github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

Commit Graph

  • 1418519857 Only modify path on the first initialize call Colton Sellers 2021-07-14 15:46:34 -07:00
  • a1bbe8ca36 Use "python-venv" config value to add additional or overriding libraries to PythonNet path Colton Sellers 2021-07-08 17:54:17 -07:00
  • b0314e1c7c Fix for alpha license (#5868) 12712 12710 12708 12705 12704 12703 Martin-Molinero 2021-08-19 15:51:48 -03:00
  • d051f0483b Add import statement for python 12701 Martin-Molinero 2021-08-19 15:29:19 -03:00
  • 0c6f5869cd Fix organization read alpha license field 12699 Martin-Molinero 2021-08-19 14:27:43 -03:00
  • 5530241433 Fix organization read alpha license field 12696 Martin-Molinero 2021-08-19 14:27:43 -03:00
  • 3410832ccf Alpha holdings state (#5770) 12694 Martin-Molinero 2021-08-19 13:56:18 -03:00
  • d573a0f6c7 BrokerageTransactionHandler - handle OrderStatus.New in order update/cancel (#5867) 12692 12691 12690 12689 Stefano Raggi 2021-08-19 17:01:38 +02:00
  • 75cc001df7 Add extension RemoveFromStart 12687 12686 12683 Colton Sellers 2021-08-16 16:17:09 -07:00
  • baf17e7db9 Apply packet type Colton Sellers 2021-08-11 17:44:03 -07:00
  • 70b42b9fd8 Reduce Foundation Image for a DefaultVenv C-SELLERS 2021-08-11 14:45:44 -07:00
  • 50d4e3ee33 Address review C-SELLERS 2021-08-03 11:18:20 -07:00
  • 32ccd86c85 Force format of venv dir, allows /dir/ and /dir C-SELLERS 2021-08-02 13:48:39 -07:00
  • d67e7938b7 Post rebase fix C-SELLERS 2021-08-02 13:38:03 -07:00
  • 5ce0074a24 Only install VENV shell for library mount at runtime Colton Sellers 2021-08-02 10:31:47 -07:00
  • a48b24cb47 nit - config comment C-SELLERS 2021-07-29 17:50:23 +00:00
  • c3cf6e3bd3 Use Py Venv for testing if defined Colton Sellers 2021-07-16 20:18:20 +00:00
  • 6bf82d6588 Fix libDir resolution Colton Sellers 2021-07-16 01:18:31 +00:00
  • 950f139687 Tweak dockerfile Colton Sellers 2021-07-15 17:57:04 -07:00
  • 00d76ba2f8 Cleanup PythonInitializer Colton Sellers 2021-07-15 17:55:57 -07:00
  • 830591eb93 Add venv kernel for research support Colton Sellers 2021-07-15 14:12:35 -07:00
  • 8b48ce9012 Expand virtual environment Colton Sellers 2021-07-15 12:44:18 -07:00
  • aebb334cd9 Address review Colton Sellers 2021-07-15 12:43:34 -07:00
  • 5afe92e19f Fix foundation building Colton Sellers 2021-07-15 10:54:41 -07:00
  • 4658694632 Refactor solution to use JobPackets for Cloud usage, and directly manipulate PythonPath Colton Sellers 2021-07-14 18:53:29 -07:00
  • a0f3305c45 Add value to config Colton Sellers 2021-07-14 16:58:45 -07:00
  • 1a0cd7bc5b Add virtual environment creation to Dockerfile Colton Sellers 2021-07-14 16:56:36 -07:00
  • e609303a26 Only modify path on the first initialize call Colton Sellers 2021-07-14 15:46:34 -07:00
  • 2d58931c32 Use "python-venv" config value to add additional or overriding libraries to PythonNet path Colton Sellers 2021-07-08 17:54:17 -07:00
  • 7a3d8667c5 More logging for BinanceRestApiClient (#5846) 12673 12671 12669 IlshatGaripov 2021-08-18 17:25:51 +03:00
  • c3543f844a Add paper trading for Binance (#5859) Martin-Molinero 2021-08-18 10:57:45 -03:00
  • 1fdb36ee89 Improve object store logs (#5864) 12667 Martin-Molinero 2021-08-18 10:33:34 -03:00
  • cd9e451ead Adds Support for ETF Constituent Universes (#5862) 12661 Gerardo Salazar 2021-08-17 15:54:29 -07:00
  • 43021ebfca Add AlphaStreamsOrderEvent data type 12662 12660 Martin-Molinero 2021-08-17 19:13:09 -03:00
  • b4f6b51ad1 Update IBAutomater to v2.0.52 (#5863) 12657 Stefano Raggi 2021-08-17 22:07:33 +02:00
  • a5e395d298 Update IBAutomater to v2.0.50 (#5860) 12650 Stefano Raggi 2021-08-17 02:08:22 +02:00
  • bfe4634525 Add extension RemoveFromStart 12666 12656 12655 Colton Sellers 2021-08-16 16:17:09 -07:00
  • e9c84a15bf Fixed and adding more regression tests Martin-Molinero 2021-08-16 18:32:45 -03:00
  • 958607bf5c Fixes Martin-Molinero 2021-08-11 16:27:42 -03:00
  • 4df9abe807 Improvements EW AS PCM respects free portfolio value Martin-Molinero 2021-07-28 20:52:07 -03:00
  • fa42fb2dfc Add alpha license to Organization response Martin-Molinero 2021-07-26 20:09:12 -03:00
  • e1652bd19d Protobuf AlphaStreamsPortfoliot staState Martin-Molinero 2021-07-25 20:21:23 -03:00
  • 8d4f0adb47 Add unit tests for EW AS PCM and fixing bugs Martin-Molinero 2021-07-22 19:25:09 -03:00
  • 3810ab16a0 Fix regression tests Martin-Molinero 2021-07-22 11:48:49 -03:00
  • 2e40e513fa Improvements on AlphaStreams algorithm Martin-Molinero 2021-07-21 21:50:13 -03:00
  • 3c4946b7ae Convert AlphaStreamsPortfolio to data source Martin-Molinero 2021-07-20 12:50:03 -03:00
  • df9a0d5c54 Rename Martin-Molinero 2021-07-19 21:47:05 -03:00
  • 53bae14780 Alpha holdings state Martin-Molinero 2021-07-09 17:07:25 -03:00
  • d45ceea5db Apply packet type 12643 12641 12640 12639 12633 Colton Sellers 2021-08-11 17:44:03 -07:00
  • 705ebb009d Reduce Foundation Image for a DefaultVenv C-SELLERS 2021-08-11 14:45:44 -07:00
  • 1a03fa686f Address review C-SELLERS 2021-08-03 11:18:20 -07:00
  • 37da038f86 Force format of venv dir, allows /dir/ and /dir C-SELLERS 2021-08-02 13:48:39 -07:00
  • 558fd410b2 Post rebase fix C-SELLERS 2021-08-02 13:38:03 -07:00
  • 2f74672bd0 Only install VENV shell for library mount at runtime Colton Sellers 2021-08-02 10:31:47 -07:00
  • fda01be1bf nit - config comment C-SELLERS 2021-07-29 17:50:23 +00:00
  • 2963b3cbd8 Use Py Venv for testing if defined Colton Sellers 2021-07-16 20:18:20 +00:00
  • dea10585ac Fix libDir resolution Colton Sellers 2021-07-16 01:18:31 +00:00
  • 3572e6e720 Tweak dockerfile Colton Sellers 2021-07-15 17:57:04 -07:00
  • cb1992242c Cleanup PythonInitializer Colton Sellers 2021-07-15 17:55:57 -07:00
  • 57e4db5a9c Add venv kernel for research support Colton Sellers 2021-07-15 14:12:35 -07:00
  • 1a3b46eae0 Expand virtual environment Colton Sellers 2021-07-15 12:44:18 -07:00
  • 09ba158cdf Address review Colton Sellers 2021-07-15 12:43:34 -07:00
  • 2f7642be85 Fix foundation building Colton Sellers 2021-07-15 10:54:41 -07:00
  • 657e46afa5 Refactor solution to use JobPackets for Cloud usage, and directly manipulate PythonPath Colton Sellers 2021-07-14 18:53:29 -07:00
  • 7ef1a5ced5 Add value to config Colton Sellers 2021-07-14 16:58:45 -07:00
  • 86a4deeba9 Add virtual environment creation to Dockerfile Colton Sellers 2021-07-14 16:56:36 -07:00
  • 01b95ff24e Only modify path on the first initialize call Colton Sellers 2021-07-14 15:46:34 -07:00
  • 62e95d9383 Use "python-venv" config value to add additional or overriding libraries to PythonNet path Colton Sellers 2021-07-08 17:54:17 -07:00
  • a40329c70c Update IBAutomater to v2.0.46 (#5852) 12624 12623 Stefano Raggi 2021-08-12 16:32:14 +02:00
  • 6546647e08 Get Best Effort Price For Fill Price (#5855) 12622 Alexandre Catarino 2021-08-12 14:16:20 +01:00
  • 5d95397649 Fixes 12611 Martin-Molinero 2021-08-11 16:27:42 -03:00
  • 61595a35d5 Fixes 12609 Martin-Molinero 2021-08-11 16:27:42 -03:00
  • 3006380cde Improvements EW AS PCM respects free portfolio value Martin-Molinero 2021-07-28 20:52:07 -03:00
  • b809d291e8 Add alpha license to Organization response Martin-Molinero 2021-07-26 20:09:12 -03:00
  • 6356ec873a Protobuf AlphaStreamsPortfoliot staState Martin-Molinero 2021-07-25 20:21:23 -03:00
  • 8ecbd1ec5a Add unit tests for EW AS PCM and fixing bugs Martin-Molinero 2021-07-22 19:25:09 -03:00
  • 35ca124b48 Fix regression tests Martin-Molinero 2021-07-22 11:48:49 -03:00
  • 083e548cc6 Improvements on AlphaStreams algorithm Martin-Molinero 2021-07-21 21:50:13 -03:00
  • e02907641e Convert AlphaStreamsPortfolio to data source Martin-Molinero 2021-07-20 12:50:03 -03:00
  • 827bbf2fe1 Rename Martin-Molinero 2021-07-19 21:47:05 -03:00
  • cf5edb3feb Alpha holdings state Martin-Molinero 2021-07-09 17:07:25 -03:00
  • 46829f0f01 Dependency clean up (#5834) 12621 12620 12604 Martin-Molinero 2021-08-11 12:39:00 -03:00
  • e1cff3fd28 Improvements EW AS PCM respects free portfolio value 12601 Martin-Molinero 2021-07-28 20:52:07 -03:00
  • 77551a9971 Add alpha license to Organization response Martin-Molinero 2021-07-26 20:09:12 -03:00
  • 030f096177 Protobuf AlphaStreamsPortfoliot staState Martin-Molinero 2021-07-25 20:21:23 -03:00
  • 782a9e04f2 Add unit tests for EW AS PCM and fixing bugs Martin-Molinero 2021-07-22 19:25:09 -03:00
  • 420a0f54a5 Fix regression tests Martin-Molinero 2021-07-22 11:48:49 -03:00
  • 0e7b6b4f84 Improvements on AlphaStreams algorithm Martin-Molinero 2021-07-21 21:50:13 -03:00
  • 9222bf81ab Convert AlphaStreamsPortfolio to data source Martin-Molinero 2021-07-20 12:50:03 -03:00
  • 71c2a85b25 Rename Martin-Molinero 2021-07-19 21:47:05 -03:00
  • d6e28496e5 Alpha holdings state Martin-Molinero 2021-07-09 17:07:25 -03:00
  • e722e72aaa Pandas Mapper Recursion Bug Fix (#5848) 12599 Colton Sellers 2021-08-10 16:32:09 -07:00
  • e92230a7fe Fix SubscriptionDataReader auxiliary data out of order (#5843) 12598 Martin-Molinero 2021-08-10 18:57:23 -03:00
  • 7881aeb3a5 Websocket-refactor for websocket message data as text and binary (#5833) 12597 Ronit Jain 2021-08-11 02:10:07 +05:30
  • 32fdb51ab5 Update IBAutomater to v2.0.45 (#5847) 12594 Stefano Raggi 2021-08-10 17:01:29 +02:00
  • 190fe012f1 Perform update (#5841) 12593 IlshatGaripov 2021-08-10 17:18:23 +03:00
  • 893ca2b41d Makes sure to create directory for results-destination-folder (#5842) 12588 IlshatGaripov 2021-08-09 23:39:57 +03:00
  • c30bd32fb0 Fix IB history requests (#5832) 12586 Stefano Raggi 2021-08-09 21:57:12 +02:00
  • e720147e50 Algorithm Manager will break when algorithm is deleted (#5840) 12585 Martin-Molinero 2021-08-09 15:42:13 -03:00
  • b77f0122b2 Improve python exception parsing (#5831) 12578 Martin-Molinero 2021-08-06 20:11:54 -03:00