Martin-Molinero d3b9f8bc7a Protobuf OpenInterest (#5107) ...

- Add OpenInterest protobuf support. Adding unit test
- Use composer for future and option chain provider

2021-01-04 10:40:35 -03:00

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Alphas

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DataFeeds

Fix low resolution cache (#5080)

2020-12-28 16:27:11 -03:00

HistoricalData

Bug 4925 daylight out of order bar (#4941)

2020-12-28 16:24:33 -03:00

Properties

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RealTime

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Results

Optimization tweaks (#5056)

2020-12-18 16:01:44 -08:00

Server

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Setup

Protobuf OpenInterest (#5107)

2021-01-04 10:40:35 -03:00

Storage

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TransactionHandlers

Implement safe exiting for Lean (#4972)

2020-11-27 18:14:18 -03:00

AlgorithmManager.cs

Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)

2020-12-11 20:46:56 -03:00

AlgorithmTimeLimitManager.cs

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app.config

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Engine.cs

Increase low resolution cache size (#5105)

2020-12-30 20:59:36 -03:00

LeanEngineAlgorithmHandlers.cs

Lean shutdown improvements (#4982)

2020-12-02 09:55:50 -08:00

LeanEngineSystemHandlers.cs

Lean shutdown improvements (#4982)

2020-12-02 09:55:50 -08:00

packages.config

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

QuantConnect.Lean.Engine.csproj

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

QuantConnect.Lean.Engine.nuspec

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