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  • d47e073d90 Use data end time to timestamp fundalmental data dictionaries (#7126) 15317 Jhonathan Abreu 2023-03-23 12:41:03 -04:00
  • 6d75aee0ce Add regression test for MaximumSectorExposureRiskManagementModel (#7123) 15315 Louis Szeto 2023-03-23 23:37:30 +08:00
  • bbbf6f3a74 Minor downloader data provider improvements (#7130) Martin-Molinero 2023-03-23 12:27:34 -03:00
  • 3362a976fa Avoid Invalid historical data piping in StandardDeviationExecutionModel (#7086) Louis Szeto 2023-03-23 23:24:42 +08:00
  • f684940a7c Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121) Louis Szeto 2023-03-23 23:23:42 +08:00
  • 9c92a67510 Update MaximumDrawdownPercentPortfolio model to cancel insights (#7105) 15313 Derek Melchin 2023-03-23 09:02:04 -06:00
  • b401fde07e Update MaximumDrawdownPercentPerSecurity model to cancel insights (#7103) 15311 Derek Melchin 2023-03-23 08:11:27 -06:00
  • 7db8df3f8d Add Insight expiration helper methods (#7127) 15309 Martin-Molinero 2023-03-22 19:15:47 -03:00
  • 7feb46fec5 Fixes time zone (#7128) 15308 Alexandre Catarino 2023-03-22 22:02:11 +00:00
  • 1c81f5d028 Update readme.md 15306 Martin-Molinero 2023-03-22 17:43:50 -03:00
  • 3b2e165254 Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116) 15305 15303 Alexandre Catarino 2023-03-22 14:21:30 +00:00
  • 44d1454ed7 Handle downloader data provider no MHDB entry (#7115) 15301 Martin-Molinero 2023-03-21 17:26:09 -03:00
  • a58f6b679d Minor fake data queue handler fixes (#7114) Martin-Molinero 2023-03-21 15:10:03 -03:00
  • 761ea2571a Adds BaseAlphaModelFrameworkRegressionAlgorithm (#7107) 15298 Alexandre Catarino 2023-03-21 16:22:34 +00:00
  • 0b661e70c1 Fix combo order direction determination (#7066) 15297 Jhonathan Abreu 2023-03-21 11:26:50 -04:00
  • f1d55c3b0b Improves MinimumVariancePortfolioOptimizer Values Handling (#7106) Alexandre Catarino 2023-03-21 14:24:58 +00:00
  • 497ac8497a Fixes Consolidator Removal from Subscription Manager in Python Algorithms (#7102) 15296 Alexandre Catarino 2023-03-21 14:08:49 +00:00
  • 1877d59daa Improve aggregation helper methods (#7100) 15295 15294 Martin-Molinero 2023-03-20 16:08:25 -03:00
  • 56881e64fe Expand result state attributes (#7097) 15292 Martin-Molinero 2023-03-20 15:00:57 -03:00
  • 52de357b27 Terminal Link Minor Fixes (#7093) 15290 Martin-Molinero 2023-03-20 12:24:16 -03:00
  • 70acb30546 Test EmaCrossAlphaModel (#7081) Derek Melchin 2023-03-17 15:08:43 -06:00
  • 7c68e3f37a Refactor Portfolio Construction Models to Use Insight Manager (#7077) 15288 Alexandre Catarino 2023-03-17 21:00:43 +00:00
  • 8a087f2166 Change python optimizer to Newton, added unit tests and regression test (#7085) 15286 Louis Szeto 2023-03-18 02:23:31 +08:00
  • a9c88ad25c ResultHandler state file improvements (#7078) 15285 15283 Martin-Molinero 2023-03-16 18:24:49 -03:00
  • bc6ac5470b Minor IndexOption underlying TZ fix (#7072) 15282 15280 Martin-Molinero 2023-03-15 18:41:52 -03:00
  • 06bec5fb8e Add more logs for regression tests (#7073) Martin-Molinero 2023-03-15 18:25:26 -03:00
  • d6f894eb3b Fix fill forward unit tests (#7070) 15279 Martin-Molinero 2023-03-15 12:45:04 -03:00
  • 8ed5f69ea6 Minor fill forward enumerator fix (#7068) 15278 15277 15275 Martin-Molinero 2023-03-15 10:18:43 -03:00
  • 1c6be6438d Removes Cash Account Restriction for Framework Algorithms (#7067) 15273 Alexandre Catarino 2023-03-14 22:25:20 +00:00
  • 2f03c92e30 Fill forward runtime adjustment (#7065) 15271 Martin-Molinero 2023-03-14 18:00:22 -03:00
  • 069246dda5 Performance Improvements (#7064) 15269 Martin-Molinero 2023-03-14 12:00:42 -03:00
  • fbf8ffd924 Handle price discontinuity on volatility models (#7058) 15263 Jhonathan Abreu 2023-03-13 12:11:30 -04:00
  • c6322956d9 Live trading holdings key (#7043) 15261 Martin-Molinero 2023-03-13 09:51:00 -03:00
  • aab5391d80 Fixes Limit Price Above/Below Open Case (#7060) 15258 Alexandre Catarino 2023-03-10 17:23:45 +00:00
  • bbbab6d9a8 Refactor alpha statistics phase I (#7055) 15257 Martin-Molinero 2023-03-10 13:12:23 -03:00
  • 2ae4d1c103 Address reviews 15253 Martin-Molinero 2023-03-09 17:29:39 -03:00
  • 4c909f33b9 Reuse Code To Find Best Effort TradeBar (#7057) 15249 Alexandre Catarino 2023-03-09 14:06:26 +00:00
  • e07c6265df Run TensorflowProbability Test Alone (#7056) Martin-Molinero 2023-03-08 17:18:58 -03:00
  • 186ef5c144 Optimization backtest result json converter update Martin-Molinero 2023-03-08 16:06:35 -03:00
  • f98197e49e Refactor alpha statistics Martin-Molinero 2023-03-07 18:54:08 -03:00
  • 9069246519 Fixes EquityFillModel.StopMarketFill (#7042) 15246 Alexandre Catarino 2023-03-08 19:49:34 +00:00
  • 0ed6d7e8b0 Remove annualization in MeanVarianceOptimizationPCM (#7053) 15242 Louis Szeto 2023-03-09 01:13:38 +08:00
  • 11c182ed16 Add McClellanOscillator & McClellanSummationIndex Indicator (#7038) 15237 15235 15231 Louis Szeto 2023-03-08 03:19:24 +08:00
  • a5586ba562 Enqueable Enumerator Performance Improvement (#7049) 15230 15228 Martin-Molinero 2023-03-06 15:40:55 -03:00
  • 1393ce4c5d Performance Securities & CashBook Collections (#7050) Martin-Molinero 2023-03-06 15:39:32 -03:00
  • 694ffbbb80 Removes PythonTools from Solution (#7044) 15226 Alexandre Catarino 2023-03-06 15:44:02 +00:00
  • 642fe96fde Update Binance Symbol Properties DB (#7040) 15222 Martin-Molinero 2023-03-03 19:41:53 -03:00
  • c4433098c3 Refactor Framework Statistics (#7041) Martin-Molinero 2023-03-03 19:40:29 -03:00
  • d9ea6c0941 Refactor framework statistics 15218 Martin-Molinero 2023-03-03 14:09:56 -03:00
  • 38f5a9c60c Bump to pythonNet 2.0.18 (#7036) 15215 Martin-Molinero 2023-03-03 13:11:03 -03:00
  • f4827f2f22 Modify advance decline indicators (#7032) 15212 Louis Szeto 2023-03-03 02:48:20 +08:00
  • 81d1bb5095 Sample exposure for non invested portfolio (#7030) 15211 Jhonathan Abreu 2023-03-02 14:23:10 -04:00
  • cdcd8fdacd Apply splits to TradeBuilder (#7020) 15210 Jhonathan Abreu 2023-03-02 14:15:40 -04:00
  • eebe0425d8 Rollback base image to focal (#7033) 15208 Martin-Molinero 2023-03-02 12:43:23 -03:00
  • caadaf62b2 Update readme.md 15205 Martin-Molinero 2023-03-01 20:12:05 -03:00
  • 19df3e1e48 Normalization of Minimum Variance Optimizer's output weight (#6999) Louis Szeto 2023-03-02 04:20:58 +08:00
  • 66c016b284 Feature foundation update (#7028) Martin-Molinero 2023-03-01 16:30:46 -03:00
  • 0c77be0ba8 Allow closed orders tag update (#7016) 15200 15199 15198 15196 Jhonathan Abreu 2023-02-27 17:42:24 -04:00
  • 47bfdae372 docs: updates python version in vs instructions (#7014) Wayne Adams 2023-02-27 05:19:02 -08:00
  • 3a2cae037f Fix UniverseDefinitions.ETF|Index overloads (#7006) 15193 Jhonathan Abreu 2023-02-24 15:35:35 -04:00
  • b9e6781c96 Add missing exchanges (#7011) Martin-Molinero 2023-02-24 16:31:51 -03:00
  • 2a6771c1c0 Fixes Liquidate Existing Holdings Behavior for SetHoldings for Multiple Targets (#7009) 15190 Alexandre Catarino 2023-02-24 17:46:12 +00:00
  • 56270464cc IsOption Use Underlying Holidays and Early Closes if Empty (#7007) 15188 Martin-Molinero 2023-02-24 12:49:51 -03:00
  • 8bcd588602 Fixes EquityFillModel.FillModel (#7005) 15186 Alexandre Catarino 2023-02-24 13:35:34 +00:00
  • 9cd05e9f1f Fixes BasePairsTradingAlphaModel (#7003) 15185 Alexandre Catarino 2023-02-24 13:20:01 +00:00
  • 40bff6efb7 Oanda trading hours update (#6998) Jhonathan Abreu 2023-02-24 09:14:55 -04:00
  • f5e8966eea Uset GoodTilDate TIF for MOO and MOC orders (#7001) 15183 15180 15177 Jhonathan Abreu 2023-02-23 16:38:44 -04:00
  • 1596ed9846 remove force breakpoint (#7004) 15176 15174 Ronit Jain 2023-02-23 21:11:52 +05:30
  • c1c4114dca Newtonsoft & Protobuf & RecyclableMemoryStream Updates (#7002) Martin-Molinero 2023-02-23 12:11:01 -03:00
  • 644423d024 Downgrade protobuf to 3.1.33 15168 Martin-Molinero 2023-02-22 19:03:36 -03:00
  • beb15820a2 Dependency updates Martin-Molinero 2023-02-22 16:28:27 -03:00
  • 6acbcf0832 Brokerage Models Order Supported Types Check (#6989) 15161 15159 15156 abhi-kr-2100 2023-02-21 21:41:04 +05:30
  • 5675e71a32 Handle prices getting stuck on data generation (#6995) Jhonathan Abreu 2023-02-21 12:09:31 -04:00
  • 48914b08db Chart Series Settings Lost (#6997) Martin-Molinero 2023-02-21 13:07:56 -03:00
  • 852c963bbf Remove unsupported HKFE from MHDB (#6990) 15153 15151 Martin-Molinero 2023-02-20 20:19:42 -03:00
  • 99848a1221 Adds NullBuyingPowerModel (#6977) Alexandre Catarino 2023-02-20 22:50:24 +00:00
  • 7178be4f55 Remove Yahoo auxiliary data generator (#6993) Martin-Molinero 2023-02-20 19:23:31 -03:00
  • 017837c5a5 Remove Oanda cash account support (#6994) Martin-Molinero 2023-02-20 19:21:50 -03:00
  • c7294adfe4 Fix OrderQuantityLessThanLotSize typo (#6991) Martin-Molinero 2023-02-20 19:21:25 -03:00
  • 61fb997f07 Delete unsupported AlgoSeek Option Converter (#6992) Martin-Molinero 2023-02-20 19:21:15 -03:00
  • 7cc6e31c43 Fixes Insight Period Calculation (#6978) 15145 Alexandre Catarino 2023-02-20 19:23:13 +00:00
  • b5ca1ac461 Removes UncorrelatedUniverseSelectionModel (#6976) Alexandre Catarino 2023-02-20 19:21:53 +00:00
  • 2a54da9e2c Custom data type history API usage in Python (#6971) Jhonathan Abreu 2023-02-20 15:21:37 -04:00
  • 1bd6b3111d Quick hack up of working dynamic objects short cuts dynamic-cache-mock-20230220 Jared Broad 2023-02-20 07:58:20 -05:00
  • 6fd1a002fe Adjust index option data timezone (#6970) 15140 Martin-Molinero 2023-02-16 17:35:10 -03:00
  • ace1a1f20d Define MaximumContractDepthOffset (#6969) Martin-Molinero 2023-02-16 17:23:56 -03:00
  • 75f86f555e Delete unused PythonToolbox (#6967) Martin-Molinero 2023-02-16 17:23:38 -03:00
  • 20655b334b Update readme.md 15137 15136 Martin-Molinero 2023-02-15 15:16:55 -03:00
  • 3507c91640 Fix future daily price scale factor update (#6963) 15134 Martin-Molinero 2023-02-14 20:09:59 -03:00
  • ebb31d0fb4 Unsettled cash conversion rate update (#6961) 15131 Jhonathan Abreu 2023-02-14 17:19:25 -04:00
  • dcd60d0551 Add support for HTML reports conversion to PDF (#6960) 15130 Ronit Jain 2023-02-15 00:20:19 +05:30
  • dc2c68c754 Fix security cache reset (#6959) 15129 15127 Martin-Molinero 2023-02-14 12:09:27 -03:00
  • 2791765c94 Make Consolidate Calendar overload with tick type public (#6957) 15124 15122 Jhonathan Abreu 2023-02-13 15:01:30 -04:00
  • f270f25eca Fix default future chain universe selection (#6958) Martin-Molinero 2023-02-13 15:56:48 -03:00
  • 8235de42a0 Minor debugging improvements (#6954) 15121 15117 Martin-Molinero 2023-02-13 10:49:10 -03:00
  • c2e21df18b Fix combo order prechecks (#6953) Martin-Molinero 2023-02-10 19:11:45 -03:00
  • 35dfcd73ab Index options MHDB review (#6890) 15111 Jhonathan Abreu 2023-02-10 13:37:44 -04:00
  • 3783900eef Move Brokerages namespace's messages to Messages folder (#6915) 15110 Jhonathan Abreu 2023-02-10 12:49:15 -04:00
  • 9fea859323 Symbol to industry-standard security identifier conversion (#6893) 15108 Jhonathan Abreu 2023-02-10 12:12:13 -04:00
  • 6e2744af7c Move Securities namespace's messages to Messages folder (#6922) 15106 Jhonathan Abreu 2023-02-10 10:31:11 -04:00