quantconnect--lean

00010101_05_example_psychsignal_testdata.csv

Address review

2019-07-09 17:46:15 -07:00

20151224_quote_american.zip

Adds ZipEntryNameSubscriptionFactory

2016-03-17 10:55:47 -04:00

aapl_fine_fundamental.json

Add JSON deserialization test for FineFundamental

2018-05-07 21:43:11 +02:00

CashTestingStrategy.csv

Consolidates transaction handlers to use the IBrokerage interface

2015-01-25 17:12:10 -03:00

eurusd_candle_patterns.txt

Adds test files for more patterns

2016-02-24 00:56:54 +01:00

ewz_candle_patterns.txt

Adds test files for more patterns

2016-02-24 00:56:54 +01:00

frama.txt

Adds FRAMA external data testing

2016-05-26 11:27:28 +01:00

FuturesExpiryFunctionsTestData.xml

Adds the following symbols to futures database: EI, EMD, ...

2019-06-07 08:49:56 -07:00

fxVolumeDaily.csv

FXCM Forex Real volume and Transactions ToolBox Project (#1025 )

2017-08-28 16:25:52 -04:00

fxVolumeHourly.csv

FXCM Forex Real volume and Transactions ToolBox Project (#1025 )

2017-08-28 16:25:52 -04:00

fxVolumeMinute.csv

FXCM Forex Real volume and Transactions ToolBox Project (#1025 )

2017-08-28 16:25:52 -04:00

gdax_accounts.txt

Adds remaining gdax rest methods and unit tests

2017-07-04 21:40:42 +01:00

gdax_holding.txt

Adds remaining gdax rest methods and unit tests

2017-07-04 21:40:42 +01:00

gdax_match.txt

Adds gdax brokerage

2017-07-02 20:03:02 +01:00

gdax_openOrders.txt

Adds fees, Adds auth header

2017-07-06 21:11:46 +01:00

gdax_order.txt

Adds gdax brokerage

2017-07-02 20:03:02 +01:00

gdax_orderById.txt

Adds fees, Adds auth header

2017-07-06 21:11:46 +01:00

gdax_pollTick.txt

Adds usd conversion rate service

2017-09-12 14:30:26 +01:00

gdax_tick.txt

Adds gdax brokerage

2017-07-02 20:03:02 +01:00

gdax_ticker.txt

Changes gdax to ticker channel

2017-09-08 12:18:12 +01:00

multizip.zip

Adds Compression.Unzip overload supporting zip entry name

2016-03-17 09:47:45 -04:00

quandl_future_chris_cme_es1.csv

Add live QuandlFuture custom data test

2018-04-20 23:00:05 +02:00

quandl_future_chris_cme_es2.csv

Add live QuandlFuture custom data test

2018-04-20 23:00:05 +02:00

SampleMarketHoursDatabase.json

Add Early Closes in market hours database

2016-12-14 20:51:09 +01:00

sec_report_raw_multiple.xml

Add unit tests to cover changes

2019-06-19 10:08:27 -07:00

sec_report_raw_single.xml

Add unit tests to cover changes

2019-06-19 10:08:27 -07:00

spy_10_min.txt

Adds initial impl of RenkoConsolidator

2015-03-28 17:21:30 -04:00

spy_acceleration_bands_20_4.txt

Tests passed

2017-08-29 15:27:15 -03:00

spy_ad_osc.txt

Adds AccumulationDistribution and AccumulationDistributionOscillator indicators

2016-02-08 11:09:56 -05:00

spy_ad.txt

Adds AccumulationDistribution and AccumulationDistributionOscillator indicators

2016-02-08 11:09:56 -05:00

spy_alma.txt

ALMA and test implemented.

2017-05-02 10:42:01 -03:00

spy_apo.txt

Adds AbsolutePriceOscillator indicator (APO)

2016-03-23 20:53:08 +01:00

spy_aroon_oscillator.txt

Initial commit

2015-01-12 12:03:33 -03:00

spy_atr_wilder.txt

Adds unit test for AverageTrueRange with MovingAverageType.Wilders

2018-03-21 00:15:54 +00:00

spy_atr.txt

Added test data for proposed new indicators

2015-01-12 15:37:21 -03:00

spy_bollinger_bands.txt

Updated bollinger band test data

2015-01-31 17:47:52 -03:00

spy_bop.txt

Adds Balance Of Power indicator

2016-02-04 12:57:18 -05:00

spy_candle_patterns.txt

Adds CandlestickPatternTests class with data file

2016-02-24 00:56:54 +01:00

spy_cmo.txt

Adds ChandeMomentumOscillator indicator

2016-02-08 11:10:39 -05:00

spy_coppock_curve.csv

Coppock Curve indicator implementation

2018-01-30 12:05:13 -03:00

spy_dema.txt

Adds DoubleExponentialMovingAverage indicator

2016-02-08 11:11:22 -05:00

spy_dpo.csv

DetrendedPriceOscillator indicator.

2017-10-11 09:56:57 -03:00

spy_heikin_ashi.txt

Adds Heikin-Ashi indicator

2016-02-19 03:01:39 +01:00

spy_hma.txt

HullMovingAverage, tests and helper method implemented

2017-04-27 20:52:27 -03:00

spy_kama.txt

Adds Kaufman Adaptive Moving Average indicator (KAMA)

2016-03-07 23:22:37 +01:00

spy_logr14.txt

added test data and set file properties to copy to the bin directory if newer.

2015-08-27 00:40:49 -04:00

spy_mass_index_25.txt

Test passed

2017-09-01 14:40:26 -03:00

spy_max.txt

Adds new tests with data files for Minimum and Maximum indicators

2016-03-20 15:20:00 +01:00

spy_mfi.txt

Add sum indicator and use it for the SMA and MFI. Add left and right Reset for CompositeIndicator Reset with test. Reset sum on SMA reset with test. Update test helper to parse for Volume. Update test data for MFI to include volume.

2015-03-09 22:47:37 -04:00

spy_midpoint.txt

Adds MidPoint indicator (MIDPOINT)

2016-03-21 21:20:11 +01:00

spy_midprice.txt

Merge branch 'midprice-indicator' of https://github.com/StefanoRaggi/Lean into StefanoRaggi-trix-indicator

2016-03-22 11:14:54 -04:00

spy_min.txt

Adds new tests with data files for Minimum and Maximum indicators

2016-03-20 15:20:00 +01:00

spy_natr.txt

Adds Normalized Average True Range indicator (NATR)

2016-02-15 14:51:34 -05:00

spy_ohlcv.txt

Hooks up BrokerageSetupHandler to initialize algo from brokerage-setup-handler

2015-02-21 15:10:55 -05:00

spy_parabolic_SAR.txt

Added test data for proposed new indicators

2015-01-12 15:37:21 -03:00

spy_ppo.txt

Adds PercentagePriceOscillator indicator (PPO)

2016-03-23 21:15:39 +01:00

spy_rocr.txt

Adds RateOfChangeRatio indicator

2016-02-12 10:56:54 -05:00

spy_swiss.txt

Add SWISS test data. Various fixes

2016-06-08 09:41:54 +01:00

spy_t3.txt

T3 volume factor now optional, also updated tests to use 0.7 default value

2016-02-13 13:14:00 +01:00

spy_tema.txt

Adds TripleExponentialMovingAverage indicator

2016-02-08 11:13:44 -05:00

spy_tr.txt

Adds TrueRange indicator

2016-02-08 11:10:38 -05:00

spy_trima.txt

Adds TriangularMovingAverage indicator

2016-02-08 11:09:55 -05:00

spy_trix.txt

Adds Trix indicator (TRIX)

2016-03-20 11:31:38 +01:00

spy_ultosc.txt

Adds Ultimate Oscillator indicator (ULTOSC)

2016-03-19 23:09:18 +01:00

spy_var.txt

Adds Variance indicator

2016-02-04 17:18:13 -05:00

spy_with_adx.txt

Refactors AverageDirectionalIndex and AverageDirectionalMovementIndexRating

2018-11-02 22:53:20 +00:00

spy_with_cci.txt

Added test data for proposed new indicators

2015-01-12 15:37:21 -03:00

spy_with_don50.txt

Revert primary output of the Donchian Channel to be the mean of the upper and lower band

2015-06-05 08:10:03 +10:00

spy_with_fisher.txt

Fixes FishTransform Indicator

2019-05-13 17:57:08 +01:00

spy_with_ichimoku.csv

Minor corrections in Tests project

2017-03-02 21:48:36 -03:00

spy_with_ichimoku.ods

Added original .ods file for Ichimoku test data

2015-06-26 11:38:07 +08:00

spy_with_indicators.txt

Adds unit test for RelativeStrengthIndex with MovingAverageType.Wilders

2018-03-21 00:18:08 +00:00

spy_with_keltner.csv

Creates the Keltner Channel indicators with KCH short code

2015-09-14 16:44:24 -04:00

spy_with_macd.txt

Fixes MACD's Signal and Histogram warming up

2018-03-06 20:03:15 -03:00

spy_with_obv.txt

Fixed OnBalanceVolume indicator always returning zero

2015-12-19 23:07:03 +01:00

spy_with_roc50.txt

Additional test data for new indicators

2015-03-11 17:16:03 -05:00

spy_with_rocp50.txt

Additional test data for new indicators

2015-03-11 17:16:03 -05:00

spy_with_stoch12k3.txt

Additional test data for new indicators

2015-03-11 17:16:03 -05:00

spy_with_vwap.txt

Adds VWAP indicator via WeightedBy indicator extension

2016-04-21 19:34:52 -03:00

spy_with_williamsR14.txt

Additional test data for new indicators

2015-03-11 17:16:03 -05:00

test_cash_equity.xml

Adds unit test modeling the test_cash algo

2015-04-02 18:53:03 -04:00

test_cash_fills.xml

Adds unit test modeling the test_cash algo

2015-04-02 18:53:03 -04:00

test_forex_equity.xml

Initial implementation of Margin and Portfolio models

2015-04-13 20:51:43 -04:00

test_forex_fills_jwb_quantity.xml

Initial implementation of Margin and Portfolio models

2015-04-13 20:51:43 -04:00

test_forex_fills_mch_quantity.xml

Initial implementation of Margin and Portfolio models

2015-04-13 20:51:43 -04:00

test_forex_fills.xml

Initial implementation of Margin and Portfolio models

2015-04-13 20:51:43 -04:00