Martin-Molinero ede2d4a5e4 Lazy loading of the SecurityDefinition file (#6024) ...

- Perform a lazy loading of the security definitions file. Adding unit
  tests

2021-10-27 14:57:50 -03:00

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Benchmarks

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Brokerages

FTX brokerage rejects STOP order if market price missed (#6009)

2021-10-25 11:14:41 -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

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Scheduling

Set timezone for DateRules (#5796)

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

Securities

Lazy loading of the SecurityDefinition file (#6024)

2021-10-27 14:57:50 -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

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BrokerageNameTests.cs

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CurrenciesTests.cs

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ExchangeTest.cs

Lean exchange improvements (#5932)

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

ExpiryTests.cs

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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

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MarketTests.cs

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OrderTargetsByMarginImpactTests.cs

Alpha Streams improvements (#5887)

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

OSTests.cs

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ParseTests.cs

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ProtobufSerializationTests.cs

Alpha holdings state (#5770)

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

SeriesSamplerTests.cs

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SeriesTests.cs

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StringExtensionsTests.cs

Encode/Decode Extension Addition (#5708)

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

SymbolCacheTests.cs

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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

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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

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TimeZonesTest.cs

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