Martin-Molinero 3ccf428498 Adjust delisting liquidation time (#5203) ...

* Adjust delisting liquidation time

- Adjust delisting liquidation time to 15 min before market closes.
  Adding unit tests. Updating existing.
- Handle `Statistics.CompoundingAnnualPerformance` invalid calculation
  to avoid exception.
- AlgorithmManager will not handle delisting events in live trading
- Fix bug where due to a split driven liquidation matching delisting
  date a position in the option would remain open. Reproduced by
  `BasicTemplateOptionsFrameworkAlgorithm`

* Address review

- Address review add documentation on delisting offset span

2021-01-22 14:41:29 -03:00

..

Benchmarks

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

Brokerages

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

Data

Adjust delisting liquidation time (#5203)

2021-01-22 14:41:29 -03:00

Exceptions

Test fixes and updates

2020-04-23 09:59:31 -03:00

Notifications

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

Orders

Refactors Market Fill of Equity Fill Model (#5114)

2021-01-06 12:35:33 -03:00

Packets

Issue 5149: Added missing early closes for 1999-2008 (#5163)

2021-01-15 11:22:44 -03:00

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Scheduling

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

Securities

Add primary exchage to map files (#5194)

2021-01-21 18:46:12 -03:00

Statistics

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

Storage

Local Object Store Refactor and Fixes (#4880)

2020-10-30 21:36:23 -03:00

Util

Adds FuturesOptionsUnderlyingMapper and FuturesListing (#5142)

2021-01-12 06:12:00 -08:00

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

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

BrokerageNameTests.cs

Enable python and CSharp debugging

2019-08-12 22:03:13 -03:00

CurrenciesTests.cs

Reuse symbol properties database for currency conversions (#4710)

2020-09-14 15:12:17 -03:00

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionaryTests.cs

Fix SecurityCache OHLC data type

2020-04-08 19:31:37 -03:00

IsolatorLimitResultProviderTests.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

IsolatorTests.cs

Making WorkerThread static

2020-01-14 11:31:58 -03:00

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

OrderTargetsByMarginImpactTests.cs

Adding unit tests for OrderTargetsByMarginImpact

2019-11-05 13:47:42 -03:00

OSTests.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

Add primary exchage to map files (#5194)

2021-01-21 18:46:12 -03:00

SeriesSamplerTests.cs

Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum

2015-12-10 13:03:50 -05:00

SeriesTests.cs

Fixes bug in series sampler with duplicate times

2015-05-12 13:16:24 -04:00

StringExtensionsTests.cs

fix date parsing: TwelveCharacter dateformat can't be parsed properly;

2020-07-31 17:53:55 +03:00

SymbolCacheTests.cs

Append type to custom data symbol

2019-09-24 10:34:35 -03:00

SymbolRepresentationTests.cs

Fixes weeklies parsing, causing certain futures to be inaccessible in QCAlgorithm (#4936)

2020-11-20 11:58:49 -03:00

SymbolTests.cs

Symbol Alias Fix (#5205)

2021-01-22 13:00:14 -03:00

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Historical data requests start & time fix (#4733)

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

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00