Files
quantconnect--lean/Logging/LogType.cs
T
Balamurali Pandranki c22a538bad Indian stock markets support & Zerodha brokerage implementation (#4873)
* Indian stock markets & Samco and Zerodha brokerage implementations

* Build fixes & Implement multi leg orders (BracketOrder & CoverOrder)

* Build fixes

* Clean & refactor

* Clean up & remove samco brokerage

* Clean up & remove samco brokerage

* Fix Nifty, BankNifty & Sensex Index futures expiry time functions

* Fix Nifty, BankNifty & Sensex Index futures expiry time functions

* Fix Futures Expiry Testcases

* Fix Futures Expiry Testcases

* Refactor Zerodha Symbol Mapper

* Refactor Zerodha Symbol Mapper

* Add Future symbols to symbol prop db csv

* Fix Symbol Mapper context

* Fix Market Hours Database

* Fix OrderJsonConverter

* Add Zerodha AccountBaseCurrency

* Add QuantConnect License headers to new source files

* cleanup config.json formatting & tick aggregator implementation

* cleanup config.json formatting & tick aggregator implementation

* Refactor ZerodhaBrokerageModel

* Fix

* Build Fixes

* Refactor

* Refactor Brokerage class & remove TextFieldParser

* Refactor Brokerage FeeModel

* Add ZerodhaOrderProperties

* Add Refactor HistoryProvider

* Refactor CanExecuteOrder

* Refactor SymbolMapper

* Refactor market names

* Refactor & remove Zerodha subscription manager

* Refactor & remove ZerodhaWebSocketChannels

* Refactor & remove ZerodhaWebSocketChannels

* Refactor ZerodhaBrokerage

* Refactor symbol prop db

* zerodha update downloader ticker data using symbol name

* 1 Zerodha mapper class update to get instruments based on Market. 2 Zerodha Getholdings data fetch fix.

* Update market-hours-database.json

* Implement basic testcases for ZerodhaBrokerage

* Update market-hours-database.json

* Update Market.cs

* 1 Fix for Zerodha subscriber and unsubscribe 2 User of CSVHelper to read instrument list

* Rename Zerodha DataQueueHandler class implementation

* Changes related to TradeBar and emit tick

* Fix DataQueueUniverseProvider & Handle Timezone conversion in WS EmitQuotes

* Emit Order Fixes

* DataQueueHandler refactoring and build fix

* Update config.json

* Removal of IHistoryProvider impplementation

* Reverting timezone logic as already taken care by BrokerImplementation using Unix time

* Place, modify and cancel order implementation

* fix zerodha test cases

* Updating get quotes and restricting getHoldings to MIS

* Testcase Fixes

* Testcase Fixes

* Testcase Fixes

* Updating emitFillOrder

* Add ProductType to ZerodhaOrderProperties

* Addition of ZerodhaProduct Type property and test update

* Fix for unit tests and minor changes for place and update order

* Unit test fix for Zerodha

* Addition of the product type and trading segment configs

* PR review fixes

* Addition of trading segment and product type configs

* Nuget Fixes

* Fix ZerodhaBrokerage DataQueueHandler

* Cleanup OrderTypes & rm global.json

* Update UpdateOrderRequest.cs

* Removal of custom csvreader

* Implementing additional method CanPerformSelection

* Add LiveOptionChainProvider

* Clean up and add QC license headers

* Quick cleanup

* Update ZerodhaBrokerage.cs

* Fix OrderEvent timezone conversions

* use item.Unrealised for Intraday position holdings

* Refactor Option chain get instruments calls

* Refactor Option chain get instruments calls

* Review fixes

* Remove whitespaces

* Updating options strike price

* Undo time stamp change

* Optional gethistory

* Addition of comments and minor changes

* Build Fixes

* Add comments for LogType enums

* Options fix

* Fix json name in CsvInstrument

* Update tick generation in DataQueueHandler

- Use Timestamp field for both trades and quotes
- Fix incorrect bid/ask sizes
- Avoid reading depth on each tick to find top quote
- Use new Tick constructors
- Remove unnecessary locking

* Add missing null check in Utils.StringToDate

* Order fixes

- Include TriggerPending orders in GetOpenOrders
- Remove unnecessary invalid check in PlaceOrder
- Fix GetOrderPrice and GetOrderTriggerPrice

* Zerodha account balance fetch

* Removal of Futures and Options

* Remove Futures & Options Support

* Update ZerodhaBrokerage.cs

* Update ZerodhaBrokerage.cs

* Add License headers

* Add License Headers

* Refactor

* historical TradeBar & security fee calculation fixes

* fix brokerage test case

* Update ZerodhaBrokerage.cs

* Update ZerodhaBrokerageHistoryProviderTests.cs

Co-authored-by: Aman Ray <ray.aman9876@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
2021-03-08 18:51:54 -03:00

38 lines
1.1 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace QuantConnect.Logging
{
/// <summary>
/// Error level
/// </summary>
public enum LogType
{
/// <summary>
/// Debug log level
/// </summary>
Debug,
/// <summary>
/// Trace log level
/// </summary>
Trace,
/// <summary>
/// Error log level
/// </summary>
Error
}
}