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  • 576af0f45f Minor changes Jhonathan Abreu 2025-02-13 11:20:09 -04:00
  • 4184f5bf6e Add initialize method to chain providers classes Jhonathan Abreu 2025-02-13 10:04:42 -04:00
  • f918c2f237 Minor fix for FakeDataQueue Jhonathan Abreu 2025-02-12 17:59:10 -04:00
  • 2e8e9b3f15 Update new regression algorithms data points count Jhonathan Abreu 2025-02-12 15:04:32 -04:00
  • 0a435ede9b Add history provider as constructor argument for chain providers Jhonathan Abreu 2025-02-12 15:00:53 -04:00
  • 7fe4af3218 Minor fix Jhonathan Abreu 2025-02-12 09:21:00 -04:00
  • 2889b5406b Trigger Build Jhonathan Abreu 2025-02-11 18:03:37 -04:00
  • 1fe041cbd0 Trigger Build Jhonathan Abreu 2025-02-10 17:38:32 -04:00
  • 7303aace52 Trigger Build Jhonathan Abreu 2025-02-05 18:21:10 -04:00
  • decef38ce8 Trigger Build Jhonathan Abreu 2025-02-05 15:14:27 -04:00
  • 87a989ba1a Trigger Build Jhonathan Abreu 2025-02-05 14:39:52 -04:00
  • bac44bba01 Trigger Build Jhonathan Abreu 2025-02-03 17:07:06 -04:00
  • 83e5ddd4bc Trigger Build Jhonathan Abreu 2025-01-28 17:56:41 -04:00
  • 90ba6fb843 Trigger Build Jhonathan Abreu 2025-01-28 10:47:06 -04:00
  • 1eca7808cf Trigger Build Jhonathan Abreu 2025-01-27 17:57:53 -04:00
  • 93ccd1da2f Trigger Build Jhonathan Abreu 2025-01-27 15:14:45 -04:00
  • c814d19f9e Trigger Build Jhonathan Abreu 2025-01-22 14:33:43 -04:00
  • 047b0531b0 Trigger Build Jhonathan Abreu 2025-01-22 09:43:04 -04:00
  • 8efb4f46fc Trigger Build Jhonathan Abreu 2025-01-21 19:12:42 -04:00
  • 7e0c0af496 Minor unit test fix Jhonathan Abreu 2025-01-21 11:42:50 -04:00
  • 5b27879fe5 Update FOPs universe file header Jhonathan Abreu 2025-01-21 10:21:21 -04:00
  • 6ba2403b2d Minor fix for failing unit tests Jhonathan Abreu 2025-01-20 12:24:10 -04:00
  • eb70d2b330 Improve some regression algorithms Jhonathan Abreu 2025-01-17 17:39:13 -04:00
  • dfe259655d Minor changes Jhonathan Abreu 2025-01-17 17:06:55 -04:00
  • b746dbca5f Throw from option universe data filters for future options Jhonathan Abreu 2025-01-17 17:01:02 -04:00
  • 032262920c Sort configs by internal flag Jhonathan Abreu 2025-01-17 16:18:25 -04:00
  • eaf461d2a4 Update regression algorithms stats after rebase Jhonathan Abreu 2025-01-17 15:01:36 -04:00
  • 27983db922 Fix: use universe data for market data in FuturesContract Jhonathan Abreu 2025-01-08 11:31:42 -04:00
  • 577c42f236 Refactor FuturesContract data handling Jhonathan Abreu 2025-01-08 10:33:58 -04:00
  • e3f1c1d832 Trigger Build Jhonathan Abreu 2025-01-08 09:57:55 -04:00
  • 1c389c1d6d Trigger Build Jhonathan Abreu 2025-01-08 09:57:28 -04:00
  • 68660ee5cf Minor changes and cleanup Jhonathan Abreu 2025-01-08 09:26:47 -04:00
  • 8ef2cbebdc Remove ZipEntryName other classes and unused code Jhonathan Abreu 2025-01-08 09:16:16 -04:00
  • b7a9653e20 Clean chain provider classes up Jhonathan Abreu 2025-01-06 17:55:44 -04:00
  • ff02fd968d Trigger Build Jhonathan Abreu 2025-01-03 10:16:59 -04:00
  • d1f8b157b2 Trigger Build Jhonathan Abreu 2025-01-02 11:03:51 -04:00
  • 837704389c Trigger Build Jhonathan Abreu 2025-01-02 10:56:25 -04:00
  • 7b94dd7188 Trigger Build Jhonathan Abreu 2024-12-31 09:45:23 -04:00
  • 7b0e529cd8 Add minor fix for future options tickers parsing Jhonathan Abreu 2024-12-27 12:51:59 -04:00
  • 1443f37d13 Add base class for options and futures contracts Jhonathan Abreu 2024-12-27 12:19:40 -04:00
  • 351dcbf941 Refactor class and interface names for clarity Jhonathan Abreu 2024-12-27 11:37:47 -04:00
  • 348151d195 Remove chain cache logic from FuturesChainUniverse Jhonathan Abreu 2024-12-27 11:32:02 -04:00
  • 7b35d7df3c Remove specific constructors and indexers from Chain classes Jhonathan Abreu 2024-12-27 11:25:31 -04:00
  • 5d24f2638c Refactor data handling in BaseChain and TimeSliceFactory Jhonathan Abreu 2024-12-27 10:58:31 -04:00
  • d8af001912 Changed _auxiliaryData field to lazily-initialized AuxiliaryData property Jhonathan Abreu 2024-12-27 10:37:55 -04:00
  • be79b4b1fb Improve resolution handling for history requests Jhonathan Abreu 2024-12-27 10:19:00 -04:00
  • 44fda65f54 Add implicit conversion from FuturesContract to Symbol Jhonathan Abreu 2024-12-27 09:04:50 -04:00
  • 084fa9cb8b Regression algorithms updates Jhonathan Abreu 2024-12-27 08:46:14 -04:00
  • 187e20765d Minor data fixes Jhonathan Abreu 2024-12-27 08:08:31 -04:00
  • a4d9443f57 Reduce number of universe files in repo Jhonathan Abreu 2024-12-26 14:44:33 -04:00
  • c48c218cae Minor fixes Jhonathan Abreu 2024-12-24 11:26:30 -04:00
  • b4233ecf4a Replace QCAlgorithm.FutureChainProvider usages with new FuturesChain api Jhonathan Abreu 2024-12-24 10:20:07 -04:00
  • 96f844ac62 Add regression algorithms Jhonathan Abreu 2024-12-24 10:01:32 -04:00
  • 2d4f7d2673 Add regression algorithms Jhonathan Abreu 2024-12-23 16:59:00 -04:00
  • 2368d6e8aa Add DataFrame property to FuturesChains class Jhonathan Abreu 2024-12-23 10:44:23 -04:00
  • 6590a01016 Add futures chains DataFrame property Jhonathan Abreu 2024-12-20 16:40:05 -04:00
  • 5475d103fc Minor future chains unit test improvement Jhonathan Abreu 2024-12-20 11:46:33 -04:00
  • be77c419ad Fix failing tests Jhonathan Abreu 2024-12-20 10:20:35 -04:00
  • 078c509edd Fix failing tests Jhonathan Abreu 2024-12-19 19:03:15 -04:00
  • ff162ce297 Fix failing tests Jhonathan Abreu 2024-12-19 19:01:30 -04:00
  • d7852433a9 Refactor QuantBook option and future history to use new universes Jhonathan Abreu 2024-12-18 21:06:25 -04:00
  • 5b42bba0a2 Update regression algorithms stats Jhonathan Abreu 2024-12-18 17:21:09 -04:00
  • 756f653544 Add FuturesChains API to QC algorithm Jhonathan Abreu 2024-12-18 16:49:03 -04:00
  • b7871538c0 Abstraction cleanup Jhonathan Abreu 2024-12-17 18:19:05 -04:00
  • 1da709441f Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 18:00:00 -04:00
  • 5c25512f7b Make Future universe selection file-based like option universe Jhonathan Abreu 2024-12-17 09:59:48 -04:00
  • a792027605 Make FOPs option chains universe file based Jhonathan Abreu 2024-12-10 18:29:54 -04:00
  • 8d6a271f11 Make FOPs selection universe file-based for backtesting Jhonathan Abreu 2024-12-10 16:52:43 -04:00
  • 057f0b4d9e Feature: implement MarketOnCloseOrderTestParameters (#8625) 17014 17013 17012 17011 17009 17007 17006 17004 17002 Roman Yavnikov 2025-03-14 22:46:50 +02:00
  • e6f2776fcf Update readme.md 17001 17000 Martin-Molinero 2025-03-13 12:09:57 -03:00
  • 87a65451ea Feature: Universe Data Downloader (#8612) Roman Yavnikov 2025-03-13 00:38:18 +02:00
  • d00ef1c181 Use a fixed number of periods instead of WarmUpPeriod for the second indicator (#8624) JosueNina 2025-03-12 15:41:08 -05:00
  • 2e1f28d20d Fix IndicatorHistory for options indicators in Python (#8621) JosueNina 2025-03-12 14:10:25 -05:00
  • d68a41ba73 Allow Receiving Broadcast from Source Project (#8622) 16997 Alexandre Catarino 2025-03-11 19:58:17 +00:00
  • fa73be5e2a empty 16996 Alexandre Catarino 2025-03-11 17:08:34 +00:00
  • 90ba89de55 Allow Receiving Broadcast from Source Project Alexandre Catarino 2025-03-11 16:57:30 +00:00
  • 3c7bec0f1b First attempt to remove unnecessary stub generation 16994 Ricardo Andrés Marino Rojas 2025-03-10 18:45:42 -03:00
  • 09ca345ae8 Custom data type universe - python support (#8618) 16993 JosueNina 2025-03-10 15:33:17 -05:00
  • 49265bd773 Adds BroadcastCommand Method (#8617) 16992 16991 16990 Alexandre Catarino 2025-03-07 20:48:10 +00:00
  • 07003af6d5 Minor Update IB Order Properties (#8619) Martin-Molinero 2025-03-07 17:36:03 -03:00
  • 5f8d76f6dd Update Stochastic period (#8613) JosueNina 2025-03-07 10:09:33 -05:00
  • bcc53eff3b Add minor extension methods for value tasks (#8614) 16989 16988 16987 Martin-Molinero 2025-03-06 17:29:25 -03:00
  • bca9ada795 Replace C2 symbol for C2 Exchange symbol (#8604) Ricardo Andrés Marino Rojas 2025-03-06 13:21:31 -03:00
  • 5cba110b64 Add missing IB dependencies (#8615) 16986 16985 Martin-Molinero 2025-03-05 12:32:33 -03:00
  • 88b32b8352 Python Support for CompositeIndicator (#8598) 16981 JosueNina 2025-03-04 13:25:15 -05:00
  • 6ae7317c8a Add minor extension methods for value tasks 16984 Martin Molinero 2025-03-04 15:17:19 -03:00
  • fef5c8e9c8 Update readme.md 16980 Martin-Molinero 2025-03-04 11:50:13 -03:00
  • b06c6b6320 Cleanup & minor fix 16979 Martin Molinero 2025-03-03 19:34:09 -03:00
  • eecbff4b4a Cleanup 16978 Martin Molinero 2025-03-03 19:34:09 -03:00
  • 867b7e8eb6 Upgrade IB gateway version to 30.10 (#8586) 16977 Jhonathan Abreu 2025-03-03 12:17:23 -04:00
  • d928d17b09 Prevent QuantBook composer reset on notebook initialization Jhonathan Abreu 2025-02-27 11:03:46 -04:00
  • f9d84a6893 Remove outdated comments (#8601) 16976 16974 Zekun Wang 2025-02-21 08:55:54 -05:00
  • bd144e021d Add 2025 & 2024 holidays to MHDB Index entries (#8599) Ricardo Andrés Marino Rojas 2025-02-21 10:53:18 -03:00
  • 1a852d2d45 Add new indexes, including market hours - part 4 (#8578) 16973 16972 16971 JosueNina 2025-02-19 16:50:38 -05:00
  • 99dc63a08d Remove trailing commas from MHDB (#8597) Ricardo Andrés Marino Rojas 2025-02-19 17:52:38 -03:00
  • f59fedc042 Add backtest summary (#8593) 16970 16969 16968 16967 16966 Martin-Molinero 2025-02-19 11:32:18 -03:00
  • 6e4e83bb5b Add backtest summary 16965 16964 16963 16962 16961 Martin Molinero 2025-02-17 16:51:46 -03:00
  • 4c3bd529a8 Add backtest summary 16960 Martin Molinero 2025-02-17 16:51:46 -03:00
  • 8802d08a47 Use Futures Bank Holidays For Expirations 16958 Martin Molinero 2025-02-07 12:15:23 -03:00
  • c6211fe6a9 Trigger Build 16998 16956 Jhonathan Abreu 2025-02-14 18:12:17 -04:00