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  • 93e7e3edb4 Fix setting brokerage model after adding security initializer (#9048) 17342 17341 Jhonathan Abreu 2025-10-20 16:32:59 -04:00
  • 49fe020b84 Add ObjectStore limit properties (#9043) JosueNina 2025-10-20 15:21:31 -05:00
  • 6c95372d27 Disable OHLC session tracking by default (#9046) 17340 Martin-Molinero 2025-10-17 15:59:50 -03:00
  • cfd46cf63f Add QCAlgorithm.AddSecurityInitializer method (#9042) 17339 17338 17337 17336 Jhonathan Abreu 2025-10-16 09:51:18 -04:00
  • ff1638f653 Support CustomData in SecurityCache.GetData(PyObject type) method (#9036) JosueNina 2025-10-16 08:37:00 -05:00
  • 0dff60442e Fix: Add obsolete flag to AddUniverse coarse+fine (#9031) Lorenzo Vagliano 2025-10-16 10:24:22 -03:00
  • d8d6deb675 Add support for Brokerage ActionRequired message type (#9040) 17335 17334 17333 17331 Martin-Molinero 2025-10-15 13:05:14 -03:00
  • 81b2d45440 Add Consolidator Optional Start time (#9034) 17330 17329 17328 Martin-Molinero 2025-10-14 11:04:21 -03:00
  • fda4859b5a Support Future Options for Continuous Futures (#9022) 17327 JosueNina 2025-10-13 16:20:12 -05:00
  • 9fa2630dc8 Add implicit security to symbol (#9032) Martin-Molinero 2025-10-13 17:58:57 -03:00
  • b27e9e67dd ProcessSplitSymbols crashes during live/paper trading warmup with InvalidOperationException #9029 (#9030) 17326 Ryan Crowley 2025-10-13 09:21:09 -07:00
  • afa7cce46a Add ShortMarginInterestRateModel (#9028) Martin-Molinero 2025-10-13 12:35:03 -03:00
  • e9c15b2806 Minor refactor to use lazy timer schedling (#9027) Martin-Molinero 2025-10-13 09:21:27 -03:00
  • 8ee7a190c6 Minor fix for negative rolling window index (#9026) Martin-Molinero 2025-10-10 17:47:58 -03:00
  • ec3b7a8e6a Remove CFD IB MOC and MOO restriction (#9025) 17325 Martin-Molinero 2025-10-10 15:20:27 -03:00
  • 58b422976a Skip langchain from syntax check (#9023) 17324 Martin-Molinero 2025-10-10 11:46:09 -03:00
  • ee0cf7b3d3 Update virtual-environments.yml Martin-Molinero 2025-10-10 11:34:26 -03:00
  • 0fb02a7111 Some cleanup 17323 Jhonathan Abreu 2025-10-10 09:53:50 -04:00
  • fe8dd81b72 Add Portfolio Turnover in optimization stats serialization Jhonathan Abreu 2025-10-10 08:55:28 -04:00
  • f212b40ab4 Minor fixes and cleanup Jhonathan Abreu 2025-09-24 10:29:10 -04:00
  • 2d88a06acd Make indices reserved statistic names Jhonathan Abreu 2025-09-23 11:16:16 -04:00
  • a734414544 Add more tests Jhonathan Abreu 2025-09-23 08:39:51 -04:00
  • bc6ae5b516 Support newest Lean statistics Jhonathan Abreu 2025-09-22 17:48:17 -04:00
  • 6dd14595d3 Support custom statistics Jhonathan Abreu 2025-09-22 13:50:06 -04:00
  • 054f7954fb Handle custom optimization statistics serialization Jhonathan Abreu 2025-09-22 09:43:22 -04:00
  • 50d3cbfe66 Refactor optimization result stats serialization Jhonathan Abreu 2025-09-19 17:21:45 -04:00
  • ebda5dba93 Minor api CI fix (#9024) Martin-Molinero 2025-10-10 10:54:24 -03:00
  • 89110aa9f6 Update PythonVirtualEnvironmentTests.cs 17322 Martin-Molinero 2025-10-09 16:29:06 -03:00
  • 6f94d765fc Update readme.md 17320 Martin-Molinero 2025-10-09 13:14:08 -03:00
  • fd940463b5 Foundation update oct 2025 (#9020) Martin-Molinero 2025-10-09 12:54:03 -03:00
  • 8c074cd42e Minor fixes and cleanup 17316 Jhonathan Abreu 2025-09-24 10:29:10 -04:00
  • 9b837967fe Make indices reserved statistic names Jhonathan Abreu 2025-09-23 11:16:16 -04:00
  • b0bbd889b0 Add more tests Jhonathan Abreu 2025-09-23 08:39:51 -04:00
  • d10bafbe84 Support newest Lean statistics Jhonathan Abreu 2025-09-22 17:48:17 -04:00
  • f5b5da7366 Support custom statistics Jhonathan Abreu 2025-09-22 13:50:06 -04:00
  • 40dc43d265 Handle custom optimization statistics serialization Jhonathan Abreu 2025-09-22 09:43:22 -04:00
  • 993515ac36 Refactor optimization result stats serialization Jhonathan Abreu 2025-09-19 17:21:45 -04:00
  • 3f8fd6ac3d Feature: support ComboLimit Order type in TastyTrade and refactor BrokerageTests (#9003) 17319 17315 Roman Yavnikov 2025-10-06 23:42:30 +03:00
  • 758c1704b5 Minor fix for backtesting stremaing portfolio margin (#9012) 17313 Martin-Molinero 2025-10-03 19:26:10 -03:00
  • 0e5b6ce91e Improve portfolio margin chart (#9011) 17312 17310 Martin-Molinero 2025-10-03 17:56:27 -03:00
  • ccf32d3b4f Remove unnecessary constructors from Python models (#9008) Jhonathan Abreu 2025-10-02 12:40:29 -04:00
  • 0026cca422 Fix 6N, LBS also ES,EMD,YM,NQ (older) FOP expirations (#9006) 17309 Martin-Molinero 2025-10-01 12:33:46 -03:00
  • 633833e3c7 Fix data normalization mode requirement for adding FOP contracts (#9002) 17308 Jhonathan Abreu 2025-09-30 14:54:04 -04:00
  • be64cdffa0 Minor fix for period history api (#9001) Jhonathan Abreu 2025-09-30 09:51:40 -04:00
  • 9670a6684f Fix more FOP expirations (#8998) 17307 Martin-Molinero 2025-09-29 11:42:14 -03:00
  • 8447137a3f Add algorithm as parameter to IExecutionModel.OnOrderEvent (#8996) 17306 Jhonathan Abreu 2025-09-26 17:01:00 -04:00
  • e75bbf9615 Fix soybean meal & oil FOP expiration (#8995) Martin-Molinero 2025-09-26 17:58:36 -03:00
  • 68af7ec15d Expose order ids related to statistics closed trades (#8989) 17305 Jhonathan Abreu 2025-09-26 11:52:37 -04:00
  • f08ac5bcce Add OnOrderEvent method to IExecutionModel (#8987) Jhonathan Abreu 2025-09-26 11:52:28 -04:00
  • ff2d749d61 Minor performance improvement for session tracking (#8990) 17304 Martin-Molinero 2025-09-25 18:58:41 -03:00
  • 4cc1dec80b Add VBaseSignalExport (#8954) 17303 17302 17301 17300 vb-vlb 2025-09-24 17:47:32 +02:00
  • 75993cd021 Feat: Validation for Market On Open Submission Time (#8969) 17299 17297 17296 Roman Yavnikov 2025-09-22 20:40:33 +03:00
  • f7ce35ae82 Track OHLCV for Current Trading Day (#8922) 17295 JosueNina 2025-09-19 12:25:24 -05:00
  • 36404a6187 Adjust async orders handling in backtesting (#8979) 17294 Jhonathan Abreu 2025-09-18 11:53:28 -04:00
  • 496f210116 Fix start time calculation for daily requests (#8975) 17293 17292 17291 17290 17288 Jhonathan Abreu 2025-09-15 17:35:25 -04:00
  • b25d53ed6d Minor config fix (#8974) Jhonathan Abreu 2025-09-15 11:48:35 -04:00
  • ee7be1a233 Enable concurrency for live paper brokerage (#8972) 17287 Jhonathan Abreu 2025-09-15 09:25:49 -04:00
  • 5644520545 Refactor some unit and regression tests for speed improvements (#8970) 17286 Jhonathan Abreu 2025-09-12 10:15:09 -04:00
  • 5b465216f9 feat: support StopLimit in CharlesSchwabBrokerageModel (#8968) 17285 17284 17283 Roman Yavnikov 2025-09-10 20:15:02 +03:00
  • d82d70dacf Support asynchronous non-market orders (#8946) 17282 Jhonathan Abreu 2025-09-10 08:29:50 -04:00
  • 23afff13fc Feature: new property AccountType (#8967) 17281 17280 17279 17278 Roman Yavnikov 2025-09-09 17:11:16 +03:00
  • d7b4fb002f Make Brokerage.ConcurrencyEnabled virtual (#8966) Jhonathan Abreu 2025-09-09 09:39:37 -04:00
  • 85fe39e31b Fix: prevent use CrossZeroOrder with MOO and MOC (#8959) Roman Yavnikov 2025-09-08 22:44:13 +03:00
  • 690eb7fc9f Fix python packages CI tests (#8962) Martin-Molinero 2025-09-08 11:57:32 -03:00
  • e44f8cd498 Minor fix for lean data writer merge policy (#8952) 17277 17276 17273 17271 Martin-Molinero 2025-09-03 12:25:18 -03:00
  • ceb52c1b9b feat: make virtual Subscribe() in DataQueueHandlerSubscriptionManager 17270 17269 Roman Yavnikov 2025-08-29 18:36:11 +03:00
  • dea1d2eac3 Update Python syntax check rate script accepted success rate (#8944) 17268 17267 Jhonathan Abreu 2025-08-27 17:28:46 -04:00
  • f448ab7372 Update run_syntax_check.py 17265 17264 Martin-Molinero 2025-08-27 10:28:49 -03:00
  • fd9c29c87c Add US futures market halt (#8943) Martin-Molinero 2025-08-27 10:27:17 -03:00
  • 0b62fefb10 Add CFE futures 2026 holidays to MHDB (#8942) 17263 Jhonathan Abreu 2025-08-26 12:51:39 -04:00
  • e13214135a Add support for some CME currencies FOPs (#8939) 17262 17261 Jhonathan Abreu 2025-08-25 18:02:07 -04:00
  • c2fdfb235a feat: global OrderProperties property in abstract Brokerage class to liquidate positions with specific properties (#8938) Roman Yavnikov 2025-08-22 01:13:15 +03:00
  • 50f8633e90 More Python syntax checks and improvements (#8937) Jhonathan Abreu 2025-08-21 12:47:38 -04:00
  • 788f8f1a5c Fix rebase 17259 Martin Molinero 2025-08-20 12:04:18 -03:00
  • 82f8db93eb Remove old AlgoSeek Futures Converter Martin Molinero 2023-11-07 14:45:41 -03:00
  • a3ad12e7e0 Fix tick resolution continuous contract history request (#8936) 17260 17257 Martin-Molinero 2025-08-19 14:21:49 -03:00
  • db25a3402e Normalize OutOfSampleMaxEndDate datetime format (#8935) 17256 Martin-Molinero 2025-08-18 18:44:25 -03:00
  • 06f0da69c3 Improve schedule rules symbol handling (#8930) 17255 Martin-Molinero 2025-08-15 14:59:11 -03:00
  • 838232e696 Update Pythonnet version to 2.0.48 (#8929) Jhonathan Abreu 2025-08-15 13:04:02 -04:00
  • e13f8c10a7 Add tag to RemoveSecurity method (#8928) JosueNina 2025-08-15 08:40:35 -05:00
  • 4c3e79b441 Bump Pythonnet version to 2.0.47 (#8927) 17254 17253 17252 Jhonathan Abreu 2025-08-14 12:09:07 -04:00
  • cffd20236c Object store dispose hang (#8925) 17251 Martin-Molinero 2025-08-13 18:18:48 -03:00
  • 3f04b6c90a Update readme.md 17250 Martin-Molinero 2025-08-13 15:04:36 -03:00
  • 852c9cd856 Update IB gateway v10.39.1f (#8923) Martin-Molinero 2025-08-13 14:51:48 -03:00
  • 37237206dd Use ISO for DateTime JsonConverter (#8919) 17249 17248 Martin-Molinero 2025-08-13 10:27:30 -03:00
  • 58979872c1 Delete Api/QuantConnect-Platform-2.0.0.yaml (#8924) Jared 2025-08-13 08:43:46 -04:00
  • 4c4a34007d Python syntax algorithms fixes (#8916) 17247 17246 17245 Jhonathan Abreu 2025-08-11 10:55:00 -04:00
  • a7265c8a41 Place orders only when the algorithm is running (#8917) JosueNina 2025-08-11 09:48:17 -05:00
  • 1d10ec4186 Use ISO for DateTime JsonConverter 17243 Martin Molinero 2025-08-08 13:44:46 -03:00
  • db96e9e8e4 Minor fix for DAX index market (#8918) 17244 17242 Martin-Molinero 2025-08-07 17:12:05 -03:00
  • cc79cab3dc Support new Pythonnet delegates auto conversion (#8913) 17241 Jhonathan Abreu 2025-08-07 09:40:06 -04:00
  • 69dfdcefc5 Fix EndTime for consolidated bars in count-based consolidator (#8911) 17240 17239 JosueNina 2025-08-06 15:17:57 -05:00
  • f29bcbc9ae Clean up ListLiveAlgorithms method parameters (#8912) JosueNina 2025-08-05 17:12:48 -05:00
  • 5ba7f611dd Refactor SubscriptionDataConfigTypeFilter method (#8903) 17238 17237 17236 17235 JosueNina 2025-08-04 17:16:39 -05:00
  • 101d382594 Feature 6620 implement td sequential candlestick indicator (#8877) 17234 17233 Giri 2025-08-01 16:54:58 +01:00
  • 3ef41ee2c9 Fix for Python GetEnumString backwards compatibility (#8907) 17232 17231 Jhonathan Abreu 2025-08-01 09:56:23 -04:00
  • 4e71203b4c Brokerage downloader daily/hour skips extended market hours (#8906) 17230 Martin-Molinero 2025-07-31 20:08:26 -03:00
  • 84b991b577 Some fixes for new C# enums handling in Pythonnet (#8898) 17229 Jhonathan Abreu 2025-07-31 16:53:24 -04:00
  • 9f378a1a6d Minor helper method and tests (#8905) 17228 Martin-Molinero 2025-07-31 16:27:00 -03:00
  • 8df6c77ca8 feat: update bitfinex spd (#8902) Roman Yavnikov 2025-07-31 17:45:07 +03:00