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  • 646adb9131 Remove Ray from ARM image (#5830) 12569 Colton Sellers 2021-08-05 15:06:44 -07:00
  • e2ae173d99 Feature Python Library: Ray (#5824) Colton Sellers 2021-08-05 13:55:51 -07:00
  • 1cfc044034 Update Lean Foundation docker files to IBGateway v985.1j (#5828) Stefano Raggi 2021-08-05 22:55:30 +02:00
  • e2261ffa80 Improve python exception parsing 12567 Martin-Molinero 2021-08-05 11:01:46 -03:00
  • 9dbdce4a47 Improve python exception parsing 12565 12564 12563 12562 12561 Martin-Molinero 2021-08-05 11:01:46 -03:00
  • 9b7af08b3e Fixes Market On Open Fill of Equity Fill Model (#5679) 12559 12557 Alexandre Catarino 2021-08-05 16:53:04 +01:00
  • 292bf31444 Update Lean Foundation docker files to IBGateway v985.1j 12555 Stefano Raggi 2021-08-05 17:37:11 +02:00
  • 1a02fbaae5 Add autorestart for Binance data connections (#5827) 12553 12552 12551 Stefano Raggi 2021-08-05 15:54:50 +02:00
  • ed835faf35 Change Binance Benchmark to BTCUSDC (#5823) 12549 Alexandre Catarino 2021-08-05 01:45:03 +01:00
  • 5ea70e2a89 Adds support for CoinAPI Binance processing (#5819) 12548 12545 12541 12540 12539 12538 Gerardo Salazar 2021-08-03 17:17:23 -07:00
  • 2603694263 C# research will pre load all QC dlls (#5820) 12537 Martin-Molinero 2021-08-03 21:14:59 -03:00
  • 4a3a7a44f5 Update Lean Foundation docker files to IBGateway v985 (#5815) 12534 Stefano Raggi 2021-08-04 00:13:38 +02:00
  • 76c930a035 Update readme.md 12525 Martin-Molinero 2021-08-03 11:47:27 -03:00
  • 12f70aab46 Add DataSource place holder (#5817) Martin-Molinero 2021-08-03 11:30:12 -03:00
  • 5025374258 Add DataSource place holder 12522 Martin-Molinero 2021-08-02 21:03:08 -03:00
  • 2fe72563ba Improvements EW AS PCM respects free portfolio value 12526 12523 Martin-Molinero 2021-07-28 20:52:07 -03:00
  • 49bb6a3d45 Add alpha license to Organization response Martin-Molinero 2021-07-26 20:09:12 -03:00
  • 5c8b937294 Protobuf AlphaStreamsPortfoliot staState Martin-Molinero 2021-07-25 20:21:23 -03:00
  • 3d84df88f8 Add unit tests for EW AS PCM and fixing bugs Martin-Molinero 2021-07-22 19:25:09 -03:00
  • 2cc1c0dd0a Fix regression tests Martin-Molinero 2021-07-22 11:48:49 -03:00
  • 13f377f1bf Improvements on AlphaStreams algorithm Martin-Molinero 2021-07-21 21:50:13 -03:00
  • 272142afeb Convert AlphaStreamsPortfolio to data source Martin-Molinero 2021-07-20 12:50:03 -03:00
  • 8df54aef49 Rename Martin-Molinero 2021-07-19 21:47:05 -03:00
  • e6a98bd073 Alpha holdings state Martin-Molinero 2021-07-09 17:07:25 -03:00
  • 650ce2e2b5 Removes References To Built-in Custom Data Implementations (#5793) 12524 12520 12518 Gerardo Salazar 2021-08-02 15:24:45 -07:00
  • 21da7cb87d Testing IBGateway v985 12511 Stefano Raggi 2021-08-02 21:37:55 +02:00
  • 843da2ec9e Move test files to respective DataSource repos 12514 Gerardo Salazar 2021-07-29 19:51:17 -07:00
  • 764bbdb755 Address review: re-adds DynamicSecurityDataAlgorithm as regression algo Gerardo Salazar 2021-07-29 14:47:36 -07:00
  • ad7aa0f23c Address review: Add protobuf definitions for Iconic data types Gerardo Salazar 2021-07-23 13:40:50 -07:00
  • f8f6c322c8 Adds Initialize() to IDataChannelProvider Gerardo Salazar 2021-07-23 11:48:36 -07:00
  • 6d9ba66110 Add "LiveDataTypes" field to LiveNodePacket Gerardo Salazar 2021-07-22 13:22:36 -07:00
  • ba2f7a511f Fixes failing unit tests Gerardo Salazar 2021-07-20 16:10:08 -07:00
  • 2355eb1936 Regression algos updated and python algorithms moved to DataSource repos Gerardo Salazar 2021-07-20 14:00:37 -07:00
  • b96ae99d05 WIP removal of custom data references & tests updates Gerardo Salazar 2021-07-19 16:40:44 -07:00
  • 0e0bdedcbf Trigger build 12506 Gerardo Salazar 2021-08-02 10:33:40 -07:00
  • 3387fc5325 Update Lean Foundation docker files to IBGateway v985 12504 Stefano Raggi 2021-08-02 14:55:36 +02:00
  • ef4fea7592 Fix engine initialization (#5814) 12509 12508 12502 Martin-Molinero 2021-07-30 21:33:03 -03:00
  • 3cf9cc7d41 Update RestSharp to 106.12.0t (#5810) 12497 12496 12495 Martin-Molinero 2021-07-30 17:45:59 -03:00
  • a9b634b096 Pandas Dataframe indexing w/ list (#5813) 12494 12492 Colton Sellers 2021-07-30 12:34:03 -07:00
  • 835698d0fb Update RestSharp to 106.12.0t 12493 Martin-Molinero 2021-07-29 17:49:20 -03:00
  • 1793add749 Add support for IBGateway v985 (#5812) 12490 Stefano Raggi 2021-07-30 18:55:26 +02:00
  • eb13f8c6fe Improve error log 12483 Martin-Molinero 2021-07-30 11:31:45 -03:00
  • 3579cba54e Move test files to respective DataSource repos Gerardo Salazar 2021-07-29 19:51:17 -07:00
  • eddc124a7b Address review: re-adds DynamicSecurityDataAlgorithm as regression algo Gerardo Salazar 2021-07-29 14:47:36 -07:00
  • 43ddcba956 Address review: Add protobuf definitions for Iconic data types Gerardo Salazar 2021-07-23 13:40:50 -07:00
  • 6bca9e4ad3 Adds Initialize() to IDataChannelProvider Gerardo Salazar 2021-07-23 11:48:36 -07:00
  • 4a14f8b339 Add "LiveDataTypes" field to LiveNodePacket Gerardo Salazar 2021-07-22 13:22:36 -07:00
  • 993f47a28d Fixes failing unit tests Gerardo Salazar 2021-07-20 16:10:08 -07:00
  • e811f82b67 Regression algos updated and python algorithms moved to DataSource repos Gerardo Salazar 2021-07-20 14:00:37 -07:00
  • d25243eda9 WIP removal of custom data references & tests updates Gerardo Salazar 2021-07-19 16:40:44 -07:00
  • 41636c94c3 Common engine initialization (#5809) 12489 12488 12477 Martin-Molinero 2021-07-29 21:14:17 -03:00
  • 2624b8c6f5 Update IBAutomater to v2.0.43 (#5807) Stefano Raggi 2021-07-30 01:53:38 +02:00
  • d8a86f182f Pandas Remapper Refactor (#5808) 12474 Colton Sellers 2021-07-29 16:10:00 -07:00
  • d4e5a26c11 Update RestSharp to 106.12.0 12473 Martin-Molinero 2021-07-29 17:49:20 -03:00
  • 56adc64878 Improvements EW AS PCM respects free portfolio value 12515 12457 Martin-Molinero 2021-07-28 20:52:07 -03:00
  • 0da9d626dc Remove security from all universes holdings it (#5798) 12451 Martin-Molinero 2021-07-28 18:03:09 -03:00
  • 9888081cc0 Relative Daily Volume Indicator (#5747) 12448 Jovad Uribe 2021-07-28 16:02:34 -05:00
  • 611326b140 WebSocketClient improvements (#5799) 12447 Martin-Molinero 2021-07-28 15:17:08 -03:00
  • 907a9f086c Update BinanceBrokerage to handle more than 512 symbols (#5773) 12444 Stefano Raggi 2021-07-28 16:10:40 +02:00
  • 0c4e577885 BitfinexBrokerage updates (#5787) 12443 Stefano Raggi 2021-07-28 16:10:12 +02:00
  • e823dfdfb7 fix a typo, and remove all unnecessary semicolumns in Python (#5795) 12436 12435 12434 12432 12431 Marco Grassi 2021-07-28 03:05:13 +08:00
  • 4469d18eb6 Set timezone for DateRules (#5796) 12430 Martin-Molinero 2021-07-27 15:34:11 -03:00
  • 02ee69826b Add alpha license to Organization response 12442 12440 12423 Martin-Molinero 2021-07-26 20:09:12 -03:00
  • 2a5c939266 Protobuf AlphaStreamsPortfolioState 12417 12415 Martin-Molinero 2021-07-25 20:21:23 -03:00
  • ca53403014 Protobuf AlphaStreamsPortfolioState 12413 12412 Martin-Molinero 2021-07-25 20:21:23 -03:00
  • 7220895900 Add unit tests for EW AS PCM and fixing bugs Martin-Molinero 2021-07-22 19:25:09 -03:00
  • f76de4b738 Fix regression tests Martin-Molinero 2021-07-22 11:48:49 -03:00
  • b659c7a2f1 Improvements on AlphaStreams algorithm Martin-Molinero 2021-07-21 21:50:13 -03:00
  • cdeb2e1fcb Convert AlphaStreamsPortfolio to data source Martin-Molinero 2021-07-20 12:50:03 -03:00
  • 442fbd3012 Rename Martin-Molinero 2021-07-19 21:47:05 -03:00
  • 1ee6db8b60 Alpha holdings state Martin-Molinero 2021-07-09 17:07:25 -03:00
  • 808ba17bff Indian Market Holidays & Early Open/Late Close Modified (#5792) 12429 12428 12427 12422 12421 12407 Ishant Jain 2021-07-26 19:44:22 +05:30
  • 6562d9a992 Trigger build 12433 Gerardo Salazar 2021-07-23 19:13:07 -07:00
  • 0644e4fbb5 Trigger build Gerardo Salazar 2021-07-23 17:03:47 -07:00
  • 92efd6f7cd Trigger build 12401 Gerardo Salazar 2021-07-23 15:06:37 -07:00
  • 00f68b951f Zerodha - GetHistory DateTime Parse Correction (#5788) 12399 Ronit Jain 2021-07-24 03:04:48 +05:30
  • a97e6f8ae8 Address review: Add protobuf definitions for Iconic data types 12398 Gerardo Salazar 2021-07-23 13:40:50 -07:00
  • 0727e3a1ec Adds Initialize() to IDataChannelProvider Gerardo Salazar 2021-07-23 11:48:36 -07:00
  • 4dbe85f6cf Add "LiveDataTypes" field to LiveNodePacket Gerardo Salazar 2021-07-22 13:22:36 -07:00
  • c07b643273 Filter Bitfinex currencies in Derivatives wallet (#5786) 12396 12394 12393 12392 12391 12384 12377 Stefano Raggi 2021-07-21 19:39:01 +02:00
  • cce8a07445 Fixes failing unit tests Gerardo Salazar 2021-07-20 16:10:08 -07:00
  • d1f5a4b7ae Regression algos updated and python algorithms moved to DataSource repos Gerardo Salazar 2021-07-20 14:00:37 -07:00
  • 7da321118f WIP removal of custom data references & tests updates Gerardo Salazar 2021-07-19 16:40:44 -07:00
  • 95f199eae5 Bug fix: don't throw on unsupported exchanges in CoinApi converter (#5784) 12370 Gerardo Salazar 2021-07-20 15:09:29 -07:00
  • 0b9579819e Rename 12364 Martin-Molinero 2021-07-19 21:47:05 -03:00
  • f9ac525ac8 Alpha holdings state Martin-Molinero 2021-07-09 17:07:25 -03:00
  • 2cb239a330 Fix price left over split cash adjustment (#5780) 12358 Martin-Molinero 2021-07-19 13:18:10 -03:00
  • cb326788b3 Filter out small orders based on Setting (#5776) 12357 Martin-Molinero 2021-07-19 13:17:51 -03:00
  • e2e2b5f102 zerodhaDownloader support for new market convention - Market.India (#5775) 12355 Ronit Jain 2021-07-19 20:13:17 +05:30
  • f75e81bd7d Add null check for API data folder (#5774) 12351 Martin-Molinero 2021-07-16 18:27:42 -03:00
  • 522fe14951 Zerodha ProductType customization for Fetching Positions&holdings and also while placing orders (#5766) 12346 Ronit Jain 2021-07-16 20:13:14 +05:30
  • 9cf4075957 Send invalid orderEvent for non shortable order (#5772) 12344 Martin-Molinero 2021-07-15 21:10:46 -03:00
  • 1ed390c5f7 Minor tweaks (#5771) 12343 Martin-Molinero 2021-07-15 13:03:46 -03:00
  • f5224f8be9 Logging improvements (#5767) 12339 Jasper van Merle 2021-07-15 01:53:09 +02:00
  • d84f563c07 Alpha holdings state 12342 12340 Martin-Molinero 2021-07-09 17:07:25 -03:00
  • ad8c49ec4b Alpha holdings state 12332 Martin-Molinero 2021-07-09 17:07:25 -03:00
  • f52b548d48 Alpha holdings state 12330 Martin-Molinero 2021-07-09 17:07:25 -03:00
  • b6ad1820ff Alpha holdings state 12328 Martin-Molinero 2021-07-09 17:07:25 -03:00
  • 8d11bbf0ba Update to PythonNet 2.0.5 (#5764) 12338 12337 12335 12326 Colton Sellers 2021-07-14 07:01:57 -07:00
  • 28b22df56b Alpha holdings state 12322 Martin-Molinero 2021-07-09 17:07:25 -03:00