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

..

Benchmarks

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

Brokerages

Remove Alpaca brokerage implementation (#5249)

2021-02-02 20:16:34 -03:00

Data

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

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

Exceptions

Improve python exception parsing (#5831)

2021-08-06 20:11:54 -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

Rename data permissions (#5753)

2021-07-09 22:59:14 -03:00

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Scheduling

Set timezone for DateRules (#5796)

2021-07-27 15:34:11 -03:00

Securities

Fix price left over split cash adjustment (#5780)

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

Statistics

Updates Equity Market Data (#5576)

2021-06-17 14:04:51 -03:00

Storage

Check whether storage directory exists before enumerating it (#5432)

2021-03-29 13:32:28 -07:00

Util

Improve python exception parsing (#5831)

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

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

BrokerageNameTests.cs

Enable python and CSharp debugging

2019-08-12 22:03:13 -03:00

CurrenciesTests.cs

Reuse symbol properties database for currency conversions (#4710)

2020-09-14 15:12:17 -03:00

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionaryTests.cs

Updates Equity Market Data (#5576)

2021-06-17 14:04:51 -03:00

GlobalTest.cs

Bug algoseek taq writes tick exchanges correctly (#5301)

2021-02-16 12:51:08 -03:00

IsolatorLimitResultProviderTests.cs

Fix SubscriptionDataReader auxiliary data out of order (#5843)

2021-08-10 18:57:23 -03:00

IsolatorTests.cs

Making WorkerThread static

2020-01-14 11:31:58 -03:00

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

OrderTargetsByMarginImpactTests.cs

Updates Fundamental Data (#5502)

2021-05-11 17:54:45 -03:00

OSTests.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

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

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

SeriesSamplerTests.cs

Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum

2015-12-10 13:03:50 -05:00

SeriesTests.cs

Fixes bug in series sampler with duplicate times

2015-05-12 13:16:24 -04:00

StringExtensionsTests.cs

Encode/Decode Extension Addition (#5708)

2021-06-25 17:50:55 -03:00

SymbolCacheTests.cs

Append type to custom data symbol

2019-09-24 10:34:35 -03:00

SymbolJsonConverterTests.cs

SymbolJsonConverter improvements (#5683)

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

SymbolRepresentationTests.cs

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

2021-06-29 17:37:06 -03:00

SymbolTests.cs

SymbolJsonConverter improvements (#5683)

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

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Updates and improvements to ToolBox projects (#5537)

2021-05-14 17:06:47 -03:00

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00