Alexandre Catarino 6546647e08 Get Best Effort Price For Fill Price (#5855) ...

`EquityFillModel` will use Trade Tick or TradeBar data if there is no L1 data available leading to filling to stale price.

2021-08-12 10:16:20 -03:00

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Algorithm/Framework

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

Api

Add data paths to PriceEntry (#5761)

2021-07-13 14:56:20 -03:00

Benchmarks

Refactor Default Benchmark (#5158)

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

Brokerages

Improve python exception parsing (#5831)

2021-08-06 20:11:54 -03:00

Data

Add DataSource place holder (#5817)

2021-08-03 11:30:12 -03:00

Exceptions

Improve python exception parsing (#5831)

2021-08-06 20:11:54 -03:00

Indicators

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

Interfaces

Removes References To Built-in Custom Data Implementations (#5793)

2021-08-02 19:24:45 -03:00

Notifications

Implement Python overload of Notify.Web for PyObject Headers (#5749)

2021-07-08 21:07:19 -03:00

Orders

Get Best Effort Price For Fill Price (#5855)

2021-08-12 10:16:20 -03:00

Packets

Removes References To Built-in Custom Data Implementations (#5793)

2021-08-02 19:24:45 -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

Pandas Remapper Refactor (#5808)

2021-07-29 20:10:00 -03:00

Scheduling

Improve python exception parsing (#5831)

2021-08-06 20:11:54 -03:00

Securities

Fix price left over split cash adjustment (#5780)

2021-07-19 13:18:10 -03:00

Statistics

Expand Lean Default Charts and Reduce Clutter (#5680)

2021-06-22 11:19:48 -03:00

Storage

Convert ObjectStore ext class to implement IObjectStore for API

2019-12-31 15:55:16 -05:00

Util

Improve python exception parsing (#5831)

2021-08-06 20:11:54 -03:00

AlgorithmImports.py

Add DataSource place holder (#5817)

2021-08-03 11:30:12 -03:00

AlgorithmSettings.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

AlphaRuntimeStatistics.cs

Common engine initialization (#5809)

2021-07-29 21:14:17 -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

Round Capacity Estimate for Runtime Statistics (#5688)

2021-06-21 21:06:09 -03:00

Chart.cs

Expand Lean Default Charts and Reduce Clutter (#5680)

2021-06-22 11:19:48 -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

Improve python exception parsing (#5831)

2021-08-06 20:11:54 -03:00

Field.cs

Allow field selectors to be used with QuoteBars

2017-04-12 12:46:22 +02:00

Global.cs

Live trading holding improvements (#5644)

2021-06-08 21:55:17 -03:00

Globals.cs

Added ability to specify cache data folder

2017-09-14 16:31:43 -04:00

IDataDownloader.cs

Add new DownloaderDataProvider (#5709)

2021-06-28 15:56:10 -03:00

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 Market support for backtesting and live deploys through Zerodha (#5710)

2021-07-02 11:06:47 -03:00

OS.cs

Updates CPU performance metrics gathering approach (#5261)

2021-02-05 20:23:30 -03:00

PandasMapper.py

Pandas Mapper Recursion Bug Fix (#5848)

2021-08-10 20:32:09 -03:00

Parse.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

QuantConnect.csproj

Dependency clean up (#5834)

2021-08-11 12:39:00 -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

Move Encode to Extension Util (#5707)

2021-06-25 10:26:10 -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

SymbolJsonConverter improvements (#5683)

2021-06-21 21:02:46 -03:00

SymbolRepresentation.cs

Fix Futures SymbolRepresentation disambiguation of ticker with limited year information (#5715)

2021-06-29 17:37:06 -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

Add Useful Error Message on TradingCalendar (#5588)

2021-05-24 11:09:29 -03:00

TradingDay.cs

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00