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  • fed5ba06f5 Avoid time round down for open interest hour and daily consolidation Jhonathan Abreu 2025-03-28 16:10:17 -04:00
  • 2cafba85f7 Ignore missing types in syntax check (#8660) 17031 Martin-Molinero 2025-03-28 13:19:40 -03:00
  • 513ced31d7 Add python syntax check (#8651) 17030 Martin-Molinero 2025-03-28 10:36:26 -03:00
  • 581e87809b Fix: SettlementDays (#8657) Roman Yavnikov 2025-03-28 15:36:05 +02:00
  • 80498d5a1f Fix dataType assignment logic in GetMatchingSubscriptions (#8653) 17029 JosueNina 2025-03-27 14:19:28 -05:00
  • f5dd7236fc Avoid innecessary stub generation (#8654) 17028 Ricardo Andrés Marino Rojas 2025-03-27 13:30:34 -03:00
  • 69d2f5ae82 Futures and Future Options file-based universes (#8480) 17027 17025 Jhonathan Abreu 2025-03-25 16:22:38 -04:00
  • 2d7e3297a6 Add regression algo for indicator updates: Resolution.Daily vs TimeSpan.FromDays(1) (#8646) JosueNina 2025-03-25 13:57:02 -05:00
  • 57adac59ee Update IB to latest 1034 (#8636) 17023 17022 Martin-Molinero 2025-03-24 13:23:32 -03:00
  • d57f75ade2 Fix for division by zero in option assigment check (#8644) 17020 Martin-Molinero 2025-03-21 18:18:48 -03:00
  • bbb72b771c Minor fix for host culture on regression tests (#8645) Martin-Molinero 2025-03-21 17:59:13 -03:00
  • 1b4613bc75 Support conversion of IndicatorBase<BaseData> (#8635) 17019 17018 JosueNina 2025-03-20 13:31:12 -05:00
  • f4f7c1c18c Add logs to ProcessedDataProvider 17015 Jhonathan Abreu 2025-03-20 09:18:24 -04:00
  • 8ddf4cb390 Trigger Build Jhonathan Abreu 2025-03-18 13:09:10 -04:00
  • 759d7207ac Trigger Build Jhonathan Abreu 2025-03-18 11:15:58 -04:00
  • aa559ce5cb Trigger Build Jhonathan Abreu 2025-03-18 11:15:24 -04:00
  • c1c4501377 Trigger Build Jhonathan Abreu 2025-03-17 15:54:51 -04:00
  • e6ae78ad26 Minor fix Jhonathan Abreu 2025-03-17 11:40:31 -04:00
  • af5d1458d8 Minor fix Jhonathan Abreu 2025-03-17 10:50:23 -04:00
  • 0217ed8453 Trigger Build Jhonathan Abreu 2025-02-14 18:12:17 -04:00
  • 96fa97fa5c Trigger Build Jhonathan Abreu 2025-02-13 14:54:26 -04:00
  • 3ab160cb37 Trigger Build Jhonathan Abreu 2025-02-13 11:49:00 -04:00
  • c4399d3226 Minor changes Jhonathan Abreu 2025-02-13 11:20:09 -04:00
  • f399485970 Add initialize method to chain providers classes Jhonathan Abreu 2025-02-13 10:04:42 -04:00
  • 3f7d1bc36f Minor fix for FakeDataQueue Jhonathan Abreu 2025-02-12 17:59:10 -04:00
  • c2af7028e8 Update new regression algorithms data points count Jhonathan Abreu 2025-02-12 15:04:32 -04:00
  • 686e93165e Add history provider as constructor argument for chain providers Jhonathan Abreu 2025-02-12 15:00:53 -04:00
  • 04f8bc01d9 Minor fix Jhonathan Abreu 2025-02-12 09:21:00 -04:00
  • 043f4c42bd Trigger Build Jhonathan Abreu 2025-02-11 18:03:37 -04:00
  • 82379fce2a Trigger Build Jhonathan Abreu 2025-02-10 17:38:32 -04:00
  • f7529bdde2 Trigger Build Jhonathan Abreu 2025-02-05 18:21:10 -04:00
  • c84fc2534e Trigger Build Jhonathan Abreu 2025-02-05 15:14:27 -04:00
  • a950ef9286 Trigger Build Jhonathan Abreu 2025-02-05 14:39:52 -04:00
  • f878a46408 Trigger Build Jhonathan Abreu 2025-02-03 17:07:06 -04:00
  • 92c0d94d51 Trigger Build Jhonathan Abreu 2025-01-28 17:56:41 -04:00
  • ca09f80ec1 Trigger Build Jhonathan Abreu 2025-01-28 10:47:06 -04:00
  • 9808d8bb46 Trigger Build Jhonathan Abreu 2025-01-27 17:57:53 -04:00
  • dacea571bb Trigger Build Jhonathan Abreu 2025-01-27 15:14:45 -04:00
  • def8c78ac4 Trigger Build Jhonathan Abreu 2025-01-22 14:33:43 -04:00
  • 1e57102261 Trigger Build Jhonathan Abreu 2025-01-22 09:43:04 -04:00
  • 40ca555dbc Trigger Build Jhonathan Abreu 2025-01-21 19:12:42 -04:00
  • 975434a950 Minor unit test fix Jhonathan Abreu 2025-01-21 11:42:50 -04:00
  • 7a98c6501a Update FOPs universe file header Jhonathan Abreu 2025-01-21 10:21:21 -04:00
  • 01daed7075 Minor fix for failing unit tests Jhonathan Abreu 2025-01-20 12:24:10 -04:00
  • b14e287959 Improve some regression algorithms Jhonathan Abreu 2025-01-17 17:39:13 -04:00
  • 476ffb6742 Minor changes Jhonathan Abreu 2025-01-17 17:06:55 -04:00
  • 6c05df56af Throw from option universe data filters for future options Jhonathan Abreu 2025-01-17 17:01:02 -04:00
  • 83bedf703a Sort configs by internal flag Jhonathan Abreu 2025-01-17 16:18:25 -04:00
  • 341073f5f3 Update regression algorithms stats after rebase Jhonathan Abreu 2025-01-17 15:01:36 -04:00
  • 65b5d52909 Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • bc2cba13bb Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • c5fa27220c Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • 1956ff64e6 Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 7c81de0ef7 Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • 74158721eb Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • b4b03ddee8 Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • 935746ac62 Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • 3246695c95 Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • c00e0f2104 Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • 3d555ab510 Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • b1f4b8a78c Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • 3c850d6d79 Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • 557674a178 Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • fa66f348a8 Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • fd0cc927a8 Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • 5031590155 Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • 90cc4ca468 Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • 4ab170c821 Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • 66baf97bb4 Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • 1b431480a9 Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • cbd343824d Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • dbdbd38181 Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • 1f24fd610e Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • c8c6eb599e Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • a35689731d Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • 2124b92acf Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • 9b1b7a61cc Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • 7c3d63a87d Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • dab65ca2d1 Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • fd79251c65 Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • 8a441263dd Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • 10e2592d5e Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • e8c75c08d5 Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • f28318ec99 Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • 4a841aab5e Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • b72adf16d2 Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • d88d30d5f6 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • ba16399039 Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • 8dde62454c Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • c881d14c4a Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • e994562d60 Add unit test to CommonIndicatorTest (#8628) 17017 17016 JosueNina 2025-03-20 08:16:00 -05:00
  • 9093c25837 Trigger Build 17010 Jhonathan Abreu 2025-03-18 13:09:10 -04:00
  • 51cfdd0e89 Trigger Build 17008 Jhonathan Abreu 2025-03-18 11:15:58 -04:00
  • cc1b8fb226 Trigger Build Jhonathan Abreu 2025-03-18 11:15:24 -04:00
  • bf9223345e Trigger Build 17005 Jhonathan Abreu 2025-03-17 15:54:51 -04:00
  • 2ec01d8292 Minor fix 17003 Jhonathan Abreu 2025-03-17 11:40:31 -04:00
  • 11043a0518 Minor fix Jhonathan Abreu 2025-03-17 10:50:23 -04:00
  • 196b1d4ab8 Trigger Build Jhonathan Abreu 2025-02-14 18:12:17 -04:00
  • d4b77414b7 Trigger Build Jhonathan Abreu 2025-02-13 14:54:26 -04:00
  • 7e49e208f0 Trigger Build Jhonathan Abreu 2025-02-13 11:49:00 -04:00