Colton Sellers ff0ecc7ed2 CFD Capacity Estimate (#5582) ...

* Use forex method of estimation for CFDs by hard setting volume

* Update regression

* Use a unique volume estimation factor for CFDs

2021-05-21 16:24:29 -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

Update GDAX Brokerage MinimumOrderSizes (#5586)

2021-05-21 15:44:16 -03:00

Data

Minor tweaks (#5580)

2021-05-20 12:00:42 -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

Do not restrict unrequested securities by 1.0m leverage (#5375)

2021-05-19 12:59:42 -03:00

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

Minor tweaks (#5580)

2021-05-20 12:00:42 -03:00

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

Support 2-leg currency conversions (#5552)

2021-05-20 13:19:39 -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

Support 2-leg currency conversions (#5552)

2021-05-20 13:19:39 -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

Minor tweaks (#5580)

2021-05-20 12:00:42 -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

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

CFD Capacity Estimate (#5582)

2021-05-21 16:24:29 -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