Martin-Molinero 4e6e0c85c6 Lean exchange improvements (#5932) ...

* Lean exchanges improvements

- Adding new Exchange class to avoid exchange code clash.
  Adding and updating unit test

* Add Market for MapFile API

* Self review

2021-09-20 13:50:15 -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

Fix for alpha license (#5868)

2021-08-19 15:51:48 -03:00

Benchmarks

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Brokerages

Feature kraken brokerage setup (#5896)

2021-09-08 12:49:13 -03:00

Data

Lean exchange improvements (#5932)

2021-09-20 13:50:15 -03:00

Exceptions

Improve python exception parsing (#5831)

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

Indicators

Composite Indicator Fixes (#5929)

2021-09-16 17:58:10 -03:00

Interfaces

Add basic template Atreyu algorithm (#5872)

2021-08-23 18:24:44 -03:00

Notifications

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

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

Orders

Lean exchange improvements (#5932)

2021-09-20 13:50:15 -03:00

Packets

Alpha holdings state (#5770)

2021-08-19 13:56:18 -03:00

Parameters

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Properties

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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

Lean exchange improvements (#5932)

2021-09-20 13:50:15 -03:00

Statistics

Expand Lean Default Charts and Reduce Clutter (#5680)

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

Storage

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Util

Lean exchange improvements (#5932)

2021-09-20 13:50:15 -03:00

AlgorithmImports.py

Alpha Streams Improvements. Python Imports (#5874)

2021-08-24 11:15:48 -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

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BinaryComparisonExtensions.cs

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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

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Currencies.cs

Address Missing StableCoin Pairs in Crypto Exchanges (#5488)

2021-04-28 14:20:15 -03:00

DataProviderEvents.cs

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Exchange.cs

Lean exchange improvements (#5932)

2021-09-20 13:50:15 -03:00

Expiry.cs

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ExtendedDictionary.cs

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Extensions.cs

Alpha Streams improvements (#5887)

2021-09-01 13:12:26 -03:00

Field.cs

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Global.cs

Lean exchange improvements (#5932)

2021-09-20 13:50:15 -03:00

Globals.cs

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IDataDownloader.cs

Add new DownloaderDataProvider (#5709)

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

IIsolatorLimitResultProvider.cs

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Isolator.cs

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IsolatorLimitResult.cs

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IsolatorLimitResultProvider.cs

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ITimeProvider.cs

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LocalTimeKeeper.cs

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Market.cs

Add new Market.CFE (#5391)

2021-08-31 19:34:14 -03:00

OS.cs

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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

Bump pythonNet to 2.0.6 (#5881)

2021-08-26 18:01:05 -03:00

RealTimeProvider.cs

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RealTimeSynchronizedTimer.cs

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Result.cs

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SecurityIdentifier.cs

Move Encode to Extension Util (#5707)

2021-06-25 10:26:10 -03:00

Series.cs

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SeriesSampler.cs

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StringExtensions.cs

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Symbol.cs

Adds Support for ETF Constituent Universes (#5862)

2021-08-17 19:54:29 -03:00

SymbolCache.cs

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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

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Time.cs

Updates and improvements to ToolBox projects (#5537)

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

TimeKeeper.cs

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TimeUpdatedEventArgs.cs

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TimeZoneOffsetProvider.cs

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TimeZones.cs

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TradingCalendar.cs

Add Useful Error Message on TradingCalendar (#5588)

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

TradingDay.cs

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