Martin Molinero 3e1ee11da1 Ignore open interest for time slice ...

- TimeSliceFactory will directly ignore open interest for determining if
  the slice has data or not. Open interest will still be available
  through the Tick collection. Reverting some of the previous commits
  changes since they are no longer required.
- HistoryRequests and SubscriptionRequest will use AlwaysOpen exchange
  for open interest requests. Adding unit test reproducing issue
- Adding `BaseDataRequest` to avoid duplication logic.

2021-02-12 16:56:03 -03:00

..

Alphas

PythonSlice

2020-04-27 19:03:03 -03:00

Execution

Order sizing fix

2020-02-11 13:17:10 -03:00

Portfolio

Renames rebalancingParam to rebalance in PCMs

2020-05-27 20:48:29 +01:00

Properties

Add assembly descriptions (#4442)

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

Risk

Add missing PyObject.Dispose calls

2019-04-10 15:03:10 -03:00

Selection

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

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

CandlestickPatterns.cs

Use IBaseData in type constraints

2016-11-09 09:20:16 -05:00

ConstituentUniverseDefinitions.cs

Add ConstituentUniverseDefinitions

2019-11-21 12:28:51 -03:00

DollarVolumeUniverseDefinitions.cs

Make DollarVolumeUniverseDefinition symbols unique

2016-06-28 04:03:39 -04:00

IndexUniverseDefinitions.cs

Addresses Peer-Review

2020-01-08 22:21:15 +00:00

INotifiedSecurityChanges.cs

Address reviews

2019-04-03 21:55:44 -03:00

QCAlgorithm.cs

Refactor Default Benchmark (#5158)

2021-01-19 08:40:41 -03:00

QCAlgorithm.Framework.cs

Universe dispose and removal (#5134)

2021-01-07 12:03:17 -03:00

QCAlgorithm.Framework.Python.cs

Implement AddUniverseSelectionModel

2019-04-08 16:58:42 -03:00

QCAlgorithm.History.cs

Ignore open interest for time slice

2021-02-12 16:56:03 -03:00

QCAlgorithm.Indicators.cs

Feature #5098 - Time Series Indicators (#5099)

2021-02-01 20:17:49 -03:00

QCAlgorithm.Plotting.cs

Remove internal usages of implicit operator in Indicator code (#4844)

2020-10-12 10:31:05 -03:00

QCAlgorithm.Python.cs

Allow Custom Security Properties and MarketHours (#5100)

2021-01-14 11:34:02 -03:00

QCAlgorithm.Trading.cs

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

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

QCAlgorithm.Universe.cs

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

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

QuantConnect.Algorithm.csproj

Remove Microsoft.Net.Compilers (#5282)

2021-02-11 09:31:37 -03:00

QuantConnect.Algorithm.nuspec

Fix nuget QC dependency version

2020-05-21 16:21:59 -03:00

UniverseDefinitions.cs

Add ConstituentUniverseDefinitions

2019-11-21 12:28:51 -03:00