Jhonathan Abreu cefa6341f4 Source option price model data from securities instead of slice (#9315) ...

* Source option price model data from securities instead of slice

* Remove symbols caching and cleanup

* Cleanup

2026-03-04 10:25:14 -04:00

..

DataFeeds

Use universe settings when adding derivatives (#9309)

2026-03-03 12:18:10 -04:00

HistoricalData

feat: add MappedSynchronizingHistoryProvider base class (#9256)

2026-01-30 16:55:10 -03:00

Properties

Fix price shifts around futures rollover date (#8371)

2024-10-21 09:38:00 -03:00

RealTime

Minor fix for negative rolling window index (#9026)

2025-10-10 17:47:58 -03:00

Results

Add orders associated with closed trades on streaming (#9282)

2026-02-12 12:31:56 -03:00

Server

Generic live command support (#8330)

2024-09-19 16:02:42 -03:00

Setup

Fix log timestamp & minor cleanup (#9124)

2025-12-11 13:44:30 -03:00

Storage

Throw exceptions when ObjectStore limits are exceeded in Research mode (#9060)

2025-10-27 10:16:25 -05:00

TransactionHandlers

Fix combo order queue affinity to prevent duplicate brokerage submissions (#9293)

2026-02-16 11:44:39 -03:00

AlgorithmManager.cs

Add performance tracking tool (#9063)

2025-10-27 11:31:14 -03:00

AlgorithmTimeLimitManager.cs

Fix thread race conditions reading and writing

2020-05-01 11:47:19 -03:00

Engine.cs

Source option price model data from securities instead of slice (#9315)

2026-03-04 10:25:14 -04:00

Initializer.cs

Consolidate Configuration.Get usages (#7796)

2024-02-20 13:37:22 -03:00

LeanEngineAlgorithmHandlers.cs

Minor tweaks for testing (#8679)

2025-04-07 18:41:44 -03:00

LeanEngineSystemHandlers.cs

Add messaging handler initialize parameter to job queue (#8887)

2025-07-24 09:27:19 -04:00

QuantConnect.Lean.Engine.csproj

Update Pythonnet version to 2.0.53 (#9303)

2026-02-23 11:24:04 -04:00