Commit Graph

  • eac9fa0d69 Log the Number of Active Subscriptions Before and After Warm Up #8779 (#8880) 17227 17226 Aibek Minbaev 2025-07-29 22:47:23 +09:00
  • 435a82b4db feat: update kraken spd (#8899) Roman Yavnikov 2025-07-29 16:03:08 +03:00
  • 2b7b26d512 Add Consolidate method overload with size parameter (#8882) 17225 17224 JosueNina 2025-07-28 14:16:56 -05:00
  • a64f70888d Refactor: shorten execution time for auth tests (#8892) 17221 17220 17219 Roman Yavnikov 2025-07-25 16:34:03 +03:00
  • ad1f1c629c Refactor: minor cleanup (#8886) 17218 Roman Yavnikov 2025-07-25 01:25:54 +03:00
  • 0d6d2f7c46 Fix custom data history on any symbol (#8890) Jhonathan Abreu 2025-07-24 18:18:54 -04:00
  • 0282954b57 Fix launcher exit on null job (#8889) Jhonathan Abreu 2025-07-24 18:04:31 -04:00
  • 2372153eec Exit properly from launcher program (#8888) 17217 Jhonathan Abreu 2025-07-24 15:37:05 -04:00
  • 480790e3f3 Add messaging handler initialize parameter to job queue (#8887) 17216 17215 17214 Jhonathan Abreu 2025-07-24 09:27:19 -04:00
  • 014389a880 Refactor order ticket (#8884) 17213 17212 Jhonathan Abreu 2025-07-23 10:14:13 -04:00
  • d703cc6660 Update readme.md 17210 Martin-Molinero 2025-07-23 09:47:26 -03:00
  • 12be29fcfb Add live tick sale condition (#8883) 17209 Martin-Molinero 2025-07-22 16:17:16 -03:00
  • b18d4328e9 Add live tick sale condition 17208 Martin Molinero 2025-07-22 13:36:28 -03:00
  • 546afd2a61 Async orders in execution models (#8872) 17206 Jhonathan Abreu 2025-07-21 13:11:03 -04:00
  • 9f5f93c5a6 Refactor TargetDownsideDeviation Calculation (#8875) 17203 17202 JosueNina 2025-07-18 15:11:51 -05:00
  • 9df9f32827 Update readme.md 17201 Martin-Molinero 2025-07-17 19:21:03 -03:00
  • 7008d17714 Add MaxDrawdownRecovery metric (#8865) 17200 JosueNina 2025-07-17 14:32:23 -05:00
  • f73b81f983 Empty commit 17199 Martin Molinero 2025-07-17 11:18:40 -03:00
  • 734a99392e Make python syntax check pass if success rate is over accepted threshold (#8873) 17196 Jhonathan Abreu 2025-07-16 10:22:20 -04:00
  • 3d763cf98d Rename to Momersion and add legacy wrapper for compatibility (#8876) JosueNina 2025-07-16 09:22:06 -05:00
  • 11ba433d6d Trigger Build 17193 Jhonathan Abreu 2025-07-14 16:05:29 -04:00
  • d639c13d08 Remove unrequired notification rate limiter (#8870) 17195 17194 17191 Martin-Molinero 2025-07-14 11:40:23 -03:00
  • e63217a953 New options/futures universe files format (#8848) 17190 17189 Jhonathan Abreu 2025-07-11 16:38:14 -04:00
  • 910b50b787 Fix backtest create organization id type (#8868) 17188 17187 17185 Martin-Molinero 2025-07-11 10:09:17 -03:00
  • f0781413e0 Fill MarketOnClose orders at or after market close (#8858) JosueNina 2025-07-10 17:24:38 -05:00
  • d28d497e12 Trigger Build 17180 Jhonathan Abreu 2025-07-10 12:40:43 -04:00
  • 233a357d9d IB fix does not support Combo FOPs (#8867) 17183 17182 17181 17179 Martin-Molinero 2025-07-10 13:17:46 -03:00
  • 96fcc032b9 feat: new IB config of FAGroup Filter (#8866) Roman Yavnikov 2025-07-10 18:23:05 +03:00
  • 1f23813cf5 Update readme.md 17178 Martin-Molinero 2025-07-09 12:20:24 -03:00
  • c2e9c16569 Add interactive fix order properties (#8864) Martin-Molinero 2025-07-09 12:15:11 -03:00
  • 2e9cc39c89 Rename Controls.StoragePermission -> Controls.StorageAccess (#8862) Jhonathan Abreu 2025-07-09 11:11:27 -04:00
  • ed551458f5 Use EndTime instead of Time for indicator updates (#8860) JosueNina 2025-07-08 16:47:00 -05:00
  • 4bfd93770c Add intercept parameter in ARIMA method (#8861) JosueNina 2025-07-08 16:46:48 -05:00
  • 68b5d3dbd7 Rename Controls.StoragePermission -> Controls.StorageAccess 17177 Jhonathan Abreu 2025-07-08 10:48:45 -04:00
  • 09f0239101 Support concurrent transaction handlers (#8857) 17176 Jhonathan Abreu 2025-07-07 18:38:09 -04:00
  • 38e2256100 Minor changes 17175 Jhonathan Abreu 2025-07-07 16:42:38 -04:00
  • 16070da8bc Refactor Controls.StoragePermissions format for the API Jhonathan Abreu 2025-07-07 16:03:34 -04:00
  • 7c62e410b9 Improve IndicatorHistory<T> filtering of indicator properties (#8853) 17174 17173 17172 17170 JosueNina 2025-07-02 07:31:18 -05:00
  • c69275a5fe Minor brokerage tests fix (#8855) 17169 Martin-Molinero 2025-07-01 17:03:17 -03:00
  • bc4458d293 Add progress logs to RandomDataGenerator (#8851) 17168 17167 17165 17164 JosueNina 2025-06-26 15:03:44 -05:00
  • 75ccf0199b Filter out default datetime values from the DataFrame (#8845) 17163 17162 17161 JosueNina 2025-06-25 09:21:03 -05:00
  • 1c82eb6313 Add interactive brokers fix model (#8849) 17160 Martin-Molinero 2025-06-24 18:01:05 -03:00
  • 4b15f6e35a Trigger Build 17158 Jhonathan Abreu 2025-06-24 11:19:05 -04:00
  • ee2613ba4a Hack for cloud testing Jhonathan Abreu 2025-06-24 10:57:22 -04:00
  • 2cbf261bfe Sort universe files Jhonathan Abreu 2025-06-24 10:49:46 -04:00
  • 5821f570aa Cleanup Jhonathan Abreu 2025-06-23 17:58:58 -04:00
  • 45cc12a5c0 Feat: Level One Service (#8838) 17159 17156 Roman Yavnikov 2025-06-24 00:38:11 +03:00
  • c4f3c5dce3 Miror change Jhonathan Abreu 2025-06-23 17:37:18 -04:00
  • 911a4aed99 Performance improvements Jhonathan Abreu 2025-06-23 17:15:30 -04:00
  • 7bca81c4a8 Add TrailingStopOrderTestParameters (#8847) 17155 Martin-Molinero 2025-06-23 10:41:44 -03:00
  • 2ca4c0573e Feature : Implements Parabolic SAR Extended (SAREXT) (#8818) Sai Revanth 2025-06-23 19:10:05 +05:30
  • 896f478b63 Minor fix for universe symbols cache 17154 Jhonathan Abreu 2025-06-20 16:36:52 -04:00
  • fd313728df [HACK] Force use test universe files Jhonathan Abreu 2025-06-20 16:02:00 -04:00
  • 43ea08eba5 Add options and futures symbols cache Jhonathan Abreu 2025-06-20 15:56:46 -04:00
  • 6e36e3139b Fix failing unit tests 17153 Jhonathan Abreu 2025-06-20 11:06:49 -04:00
  • 2af4939a79 Minor change Jhonathan Abreu 2025-06-20 09:54:02 -04:00
  • e16d398e94 Minor data fix Jhonathan Abreu 2025-06-20 09:30:54 -04:00
  • 4ae3c762f7 Minor change Jhonathan Abreu 2025-06-19 16:22:00 -04:00
  • 7f8589321e Introduce new format for options and futures universe files Jhonathan Abreu 2025-06-19 13:34:55 -04:00
  • 167b24f669 Use correct sids when reading options/futures universe files Jhonathan Abreu 2025-06-18 15:34:40 -04:00
  • c1e3b79010 Minor brokerage test improvements (#8844) Martin-Molinero 2025-06-19 15:49:10 -03:00
  • d1e927cfce Remove Juneteenth future generic holiday (#8841) Martin-Molinero 2025-06-19 08:26:25 -03:00
  • 3826b1d86a Update readme.md 17150 Martin-Molinero 2025-06-18 18:32:13 -03:00
  • b991dc8ada Add PyObject overload constructor to FilteredIdentity (#8840) JosueNina 2025-06-18 16:31:22 -05:00
  • 5729be4661 Make RollingWindow compatible with any data type (#8836) JosueNina 2025-06-18 16:29:00 -05:00
  • 4dcd41b690 Wire and handle brokerage errors when used as DQH only (#8832) 17148 17147 Jhonathan Abreu 2025-06-17 12:11:54 -04:00
  • 4602a9d222 Fill-forward last warmup data point to normal data feed (#8831) Jhonathan Abreu 2025-06-17 12:07:58 -04:00
  • e2de840aed Avoid empty public constructor from being removed (#8837) Martin-Molinero 2025-06-17 13:04:30 -03:00
  • 93d58d5cdf Minor fixes for quantbook (#8835) 17146 17145 Martin-Molinero 2025-06-16 18:59:58 -03:00
  • d611105413 Split conflicting python library tests run (#8830) 17144 17142 17141 Martin-Molinero 2025-06-13 17:14:55 -03:00
  • 3f53f6ec77 refactor: change access modifier of GetFutureContractMonthNoRulesApplied (#8829) Roman Yavnikov 2025-06-13 20:51:24 +03:00
  • dbcb464268 Update PythonPackagesTests.cs Martin-Molinero 2025-06-13 13:39:57 -03:00
  • 26a00a2adb Update readme.md Martin-Molinero 2025-06-13 13:36:52 -03:00
  • a75e132bed Foundation update (#8827) 17139 Martin-Molinero 2025-06-13 12:35:45 -03:00
  • 890fcd114e Fix Symbol EOD internal SecurityChanges handling (#8824) Martin-Molinero 2025-06-12 19:18:15 -03:00
  • f3d734c4fe Implements new indicator - KST - Know Sure Thing (#8819) arthion 2025-06-13 03:47:47 +05:30
  • dbdf014a4c Add BNFCR as stable coin without pair (#8821) JosueNina 2025-06-12 17:17:32 -05:00
  • 0d70244d7b Update readme.md Martin-Molinero 2025-06-10 19:34:01 -03:00
  • e72362b14d Update readme.md Martin-Molinero 2025-06-10 19:21:21 -03:00
  • 52365ed766 Update readme.md Martin-Molinero 2025-06-10 19:00:52 -03:00
  • 592118b323 Fix live warmup price scaling (#8822) Martin-Molinero 2025-06-10 13:30:43 -03:00
  • cd01b769a6 Fix api ObjectStorageUsed size (#8823) Martin-Molinero 2025-06-10 13:14:14 -03:00
  • 055d852935 Fix live warmup price scaling 17134 Martin Molinero 2025-06-10 12:09:24 -03:00
  • 9e349259b2 Conditional timeout for live fill forward (#8817) 17133 Jhonathan Abreu 2025-06-10 10:58:56 -04:00
  • 0cdb666abf Minor fixes and more unit tests 17132 Jhonathan Abreu 2025-06-09 15:08:32 -04:00
  • 117bd54e96 Wait for data before emitting fill forwarded bars only on market open/close in live trading Jhonathan Abreu 2025-06-06 17:55:43 -04:00
  • b1ce8f0045 feature: Klinger Volume Oscillator (#8811) 17131 Matt Fair 2025-06-06 10:03:57 -04:00
  • 9e31261116 Add open interest data to future chains contracts (#8805) Jhonathan Abreu 2025-06-06 09:35:45 -04:00
  • e70d783c93 Support stop limit orders for crypto futures in Binance (#8792) 17130 Jhonathan Abreu 2025-06-05 08:24:06 -04:00
  • 11ddf6abc2 Add support for stop limit orders in Bitfinex (#8810) Jhonathan Abreu 2025-06-05 08:22:32 -04:00
  • 515606dc35 Review Collective2 Implemention (#8773) Alexandre Catarino 2025-06-05 13:21:57 +01:00
  • 61376cd5cc Support Equity Limit orders outside regular hours in Tradier (#8807) 17129 17128 Jhonathan Abreu 2025-06-04 13:14:56 -04:00
  • 1fc0c37388 Support limit orders outside regular hours in Alpaca (#8800) Jhonathan Abreu 2025-06-04 09:11:22 -04:00
  • bfa0e26605 Add PostOnly TradeStation order property (#8787) Jhonathan Abreu 2025-06-04 09:10:32 -04:00
  • 85bcb9ef43 Add support for trailing stop orders in TradeStation (#8780) Jhonathan Abreu 2025-06-04 09:10:28 -04:00
  • abaa73ebce Add new IgnoreUnknownAssetHoldings algorithm setting (#8764) Jhonathan Abreu 2025-06-04 09:07:57 -04:00
  • d9bdbab810 Feature: Implementation Tastytrade Brokerage (#8809) Roman Yavnikov 2025-06-04 16:03:46 +03:00
  • ba931a26c3 Restrict supported order types in Bitfinex brokerage (#8776) 17127 JosueNina 2025-06-03 15:17:31 -05:00
  • 1d6a5472b0 Updates Python Example get_value to get (#8806) Alexandre Catarino 2025-06-03 21:03:12 +01:00
  • c9c892510a Fix comment (#8788) Derek Melchin 2025-06-03 14:00:03 -06:00