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  • 666f810dd9 Refactor AverageTrueRange to use TrueRange implementation (#8785) JosueNina 2025-06-03 14:57:26 -05:00
  • 4363801ec9 Add alias for AccumulationDistributionOscillator(ChaikinOscillator) (#8781) JosueNina 2025-06-03 14:49:29 -05:00
  • 29ab1d6acd Initial solution (#8772) JosueNina 2025-06-03 13:35:59 -05:00
  • 5d732a877a Add support for negative indexing in RollingWindow (#8770) JosueNina 2025-06-03 13:33:08 -05:00
  • 2edac83d4f Ensure Indicator.Current retains the Symbol from the latest input data (#8767) JosueNina 2025-06-03 13:26:42 -05:00
  • 791a40596a Update SPDB with CoinBase, ByBit, Bitfinex, Kraken, Binance and BinanceUS (#8765) JosueNina 2025-06-03 13:21:59 -05:00
  • 54e58c6302 Add 2025 equity and equity options holidays (#8799) 17126 17125 Jhonathan Abreu 2025-05-27 13:22:28 -04:00
  • f0c61130ea Trigger Build 17124 Jhonathan Abreu 2025-05-23 14:41:07 -04:00
  • 7ce4f0f9f2 Trigger Build Jhonathan Abreu 2025-05-23 13:56:53 -04:00
  • 00d8959438 TEST 17120 Jhonathan Abreu 2025-05-16 14:27:14 -04:00
  • 33e8fa92a9 TEST 17119 Jhonathan Abreu 2025-05-16 11:17:33 -04:00
  • e26a190405 TEST 17118 Jhonathan Abreu 2025-05-16 10:46:42 -04:00
  • 4bb7744803 Trigger Build 17117 Jhonathan Abreu 2025-05-16 10:06:26 -04:00
  • e99bcb60e1 TEST 17116 Jhonathan Abreu 2025-05-16 09:01:26 -04:00
  • ccda928219 Trigger Build 17115 Jhonathan Abreu 2025-05-15 15:27:36 -04:00
  • bafb2e4620 Ignore unknown assets by default 17114 Jhonathan Abreu 2025-05-15 12:43:46 -04:00
  • 81004d436b Use a time keeper to get the actual backtest/like date in SIDs generation Jhonathan Abreu 2025-05-14 18:23:04 -04:00
  • 218c2e4070 Wire brokerage message handler before algorithm initialization Jhonathan Abreu 2025-05-13 17:03:41 -04:00
  • 1521d9aa15 Test 2 17112 Jhonathan Abreu 2025-05-14 15:36:14 -04:00
  • 2324ac0863 Trigger Build 17111 Jhonathan Abreu 2025-05-14 14:54:08 -04:00
  • 36aa387c71 Test Jhonathan Abreu 2025-05-13 17:03:41 -04:00
  • 39bdf260fe Trigger Build 17110 Jhonathan Abreu 2025-05-13 17:03:41 -04:00
  • e5372bfa88 Add new IgnoreUnknownAssetTypes algorithm setting Jhonathan Abreu 2025-05-12 09:57:18 -04:00
  • eb8043e7c6 Fix problem with IsSubscriptionValidForConsolidator() method (#8754) 17122 17121 17108 JosueNina 2025-05-09 14:42:25 -05:00
  • 7dad4deb5a Support DAX EUREX indices (#8761) 17107 Jhonathan Abreu 2025-05-09 14:11:10 -04:00
  • 456307e93d Trigger build 2 17105 Romazes 2025-05-09 20:01:28 +03:00
  • 3681f04289 Trigger build Romazes 2025-05-08 17:04:06 +03:00
  • 88947a96b9 Create SPDB and MHDB on engine constructor (#8760) Martin-Molinero 2025-05-09 10:54:51 -03:00
  • 9f322e150b Update FutureSymbolGenerator to Use FuturesExpiryFunctions for Accurate Expiry Dates (#8749) JosueNina 2025-05-09 07:20:55 -05:00
  • 201ea1ce74 More Python syntax check improvements (#8758) 17104 Jhonathan Abreu 2025-05-08 18:06:18 -04:00
  • d2d1ca5c9e Make Local Backtest Config Customizable (#8746) 17103 Louis Szeto 2025-05-08 22:34:18 +08:00
  • 319b0ef13c Trigger build 17102 Romazes 2025-05-08 17:04:06 +03:00
  • 5f27689c53 Improve python syntax check (#8744) 17101 Jhonathan Abreu 2025-05-07 18:45:17 -04:00
  • dec831f361 Minor packet type additions (#8752) 17100 17099 17098 Martin-Molinero 2025-05-06 17:18:13 -03:00
  • 7942f7d6dc Fix failing API test (#8747) 17095 17094 Ricardo Andrés Marino Rojas 2025-05-05 13:34:22 -03:00
  • 359c7a7c8e Improve SecurityExchangeHours exception messages (#8741) 17092 17091 JosueNina 2025-05-02 12:02:05 -05:00
  • 053c9a20c4 ExtendedDictionary improvements (#8723) 17090 Jhonathan Abreu 2025-05-02 11:02:06 -04:00
  • 4e13189787 Feature: support MOO in CharlesSchwabBrokerageModel (#8737) Roman Yavnikov 2025-05-02 16:15:17 +03:00
  • 25c4a879f6 Add failure API backtest unit tests (#8703) 17089 Ricardo Andrés Marino Rojas 2025-05-01 15:48:46 -03:00
  • db3f567ebf Implement the missing python constructors for selection models (#8738) JosueNina 2025-05-01 13:23:11 -05:00
  • abf0e70a20 Feature: support OutsideRegularTradingHours by TradeStation (#8734) 17087 17085 17084 17083 Roman Yavnikov 2025-04-30 00:52:41 +03:00
  • 33d850ae34 Add support for DAX EUREX futures (#8732) Jhonathan Abreu 2025-04-29 16:06:50 -04:00
  • 07f6cd494d Create DollarVolumeRenkoConsolidator (#8729) JosueNina 2025-04-29 15:04:02 -05:00
  • 77a240ff25 Minor tweak (#8731) 17082 17081 Martin-Molinero 2025-04-29 11:04:55 -03:00
  • 15ae8fc13a feat: IB additional logs 17080 Romazes 2025-04-29 00:49:23 +03:00
  • e5a81ef285 Implement python version of OptionAssignmentRegressionAlgorithm (#8728) 17079 JosueNina 2025-04-28 14:00:09 -05:00
  • 818108b944 Fix: UnsettledCash Handling in Lean and Refactor PerformCashSync from Brokerage (#8726) 17078 17077 Roman Yavnikov 2025-04-28 19:35:47 +03:00
  • cc38a6410f Add python SecurityCache.GetData method (#8724) JosueNina 2025-04-28 09:46:31 -05:00
  • 55b21cd714 Fix bug in ClassicRenkoConsolidator (#8713) 17076 17075 JosueNina 2025-04-24 11:55:23 -05:00
  • 25618ae5bc feat: generic BrokerageOrderIdChangedEvent in BrokerageTests (#8719) 17074 17073 Roman Yavnikov 2025-04-23 22:44:59 +03:00
  • 515408b167 Fix sytanx check on algorithms importing algorithms (#8720) Martin-Molinero 2025-04-23 16:39:23 -03:00
  • 0df082cc68 Add StubsAvoidImplicitsAttribute to avoid generating implicit types in stubs (#8718) Jhonathan Abreu 2025-04-23 13:22:14 -04:00
  • cf8c5b854a Python algorithms typing cleanup [part 1] (#8716) Jhonathan Abreu 2025-04-23 13:20:38 -04:00
  • e4ff27a738 Minor improvements for syntax check test script (#8714) Martin-Molinero 2025-04-22 18:14:48 -03:00
  • a087d7e766 Update run_syntax_check.py Martin-Molinero 2025-04-22 16:57:28 -03:00
  • 065dbf3959 Normalize algorithm trading option strategy return type (#8712) Martin-Molinero 2025-04-22 12:01:08 -03:00
  • 1be7c9e141 Minor python syntax fixes (#8711) 17072 Martin-Molinero 2025-04-22 10:54:44 -03:00
  • 1ad4afa54e Add StubsIgnore attribute to missing methods (#8710) Jhonathan Abreu 2025-04-22 09:51:44 -04:00
  • 5845f3cd81 Use StubsIgnore attribute in some methods (#8708) Jhonathan Abreu 2025-04-21 16:27:37 -04:00
  • d60b3323c3 Minor python syntax fixes (#8709) Martin-Molinero 2025-04-21 17:23:36 -03:00
  • 4584feb7da Merge PythonSlice into Slice (#8707) Martin-Molinero 2025-04-21 13:37:33 -03:00
  • b81bcf086e Minor syntax fixes for python algorithms (#8705) Martin-Molinero 2025-04-21 10:06:47 -03:00
  • e34a7e0bfa Update readme.md 17071 Martin-Molinero 2025-04-17 16:08:32 -03:00
  • e8cdb23cc0 Fix MarginCalls outside of regular market hours (#8696) JosueNina 2025-04-17 14:00:47 -05:00
  • ea7d73d95d Add Missing Good Friday (#8702) 17069 Martin-Molinero 2025-04-17 10:42:45 -03:00
  • 7daa0929fa Update devcontainer.json for improved developer experience (#8697) Henry Ennis-Thomas 2025-04-16 23:04:12 +10:00
  • a55c387512 Update Packet.cs 17067 Martin-Molinero 2025-04-15 19:49:35 -03:00
  • c130bb2de4 Dispose of python algorithm instance (#8695) 17063 17062 17061 Martin-Molinero 2025-04-15 11:33:33 -03:00
  • 5db9ccebbf Dispose of python algorithm instance 17059 Martin Molinero 2025-04-15 10:44:55 -03:00
  • a1302d2bcd fix: missed orderProps when create MerketOnOpen (#8693) 17058 17056 17054 17051 Roman Yavnikov 2025-04-14 15:44:27 +03:00
  • 020cf013df Fix bug/syntax in python examples (#8658) Louis Szeto 2025-04-14 20:43:03 +08:00
  • fe46e5ec3b Fill-forward previous universe files for manual chains fetching when current missing (#8691) 17049 17047 17045 Jhonathan Abreu 2025-04-11 12:57:29 -04:00
  • 4c7bda8e34 Fix futures history request error (#8678) JosueNina 2025-04-11 11:37:14 -05:00
  • 13ace56eea Refactor: Eze brokerage (#8689) Roman Yavnikov 2025-04-11 19:35:14 +03:00
  • ff185d0311 Minor Api testing improvements (#8687) Martin-Molinero 2025-04-10 17:30:55 -03:00
  • e90309678e Security initialization on re-addition (#8681) 17043 Jhonathan Abreu 2025-04-09 16:26:05 -04:00
  • ea41fedb30 Handles Empty Signal Export List (#8686) Alexandre Catarino 2025-04-09 20:44:47 +01:00
  • 1cb0405517 Adds Custom Signal Export Example (#8674) 17042 17041 17040 Alexandre Catarino 2025-04-09 14:14:21 +01:00
  • 49844f6e87 Add minor comment 17039 Jhonathan Abreu 2025-04-08 17:38:12 -04:00
  • 1e4ef83132 Fix failing history unit test (#8682) Jhonathan Abreu 2025-04-08 11:00:32 -04:00
  • 55b7cb70ad Add universe selection regression algorithm Jhonathan Abreu 2025-04-07 18:31:46 -04:00
  • e416a54873 Update readme.md 17038 Martin-Molinero 2025-04-07 19:24:29 -03:00
  • a9927fe111 Adjust times to exchange and QB time zones in Option/Future history calls (#8680) Jhonathan Abreu 2025-04-07 18:10:41 -04:00
  • 521b81abc0 Improve regression algorithms Jhonathan Abreu 2025-04-07 18:02:05 -04:00
  • cd7663ef97 Minor tweaks for testing (#8679) Martin-Molinero 2025-04-07 18:41:44 -03:00
  • e1cd63643f feat: OptionCodeLookup publicly (#8676) Roman Yavnikov 2025-04-07 18:22:18 +03:00
  • 87487ec4c0 feat: missed order status in OrderTestParameters for different orders (#8677) Roman Yavnikov 2025-04-07 18:22:09 +03:00
  • dafad3153b Initialize security after addition and re-addition Jhonathan Abreu 2025-04-04 17:36:38 -04:00
  • 1974884c13 Security re-addition tidy up (#8656) Jhonathan Abreu 2025-04-04 16:28:15 -04:00
  • f963e43346 Minor improvements for testing and api (#8672) 17037 Martin-Molinero 2025-04-03 17:49:41 -03:00
  • 980cdeaa75 Remove fill warnings from order tags (#8668) Ricardo Andrés Marino Rojas 2025-04-03 17:49:21 -03:00
  • 26ef02399f Fix QuantBook Option/Future history api date range (#8671) Jhonathan Abreu 2025-04-03 16:45:35 -04:00
  • 68ec0b72b2 Disable extended market hours for universe history requests (#8670) 17036 17035 Jhonathan Abreu 2025-04-02 13:11:38 -04:00
  • a8d36497d4 Prevent fill-forwarding outside OpenInterest trading hours (#8662) JosueNina 2025-04-02 07:22:58 -05:00
  • 73684e8e70 Keep time of day on open interest consolidator (#8667) 17034 Jhonathan Abreu 2025-03-31 17:57:12 -04:00
  • 1e84ee59ce fix CandlestickSeries constructor (#8664) laur89 2025-03-31 21:44:22 +02:00
  • d3243bc8d5 Add more test cases 17033 Jhonathan Abreu 2025-03-31 15:22:29 -04:00
  • c83ee1f615 Cleanup Jhonathan Abreu 2025-03-31 10:51:15 -04:00
  • a7d583b8c9 Update readme.md 17032 Martin-Molinero 2025-03-31 11:01:09 -03:00
  • 903c76e5a8 Consolidate OI data on date and hour change Jhonathan Abreu 2025-03-28 18:34:59 -04:00