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quantconnect--lean/Common
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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
..
Algorithm/Framework
Add notification targets and events to live packet (#5210)
2021-01-27 10:26:35 -03:00
Api
Remove Alpaca brokerage implementation (#5249)
2021-02-02 20:16:34 -03:00
Benchmarks
Refactor Default Benchmark (#5158)
2021-01-19 08:40:41 -03:00
Brokerages
Brokerage models improvements (#5267)
2021-02-05 20:23:54 -03:00
Data
Ignore open interest for time slice
2021-02-12 16:56:03 -03:00
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
Fix IB future chain being started at reset hours (#5246)
2021-02-01 18:53:33 -03:00
Notifications
Add notification targets and events to live packet (#5210)
2021-01-27 10:26:35 -03:00
Orders
Atreyu Brokerage initial setup (#5247)
2021-02-01 21:57:25 -03:00
Packets
Add notification targets and events to live packet (#5210)
2021-01-27 10:26:35 -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
Refactor Default Benchmark (#5158)
2021-01-19 08:40:41 -03:00
Scheduling
Support Offset in DateRules MonthStart/End WeekStart/End (#4916)
2020-11-13 15:38:34 -03:00
Securities
Add primary exchage to map files (#5194)
2021-01-21 18:46:12 -03:00
Statistics
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
Storage
Convert ObjectStore ext class to implement IObjectStore for API
2019-12-31 15:55:16 -05:00
Util
Remove cross-platform incompatible Thread.Abort() + ThreadAbortException (#5274)
2021-02-08 20:41:05 -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
Just a small fix (#5287)
2021-02-10 12:17:43 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
add FIX Protocol UTC timestamp format (#5212)
2021-01-25 11:24:54 -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
Updates CPU performance metrics gathering approach (#5261)
2021-02-05 20:23:30 -03:00
Parse.cs
Address review: Make CBOE implementation more consistent with BaseData
2019-10-14 09:36:14 -07:00
QuantConnect.csproj
Remove Microsoft.Net.Compilers (#5282)
2021-02-11 09:31:37 -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
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
Symbol Alias Fix (#5205)
2021-01-22 13:00:14 -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
add FIX Protocol UTC timestamp format (#5212)
2021-01-25 11:24:54 -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
Updates NodaTime to latest version (3.0.5) (#5237)
2021-02-01 13:06:56 -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