quantconnect--lean

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Martin-Molinero 933e5ce6ca

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Alpha Streams improvements (#5876 )

* Alpha Streams improvements

- Warmup added securities so we can trigger an order right away
- Fix bug where AddSecurity returned a security which was not the one
  being used
- Fix bug where EWAS PCM would remove from a dictionary while iterating
  over it

* Fix unit tests

* Add QCAlgorithm.GetLastKnownPrices API

- Add new GetLastKnownPrices that will return the last known data point
  for all subscribed data types.
- Fix for MHDB GetDataTimeZone which was using an invalid entry key
  format for custom data.
- Fix for using GetLastKnownPrice/s to seed a security during creation,
  when it's not added in the Algorithm.Securities collection

* Adding more unit tests for GetLastKnownPrice

* Address reviews

- Refactor GetLastKnownPrice/s to perform a single history request for
  all data types

2021-08-27 13:50:45 -03:00

Alphas

Alpha Streams Improvements. Python Imports (#5874 )

2021-08-24 11:15:48 -03:00

Execution

Alpha Streams Improvements. Python Imports (#5874 )

2021-08-24 11:15:48 -03:00

Portfolio

Alpha Streams improvements (#5876 )

2021-08-27 13:50:45 -03:00

Properties

Remove all nuspec files (#5311 )