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

Commit Graph

  • 854b987cd0 feat(ToolBox\IQFeed): prevent unordered ticks to be processed (#4884) 9701 Mathieu Paquette 2020-10-27 19:30:46 -04:00
  • a26414d273 Add decimal places as parameters to get dividends with arbitrary precision (#4883) 9700 Juan José D'Ambrosio 2020-10-27 20:30:17 -03:00
  • 84264ca7ef Adds CustomBuyingPowerModelAlgorithm (#4824) 9641 Alexandre Catarino 2020-10-22 01:27:30 +01:00
  • b2ed398687 Allow account currency to be overridden by the algorithm (#4856) 9623 Stefano Raggi 2020-10-20 19:17:16 +02:00
  • e8c316cbcf Fix Toolbox tickers parsing (#4876) 9620 Martin-Molinero 2020-10-20 11:27:41 -03:00
  • 724e52c0b3 Make StartDate relative to Algorithm TimeZone in Live mode (#4871) 9615 Colton Sellers 2020-10-19 11:44:08 -07:00
  • 4252c79e45 Create QuantConnect-Platform-2.0.0.yaml 9612 Jared 2020-10-18 17:46:13 -07:00
  • cbb40dfa43 Ignore composer ThreadAbort Exception (#4870) 9580 Martin-Molinero 2020-10-16 10:37:14 -03:00
  • 8792fa2600 Standardize API.cs to use JSON Objects (#4868) 9574 Colton Sellers 2020-10-15 16:24:55 -07:00
  • 20e9fd7899 bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847) 9565 Louis Szeto 2020-10-16 00:34:08 +08:00
  • e05a6bffd0 Bug 4835 api tests failing (#4838) 9564 Colton Sellers 2020-10-15 09:31:53 -07:00
  • c2f0fdc47a Bug #4839 Docker Bash Script Hotfix (#4861) 9554 Colton Sellers 2020-10-14 09:20:01 -07:00
  • b1b8da1e17 Fixes Market Simulated Automatic Option Assignment (#4853) 9552 Michael Handschuh 2020-10-13 18:39:25 -04:00
  • 01a0454c57 Fix Bitfinex Liquidate error with AccountType.Cash (#4852) 9550 Stefano Raggi 2020-10-13 20:34:44 +02:00
  • 90e2c48404 Remove Oanda API v1 (deprecated) (#4833) 9539 Stefano Raggi 2020-10-12 21:48:42 +02:00
  • 888c443264 Moves cash brokerage/IExecutionModel test to post-init (#4826) 9535 Aaron Janeiro Stone 2020-10-12 10:14:20 -04:00
  • 03efc1b735 Remove internal usages of implicit operator in Indicator code (#4844) 9533 adam-may 2020-10-13 00:31:05 +11:00
  • 6ef2ead929 Do not update price scale for fillforward data & IsFillForward flag fix (#4836) 9530 Martin-Molinero 2020-10-09 18:09:30 -03:00
  • bfd319c91e OptionChain and OptionContract improvements (#4804) 9524 Martin-Molinero 2020-10-09 10:52:50 -03:00
  • 5f61456df8 Set Account Base Currency from Brokerage in Live Mode (#4806) 9521 Stefano Raggi 2020-10-09 14:58:01 +02:00
  • a46a551c03 Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797) 9519 Michael Handschuh 2020-10-08 20:54:54 -04:00
  • cf9b547e2e Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796) 9516 Michael Handschuh 2020-10-08 19:05:20 -04:00
  • faa4e91e04 Test 4249 fix regression algorithms executed together (#4832) 9515 Colton Sellers 2020-10-08 15:59:06 -07:00
  • cc83f19528 Rename QuantConnect.API to QuantConnect.Api (#4830) 9512 Michael Handschuh 2020-10-08 18:35:57 -04:00
  • 54af12b06a Fix DirectoryNotFoundException on linux/mac (#4829) 9502 Reginald Louis 2020-10-07 19:19:01 -04:00
  • 1d1c8f5f82 Don't raise IBrokerage.OptionPositionAssigned on exercise (#4801) 9495 Michael Handschuh 2020-10-07 13:40:34 -04:00
  • 3966c0e91f Market Hours Database Adjustment (#4818) 9488 Colton Sellers 2020-10-06 16:45:03 -07:00
  • 28160e1301 Fixes generation of explicit "null" value in Smart Insider Transactions/Intentions (#4817) 9479 Gerardo Salazar 2020-10-06 06:20:59 -07:00
  • f4679785a5 Pass command line parameters values as string (#4819) 9478 Adalyat Nazirov 2020-10-06 16:19:56 +03:00
  • 79b9009452 ObjectStore delete will delete file (#4816) 9471 Martin-Molinero 2020-10-05 20:19:27 -03:00
  • e5b5f80d9d Fixes "0" group code value for FixturesAndAppliances (#4820) 9470 Gerardo Salazar 2020-10-05 16:12:27 -07:00
  • 027fde8f09 Fix IBAutomater restarting after Dispose (#4814) 9464 Stefano Raggi 2020-10-05 17:34:02 +02:00
  • c7ccd60bf2 Fix unit test stack overflow (#4803) 9449 Martin-Molinero 2020-10-01 14:49:43 -03:00
  • b30bb3fcf5 Bug #4790 - AddBusinessDays ignores holidays when DateTime being compared has time specified (#4791) 9444 adam-may 2020-10-01 22:56:08 +10:00
  • 40a87eb056 Fixes issue where BidPrice/AskPrice were not adjusted for Quote Ticks (#4789) 9430 Gerardo Salazar 2020-09-30 15:43:20 -07:00
  • 035b29fdf5 Update readme.md (#4793) 9428 Jatin Kumar 2020-10-01 01:47:59 +05:30
  • f2fc1aae9e Append the full stacktrace to the algorithm loading exception message. (#4775) 9426 michael-sena 2020-10-01 01:42:21 +10:00
  • f4cb8d034e More engine tests feature-notebook-engine Colton Sellers 2020-09-29 16:33:56 -07:00
  • 7b87e9a7e6 Tests for PY Colton Sellers 2020-09-29 16:33:46 -07:00
  • 74c245a748 Refactor for Python QuantBooks Colton Sellers 2020-09-29 16:24:36 -07:00
  • b6fd428c8e Wrapping a Python Algorithm Colton Sellers 2020-09-28 10:07:53 -07:00
  • d77fe81aa2 More tests Colton Sellers 2020-09-28 10:06:49 -07:00
  • f6ed1b1c30 Some test adjustments Colton Sellers 2020-09-24 19:09:04 -07:00
  • 4e48b27a69 adjust tests Colton Sellers 2020-09-24 09:33:26 -07:00
  • 5a03464b87 Expand testing Colton Sellers 2020-09-23 17:55:02 -07:00
  • 522627254f Adjustments to algo manager and quantbook Colton Sellers 2020-09-23 17:54:38 -07:00
  • e2effc6fec Add time test Colton Sellers 2020-09-22 13:14:17 -07:00
  • 338b15b896 Undo resharper reformatting v2 Colton Sellers 2020-09-21 14:57:50 -07:00
  • 134d18d250 Undo resharper reformatting Colton Sellers 2020-09-21 14:45:03 -07:00
  • b27d2a7bea Quantbook stepping function Colton Sellers 2020-09-21 12:26:31 -07:00
  • a8b0d0abc6 Refactor Algorithm Manager Colton Sellers 2020-09-18 15:48:48 -07:00
  • 1cf0768f2d Implement mini engine in notebook Colton Sellers 2020-09-17 17:51:22 -07:00
  • ff5fc5db5d HistoryRequestFactory Hour ExtendedMarketHours (#4786) 9419 Martin-Molinero 2020-09-29 18:16:27 -03:00
  • 40c3062348 Improves Report Generator stability and fixes various bugs (#4759) 9406 Gerardo Salazar 2020-09-29 06:03:26 -07:00
  • 371f2cd469 Upgrade NLog from 4.4.11 to 4.4.13 (#4772) 9402 michael-sena 2020-09-29 10:52:22 +10:00
  • 090ceb131e Install instructions: Non-Windows (#4777) 9401 Aaron Janeiro Stone 2020-09-28 20:51:21 -04:00
  • 6885fd130b fix decimal conversion for exponential number (#4750) 9400 nazbrok 2020-09-29 02:50:58 +02:00
  • a450cea8d0 keep actual exchange hours even it different from hours database (#4781) 9398 Adalyat Nazirov 2020-09-29 02:22:08 +03:00
  • 934128cfa0 Binance Brokerage implementation (#4688) 9395 Stefano Raggi 2020-09-28 20:57:10 +02:00
  • c7a74306fb Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743) 9392 Michael Handschuh 2020-09-28 14:29:09 -04:00
  • cfacc755fa Removal of depreciated module called in test, addition of __init__ (#4769) 9388 Aaron Janeiro Stone 2020-09-28 10:36:02 -04:00
  • 194ed59cbe Check collection for null (#4763) 9385 Michael Handschuh 2020-09-28 09:39:59 -04:00
  • afe5bcdb47 Add OptionAutoExerciseEarlyMarketCloseRegressionAlgorithm bug-4764-option-auto-exercise-early-market-close-regression-algorithm Michael Handschuh 2020-09-26 04:56:00 -04:00
  • ae4f10ef4d Add regression algorithm for option auto exercise early market close Michael Handschuh 2020-09-26 04:45:35 -04:00
  • 1ab87001b7 Add option entries to market-hours-database.json Michael Handschuh 2020-09-26 03:57:51 -04:00
  • 776caea1d3 Convert a CoarseFundamental data point into a row (#4761) 9373 Martin-Molinero 2020-09-25 20:31:46 -03:00
  • 460fd626a6 Simplify BaseWebSocketsBrokerage reconnection (#4758) 9367 Martin-Molinero 2020-09-25 13:13:33 -03:00
  • 1e3a1e3c43 Historical data requests start & time fix (#4733) 9360 Adalyat Nazirov 2020-09-24 20:51:35 +03:00
  • e20725b969 Check both late open and early closes when looking up the next market open/close time (#4755) 9359 michael-sena 2020-09-25 03:51:23 +10:00
  • 151901bbd1 Fix regression *.{lang}.details.logs (#4753) 9354 Michael Handschuh 2020-09-23 15:35:12 -04:00
  • fb2f846159 Bug 4722: Prevent Repetitive Factor File Numerical Precision Warnings (#4742) 9347 Michael Handschuh 2020-09-22 20:06:59 -04:00
  • d03ac0fd90 Gdax reconnection & Bitfinex minor fixes (#4748) 9346 Martin-Molinero 2020-09-22 20:47:41 -03:00
  • 56db26d16d Allow specifying email Headers (#4735) 9328 Martin-Molinero 2020-09-18 21:16:43 -03:00
  • dd8dc473b3 Improve Error Message For Arithmetic Overflow In Decimal Cast of Double (#4728) 9317 Alexandre Catarino 2020-09-18 13:17:09 +01:00
  • b8033c496c Bug 4487 Get Fundamental for CSharp (#4703) 9312 Colton Sellers 2020-09-16 14:06:01 -07:00
  • 166fee311a Fix for LiveTradingResultHandler Holdings (#4719) 9308 Martin-Molinero 2020-09-16 10:08:34 -03:00
  • be8e381fba Fixes historical option data not loaded when provided underlying Symbol (#4720) 9303 Gerardo Salazar 2020-09-14 16:39:48 -07:00
  • 75eac27795 Bug 4600 brokerage unsubscribe symbol granular (#4640) 9302 Adalyat Nazirov 2020-09-15 02:11:44 +03:00
  • 12b481f1ce Adjust regression algorithm (#4714) 9298 Colton Sellers 2020-09-14 13:07:14 -07:00
  • 9cb2452025 Oanda default Forex Market (#4706) 9297 Martin-Molinero 2020-09-14 16:43:23 -03:00
  • d8dc03fadc Reuse symbol properties database for currency conversions (#4710) 9295 Stefano Raggi 2020-09-14 20:12:17 +02:00
  • 124e76cfe8 Adds deployment of packaged stubs for distribution in CI process (#4713) 9293 Gerardo Salazar 2020-09-11 17:18:08 -07:00
  • 4a0fb30df5 Fixes for OpenInterest storing (#4712) 9292 Martin-Molinero 2020-09-11 19:28:27 -03:00
  • 60b8cf76ba Bitfinex Brokerage updates (#4584) 9288 Stefano Raggi 2020-09-10 22:14:10 +02:00
  • 9916a9069c Update PythonPackagesTests.cs (#4673) 9285 aarjaneiro 2020-09-10 15:34:37 -04:00
  • f135fb8060 Bug Backtesting Brokerage Clones (#4644) 9275 Colton Sellers 2020-09-09 15:44:56 -07:00
  • 7bb143b215 Bug 4031 Change data depending on configuration (#4650) 9274 Adalyat Nazirov 2020-09-10 00:40:19 +03:00
  • d7e543736f GDAX Brokerage updates (#4635) 9272 Stefano Raggi 2020-09-09 21:18:10 +02:00
  • 8785af7ad6 Alpaca Brokerage updates (part 2) (#4601) 9269 Stefano Raggi 2020-09-09 20:17:10 +02:00
  • 808fa327e2 Fix duplicated history entries when contains daylight saving time change (#4700) 9266 Adalyat Nazirov 2020-09-09 19:57:40 +03:00
  • 778e3015c8 Revert live trading config IDQH over job packet (#4705) 9265 Martin-Molinero 2020-09-09 12:03:02 -03:00
  • 616b2b8d52 Prioritize job packet history provider (#4701) 9255 Martin-Molinero 2020-09-08 18:45:36 -03:00
  • 98d3a98656 Inline some methods for performance (#4696) 9247 Martin-Molinero 2020-09-04 18:13:46 -03:00
  • 20791d6a9e Add schedule queuing algorithm (#4695) Derek Melchin 2020-09-04 13:34:07 -06:00
  • 3609340281 Add internal subscriptions always (#4690) 9241 Martin-Molinero 2020-09-03 22:15:21 -03:00
  • 8edc89a4ff Feature Python Option Filtering Support (#4667) 9237 Colton Sellers 2020-09-02 17:38:16 -07:00
  • 718dc02173 Add finish log for volatility warmup (#4684) 9236 Martin-Molinero 2020-09-02 20:54:39 -03:00
  • ec5ff53566 Fix key not found exception at InternalSubsManager (#4679) 9228 Martin-Molinero 2020-09-01 22:32:21 -03:00
  • 400a0d42d9 Add internal subscription manager (#4678) Martin-Molinero 2020-09-01 21:22:22 -03:00
  • ae11e9ce43 allow Composer to create IDataQueueHandler instances (#4677) Adalyat Nazirov 2020-09-01 17:23:08 +03:00