quantconnect--lean/Engine/QuantConnect.Lean.Engine.csproj

<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
  <PropertyGroup>
    <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
    <Platform Condition=" '$(Platform)' == '' ">x86</Platform>
    <ProductVersion>8.0.30703</ProductVersion>
    <SchemaVersion>2.0</SchemaVersion>
    <ProjectGuid>{12156F46-D07E-4E3D-AD2B-7409E82AB62F}</ProjectGuid>
    <OutputType>Library</OutputType>
    <AppDesignerFolder>Properties</AppDesignerFolder>
    <RootNamespace>QuantConnect.Lean.Engine</RootNamespace>
    <AssemblyName>QuantConnect.Lean.Engine</AssemblyName>
    <TargetFrameworkVersion>v4.5.2</TargetFrameworkVersion>
    <TargetFrameworkProfile>
    </TargetFrameworkProfile>
    <FileAlignment>512</FileAlignment>
    <SolutionDir Condition="$(SolutionDir) == '' Or $(SolutionDir) == '*Undefined*'">..\</SolutionDir>
    <RestorePackages>true</RestorePackages>
    <PublishUrl>publish\</PublishUrl>
    <Install>true</Install>
    <InstallFrom>Disk</InstallFrom>
    <UpdateEnabled>false</UpdateEnabled>
    <UpdateMode>Foreground</UpdateMode>
    <UpdateInterval>7</UpdateInterval>
    <UpdateIntervalUnits>Days</UpdateIntervalUnits>
    <UpdatePeriodically>false</UpdatePeriodically>
    <UpdateRequired>false</UpdateRequired>
    <MapFileExtensions>true</MapFileExtensions>
    <ApplicationRevision>0</ApplicationRevision>
    <ApplicationVersion>1.0.0.%2a</ApplicationVersion>
    <IsWebBootstrapper>false</IsWebBootstrapper>
    <UseApplicationTrust>false</UseApplicationTrust>
    <BootstrapperEnabled>true</BootstrapperEnabled>
    <LangVersion>6</LangVersion>
  </PropertyGroup>
  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|x86' ">
    <PlatformTarget>AnyCPU</PlatformTarget>
    <DebugSymbols>true</DebugSymbols>
    <DebugType>full</DebugType>
    <Optimize>$(SelectedOptimization)</Optimize>
    <OutputPath>bin\Debug\</OutputPath>
    <DefineConstants>DEBUG;TRACE</DefineConstants>
    <ErrorReport>prompt</ErrorReport>
    <WarningLevel>4</WarningLevel>
    <DocumentationFile>bin\Debug\QuantConnect.Lean.Engine.xml</DocumentationFile>
    <Prefer32Bit>false</Prefer32Bit>
  </PropertyGroup>
  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|x86' ">
    <PlatformTarget>AnyCPU</PlatformTarget>
    <DebugType>pdbonly</DebugType>
    <Optimize>true</Optimize>
    <OutputPath>bin\Release\</OutputPath>
    <DefineConstants>TRACE</DefineConstants>
    <ErrorReport>prompt</ErrorReport>
    <WarningLevel>4</WarningLevel>
    <Prefer32Bit>false</Prefer32Bit>
  </PropertyGroup>
  <PropertyGroup>
  </PropertyGroup>
  <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Debug|x64'">
    <DebugSymbols>true</DebugSymbols>
    <OutputPath>bin\x64\Debug\</OutputPath>
    <DefineConstants>DEBUG;TRACE</DefineConstants>
    <DocumentationFile>bin\Debug\QuantConnect.Lean.Engine.XML</DocumentationFile>
    <DebugType>full</DebugType>
    <PlatformTarget>x64</PlatformTarget>
    <ErrorReport>prompt</ErrorReport>
    <CodeAnalysisIgnoreBuiltInRuleSets>true</CodeAnalysisIgnoreBuiltInRuleSets>
    <CodeAnalysisIgnoreBuiltInRules>true</CodeAnalysisIgnoreBuiltInRules>
    <CodeAnalysisFailOnMissingRules>true</CodeAnalysisFailOnMissingRules>
    <Prefer32Bit>false</Prefer32Bit>
  </PropertyGroup>
  <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Release|x64'">
    <OutputPath>bin\x64\Release\</OutputPath>
    <DefineConstants>TRACE</DefineConstants>
    <Optimize>true</Optimize>
    <DebugType>pdbonly</DebugType>
    <PlatformTarget>AnyCPU</PlatformTarget>
    <ErrorReport>prompt</ErrorReport>
    <CodeAnalysisIgnoreBuiltInRuleSets>true</CodeAnalysisIgnoreBuiltInRuleSets>
    <CodeAnalysisIgnoreBuiltInRules>true</CodeAnalysisIgnoreBuiltInRules>
    <CodeAnalysisFailOnMissingRules>true</CodeAnalysisFailOnMissingRules>
    <Prefer32Bit>false</Prefer32Bit>
  </PropertyGroup>
  <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Debug|AnyCPU'">
    <DebugSymbols>true</DebugSymbols>
    <OutputPath>bin\Debug\</OutputPath>
    <DefineConstants>DEBUG;TRACE</DefineConstants>
    <DocumentationFile>bin\Debug\QuantConnect.Lean.Engine.xml</DocumentationFile>
    <DebugType>full</DebugType>
    <PlatformTarget>AnyCPU</PlatformTarget>
    <ErrorReport>prompt</ErrorReport>
    <CodeAnalysisRuleSet>MinimumRecommendedRules.ruleset</CodeAnalysisRuleSet>
    <Prefer32Bit>false</Prefer32Bit>
  </PropertyGroup>
  <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Release|AnyCPU'">
    <OutputPath>bin\Release\</OutputPath>
    <DefineConstants>
    </DefineConstants>
    <Optimize>true</Optimize>
    <DebugType>pdbonly</DebugType>
    <PlatformTarget>AnyCPU</PlatformTarget>
    <ErrorReport>prompt</ErrorReport>
    <CodeAnalysisRuleSet>MinimumRecommendedRules.ruleset</CodeAnalysisRuleSet>
    <Prefer32Bit>false</Prefer32Bit>
  </PropertyGroup>
  <Target Name="Print" BeforeTargets="Build">
    <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
  </Target>
  <ItemGroup>
    <Reference Include="DotNetZip, Version=1.13.3.0, Culture=neutral, PublicKeyToken=6583c7c814667745, processorArchitecture=MSIL">
      <HintPath>..\packages\DotNetZip.1.13.3\lib\net40\DotNetZip.dll</HintPath>
    </Reference>
    <Reference Include="Fasterflect">
      <HintPath>..\packages\fasterflect.2.1.3\lib\net40\Fasterflect.dll</HintPath>
    </Reference>
    <Reference Include="FSharp.Core, Version=4.4.1.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a, processorArchitecture=MSIL">
      <HintPath>..\packages\FSharp.Core.4.2.1\lib\net45\FSharp.Core.dll</HintPath>
      <Private>True</Private>
    </Reference>
    <Reference Include="MathNet.Numerics, Version=3.19.0.0, Culture=neutral, processorArchitecture=MSIL">
      <HintPath>..\packages\MathNet.Numerics.3.19.0\lib\net40\MathNet.Numerics.dll</HintPath>
    </Reference>
    <Reference Include="Microsoft.CSharp" />
    <Reference Include="Newtonsoft.Json, Version=10.0.0.0, Culture=neutral, PublicKeyToken=30ad4fe6b2a6aeed, processorArchitecture=MSIL">
      <HintPath>..\packages\Newtonsoft.Json.10.0.3\lib\net45\Newtonsoft.Json.dll</HintPath>
    </Reference>
    <Reference Include="NodaTime, Version=1.3.0.0, Culture=neutral, PublicKeyToken=4226afe0d9b296d1, processorArchitecture=MSIL">
      <HintPath>..\packages\NodaTime.1.3.4\lib\net35-Client\NodaTime.dll</HintPath>
    </Reference>
    <Reference Include="RestSharp, Version=106.6.10.0, Culture=neutral, PublicKeyToken=598062e77f915f75, processorArchitecture=MSIL">
      <HintPath>..\packages\RestSharp.106.6.10\lib\net452\RestSharp.dll</HintPath>
    </Reference>
    <Reference Include="System" />
    <Reference Include="System.ComponentModel.Composition" />
    <Reference Include="System.Data" />
    <Reference Include="System.Drawing" />
    <Reference Include="System.IO.Compression" />
    <Reference Include="System.Numerics" />
    <Reference Include="System.Runtime.Caching" />
    <Reference Include="System.Web" />
    <Reference Include="System.Xml" />
  </ItemGroup>
  <ItemGroup>
    <Compile Include="..\Common\Properties\SharedAssemblyInfo.cs">
      <Link>Properties\SharedAssemblyInfo.cs</Link>
    </Compile>
    <Compile Include="AlgorithmManager.cs" />
    <Compile Include="Alphas\ChartingInsightManagerExtension.cs" />
    <Compile Include="Alphas\StatisticsInsightManagerExtension.cs" />
    <Compile Include="DataFeeds\ApiDataProvider.cs" />
    <Compile Include="DataFeeds\BacktestingFutureChainProvider.cs" />
    <Compile Include="DataFeeds\BacktestingOptionChainProvider.cs" />
    <Compile Include="DataFeeds\CachingFutureChainProvider.cs" />
    <Compile Include="DataFeeds\CachingOptionChainProvider.cs" />
    <Compile Include="DataFeeds\CurrencySubscriptionDataConfigManager.cs" />
    <Compile Include="DataFeeds\DataManager.cs" />
    <Compile Include="DataFeeds\Enumerators\DelistingEventProvider.cs" />
    <Compile Include="DataFeeds\Enumerators\DividendEventProvider.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\CorporateEventEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\ITradableDateEventProvider.cs" />
    <Compile Include="DataFeeds\Enumerators\ITradableDatesNotifier.cs" />
    <Compile Include="DataFeeds\Enumerators\LiveEquityDataSynchronizingEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\MappingEventProvider.cs" />
    <Compile Include="DataFeeds\Enumerators\LiveAuxiliaryDataEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\PriceScaleFactorEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\SplitEventProvider.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\LiveCustomDataSubscriptionEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\QuoteBarFillForwardEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\AuxiliaryDataEnumerator.cs" />
    <Compile Include="DataFeeds\IDataFeedSubscriptionManager.cs" />
    <Compile Include="DataFeeds\IDataFeedTimeProvider.cs" />
    <Compile Include="DataFeeds\IDataManager.cs" />
    <Compile Include="DataFeeds\ISubscriptionSynchronizer.cs" />
    <Compile Include="DataFeeds\ISynchronizer.cs" />
    <Compile Include="DataFeeds\LiveFutureChainProvider.cs" />
    <Compile Include="DataFeeds\LiveOptionChainProvider.cs" />
    <Compile Include="DataFeeds\NullDataFeed.cs" />
    <Compile Include="DataFeeds\PendingRemovalsManager.cs" />
    <Compile Include="DataFeeds\RealTimeScheduleEventService.cs" />
    <Compile Include="DataFeeds\PredicateTimeProvider.cs" />
    <Compile Include="DataFeeds\SubscriptionDataReaderEvents.cs" />
    <Compile Include="DataFeeds\SubscriptionFrontierTimeProvider.cs" />
    <Compile Include="DataFeeds\SingleEntryDataCacheProvider.cs" />
    <Compile Include="DataFeeds\Enumerators\BaseDataCollectionAggregatorEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\EnqueueableEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\BaseDataCollectionSubscriptionEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\BaseDataSubscriptionEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\DataQueueFuturesChainUniverseDataCollectionEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\DataQueueOptionChainUniverseDataCollectionEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\FineFundamentalSubscriptionEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\FuturesChainUniverseSubscriptionEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\OptionChainUniverseSubscriptionEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\SubscriptionDataReaderSubscriptionEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\Factories\TimeTriggeredUniverseSubscriptionEnumeratorFactory.cs" />
    <Compile Include="DataFeeds\Enumerators\FastForwardEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\FillForwardEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\FrontierAwareEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\LiveFillForwardEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\FuturesChainUniverseDataCollectionAggregatorEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\OptionChainUniverseDataCollectionEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\OptionChainUniverseDataCollectionAggregatorEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\OpenInterestEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\RateLimitEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\RefreshEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\SubscriptionFilterEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\SynchronizingEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\QuoteBarBuilderEnumerator.cs" />
    <Compile Include="DataFeeds\Enumerators\TradeBarBuilderEnumerator.cs" />
    <Compile Include="DataFeeds\DefaultDataProvider.cs" />
    <Compile Include="DataFeeds\ISubscriptionDataSourceReader.cs" />
    <Compile Include="DataFeeds\ITimeProvider.cs" />
    <Compile Include="DataFeeds\CollectionSubscriptionDataSourceReader.cs" />
    <Compile Include="DataFeeds\ManualTimeProvider.cs" />
    <Compile Include="DataFeeds\RealTimeProvider.cs" />
    <Compile Include="DataFeeds\DataFeedPacket.cs" />
    <Compile Include="DataFeeds\SubscriptionCollection.cs" />
    <Compile Include="DataFeeds\SubscriptionData.cs" />
    <Compile Include="DataFeeds\LiveSynchronizer.cs" />
    <Compile Include="DataFeeds\Synchronizer.cs" />
    <Compile Include="DataFeeds\TextSubscriptionDataSourceReader.cs" />
    <Compile Include="DataFeeds\CreateStreamReaderErrorEventArgs.cs" />
    <Compile Include="DataFeeds\BaseDataExchange.cs" />
    <Compile Include="DataFeeds\LiveTradingDataFeed.cs" />
    <Compile Include="DataFeeds\SubscriptionSynchronizer.cs" />
    <Compile Include="DataFeeds\Subscription.cs" />
    <Compile Include="DataFeeds\InvalidSourceEventArgs.cs" />
    <Compile Include="DataFeeds\SubscriptionDataSourceReader.cs" />
    <Compile Include="DataFeeds\Queues\DataQueue.cs" />
    <Compile Include="DataFeeds\Queues\FakeDataQueue.cs" />
    <Compile Include="DataFeeds\ReaderErrorEventArgs.cs" />
    <Compile Include="DataFeeds\SubscriptionDataReader.cs" />
    <Compile Include="DataFeeds\TimeSlice.cs" />
    <Compile Include="DataFeeds\TimeSliceFactory.cs" />
    <Compile Include="DataFeeds\Transport\LocalFileSubscriptionStreamReader.cs" />
    <Compile Include="DataFeeds\Transport\RemoteFileSubscriptionStreamReader.cs" />
    <Compile Include="DataFeeds\Transport\RestSubscriptionStreamReader.cs" />
    <Compile Include="DataFeeds\UniverseSelection.cs" />
    <Compile Include="DataFeeds\UpdateData.cs" />
    <Compile Include="DataFeeds\ZipDataCacheProvider.cs" />
    <Compile Include="DataFeeds\ZipEntryNameSubscriptionDataSourceReader.cs" />
    <Compile Include="HistoricalData\SineHistoryProvider.cs" />
    <Compile Include="RealTime\BaseRealTimeHandler.cs" />
    <Compile Include="Results\BaseResultsHandler.cs" />
    <Compile Include="Results\RegressionResultHandler.cs" />
    <Compile Include="Server\LocalLeanManager.cs" />
    <Compile Include="HistoricalData\BrokerageHistoryProvider.cs" />
    <Compile Include="HistoricalData\SubscriptionDataReaderHistoryProvider.cs" />
    <Compile Include="HistoricalData\SynchronizingHistoryProvider.cs" />
    <Compile Include="Server\ILeanManager.cs" />
    <Compile Include="LeanEngineAlgorithmHandlers.cs" />
    <Compile Include="LeanEngineSystemHandlers.cs" />
    <Compile Include="RealTime\LiveTradingRealTimeHandler.cs" />
    <Compile Include="RealTime\BacktestingRealTimeHandler.cs" />
    <Compile Include="RealTime\IRealTimeHandler.cs" />
    <Compile Include="RealTime\ScheduledEventFactory.cs" />
    <Compile Include="Results\DesktopResultHandler.cs" />
    <Compile Include="Results\IResultHandler.cs" />
    <Compile Include="Setup\AlgorithmSetupException.cs" />
    <Compile Include="Setup\BaseSetupHandler.cs" />
    <Compile Include="Setup\BrokerageSetupHandler.cs" />
    <Compile Include="Setup\ConsoleSetupHandler.cs" />
    <Compile Include="Setup\BacktestingSetupHandler.cs" />
    <Compile Include="Setup\ISetupHandler.cs" />
    <None Include="app.config" />
    <None Include="packages.config">
      <SubType>Designer</SubType>
    </None>
    <Compile Include="Results\BacktestingResultHandler.cs" />
    <Compile Include="DataFeeds\FileSystemDataFeed.cs" />
    <Compile Include="Alphas\DefaultAlphaHandler.cs" />
    <Compile Include="Alphas\IAlphaHandler.cs" />
    <Compile Include="Setup\SetupHandlerParameters.cs" />
    <Compile Include="TransactionHandlers\BacktestingTransactionHandler.cs" />
    <Compile Include="TransactionHandlers\BrokerageTransactionHandler.cs" />
    <Compile Include="TransactionHandlers\CancelPendingOrders.cs" />
    <Compile Include="TransactionHandlers\ITransactionHandler.cs" />
    <Compile Include="DataFeeds\IDataFeed.cs" />
    <Compile Include="Results\LiveTradingResultHandler.cs" />
    <Compile Include="Properties\AssemblyInfo.cs" />
    <Compile Include="Engine.cs" />
  </ItemGroup>
  <ItemGroup>
    <ProjectReference Include="..\Algorithm.CSharp\QuantConnect.Algorithm.CSharp.csproj">
      <Project>{39a81c16-a1e8-425e-a8f2-1433adb80228}</Project>
      <Name>QuantConnect.Algorithm.CSharp</Name>
    </ProjectReference>
    <ProjectReference Include="..\AlgorithmFactory\QuantConnect.AlgorithmFactory.csproj">
      <Project>{e99d056a-b6fb-48d2-9f7c-683c54cebbf9}</Project>
      <Name>QuantConnect.AlgorithmFactory</Name>
    </ProjectReference>
    <ProjectReference Include="..\Algorithm\QuantConnect.Algorithm.csproj">
      <Project>{3240aca4-bdd4-4d24-ac36-bbb651c39212}</Project>
      <Name>QuantConnect.Algorithm</Name>
    </ProjectReference>
    <ProjectReference Include="..\Api\QuantConnect.Api.csproj">
      <Project>{c5d44209-49a0-4505-a870-043c5ef5fddf}</Project>
      <Name>QuantConnect.Api</Name>
    </ProjectReference>
    <ProjectReference Include="..\Brokerages\QuantConnect.Brokerages.csproj">
      <Project>{2d3e13cf-2d14-4180-a42d-f0a13af0ade2}</Project>
      <Name>QuantConnect.Brokerages</Name>
    </ProjectReference>
    <ProjectReference Include="..\Compression\QuantConnect.Compression.csproj">
      <Project>{bc3bc77e-0502-43db-a727-b94f9765d74b}</Project>
      <Name>QuantConnect.Compression</Name>
    </ProjectReference>
    <ProjectReference Include="..\Configuration\QuantConnect.Configuration.csproj">
      <Project>{0aeb4ea3-28c8-476e-89fd-926f06590b4c}</Project>
      <Name>QuantConnect.Configuration</Name>
    </ProjectReference>
    <ProjectReference Include="..\Indicators\QuantConnect.Indicators.csproj">
      <Project>{73fb2522-c3ed-4e47-8e3d-afad48a6b888}</Project>
      <Name>QuantConnect.Indicators</Name>
    </ProjectReference>
    <ProjectReference Include="..\Common\QuantConnect.csproj">
      <Project>{2545c0b4-fabb-49c9-8dd1-9ad7ee23f86b}</Project>
      <Name>QuantConnect</Name>
    </ProjectReference>
    <ProjectReference Include="..\Logging\QuantConnect.Logging.csproj">
      <Project>{01911409-86be-4e7d-9947-df714138610d}</Project>
      <Name>QuantConnect.Logging</Name>
    </ProjectReference>
  </ItemGroup>
  <ItemGroup>
    <BootstrapperPackage Include=".NETFramework,Version=v4.5">
      <Visible>False</Visible>
      <ProductName>Microsoft .NET Framework 4.5 %28x86 and x64%29</ProductName>
      <Install>true</Install>
    </BootstrapperPackage>
    <BootstrapperPackage Include="Microsoft.Net.Client.3.5">
      <Visible>False</Visible>
      <ProductName>.NET Framework 3.5 SP1 Client Profile</ProductName>
      <Install>false</Install>
    </BootstrapperPackage>
    <BootstrapperPackage Include="Microsoft.Net.Framework.3.5.SP1">
      <Visible>False</Visible>
      <ProductName>.NET Framework 3.5 SP1</ProductName>
      <Install>false</Install>
    </BootstrapperPackage>
  </ItemGroup>
  <ItemGroup />
  <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
  <Import Project="$(SolutionDir)\.nuget\NuGet.targets" Condition="Exists('$(SolutionDir)\.nuget\NuGet.targets')" />
  <PropertyGroup>
    <PostBuildEvent>
    </PostBuildEvent>
  </PropertyGroup>
  <!-- To modify your build process, add your task inside one of the targets below and uncomment it. 
       Other similar extension points exist, see Microsoft.Common.targets.
  <Target Name="BeforeBuild">
  </Target>
  <Target Name="AfterBuild">
  </Target>
  -->
</Project>