quantconnect--lean/Common at 10369 - quantconnect--lean - Wehub

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Aaron Janeiro Stone 7aefe07274 4553 - Refactor RenkoConsolidator (#5052 )

* Separated Update calls and other non-common RenkoConsolidator.cs artifacts.

* Added type safe init for wicked

* Refactor; moved wicked-specific fields to WickedRenkoConsolidator.cs

* Addresses requested changes (and compacts constructors)

* Separated Update calls and other non-common RenkoConsolidator.cs artifacts.

* Added type safe init for wicked

* Refactor; moved wicked-specific fields to WickedRenkoConsolidator.cs

* Addresses requested changes (and compacts constructors)

* Removes base class for brevity

* Delete BaseRenkoConsolidator.cs

* Fixes naming for classic Renko consolidator

* Addresses review concerns

* Fixes missing null checks and missing typesafe constructor

* Adds warning

* WickedRenkoConsolidator -> RenkoConsolidator calls

* Separated Update calls and other non-common RenkoConsolidator.cs artifacts.

* Added type safe init for wicked

* Refactor; moved wicked-specific fields to WickedRenkoConsolidator.cs

* Addresses requested changes (and compacts constructors)

* Removes base class for brevity

* Fixes naming for classic Renko consolidator

* Separated Update calls and other non-common RenkoConsolidator.cs artifacts.

* Added type safe init for wicked

* Refactor; moved wicked-specific fields to WickedRenkoConsolidator.cs

* Addresses requested changes (and compacts constructors)

* Delete BaseRenkoConsolidator.cs

* Addresses review concerns

* Fixes missing null checks and missing typesafe constructor

* Adds warning

* WickedRenkoConsolidator -> RenkoConsolidator calls

* Addresses review

* unneeded tag removed

* Minor tweaks address reviews

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>

2021-01-18 15:54:15 -03:00

..

Algorithm/Framework

Normalize and improve Zero security price message

2020-05-13 21:19:37 -03:00

Api Update November 2020 (#4981 )

2020-12-09 16:51:58 -03:00

Use proper exception types

2019-08-16 18:07:30 -03:00

Implements Easy To Borrow Reality Modeling (WIP) (#5159 )

2021-01-14 13:33:44 -08:00

4553 - Refactor RenkoConsolidator (#5052 )

2021-01-18 15:54:15 -03:00

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

Implements Easy To Borrow Reality Modeling (WIP) (#5159 )

2021-01-14 13:33:44 -08:00

Allow specifying email Headers (#4735 )

2020-09-18 21:16:43 -03:00

Implements Easy To Borrow Reality Modeling (WIP) (#5159 )

2021-01-14 13:33:44 -08:00

Adding Api.ReadBacktest optional getCharts (#5054 )

2020-12-18 14:17:40 -03:00

Lean Optimization interface in QCAlgorithm (#4923 )

2020-12-02 20:10:40 -03:00

Add assembly descriptions (#4442 )

2020-05-21 09:35:12 -07:00

Implements Easy To Borrow Reality Modeling (WIP) (#5159 )

2021-01-14 13:33:44 -08:00

Support Offset in DateRules MonthStart/End WeekStart/End (#4916 )

2020-11-13 15:38:34 -03:00

Implements Easy To Borrow Reality Modeling (WIP) (#5159 )

2021-01-14 13:33:44 -08:00

Lean Optimization interface in QCAlgorithm (#4923 )

2020-12-02 20:10:40 -03:00

Convert ObjectStore ext class to implement IObjectStore for API

2019-12-31 15:55:16 -05:00

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

Adds is_finite to decimal.Decimal

2019-02-06 21:10:28 +00:00

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

Allow field selectors to be used with QuoteBars

2017-04-12 12:46:22 +02:00

Global.cs

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

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

Globals.cs

Added ability to specify cache data folder

2017-09-14 16:31:43 -04:00

IIsolatorLimitResultProvider.cs

Properly handle events raised in ScheduledEvents

2019-10-19 14:52:34 -04:00

Isolator.cs

Remove raw Sleeps for Sleeps+Event (#5153 )

2021-01-12 19:12:07 -03:00

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

Remove usage of Lazy<DateTime> in LocalTimeKeeper

2017-12-29 01:12:58 +01:00

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

Parse.cs

Address review: Make CBOE implementation more consistent with BaseData

2019-10-14 09:36:14 -07:00

QuantConnect.csproj

CSProj Update (#5145 )

2021-01-14 12:55:09 -08:00

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

Update all LEAN threads to be Background threads

2017-06-28 21:02:59 +02:00

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

Alpha charting fixes

2019-04-26 18:11:48 +01:00

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

Address reviews

2019-04-30 11:45:07 -03:00

SymbolRepresentation.cs

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

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

SymbolValueJsonConverter.cs

Change Holding.Symbol to be of type Symbol

2015-11-18 12:55:40 -05:00

Time.cs

Historical data requests start & time fix (#4733 )

2020-09-24 14:51:35 -03:00

TimeKeeper.cs

Overall performance improvements

2019-06-03 15:09:02 -03:00

TimeUpdatedEventArgs.cs

Adds TimeUpdated event on LocalTimeKeeper

2015-07-13 15:12:49 -04:00

TimeZoneOffsetProvider.cs

Inline some methods for performance (#4696 )

2020-09-04 18:13:46 -03:00

TimeZones.cs

Fix typo Chicao->Chicago at TimeZones.cs

2017-11-06 10:09:58 -03:00

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