Colton Sellers 71d9eed07e BuyingPowerModel Fixes (#5996) ...

* Refactor error message for reproducability

* WIP Refactor GetMaximumOrderQuantityForTargetBuyingPower

* Additional tweaks and tests

* Address shorted margin case

* Reinstate tests with new modified function

* Update regression

* Some cleanup

* Expand test set

* Refactor solution

* Address review

* Final adjustments and cleanup

* Expand error message for GetAmountToOrder for safety and reproducibility

* Address reviews

2021-10-20 16:37:20 -03:00

..

Benchmarks

Enable parallel unit testing

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

Brokerages

Fix Binance ExchangeInfo downloader (#5965)

2021-10-11 12:36:41 -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

Notifications

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

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

Orders

FTX brokerage essentials (#5963)

2021-10-08 19:16:38 -03:00

Packets

Algorithm Sampling and Statistics Fixes (#5936)

2021-10-05 19:31:25 -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

BuyingPowerModel Fixes (#5996)

2021-10-20 16:37:20 -03:00

Statistics

Algorithm Sampling and Statistics Fixes (#5936)

2021-10-05 19:31:25 -03:00

Storage

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

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

Util

Move bar aggregators to utils, add time overloads & add check of orderType for Kraken (#5969)

2021-10-08 17:59:32 -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

ExchangeTest.cs

Lean exchange improvements (#5932)

2021-09-20 13:50:15 -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

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

Alpha Streams improvements (#5887)

2021-09-01 13:12:26 -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

Alpha holdings state (#5770)

2021-08-19 13:56:18 -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

Adds Support for ETF Constituent Universes (#5862)

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

TimeKeeperTests.cs

Adds international/timezone support

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

TimeTests.cs

Move bar aggregators to utils, add time overloads & add check of orderType for Kraken (#5969)

2021-10-08 17:59:32 -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