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quantconnect--lean/Common
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Stefano Raggi 6c42a266be
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IB brokerage - Update option positions at contract expiration (#5880) 
* IB brokerage - Update option positions at contract expiration

* Add handling of live option expiration events

* Address review

- Nits

* Refactor option notification events [WIP]

* Add early exercise+assignment unit tests

* Fix sign bug in IB ExerciseOrder

* Address review

- log unexpected position
- add unit test cases for partial exercise/assignment
2021-09-30 13:48:41 -03:00
..
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
Refactor Default Benchmark (#5158)
2021-01-19 08:40:41 -03:00
Brokerages
IB brokerage - Update option positions at contract expiration (#5880)
2021-09-30 13:48:41 -03:00
Data
Add aggregator reader (#5942)
2021-09-27 17:25:23 -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
IB brokerage - Update option positions at contract expiration (#5880)
2021-09-30 13:48:41 -03:00
Notifications
Implement Python overload of Notify.Web for PyObject Headers (#5749)
2021-07-08 21:07:19 -03:00
Orders
Adds Warnings to MOO and MOO using Tick Data (#5937)
2021-09-22 19:17:18 -03:00
Packets
Alpha holdings state (#5770)
2021-08-19 13:56:18 -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
IB brokerage - Update option positions at contract expiration (#5880)
2021-09-30 13:48:41 -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
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
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
Exchange.cs
Lean exchange improvements (#5932)
2021-09-20 13:50:15 -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
Alpha Streams improvements (#5887)
2021-09-01 13:12:26 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
Lean exchange improvements (#5932)
2021-09-20 13:50:15 -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
Add new Market.CFE (#5391)
2021-08-31 19:34:14 -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
Bump pythonNet to 2.0.6 (#5881)
2021-08-26 18:01:05 -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
Adds Support for ETF Constituent Universes (#5862)
2021-08-17 19:54:29 -03:00
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