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  • 9de6740438 Fixes Typo OptionContract.Style Alexandre Catarino 2020-05-20 16:57:05 +01:00
  • 0478daccd3 Address review Stefano Raggi 2020-05-20 17:04:42 +02:00
  • 59ed3f58e9 Merge pull request #4436 from gsalaz98/bug-4424-report-generator-decimal-deserialization Jared 2020-05-19 17:57:03 -07:00
  • 1910e8e233 Fixes issue in Report project where decimal.MaxValue made Json.NET deserialization fail Gerardo Salazar 2020-05-19 17:17:35 -07:00
  • 2c8825a0ef Fixes Second, Tick Resolution history requests for Alpaca Gerardo Salazar 2020-05-14 18:05:16 -07:00
  • 88cb12ae8c Update SmartInsiderEventType.cs Jared 2020-05-19 08:09:47 -07:00
  • d19953c21e Add missing Dispose Stefano Raggi 2020-05-19 16:53:26 +02:00
  • b86a729ccb Address review Stefano Raggi 2020-05-19 14:52:38 +02:00
  • 1fe660a35f Update GDAXBrokerage to use System.Net.WebSockets instead of WebSocketSharp Stefano Raggi 2020-05-15 18:32:31 +02:00
  • 9f53e65472 Reinstate slippage Jack Simonson 2020-05-18 15:50:12 -07:00
  • ac4d1107d9 Updated AlphaStreamsSlippageModel Jack Simonson 2020-05-18 09:46:59 -07:00
  • b89e2ef9c2 Merge pull request #4427 from AlexCatarino/feature-adds-optionstyle-contract Martin-Molinero 2020-05-18 12:54:09 -03:00
  • 666214590e Merge pull request #4422 from QuantConnect/feature-4284-pandas-override Martin-Molinero 2020-05-18 12:48:38 -03:00
  • 9385707061 Merge pull request #4407 from michael-sena/feature-open-interest-future-universe Martin-Molinero 2020-05-18 12:47:52 -03:00
  • 34c337e766 Addresses Peer-Review AlexCatarino 2020-05-18 16:28:19 +01:00
  • a5d7bdafde Add a futures universe selection model that uses open interest Michael Sena 2020-05-19 00:30:58 +10:00
  • 86794a9e78 Merge pull request #4423 from QuantConnect/refactor-update-to-net-4-6-2 Martin-Molinero 2020-05-18 10:39:25 -03:00
  • f668bc4c73 Adds Style Property to OptionContract AlexCatarino 2020-05-18 14:09:33 +01:00
  • f1b1474462 Adds unit test for all DataFrame and Series AlexCatarino 2020-05-15 23:31:38 +01:00
  • e9eba27e6e Implements New PandasData.Remapper AlexCatarino 2020-05-15 23:30:19 +01:00
  • c82ad8638a Merge pull request #4399 from gsalaz98/bug-4382-smartinsider-new-eventtypes Jared 2020-05-15 14:38:25 -07:00
  • 1403b2370d Update SmartInsiderEventType.cs Jared 2020-05-15 14:38:12 -07:00
  • 891cf4d69b Update to .Net 4.6.2 Martin Molinero 2020-05-14 19:58:09 -03:00
  • 7bcd648f86 Merge pull request #4409 from QuantConnect/bug-3936-tiingonews-data-points-drop-v2 Martin-Molinero 2020-05-15 10:13:49 -03:00
  • a2a6e0d265 Merge pull request #4421 from QuantConnect/update-qlnet-to-1.11.3-release Martin-Molinero 2020-05-15 10:06:14 -03:00
  • c1b1d828f6 Update QLNet to 1.11.3 release Martin Molinero 2020-05-14 18:51:38 -03:00
  • c5a575092a Merge pull request #4416 from gsalaz98/bug-benzinga-data-converter-existing-zip-files Martin-Molinero 2020-05-14 18:15:12 -03:00
  • 9ad876ff31 Fixes data destination issue in BenzingaNewsDataConverter Gerardo Salazar 2020-04-14 14:45:00 -07:00
  • 173eac334d Merge pull request #4411 from QuantConnect/futures-data-downloading-and-saving Martin-Molinero 2020-05-14 16:30:56 -03:00
  • bf8297050b Merge pull request #4415 from Martin-Molinero/refactor-improve-security-price-is-zero-message Martin-Molinero 2020-05-14 11:37:49 -03:00
  • 1576886d94 Address reviews Martin Molinero 2020-05-14 11:36:29 -03:00
  • 49abcd08b3 Normalize and improve Zero security price message Martin Molinero 2020-05-13 21:19:37 -03:00
  • bef8011327 Address review Stefano Raggi 2020-05-14 01:14:19 +02:00
  • 210f67fa8c Merge pull request #4414 from Martin-Molinero/bug-4375-4332-mean-variance-optimization-pcm Jared 2020-05-13 14:13:29 -07:00
  • afa39cc0b1 Fix exceptions in ReturnsSymbolData Martin Molinero 2020-05-13 17:17:42 -03:00
  • c68a478261 Merge pull request #4413 from Martin-Molinero/bug-alpaca-brokerage-unit-test Stefano Raggi 2020-05-13 18:31:28 +02:00
  • 16fdd1eb4f Fix Alpaca unit test after error change Martin Molinero 2020-05-13 12:44:53 -03:00
  • b8e78e4802 Merge pull request #4412 from StefanoRaggi/alpaca-brokerage-model-better-error-messages Jared 2020-05-13 07:19:42 -07:00
  • fd9aa2dbd2 Improve error messages in AlpacaBrokerageModel Stefano Raggi 2020-05-13 16:04:31 +02:00
  • ee1c97b06c Merge pull request #4410 from QuantConnect/bug-unit-test-python-setup Martin-Molinero 2020-05-13 10:36:00 -03:00
  • 541421f290 Fix extended market hours flag Stefano Raggi 2020-05-13 00:31:00 +02:00
  • d7ca05c541 Save future/option daily/hourly data in LeanDataWriter Stefano Raggi 2020-05-12 23:59:39 +02:00
  • 880afae4b7 Add futures download and save to IBDataDownloader Stefano Raggi 2020-05-12 15:24:11 +02:00
  • 0831f2052d Add future/option support to LeanDataWriter Stefano Raggi 2020-05-12 15:15:14 +02:00
  • b3cf6315de Add IncludeExpired flag to IDataQueueUniverseProvider.Lookup Stefano Raggi 2020-05-12 14:16:41 +02:00
  • 74395566eb Moves Python Path Environment Variable Setting to AdjustCurrentDirectory AlexCatarino 2020-05-13 00:48:01 +01:00
  • 6009e3ffeb Fix TiingoNews Time Martin Molinero 2020-05-12 15:53:14 -03:00
  • ad018ba4c6 Merge pull request #4398 from QuantConnect/bug-4032-future-research-filter Jared 2020-05-12 10:56:06 -07:00
  • 8511235bcd Merge pull request #4401 from gsalaz98/bug-estimize-estimates-reader-crashing Martin-Molinero 2020-05-11 20:18:07 -03:00
  • af601a9abe Merge pull request #4406 from QuantConnect/revert-4404-bug-4402-us-futures-index-data Jared 2020-05-11 15:41:02 -07:00
  • df8697dc1e Revert "Removes us index futures data property" Jared 2020-05-11 15:40:50 -07:00
  • e4c2c9b268 Merge pull request #4400 from Martin-Molinero/bug-compression-add-missing-dispose-call Jared 2020-05-11 15:20:30 -07:00
  • 7036a3e99c Address review - add missing continue statement and extends unit tests Gerardo Salazar 2020-05-11 15:14:43 -07:00
  • 4a4e2d11bd Merge pull request #4404 from DerekMelchin/bug-4402-us-futures-index-data Jared 2020-05-11 15:14:04 -07:00
  • 0958da6571 Merge pull request #4403 from QuantConnect/refactor-remove-psychsignal Jared 2020-05-11 15:11:32 -07:00
  • c4c3bf915c Removes us index futures data property Derek Melchin 2020-05-11 15:51:00 -06:00
  • 269b8ba204 Remove PsychSignal data Martin Molinero 2020-05-11 18:11:57 -03:00
  • 4a923e3e43 Address review - add tests and reduce code duplication Gerardo Salazar 2020-05-11 13:41:32 -07:00
  • 5d6c5c6235 Fix processing issue that stopped Estimize from completing successfully Gerardo Salazar 2020-05-11 12:18:57 -07:00
  • 4fea6128a7 Merge pull request #4390 from gsalaz98/feature-alternative-data-robintrack Jared 2020-05-11 12:06:53 -07:00
  • 51cbbf404b Adds missing fields from intentions dataset to SmartInsiderEventType enum Gerardo Salazar 2020-05-11 11:50:59 -07:00
  • 5c721b1248 Add missing dispose call for MemoryStream Martin Molinero 2020-05-11 15:44:20 -03:00
  • 52a732cbe0 Research Future History Filter Martin Molinero 2020-05-11 15:11:45 -03:00
  • d2eb0482fa Address reviews - refactors portions of code and adds tests Gerardo Salazar 2020-05-08 18:22:16 -07:00
  • 17a904753c Merge pull request #4396 from QuantConnect/bug-4190-4392-fillforward-enumerator Jared 2020-05-08 14:23:47 -07:00
  • 21475b327b Address reviews Martin Molinero 2020-05-08 15:57:11 -03:00
  • f72bb3d513 Fix invalid round down operation Martin Molinero 2020-05-08 14:35:22 -03:00
  • 63bf4e72a0 Revert "Revert "Fix market open missing FillForward bar"" Martin Molinero 2020-05-08 12:46:02 -03:00
  • c46b3c77b1 Merge pull request #4394 from QuantConnect/bug-zipdatacacheprovider-unhandled-exception Martin-Molinero 2020-05-08 12:21:17 -03:00
  • ad9949d460 Fix unhandled exception in ZipDataCacheProvider Stefano Raggi 2020-05-08 17:11:53 +02:00
  • d32ce197e5 Merge pull request #4393 from QuantConnect/revert-4207-bug-4190-fillforward-on-market-open Stefano Raggi 2020-05-08 16:53:17 +02:00
  • 1ac8146eae Revert "Fix market open missing FillForward bar" Martin-Molinero 2020-05-08 11:38:59 -03:00
  • d3a5f52fe9 Implements Robintrack BaseData and example algorithms Gerardo Salazar 2020-05-04 12:04:58 -07:00
  • 1c8ad79674 Merge pull request #4389 from DerekMelchin/bug-4378-talib-example-algorithm Jared 2020-05-07 13:40:18 -07:00
  • 5b48138f4d Adds talib indicators example algorithm Derek Melchin 2020-05-07 13:57:57 -06:00
  • 90668e3992 Merge pull request #4387 from QuantConnect/revert-4368-bug-4284-pandas-data-remapper Martin-Molinero 2020-05-06 20:16:14 -03:00
  • 85cc7b13dc Revert "Adds pandas Methods (Part I)" Martin-Molinero 2020-05-06 20:16:04 -03:00
  • 394b332588 Merge pull request #4386 from QuantConnect/revert-4370-bug-4284-pandas-data-remapper Martin-Molinero 2020-05-06 20:15:51 -03:00
  • 31ed6e349b Revert "Adds pandas Methods (Part II)" Martin-Molinero 2020-05-06 20:15:41 -03:00
  • 5eb36581e7 Merge pull request #4385 from QuantConnect/revert-4372-bug-4284-pandas-data-remapper-iii Martin-Molinero 2020-05-06 20:15:29 -03:00
  • 3d9a24ff5c Revert "Adds pandas Methods (Part III)" Martin-Molinero 2020-05-06 20:15:17 -03:00
  • 8dc00f92c1 Merge pull request #4384 from QuantConnect/revert-4373-bug-4284-pandas-data-remapper Martin-Molinero 2020-05-06 20:15:08 -03:00
  • 07ef201f01 Revert "Adds pandas Methods (Part IV)" Martin-Molinero 2020-05-06 20:14:57 -03:00
  • 3fd04d2768 Merge pull request #4383 from QuantConnect/revert-4377-bug-4284-pandas-data-remapper-v Martin-Molinero 2020-05-06 20:14:41 -03:00
  • 07bf7f48e4 Revert "Adds pandas Methods (Part V)" Martin-Molinero 2020-05-06 20:14:17 -03:00
  • fbc4a880c8 Merge pull request #4376 from QuantConnect/performance-4347-3283-option-improvements Martin-Molinero 2020-05-06 15:30:37 -03:00
  • 2f0f5f306c Merge pull request #4377 from QuantConnect/bug-4284-pandas-data-remapper-v Martin-Molinero 2020-05-06 12:42:01 -03:00
  • 01689afd31 keep cache option filter unique strike list Martin Molinero 2020-05-06 12:04:31 -03:00
  • c1baf7da1a Addresses Peer-Review AlexCatarino 2020-05-06 14:28:59 +01:00
  • 2709799571 Merge pull request #4373 from QuantConnect/bug-4284-pandas-data-remapper Martin-Molinero 2020-05-06 10:00:39 -03:00
  • 1538d0f134 Adds pandas Methods (Part V) AlexCatarino 2020-05-06 02:05:20 +01:00
  • 714b98f832 Performance improvements for Options Martin Molinero 2020-05-05 17:58:42 -03:00
  • b7b54ffa0b Adds pandas Methods (Part IV) AlexCatarino 2020-05-05 21:43:12 +01:00
  • 6588defc8b Merge pull request #4372 from QuantConnect/bug-4284-pandas-data-remapper-iii Jared 2020-05-05 13:12:16 -07:00
  • 02d90c4fb0 Adds pandas Methods (Part III) AlexCatarino 2020-05-05 16:21:41 +01:00
  • 6456794e3d Merge pull request #4370 from QuantConnect/bug-4284-pandas-data-remapper Martin-Molinero 2020-05-05 12:54:16 -03:00
  • a14c41bb97 Addresses Peer-Review AlexCatarino 2020-05-05 15:24:34 +01:00
  • 72c734308e Merge pull request #4371 from QuantConnect/ib-sugar-future-mapping-fix Jared 2020-05-05 07:15:15 -07:00
  • 082de97026 Remove incorrect IB mapping for Sugar Future N.11 Stefano Raggi 2020-05-05 14:02:45 +02:00
  • 321603926a Adds pandas Methods (Part II) AlexCatarino 2020-05-05 12:39:16 +01:00