol Selection Universe (#7273) 15540 Martin-Molinero 2023-05-25 15:23:18 -03:00
  • 46d5d46aca Remove Alpha Licence References (#7275) Martin-Molinero 2023-05-25 12:51:33 -03:00
  • 4762ab3e50 Clean up ALpha license removal 15539 Martin-Molinero 2023-05-25 12:04:26 -03:00
  • 49d6f11b0a Address reivews Martin-Molinero 2023-05-25 11:47:34 -03:00
  • 3712786301 Enable custom Python optimizer in C# MeanVarianceOptimizationPortfolioConstructionModel (#7274) 15536 Ricardo Andrés Marino Rojas 2023-05-25 08:15:56 -05:00
  • edd5f3dab8 Address reviews Martin-Molinero 2023-05-24 16:56:27 -03:00
  • 78de870625 Update existing regression algorithms Martin-Molinero 2023-05-24 15:25:03 -03:00
  • a2dea5e859 Implement Trailing FreePortfolioValue Martin-Molinero 2023-05-24 13:21:01 -03:00
  • 97489dfc57 Implement UnregisterIndicator helper method (#7271) 15534 Martin-Molinero 2023-05-24 17:35:02 -03:00
  • 278401cfcf Custom data universe selection market hours (#7270) 15532 Martin-Molinero 2023-05-24 13:50:43 -03:00
  • 6e7b69da44 Short call/put calendar spreads (#7269) 15530 Jhonathan Abreu 2023-05-24 12:09:31 -04:00
  • b5ced1635e Chain Providers will filter expired (#7267) 15529 15527 Martin-Molinero 2023-05-23 18:33:07 -03:00
  • f01ac9be3a Fix NDX index data timezone (#7268) Martin-Molinero 2023-05-23 17:24:21 -03:00
  • 63fd60acc5 Chain Providers will filter expired 15526 Martin-Molinero 2023-05-23 11:07:30 -03:00