Martin-Molinero 9f29e3bf4e Some performance improvements for IndexOptions (#6025) ...

- Some performance improvements for IndexOptions specially affects
  debugging C# algorithms.

2021-10-27 20:26:51 -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

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

2021-10-25 11:14:41 -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

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Orders

FTX brokerage essentials (#5963)

2021-10-08 19:16:38 -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

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

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Util

Some performance improvements for IndexOptions (#6025)

2021-10-27 20:26:51 -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

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Chart.cs

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ChartPoint.cs

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Currencies.cs

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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

Some performance improvements for IndexOptions (#6025)

2021-10-27 20:26:51 -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

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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

Some performance improvements for IndexOptions (#6025)

2021-10-27 20:26:51 -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

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QuantConnect.csproj

PythonNet version bump 2.0.10 (#6010)

2021-10-22 20:27:38 -03:00

RealTimeProvider.cs

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RealTimeSynchronizedTimer.cs

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Result.cs

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SecurityIdentifier.cs

Some performance improvements for IndexOptions (#6025)

2021-10-27 20:26:51 -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

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SymbolJsonConverter.cs

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SymbolRepresentation.cs

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SymbolValueJsonConverter.cs

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Time.cs

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

2021-10-08 17:59:32 -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

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TradingDay.cs

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