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quantconnect--lean/Common
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Martin-Molinero 9c89e8d403 Fix backtest result packet deserializing (#5084) 
* added test covering minValue / maxValue issue with JsonRoundingConverter

* change namespaces

* JsonRoundingConverter fix decimal.Min and MaxValues (cannot deserialize)

* remove dependency on 3rd party library

* c# 6 compatible code (remove pattern matching)

* Fixes BacktestResultPacket deserializing

- Serializing decimals as strings to avoid precision loss, since json
  convert will use floating point precision. Updating unit tests.
- Fix logging unit test failing to delete file being used.

Co-authored-by: Mark Virchenko <mark.virchenko@calienteam.com>
2020-12-28 16:26:40 -03:00
..
Algorithm/Framework
Normalize and improve Zero security price message
2020-05-13 21:19:37 -03:00
Api
Api Update November 2020 (#4981)
2020-12-09 16:51:58 -03:00
Benchmarks
Use proper exception types
2019-08-16 18:07:30 -03:00
Brokerages
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
Data
Load fine fundamental from data cache folder (#4995)
2020-12-04 18:28:24 -08:00
Exceptions
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
Indicators
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
Interfaces
Adding Api.ReadBacktest optional getCharts (#5054)
2020-12-18 14:17:40 -03:00
Notifications
Allow specifying email Headers (#4735)
2020-09-18 21:16:43 -03:00
Orders
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
Packets
Adding Api.ReadBacktest optional getCharts (#5054)
2020-12-18 14:17:40 -03:00
Parameters
Lean Optimization interface in QCAlgorithm (#4923)
2020-12-02 20:10:40 -03:00
Properties
Add assembly descriptions (#4442)
2020-05-21 09:35:12 -07:00
Python
Bug python runtime issue with local report generation (#5014)
2020-12-11 20:45:26 -03:00
Scheduling
Support Offset in DateRules MonthStart/End WeekStart/End (#4916)
2020-11-13 15:38:34 -03:00
Securities
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
Statistics
Lean Optimization interface in QCAlgorithm (#4923)
2020-12-02 20:10:40 -03:00
Storage
Convert ObjectStore ext class to implement IObjectStore for API
2019-12-31 15:55:16 -05:00
Util
Fix backtest result packet deserializing (#5084)
2020-12-28 16:26:40 -03:00
AlgorithmSettings.cs
Address reviews
2020-02-13 16:10:52 -03:00
AlphaRuntimeStatistics.cs
Api Update November 2020 (#4981)
2020-12-09 16:51:58 -03:00
BinaryComparison.cs
Add OptionStrategyMatcher (#4924)
2020-12-02 18:42:24 -03:00
BinaryComparisonExtensions.cs
Add OptionStrategyMatcher (#4924)
2020-12-02 18:42:24 -03:00
Chart.cs
Use proper exception types
2019-08-16 18:07:30 -03:00
ChartPoint.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
Currencies.cs
Set Account Base Currency from Brokerage in Live Mode (#4806)
2020-10-09 09:58:01 -03:00
DataProviderEvents.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
decimal.py
…
Expiry.cs
Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods
2020-04-02 02:35:47 +01:00
ExtendedDictionary.cs
Addresses Peer-Review
2020-04-01 16:15:05 +01:00
Extensions.cs
Fix invalid xml on SafeMultiply100 documentation (#5000)
2020-12-04 18:22:12 -08:00
Field.cs
…
Global.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
Globals.cs
…
IIsolatorLimitResultProvider.cs
Properly handle events raised in ScheduledEvents
2019-10-19 14:52:34 -04:00
Isolator.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
IsolatorLimitResult.cs
Refactors scheduled events to execute on main thread
2019-10-19 14:52:34 -04:00
IsolatorLimitResultProvider.cs
Refactor IsolatorLimitResultProvider
2020-03-02 18:23:20 -03:00
ITimeProvider.cs
Move ITimeProvider and RealTimeProvider to Common
2019-10-19 01:52:07 -04:00
LocalTimeKeeper.cs
…
Market.cs
Add future contracts for NK, IN, TW and HSI
2020-06-29 17:35:40 +01:00
OS.cs
Fix Mono reporting double CPU usage
2020-07-16 11:40:32 -03:00
packages.config
Protobuf will use recyclable memory stream (#4921)
2020-11-06 20:59:25 -03:00
Parse.cs
Address review: Make CBOE implementation more consistent with BaseData
2019-10-14 09:36:14 -07:00
QuantConnect.csproj
Converts QuantConnect.Common.csproj file to .NET Sdk format (#5071)
2020-12-23 13:15:29 -03:00
QuantConnect.nuspec
Remove depreceted projects
2020-06-01 21:27:45 -03:00
RealTimeProvider.cs
Defines ITokenBucket and a LeakyBucket implementation
2019-10-19 01:52:07 -04:00
RealTimeSynchronizedTimer.cs
…
Result.cs
Add server statistics for backtesting
2020-04-24 20:33:19 -03:00
SecurityIdentifier.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
Series.cs
…
SeriesSampler.cs
Improve Optimizer runtime statistics (#5024)
2020-12-11 16:39:13 -08:00
StringExtensions.cs
fix date parsing: TwelveCharacter dateformat can't be parsed properly;
2020-07-31 17:53:55 +03:00
Symbol.cs
Fixes options order crash in ReportGenerator/PortfolioLooper (#4992)
2020-12-07 12:39:53 -03:00
SymbolCache.cs
Append type to custom data symbol
2019-09-24 10:34:35 -03:00
SymbolJsonConverter.cs
…
SymbolRepresentation.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
SymbolValueJsonConverter.cs
…
Time.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
TimeKeeper.cs
…
TimeUpdatedEventArgs.cs
…
TimeZoneOffsetProvider.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
TimeZones.cs
…
TradingCalendar.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
TradingDay.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00