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quantconnect--lean/Common
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Gerardo Salazar 561aa3cf25 Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373) 
* Adds backwards compatibility for MHDB and SPDB for new SecurityTypes

* Skip invalid SecurityTypes in MHDB and SPDB

* One time log invalid SecurityTypes in MHDB/SPDB

* Moves logging of SecurityType into new extension method

  * Adds TryParseSecurityType to Extensions
2021-03-09 10:52:14 -03:00
..
Algorithm/Framework
Bug insight internal to procted internal (#5357)
2021-03-03 16:14:36 -08:00
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
Indian stock markets support & Zerodha brokerage implementation (#4873)
2021-03-08 18:51:54 -03:00
Data
OpenInterest Bug Fixes (#5207)
2021-02-18 19:04:29 -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
Limit live cash allocation (#5320)
2021-02-19 20:08:32 -03:00
Notifications
NotificationJsonConverter is case insensitive (#5341)
2021-02-25 11:42:42 -08:00
Orders
Changes Protection Level of Constructor of Serialized Order Classes (#5366)
2021-03-08 17:03:09 -08:00
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
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
Python
Feature 5162 - LimitIfTouched Orders (#5164)
2021-02-15 10:29:51 -03:00
Scheduling
Support Offset in DateRules MonthStart/End WeekStart/End (#4916)
2020-11-13 15:38:34 -03:00
Securities
Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)
2021-03-09 10:52:14 -03:00
Statistics
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
Storage
Convert ObjectStore ext class to implement IObjectStore for API
2019-12-31 15:55:16 -05:00
Util
Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)
2021-03-09 10:52:14 -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
Indian stock markets support & Zerodha brokerage implementation (#4873)
2021-03-08 18:51:54 -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
Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)
2021-03-09 10:52:14 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
Refactor IPrimaryExchangeProvider.GetPrimaryExchange (#5302)
2021-02-17 12:43:41 -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
Indian stock markets support & Zerodha brokerage implementation (#4873)
2021-03-08 18:51:54 -03:00
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
Update Nlog Math and fasterflect (#5310)
2021-02-18 20:18:07 -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
Indian stock markets support & Zerodha brokerage implementation (#4873)
2021-03-08 18:51:54 -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