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

Commit Graph

  • 181283a4cd Noted Polygon downloaded in Readme (#5025) Charles Naccio 2020-12-11 18:55:58 -06:00
  • b247724a34 Improve Optimizer runtime statistics (#5024) Martin-Molinero 2020-12-11 21:39:13 -03:00
  • dde3576161 Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007) 10008 Gerardo Salazar 2020-12-11 15:46:56 -08:00
  • e8734a0797 Adds/Fixes Futures Options History Research Support (#5013) Gerardo Salazar 2020-12-11 15:46:41 -08:00
  • 7f5d69bbec Adds the Awesome Oscillator (#5005) 10007 Aaron Janeiro Stone 2020-12-11 18:46:07 -05:00
  • f6be7a41a5 Bug python runtime issue with local report generation (#5014) 10006 Colton Sellers 2020-12-11 15:45:26 -08:00
  • 7f30c0cd00 Downgrade IB error codes from Warning to Information (#5015) 10003 Stefano Raggi 2020-12-11 22:53:25 +01:00
  • 6694fe01f8 Api Chart Hotfix (#5023) 10001 Colton Sellers 2020-12-11 13:43:18 -08:00
  • 32ab4fdea1 Adds ChaikinMoneyFlow indicator (#4986) 9998 Aaron Janeiro Stone 2020-12-11 16:04:17 -05:00
  • fc81f606e4 Reserve Names for Pandas Mapper (#4978) 9997 Colton Sellers 2020-12-11 11:39:13 -08:00
  • ec74abd4d0 Fix Bitfinex brokerage currency mapping (#5011) 9996 Stefano Raggi 2020-12-11 20:12:57 +01:00
  • bd3ead3480 ApiDataProvider Zip Download Fixes (#5020) 9995 Colton Sellers 2020-12-11 11:01:57 -08:00
  • 45849962a3 Readme expansion and additional VS build tasks (#5018) 9994 Colton Sellers 2020-12-11 09:49:29 -08:00
  • 8279cf7eac Improve exception message for indicators using Update(DateTime, decimal) (#5019) 9993 Gerardo Salazar 2020-12-11 09:36:42 -08:00
  • 4c4a699cb0 Stop Emitting Insights on Delisted Securities (#4997) 9972 Colton Sellers 2020-12-10 06:44:37 -08:00
  • 31a2c31c0a Api Update November 2020 (#4981) Colton Sellers 2020-12-09 11:51:58 -08:00
  • 877a123276 Update readme.md 9946 Jared 2020-12-08 12:26:21 -08:00
  • 4134b05bfd Fixes options order crash in ReportGenerator/PortfolioLooper (#4992) 9938 Gerardo Salazar 2020-12-07 07:39:53 -08:00
  • be6ead75e9 Revert some changes and adds pandas memory allocator feature-python-dataframe-performance-2 Gerardo Salazar 2020-12-06 18:29:22 -08:00
  • 25f7ccf0c2 Performance improvements Gerardo Salazar 2020-12-06 17:46:32 -08:00
  • afb0a86291 Faster double casting than CLR implementation Gerardo Salazar 2020-12-02 20:03:32 -08:00
  • f5c5faa3d4 Remove bindingRedirect in Tests and re-adds pyarrow to DockerfileLeanFoundation Gerardo Salazar 2020-10-02 16:28:05 -07:00
  • c471d1ced0 Adds unit tests and fixes various bugs in PandasConverter Gerardo Salazar 2020-10-02 15:47:05 -07:00
  • 5c345faea7 Revert changes to DockerfileLeanFoundation Gerardo Salazar 2020-09-29 14:19:59 -07:00
  • 11bed1f0c3 Address self-review: Adds explanitory comments and cleans up code Gerardo Salazar 2020-09-29 13:02:11 -07:00
  • ec57799a5d Reverts changes and deletes unused classes Gerardo Salazar 2020-09-29 10:36:31 -07:00
  • 4c8aa638eb Fixes failing unit tests by converting filter mask to PyObject[] Gerardo Salazar 2020-09-29 09:25:06 -07:00
  • 7c3caec07f Use external NuGet package for Arrow Gerardo Salazar 2020-09-28 18:09:25 -07:00
  • 45f71543bd Filters duplicates more efficiently, fixes warning on removal of dupes Gerardo Salazar 2020-09-28 12:51:14 -07:00
  • 13b9d91ecb Memory leak fixes for options and performance improvement for NA replace Gerardo Salazar 2020-09-25 17:34:01 -07:00
  • f239018e77 Tames the wild beast of memory leaks, for QuoteBar data Gerardo Salazar 2020-09-22 11:22:07 -07:00
  • f1c98b848a Partially fixes memory leak in PandasConverter Gerardo Salazar 2020-09-21 16:51:13 -07:00
  • 2c7bde422a Reuses MemoryStream to avoid having to reallocate consistently Gerardo Salazar 2020-09-20 16:37:59 -07:00
  • 9e95bfea90 Fixes various bugs and matches previous version for backwards compat Gerardo Salazar 2020-09-18 17:28:56 -07:00
  • b820ff4de8 EOD commit; Attempts to implement alt. data support Gerardo Salazar 2020-09-17 17:58:11 -07:00
  • 8218a2be99 Fixes bug with options and refactors code Gerardo Salazar 2020-09-17 16:19:21 -07:00
  • 9e3031c562 Fixes options support Gerardo Salazar 2020-09-17 08:41:35 -07:00
  • 2cf9239b6e Improves performance by ~10% of Arrow implementation Gerardo Salazar 2020-09-16 16:10:50 -07:00
  • 4c63c60a89 Adds option expiry support Gerardo Salazar 2020-09-15 17:43:37 -07:00
  • 9a2e47b05c Adds support for future expiry and proper indexing Gerardo Salazar 2020-09-15 08:43:03 -07:00
  • 711d46d6e2 Fixes bugs with index and handling of no data Gerardo Salazar 2020-09-14 18:02:26 -07:00
  • 5d6625c1ea Adds support for Tick, OpenInterest Gerardo Salazar 2020-09-14 08:35:19 -07:00
  • 0a70611d81 MVP of Apache Arrow in-memory pandas DataFrame construction Gerardo Salazar 2020-09-07 03:56:53 -07:00
  • 43c6d5cc5a Adds extra simplified history request method in PortfoliioLooper (#5003) 9934 Gerardo Salazar 2020-12-06 15:13:32 -08:00
  • f39acceadc Load fine fundamental from data cache folder (#4995) 9931 Martin-Molinero 2020-12-04 23:28:24 -03:00
  • 921ddced04 Fix invalid xml on SafeMultiply100 documentation (#5000) 9930 Jasper van Merle 2020-12-05 03:22:12 +01:00
  • ff8563244f Fixes Random Length Lumber contract multiplier/min price variation (#4993) 9922 Gerardo Salazar 2020-12-04 07:33:19 -08:00
  • 041f1d9db5 Limit Futures Resolutions in BaseData (#4979) 9918 Colton Sellers 2020-12-03 16:50:17 -08:00
  • eb1181f5f7 Adds Futures Options Asset Class w/ IB Support (#4928) 9903 Gerardo Salazar 2020-12-02 16:49:59 -08:00
  • 9d4014b7db Bug 4757 Synchronize Security Additions (#4879) 9902 Colton Sellers 2020-12-02 16:20:30 -08:00
  • a4f66628fd Lean Optimization interface in QCAlgorithm (#4923) 9899 Adalyat Nazirov 2020-12-03 02:10:40 +03:00
  • b9974e6f54 Add OptionStrategyMatcher (#4924) 9898 Michael Handschuh 2020-12-02 16:42:24 -05:00
  • 474c5cd890 Update IBAutomater to v1.0.35 (#4984) 9896 Stefano Raggi 2020-12-02 18:56:36 +01:00
  • 0dfb368cb4 Lean shutdown improvements (#4982) 9895 Martin-Molinero 2020-12-02 14:55:50 -03:00
  • fbf5300bb6 Block SetWarmUp after Algorithm has compeleted initialization (#4975) 9891 Colton Sellers 2020-12-02 08:44:04 -08:00
  • c67845bd45 Fixes issue parsing SI data w/ unknown enum value (#4961) 9888 Gerardo Salazar 2020-12-01 15:17:25 -08:00
  • 54ddbfbe24 Bug 4947 OnOrderEvent exceptions (#4974) 9883 Colton Sellers 2020-11-30 10:55:39 -08:00
  • bd7be31ede Fixes inability to parse negative strike prices in SecurityIdentifier (#4953) 9882 Gerardo Salazar 2020-11-30 10:45:36 -08:00
  • 041a111b92 Implement safe exiting for Lean (#4972) 9880 Colton Sellers 2020-11-27 13:14:18 -08:00
  • fa94bcc46a IB Brokerage updates (#4957) 9879 Stefano Raggi 2020-11-27 18:30:25 +01:00
  • 2988f7ec3c Bug 4809 Additional Docker Run Script Fixes (#4971) 9877 Athon Millane 2020-11-27 23:06:08 +10:00
  • b785877d33 Reenable extended market hours sampling (#4967) 9876 Martin-Molinero 2020-11-25 20:39:19 -03:00
  • 5dbb0db2f9 Update regression algorithms (#4969) 9875 Juan José D'Ambrosio 2020-11-25 23:36:17 +00:00
  • a489436743 Remove LUNG from blacklisted tickers (#4966) 9874 Juan José D'Ambrosio 2020-11-25 22:26:53 +00:00
  • ff2013b0d0 Bug 4864 Missing Brokerage Live Settings (#4958) 9864 Colton Sellers 2020-11-25 05:52:26 -08:00
  • 567e7b7679 Change Alpaca default to PolygonDataQueueHandler (#4960) 9863 Colton Sellers 2020-11-25 05:45:21 -08:00
  • 646f22a63f Remove python stubs directory (#4955) 9861 Martin-Molinero 2020-11-24 17:45:28 -03:00
  • fd138ec397 GDAXDownloader : save data int the right ticker name (#4799) 9857 nazbrok 2020-11-24 01:35:39 +01:00
  • e98b31fc4c Update CoinApi symbol mapping + symbol properties database (#4888) 9856 Stefano Raggi 2020-11-23 23:15:31 +01:00
  • d2eae2f652 IB Brokerage Updates (#4945) 9855 Stefano Raggi 2020-11-23 15:53:28 +01:00
  • 0f0a2bc9a8 Fixes weeklies parsing, causing certain futures to be inaccessible in QCAlgorithm (#4936) 9841 Gerardo Salazar 2020-11-20 06:58:49 -08:00
  • 8ad81dca71 Update readme.md (#4949) 9840 Martin-Molinero 2020-11-20 09:12:23 -03:00
  • f965f34a3f Added Quiver API token variable to Config (#4946) 9832 James Kardatzke 2020-11-18 17:32:03 -06:00
  • 06a7d54c38 run_docker_notebook bat hotfix (#4943) 9830 Colton Sellers 2020-11-17 16:40:29 -08:00
  • 7174fcb9d7 RoundDown fix for PeriodCountConsolidatorBase (#4940) 9829 Colton Sellers 2020-11-17 16:40:10 -08:00
  • 29e9d678f2 Bug 4815 iex web socket library (#4914) 9823 IlshatGaripov 2020-11-17 03:10:14 +03:00
  • 098ac7d0a9 Wider range of offsets on Month tests (#4935) 9822 Colton Sellers 2020-11-16 15:15:32 -08:00
  • 6cb4411f6e Update IBAutomater to v1.0.31 (#4932) 9819 Stefano Raggi 2020-11-16 15:36:34 +01:00
  • 46ef9a9dbb Quiver Quantitative Integration (#4869) 9817 James Kardatzke 2020-11-13 17:07:17 -06:00
  • d8d8134437 Support Offset in DateRules MonthStart/End WeekStart/End (#4916) 9811 Colton Sellers 2020-11-13 10:38:34 -08:00
  • 9a30c9bd5f Enable logging when building and uploading stubs (#4933) 9807 Jasper van Merle 2020-11-13 02:42:09 +01:00
  • f76a0efb0e Use new generator to generate stubs and publish to PyPI (#4899) 9806 Jasper van Merle 2020-11-12 22:27:00 +01:00
  • 7238fcd0f3 Bug 4809 Docker Run Script Fixes and Improvements (#4922) 9805 Colton Sellers 2020-11-11 10:48:02 -08:00
  • 91e8393aac DividedEventProvider distribution computation (#4828) 9804 Martin-Molinero 2020-11-11 15:47:51 -03:00
  • 5771635265 Fix Base Account Currency message for PaperBrokerage (#4929) 9802 Stefano Raggi 2020-11-10 21:46:35 +01:00
  • 914486fdb6 Fix OutOfRangeException in Bitfinex subscriptions (#4926) 9795 Stefano Raggi 2020-11-09 20:42:22 +01:00
  • 61fda8b62c Protobuf will use recyclable memory stream (#4921) 9785 Martin-Molinero 2020-11-06 20:59:25 -03:00
  • 124ac3b98e Fix FxcmBrokerage GetOpenOrders returning empty (#4917) 9773 Stefano Raggi 2020-11-06 14:35:11 +01:00
  • 9dca43bccb Expand Filtering of Contracts by type to Futures (#4891) 9767 Colton Sellers 2020-11-04 15:55:33 -08:00
  • 6efeee07dc Implements Equity Fill Model (#4913) 9766 Alexandre Catarino 2020-11-04 18:51:41 +00:00
  • c452dd3726 Feature 4893 performance improvements (#4895) 9760 Andreas Sundebo 2020-11-03 23:35:36 +01:00
  • c602fd0a3f Fix ambiguous future symbol error in IB brokerage (#4912) 9754 Stefano Raggi 2020-11-03 18:44:17 +01:00
  • 104071cda5 Do not terminate algorithm for exceptions in GDAX Fill Monitor (#4910) 9749 Stefano Raggi 2020-11-03 01:01:21 +01:00
  • a5d9526d65 Add defaults (as comments) to Python.Runtime (#4904) 9748 Aaron Janeiro Stone 2020-11-02 18:02:59 -05:00
  • 8e525c63fc Fix issue in TiingoNews converter if tickers contains space (#4908) 9745 Juan José D'Ambrosio 2020-11-02 13:58:39 -03:00
  • d0e9134cc9 IB Brokerage Updates (#4900) 9739 Stefano Raggi 2020-11-02 14:58:12 +01:00
  • 883d354a98 Adds DC future contract symbol mapping for IB (#4905) 9738 Gerardo Salazar 2020-11-02 05:57:57 -08:00
  • 76a53eb096 Local Object Store Refactor and Fixes (#4880) 9736 Colton Sellers 2020-10-30 17:36:23 -07:00
  • c02ee1b0d8 QB Set Start Date Relative to Data Release (#4894) 9734 Colton Sellers 2020-10-30 17:20:32 -07:00
  • 9167882ab2 Feature Notebook Api Support (#4898) 9733 Colton Sellers 2020-10-30 17:05:09 -07:00