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  • e68ee853db Implement indicator-based option price model (#9237) 17540 Jhonathan Abreu 2026-02-19 15:15:25 -04:00
  • 9f6219edd6 add quotes to docker env vars (#9298) 17539 17538 17537 17536 17535 JosueNina 2026-02-16 11:55:45 -05:00
  • c55a064fe0 Fix combo order queue affinity to prevent duplicate brokerage submissions (#9293) 17534 Adrian Tkacz 2026-02-16 15:44:39 +01:00
  • 192a093769 JsonConverter for decimal and decimal? types (#9291) Adalyat Nazirov 2026-02-16 14:29:19 +00:00
  • 4d61f42323 Refactor: error/log message (#9297) Roman Yavnikov 2026-02-16 16:28:41 +02:00
  • cb2128be07 Update gh-actions.yml Martin-Molinero 2026-02-16 10:46:04 -03:00
  • c1daa8de83 Fix: Replace deprecated docker-run-action with manual Docker setup (#9288) JosueNina 2026-02-13 17:56:48 -05:00
  • 7fa3916baf Add generic DownloadData<T> extension methods for deserialization (#9286) JosueNina 2026-02-13 14:58:49 -05:00
  • 0212acf927 Feat: support downloading single contract in DownloaderProvider (#9285) 17533 Roman Yavnikov 2026-02-13 18:45:10 +02:00
  • a52a580220 Update Packet.cs Martin-Molinero 2026-02-13 13:39:16 -03:00
  • 5e148a06af Add orders associated with closed trades on streaming (#9282) 17532 Jhonathan Abreu 2026-02-12 11:31:56 -04:00
  • a25e041793 Follow up: Fix weights calculation in VBaseSignalExport (#9281) JosueNina 2026-02-12 07:42:45 -05:00
  • dfa3fd3fab feat: warn on manual brokerage orders not tracked by Lean (#9278) 17531 Roman Yavnikov 2026-02-11 17:32:45 +02:00
  • 63209a3fd3 Add Python overload for OptionPriceModelResult (#9277) 17530 17529 JosueNina 2026-02-10 14:48:57 -05:00
  • 769843b118 Update Packet.cs 17527 Martin-Molinero 2026-02-10 12:35:42 -03:00
  • 76e01bbc42 Adds support for custom option pricing models (#9270) JosueNina 2026-02-09 10:46:15 -05:00
  • 9e8c2203c1 OrderCommand should use default order properties (#9274) 17526 JosueNina 2026-02-09 07:37:15 -05:00
  • 541513bee4 Add test to verify tick history consistency (#9263) 17525 17524 17523 JosueNina 2026-02-05 07:48:18 -05:00
  • e0db31dc08 Stop forcing full GC collection when reduced memory (#9267) 17518 17515 Martin-Molinero 2026-02-04 13:54:27 -03:00
  • d329960e5f Enable trades results streaming (#9234) 17514 17512 Jhonathan Abreu 2026-02-03 17:46:06 -04:00
  • 2d64537711 Minor regression algorithm fix (#9265) Martin-Molinero 2026-02-03 17:59:20 -03:00
  • 9cd28a6236 Add WEX optional locate broker order property (#9264) Martin-Molinero 2026-02-03 16:57:14 -03:00
  • 2504ddbb87 Add one time warning for daily consolidation (#9254) 17510 JosueNina 2026-02-03 12:56:58 -05:00
  • 20736c1e29 Bybit - Allow placing orders of min size (#9261) Adalyat Nazirov 2026-02-03 17:55:38 +00:00
  • 31e247689f Allow specifying PositionSize wolverine order properties (#9257) 17509 17508 Martin-Molinero 2026-01-30 16:56:17 -03:00
  • 297207badb feat: add MappedSynchronizingHistoryProvider base class (#9256) Roman Yavnikov 2026-01-30 21:55:10 +02:00
  • ecb8e8da41 Fix trades drawdown calculation (#9249) Jhonathan Abreu 2026-01-30 15:46:41 -04:00
  • c6c4c1edec Fix fundamental security direct access timestamp (#9255) 17507 17506 17505 17504 Martin-Molinero 2026-01-30 11:41:24 -03:00
  • c02a8faedb Improve Wolverine brokerage model limitations (#9252) 17503 17502 17501 Martin-Molinero 2026-01-29 14:36:12 -03:00
  • e620d3fd7b Replace ':' with '-' in backtest names for API CI (#9251) 17500 JosueNina 2026-01-29 12:03:58 -05:00
  • 4b6643312e Allow emtpy BNFCR cash through (#9247) 17499 17498 Martin-Molinero 2026-01-28 10:53:19 -03:00
  • 4b2f203322 Fix USDC binance crypto future and stable pairs (#9246) Martin-Molinero 2026-01-28 09:49:28 -03:00
  • 7eefdebae5 Update signal when rangeBand is zero (#9245) JosueNina 2026-01-28 07:47:53 -05:00
  • 7f17838ad0 Fix crypto future margin model to reflect margin used (#9235) 17496 17495 17494 Jhonathan Abreu 2026-01-27 13:40:36 -04:00
  • 5a1ebcbaad Fix LeanDataWriter Compression method so it supports unicode filenames (#9244) Martin-Molinero 2026-01-27 14:31:46 -03:00
  • 552511ef58 Fix dydx holdings value (#9243) 17493 17492 17491 Martin-Molinero 2026-01-26 16:29:19 -03:00
  • 8f2fd3d64a Redact local lean error message (#9232) Jared 2026-01-27 04:56:19 +13:00
  • 609deb2b03 Logging only once price rounding warnings (#9238) JosueNina 2026-01-26 10:54:33 -05:00
  • 4a8ace90c5 Redact local lean error message 17489 Jared 2026-01-19 12:36:28 -05:00
  • 7fb246511a Add total performance statistics to live result files (#9224) 17490 17488 Jhonathan Abreu 2026-01-16 15:41:35 -04:00
  • 745292c15a Add Async for submit request to string (#9228) 17487 Martin-Molinero 2026-01-16 13:44:16 -03:00
  • 22e0e5ddf5 Prevent SessionBar EndTime overflow when Time is DateTime.MaxValue (#9215) JosueNina 2026-01-16 10:07:41 -05:00
  • ef94b5affc Add dYdX IoC Time In Force (#9226) 17486 17485 Adalyat Nazirov 2026-01-15 20:20:11 +00:00
  • 61e8c63acd Fix dydx camel case (#9223) 17484 17483 17482 17481 Martin-Molinero 2026-01-14 11:55:29 -03:00
  • 1ca7320f2f Add dYdXFutureMarginInterestRateModel (#9221) 17480 17479 Adalyat Nazirov 2026-01-13 21:00:26 +00:00
  • 5b8e54f272 Reduce excessive debug logging in live trading (#9220) JosueNina 2026-01-13 12:19:40 -05:00
  • 26584c2fd0 Stop and delete unused threads in tests (#9219) 17477 Jhonathan Abreu 2026-01-13 12:13:37 -04:00
  • 48fd4eccff Feat: override ToString() in several Event Args (#9217) Roman Yavnikov 2026-01-13 15:00:48 +02:00
  • 75d5cbcf2a Fix: RandomDataGenerator crashes when algorithm is null (#9211) 17476 17475 17473 17472 JosueNina 2026-01-12 13:50:01 -05:00
  • d702587ad8 Fix SecurityIdentifier properties lazy initialization (#9214) 17471 17470 17469 Jhonathan Abreu 2026-01-09 17:07:26 -04:00
  • c99a9dab32 Update CNH future quote currency (#9213) 17468 Jhonathan Abreu 2026-01-09 14:44:29 -04:00
  • 8196d0b557 HistoryRequest parameters now defaults to the security configuration (#9209) JosueNina 2026-01-09 13:43:46 -05:00
  • 3ee941f329 Remove wrong holidays in MHDB (#9205) 17467 17465 17464 Ricardo Andrés Marino Rojas 2026-01-07 14:13:28 -05:00
  • 286353b763 Remove duplicated dates (#9207) Ricardo Andrés Marino Rojas 2026-01-07 14:13:19 -05:00
  • d5f298c235 Add missing Oanda, SGX and Cfd-InteractiveBrokers 2026 holidays to MHDB (#9204) 17463 Ricardo Andrés Marino Rojas 2026-01-07 11:08:40 -05:00
  • f2c5551b1e Remove dates present in generic entry Index-usa and others (#9202) 17462 17461 17460 Ricardo Andrés Marino Rojas 2026-01-06 15:19:07 -05:00
  • f86a51ac3f Remove dates in generic Interactive Brokers entry part 10 (#9201) Ricardo Andrés Marino Rojas 2026-01-06 14:14:25 -05:00
  • 1253cc73bd Remove dates present in IB generic entry part 9 (#9200) Ricardo Andrés Marino Rojas 2026-01-06 14:12:19 -05:00
  • 6506ff53a3 Remove dates in generic Interactive Brokers entry part 8 (#9199) Ricardo Andrés Marino Rojas 2026-01-06 12:32:01 -05:00
  • 713785157e Remove dates present in IB generic entry part 7 (#9198) Ricardo Andrés Marino Rojas 2026-01-06 12:30:07 -05:00
  • fd7048d2d1 Remove dates present in IB generic entry part 6 (#9197) 17459 Ricardo Andrés Marino Rojas 2026-01-06 11:27:45 -05:00
  • 1b66aeede1 Remove dates present in IB generic entry part 5 (#9196) Ricardo Andrés Marino Rojas 2026-01-06 11:10:04 -05:00
  • 2f80a2a6b9 Remove dates in generic Interactive Brokers entry part 4 (#9193) Ricardo Andrés Marino Rojas 2026-01-06 10:45:59 -05:00
  • 68d4da8e76 Remove dates present in generic entries (#9192) Ricardo Andrés Marino Rojas 2026-01-06 10:22:20 -05:00
  • 538405d152 Remove dates present in generic interactivebrokers (#9191) Ricardo Andrés Marino Rojas 2026-01-06 09:59:37 -05:00
  • 1f3fd6edbb Reduce (part of) dates already present in generic entries from MHDB (#9190) Ricardo Andrés Marino Rojas 2026-01-06 09:52:15 -05:00
  • 708648219d Speed loading improvements 17456 Martin Molinero 2026-01-05 11:00:45 -03:00
  • 8897164794 Speed loading improvements 17455 Martin Molinero 2026-01-05 11:00:45 -03:00
  • e3783ed477 Override GetBuyingPowerModel to support USDC collaterla in dYdX brokerage (#9187) 17458 17457 17454 Adalyat Nazirov 2026-01-05 12:55:46 +00:00
  • 1171e4fe52 Add 2026 Future EUREX, CFE and ICE Holidays (#9183) Ricardo Andrés Marino Rojas 2026-01-02 14:05:36 -05:00
  • a66f279852 Fix some incorrect future expirations (#9184) 17453 Martin-Molinero 2026-01-02 12:58:29 -03:00
  • 6575b57146 Fix future expiration year calculation (#9182) Martin-Molinero 2026-01-02 10:21:02 -03:00
  • 3fa700e450 New Feature: Implement Covariance Indicator #6982 (#9144) 17449 yyxxddjj 2026-01-01 03:02:03 +08:00
  • 7735917c83 Prioritize CryptoFuture data feeds for dYdX (#9178) 17448 Adalyat Nazirov 2025-12-31 16:19:58 +00:00
  • 67489eef57 Add GetInt64 StreamReader extension method (#9177) Jhonathan Abreu 2025-12-31 11:58:51 -04:00
  • 241306275a Replace external dataset with mock data in sweetviz test (#9176) JosueNina 2025-12-31 10:18:22 -05:00
  • 773bd53525 Add 2026 CME Future & HKFE Holidays, early closes, late opens and bank holidays (#9174) Ricardo Andrés Marino Rojas 2025-12-31 09:33:59 -05:00
  • 0854ab82da Default option filter now includes weeklies to prevent empty chains (#9162) JosueNina 2025-12-31 08:11:46 -05:00
  • 2c0390fde3 Change Config.Get logging from Trace to Debug level (#9171) JosueNina 2025-12-31 08:09:37 -05:00
  • 32fcd94abc Exclude Period property from WindowIndicator (#9172) JosueNina 2025-12-31 08:08:37 -05:00
  • 090ffebd03 Minor ApiConnection improvement (#9173) 17447 Martin-Molinero 2025-12-30 18:48:27 -03:00
  • 914d0810af Make Collaborator.Uid nullable to fix JSON deserialization error (#9170) 17446 JosueNina 2025-12-30 13:40:22 -05:00
  • 10902f95dd net10 fix: Update clr-loader (#9166) 17445 17443 Martin-Molinero 2025-12-29 19:07:35 -03:00
  • 2e67b9ad4f Feature net10 update (#9161) 17436 Martin-Molinero 2025-12-29 09:53:37 -03:00
  • 7adf27aa61 Add 2026 CME Future Holidays, EC, LP, BH (#9163) Ricardo Andrés Marino Rojas 2025-12-27 08:52:23 -05:00
  • 7ea0f60905 Add SGX futures holidays (#9160) Martin-Molinero 2025-12-26 15:24:55 -03:00
  • d9c71e3d34 Adding Forex-Oanda & Cfd-IB 2026 new years holiday. Removing duplication (#9159) Martin-Molinero 2025-12-26 12:10:19 -03:00
  • b040518d52 Minor foundation update reverts (#9156) 17427 17426 Martin-Molinero 2025-12-24 17:02:49 -03:00
  • 725737610a fix: several Futures Currencies: 6B, 6M, 6J, 6E, 6C (#9155) Roman Yavnikov 2025-12-24 17:39:50 +02:00
  • 37ccee4937 Update foundation image (#9154) 17425 Martin-Molinero 2025-12-24 11:17:50 -03:00
  • 0ab0abd1ca Clean up after removing RestSharp (#9153) 17424 Jhonathan Abreu 2025-12-23 12:45:31 -04:00
  • c565f4cfd0 Refactor optimization statistics serialization (#8984) 17423 17422 Jhonathan Abreu 2025-12-22 17:08:24 -04:00
  • f804b8f0ca Add 2026 Index holidays to MHDB (#9152) Ricardo Andrés Marino Rojas 2025-12-22 14:42:25 -05:00
  • 0589217904 Minor fixes and cleanup 17421 Jhonathan Abreu 2025-09-24 10:29:10 -04:00
  • 29f05ae3a3 Make indices reserved statistic names Jhonathan Abreu 2025-09-23 11:16:16 -04:00
  • ea3102ca6f Add more tests Jhonathan Abreu 2025-09-23 08:39:51 -04:00
  • dddaedffd8 Support newest Lean statistics Jhonathan Abreu 2025-09-22 17:48:17 -04:00
  • ecd31cfd96 Support custom statistics Jhonathan Abreu 2025-09-22 13:50:06 -04:00
  • 8746521dd9 Handle custom optimization statistics serialization Jhonathan Abreu 2025-09-22 09:43:22 -04:00
  • 7fca2b215a Refactor optimization result stats serialization Jhonathan Abreu 2025-09-19 17:21:45 -04:00