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quantconnect--lean/Common
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Colton Sellers 5bf72d2432
Build & Test Lean / build (push) Has been cancelled
Adjust Volume for Splits (#5525) 
* Adjust TradeBar volume for splits

* Refactor solution to centralized function `Scale`

* Expand BaseData scale/adjust/normalize tests to assert volume behavior

* Add regression algorithm

* Update regression statistics

* Address review

* NOP to trigger cloud build

* adjust QuoteBar ask and bid size

* adjust broken regression

* Update tests to include QuoteBar adjustments

* nit cleanup

* Adjust Quote Tick bid and ask sizes

* Round volume and size values to nearest int in scale()

* nit

* Adjust regressions
2021-05-17 16:47:44 -03:00
..
Algorithm/Framework
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -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
Feature .net 5 (#5505)
2021-05-06 17:23:51 -03:00
Data
Feature .net 5 (#5505)
2021-05-06 17:23:51 -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 Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
Notifications
NotificationJsonConverter is case insensitive (#5341)
2021-02-25 11:42:42 -08:00
Orders
Configurable MarketOnCloseOrder Buffer (#5516)
2021-05-03 18:08:27 -03:00
Packets
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
Parameters
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
Python
Feature .net 5 (#5505)
2021-05-06 17:23:51 -03:00
Scheduling
Support Offset in DateRules MonthStart/End WeekStart/End (#4916)
2020-11-13 15:38:34 -03:00
Securities
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
Statistics
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
Storage
Convert ObjectStore ext class to implement IObjectStore for API
2019-12-31 15:55:16 -05:00
Util
Updates and improvements to ToolBox projects (#5537)
2021-05-14 17:06:47 -03:00
AlgorithmSettings.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
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
CapacityEstimate.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -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
Address Missing StableCoin Pairs in Crypto Exchanges (#5488)
2021-04-28 14:20:15 -03:00
DataProviderEvents.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
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
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
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
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
OS.cs
Updates CPU performance metrics gathering approach (#5261)
2021-02-05 20:23:30 -03:00
Parse.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
QuantConnect.csproj
Feature .net 5 (#5505)
2021-05-06 17:23:51 -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
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -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
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
SymbolCache.cs
Append type to custom data symbol
2019-09-24 10:34:35 -03:00
SymbolCapacity.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
SymbolJsonConverter.cs
Address reviews
2019-04-30 11:45:07 -03:00
SymbolRepresentation.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
SymbolValueJsonConverter.cs
Change Holding.Symbol to be of type Symbol
2015-11-18 12:55:40 -05:00
Time.cs
Updates and improvements to ToolBox projects (#5537)
2021-05-14 17:06:47 -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
Add note for TimeZoneOffsetProvider StartTime (#5469)
2021-04-08 18:00:17 -03:00
TimeZones.cs
Indian stock markets support & Zerodha brokerage implementation (#4873)
2021-03-08 18:51:54 -03:00
TradingCalendar.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
TradingDay.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00