Commit Graph

  • d3ccc14fcd Unit test for RegisterIndicator in Python (#4676) 9215 Colton Sellers 2020-08-31 15:11:24 -07:00
  • 90e911f22c Adds autogenerated Python stubs via Travis for QCAlgorithm (Build 14139) (#4671) 9211 QuantConnect Server Applications 2020-08-29 09:10:37 -07:00
  • 34676f0c46 Bug 4668 python register indicator (#4670) 9209 Colton Sellers 2020-08-28 22:53:32 -07:00
  • d4ca27f93f Adds autogenerated Python stubs via Travis for QCAlgorithm (Build 14115) (#4662) 9208 QuantConnect Server Applications 2020-08-28 12:43:17 -07:00
  • f4ed48fce2 Always use AlgorithmHandler.DataProvider (#4658) 9203 Martin-Molinero 2020-08-27 16:07:56 -03:00
  • ce29a68f85 Deletes residual python files left over by stubs generation (#4666) 9201 Gerardo Salazar 2020-08-27 11:47:48 -07:00
  • 375f192f07 Add PolygonDataQueueHandler (#4604) 9194 Stefano Raggi 2020-08-27 17:09:20 +02:00
  • ef9ca98bd9 Fixes bug where build was attempted on PR submission (#4661) 9189 Gerardo Salazar 2020-08-26 16:05:33 -07:00
  • aded66ec5b Adds Python stubs location definition for PyCharm and Visual Studio Code (#4657) 9188 Gerardo Salazar 2020-08-26 14:17:33 -07:00
  • 59ce008725 typo fix (#4659) 9187 Colton Sellers 2020-08-26 14:16:42 -07:00
  • 46e10c0a27 feat(ToolBox/IQFeed): remove memory pressure from GroupBy when fetching Tick (#4646) 9185 Mathieu Paquette 2020-08-26 16:46:34 -04:00
  • 2431cfabe7 Updates .travis.yml to include build/deploy scripts for Python stubs (autocomplete) (#4656) 9184 Gerardo Salazar 2020-08-26 13:19:54 -07:00
  • b8674731a5 Feature 2456 custom Python consolidator support (#4637) 9180 Colton Sellers 2020-08-25 13:26:55 -07:00
  • a14f8f1f47 Refactors SecurityCache to Support Access to Tick of Different Type (#4621) 9171 Alexandre Catarino 2020-08-24 14:37:50 +01:00
  • fc6ccdbc11 Feature emv indicator addition (#4591) 9170 Jovad Uribe 2020-08-24 07:54:58 -05:00
  • ccd31bdfab Minor improvements (#4643) 9163 Martin-Molinero 2020-08-21 21:18:29 -03:00
  • 14dd52ba00 Add zero TotalPortfolioValue check in BrokerageSetupHandler (#4642) 9157 Stefano Raggi 2020-08-21 20:09:29 +02:00
  • 2d46674fb7 feat(Toolbox\IQFeed): optimized download history for IQFeed (#4302) 9154 Mathieu Paquette 2020-08-21 10:26:46 -04:00
  • 554b7345bb feat(IQFeed/ToolBox): add IQFeed support for docker (#4632) 9139 Mathieu Paquette 2020-08-19 21:14:37 -04:00
  • 4348e830ba Revert "Add zero TotalPortfolioValue check in BrokerageSetupHandler (#4639)" (#4641) 9134 Martin-Molinero 2020-08-19 19:30:13 -03:00
  • c85f608444 Add zero TotalPortfolioValue check in BrokerageSetupHandler (#4639) 9130 Stefano Raggi 2020-08-19 17:55:43 +02:00
  • 9cdb4a91c5 Refactor live data feed (#4636) 9125 Martin-Molinero 2020-08-18 20:21:10 -03:00
  • a128f8bb2e Allow LeanDataWriter to create zip files for futures data (#4569) 9121 michael-sena 2020-08-19 06:44:02 +10:00
  • 3ef6a761ad Feature research docker scripts (#4622) 9110 Colton Sellers 2020-08-17 10:35:34 -07:00
  • b866c8b893 Removes Robintrack data source (#4628) Gerardo Salazar 2020-08-14 15:46:30 -07:00
  • 64a99d1194 Feature shorcut helper for STC (#4623) Colton Sellers 2020-08-12 10:41:20 -07:00
  • 57cbfa2f26 Fixes stalling of LiveFillForwardEnumerator (#4620) 9033 Gerardo Salazar 2020-08-10 14:58:46 -07:00
  • bc44e23322 Upgrade IBAutomater to v1.0.29 (#4616) 9015 Stefano Raggi 2020-08-07 17:56:31 +02:00
  • 6c051cd816 Update symbol property database with latest crypto pairs (#4612) 8998 Juan José D'Ambrosio 2020-08-06 13:23:20 +00:00
  • 4c04efc237 Fix KeyNotFoundException in Cash.EnsureCurrencyDataFeed (#4610) 8997 Stefano Raggi 2020-08-06 14:49:27 +02:00
  • a83388ab1a case matching compatibility improvement (#4613) 8996 Colton Sellers 2020-08-06 05:38:59 -07:00
  • 1c9b817960 Track indicator previous input per symbol individually (#4607) 8952 Adalyat Nazirov 2020-08-03 02:13:27 +03:00
  • c5c57a33c1 IDE & Docker Integration (#4576) 8951 Colton Sellers 2020-08-02 15:45:18 -07:00
  • 47ec1ba8be Merge pull request #4570 from AdalyatNazirov/feature-4168-arms-index-indicator 8949 Martin-Molinero 2020-07-31 17:09:45 -03:00
  • e37c9dbb1a fix CreateIndicatorName; add unit tests Adalyat Nazirov 2020-07-31 22:50:31 +03:00
  • c2cac7fbee remove unused using Adalyat Nazirov 2020-07-31 22:03:23 +03:00
  • df9c1973da fix warmup process; handle not ordered bars Adalyat Nazirov 2020-07-31 21:39:31 +03:00
  • bfb13e46c8 improve warming indicator up Adalyat Nazirov 2020-07-30 08:21:32 +03:00
  • 59286bb750 handle missing values Adalyat Nazirov 2020-07-30 00:10:04 +03:00
  • 939b334478 test RemoveStock method Adalyat Nazirov 2020-07-30 00:01:06 +03:00
  • 22155bf3ce add extension methods for new indicators Adalyat Nazirov 2020-07-29 23:21:02 +03:00
  • 33bb1e8984 improve performance Adalyat Nazirov 2020-07-29 23:05:30 +03:00
  • fb483365ae refactor class Adalyat Nazirov 2020-07-29 09:20:04 +03:00
  • b0fcf9f7ac fixup data Adalyat Nazirov 2020-07-06 12:31:00 +03:00
  • a044cd6416 fix TRIN Adalyat Nazirov 2020-07-09 00:14:12 +03:00
  • 3f556d70ec A/D Volume Ratio: wip Adalyat Nazirov 2020-07-06 11:55:26 +03:00
  • 220ccbae7c A/D Ratio : wip Adalyat Nazirov 2020-07-06 11:50:08 +03:00
  • a6d1908aa9 TRIN Adalyat Nazirov 2020-07-06 11:50:53 +03:00
  • 99aa1eadd7 create A/D Volume Ratio indicator Adalyat Nazirov 2020-07-04 15:56:27 +03:00
  • d53f79b271 create A/D Ratio indicator class Adalyat Nazirov 2020-07-04 15:54:21 +03:00
  • 78d30b23cb new status Adalyat Nazirov 2020-07-06 11:50:34 +03:00
  • a8d6857407 test data Adalyat Nazirov 2020-07-04 15:59:22 +03:00
  • fad38f8ed4 [tmp] generate equity, but need generic method to parse symbol Adalyat Nazirov 2020-07-04 23:58:37 +03:00
  • c7091dbf6b parse Symbol if exists Adalyat Nazirov 2020-07-04 23:28:07 +03:00
  • ea9007601d fix date parsing: TwelveCharacter dateformat can't be parsed properly; Adalyat Nazirov 2020-07-07 00:17:14 +03:00
  • 5278a3dd02 too many code duplications Adalyat Nazirov 2020-07-03 00:43:39 +03:00
  • ebf4d21bd9 reuse existing TradeBarIndicator instead of Generic one Adalyat Nazirov 2020-07-02 15:59:31 +03:00
  • c83627a89c fix BollingerBands indicator comments Adalyat Nazirov 2020-06-30 21:33:00 +03:00
  • 27e0ce7a57 Merge pull request #4586 from QuantConnect/bug-4568-iex-data-queue-handler-fix 8943 Martin-Molinero 2020-07-31 10:52:49 -03:00
  • 457418e7bc Merge pull request #4603 from QuantConnect/fix-factor-files-missing-file-check 8942 Jared 2020-07-31 06:46:00 -07:00
  • db1bf686b9 Fix factor files missing file dir check Martin Molinero 2020-07-31 10:44:57 -03:00
  • bc41b4461e Add logging for missing IEX api key Stefano Raggi 2020-07-31 08:49:03 +02:00
  • 036d8684c0 IEX DataQueueHandler updates Stefano Raggi 2020-07-22 17:28:10 +02:00
  • d1e38b33a6 Merge pull request #4599 from QuantConnect/fix-smartinsider-intention-raw-data-read Martin-Molinero 2020-07-30 11:09:14 -03:00
  • a28cde3633 Fix failing test Juan José D'Ambrosio 2020-07-30 13:45:27 +00:00
  • 2360e4c961 Merge pull request #4598 from michael-sena/bug-4597-allow-markethoursdatabase-to-be-used-without-data-folder 8926 Martin-Molinero 2020-07-30 10:08:09 -03:00
  • 839b38d904 Merge pull request #4573 from QuantConnect/alpaca-brokerage-updates Martin-Molinero 2020-07-30 09:57:46 -03:00
  • 443ec46c89 Merge pull request #4590 from michael-sena/bug-4589-move-margin-files-for-sgx-and-hkfe 8924 Martin-Molinero 2020-07-30 09:46:25 -03:00
  • 38ce10c723 Remove unused references to WebSocketSharpFork Stefano Raggi 2020-07-30 13:58:48 +02:00
  • ab8d95f627 Remove redundant logging Stefano Raggi 2020-07-10 16:53:06 +02:00
  • f44eb64c97 Remove WebSocketSharp from AlpacaBrokerage Stefano Raggi 2020-07-09 16:19:38 +02:00
  • b0c21b605c Allow use of the MarketHoursDatabase class without requiring the Data folder Michael Sena 2020-07-30 16:06:28 +10:00
  • 103a8e8a0a Merge pull request #4593 from AlexCatarino/bug-report-32-bit Jared 2020-07-29 21:34:40 -07:00
  • c4140d3644 Merge pull request #4595 from QuantConnect/issue-4594-smartinsider-unexpected-field 8920 Jared 2020-07-29 17:38:47 -07:00
  • 211f1144b5 Implement NotSpecified SmartInsiderEventType Juan José D'Ambrosio 2020-07-29 21:08:52 +00:00
  • e7682cbd37 Add Plan Re-started to SmartInsiderEventType JJD 2020-07-29 11:24:44 -03:00
  • 68455fe19c AnyCPU Prefer 64-bit for Report Project Alexandre Catarino 2020-07-29 12:41:44 +01:00
  • 920e4cba85 Merge pull request #4557 from C-SELLERS/feature-4167-Schaff-Trend-Cycle-Indicator 8900 Jared 2020-07-28 15:35:25 -07:00
  • 1eb40d0b6b Remove images Colton Sellers 2020-07-28 15:05:47 -07:00
  • 07d51a16aa Move indicator documentation Colton Sellers 2020-07-28 14:22:32 -07:00
  • 2484a85eda Format fixes Colton Sellers 2020-07-14 17:54:08 -07:00
  • 69e2a0eef0 Create a readme for indicators Colton Sellers 2020-07-14 17:47:08 -07:00
  • 798b92eef1 Copy over test file Colton Sellers 2020-07-16 15:05:44 -07:00
  • 493cad42ad Name fix Colton Sellers 2020-07-14 17:43:07 -07:00
  • 6283266da1 Add indicator pictures Colton Sellers 2020-07-14 17:31:36 -07:00
  • a3db5d8710 Cleanup before PR Colton Sellers 2020-07-02 14:32:51 -07:00
  • 835658ec3e Overwriting assertion to allow a greater variance Colton Sellers 2020-07-02 14:23:55 -07:00
  • b70173de22 Changed to intraday points, lots more data. Colton Sellers 2020-07-02 14:23:22 -07:00
  • 2f7fa4cbc5 Fix Reset and IsReady Colton Sellers 2020-07-01 17:11:13 -07:00
  • f031f6a1c0 Rework of indicator Colton Sellers 2020-07-01 14:39:44 -07:00
  • c171431e3f Got a test file for Schaffs Trend Cycle Colton Sellers 2020-07-01 14:39:24 -07:00
  • c611e65f1e Addition of SchaffTrendCycle +Tests Colton Sellers 2020-06-29 16:49:04 -07:00
  • 2a82cd87f5 Merge pull request #4562 from StefanoRaggi/ibgateway-v978-upgrade-lean-foundation 8894 Martin-Molinero 2020-07-28 11:47:54 -03:00
  • 48db57d224 Merge pull request #4537 from C-SELLERS/bug-4524-Update-API-Node-Endpoints 8892 Jared 2020-07-28 07:30:12 -07:00
  • c7f0f6f769 Move the margin files for SGX and HKFE into the correct folder Michael Sena 2020-07-28 15:15:10 +10:00
  • dc82c15c18 Address review Colton Sellers 2020-07-27 14:11:40 -07:00
  • 7133e62745 Merge pull request #4541 from JonathanWheeler/bug-4540-heikinashi-indicator-fix-for-symbol-and-volume 8860 Martin-Molinero 2020-07-25 16:22:11 -03:00
  • 0cd0a77034 Remove Symbol and CurrentBar from Heikin-Ashi Indicator Jonathan Wheeler 2020-07-24 12:20:26 -04:00
  • 8903942e3d Merge branch 'master' of https://github.com/QuantConnect/Lean into bug-4540-heikinashi-indicator-fix-for-symbol-and-volume Jonathan Wheeler 2020-07-24 12:05:13 -04:00
  • 460bf9301d Remove Comment Jonathan Wheeler 2020-07-24 12:05:04 -04:00