Martin-Molinero b8b0d18993 Continuous futures (#6034) ...

* Continuous Future Contracts

* Mapping approach

* Tweaks WIP

* Live mapping

* Live mapping

- Add support for live mapping, refreshing mapfiles
- Fix future expiration functions
- Adding unit tests

* Update moq test package

* Continuous futures price scaling

* Refactor price factors scaling

* Factor file related renames

* Address reviews

2021-11-15 14:44:30 -03:00

..

IAccountCurrencyProvider.cs

Address reviews

2018-12-14 12:38:55 -03:00

IAlgorithm.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

IAlgorithmSettings.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

IAlgorithmSubscriptionManager.cs

PythonSlice

2020-04-27 19:03:03 -03:00

IApi.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

IBrokerage.cs

IB brokerage - Update option positions at contract expiration (#5880)

2021-09-30 13:48:41 -03:00

IBrokerageCashSynchronizer.cs

Simplify cash limit allocation (#5382)

2021-03-10 14:47:39 -08:00

IBrokerageFactory.cs

Address review

2019-12-31 12:42:21 +01:00

IBusyCollection.cs

Removing BacktestingTransactionHandler thread

2019-05-10 16:15:24 -03:00

IDataCacheProvider.cs

Feature Daily/Hourly Options Support (#6017)

2021-11-11 20:05:31 -03:00

IDataChannelProvider.cs

Removes References To Built-in Custom Data Implementations (#5793)

2021-08-02 19:24:45 -03:00

IDataPermissionManager.cs

Rename data permissions (#5753)

2021-07-09 22:59:14 -03:00

IDataProvider.cs

Add composite DataProvider (#5714)

2021-06-29 12:40:31 -03:00

IDataProviderEvents.cs

Fix data emitted before first date

2019-10-25 14:09:02 -03:00

IDataQueueHandler.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

IDataQueueUniverseProvider.cs

Fix IB future chain being started at reset hours (#5246)

2021-02-01 18:53:33 -03:00

IDownloadProvider.cs

Added missing comment on IDownloadProvider return

2019-05-24 17:09:19 -07:00

IExtendedDictionary.cs

Addresses Peer-Review

2020-04-01 16:15:05 +01:00

IFactorFileProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

IFutureChainProvider.cs

Adds IFutureChainProvider interface with base implementations

2017-12-04 14:16:59 +00:00

IHistoryProvider.cs

Fix data emitted before first date

2019-10-25 14:09:02 -03:00

IJobQueueHandler.cs

Add IApi parameter to IJobQueueHandler.Initialize

2017-06-14 17:11:28 +02:00

IMapFileProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

IMessagingHandler.cs

Make IMessagingHandler extend from IDisposable to allow for packing up of resources

2020-03-19 12:28:10 -03:00

IObjectStore.cs

Add IObjectStore.ErrorRaised for persistence errors

2019-12-17 22:58:27 -05:00

IOptionChainProvider.cs

Refactor option chain providers

2017-08-02 22:43:15 +02:00

IOptionPrice.cs

Remove Security from Subscription

2018-11-14 18:28:18 -03:00

IOrderProperties.cs

Indian Market support for backtesting and live deploys through Zerodha (#5710)

2021-07-02 11:06:47 -03:00

IPriceProvider.cs

Move QC API usage from GDAXBrokerage to price provider

2018-08-13 23:16:05 +02:00

IPrimaryExchangeProvider.cs

Add basic template Atreyu algorithm (#5872)

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

IRegressionAlgorithmDefinition.cs

Add IRegressionAlgorithmDefinition.CanRunLocally

2018-07-18 15:57:11 -04:00

ISecurityInitializerProvider.cs

Creating new ISecurityService

2018-10-18 16:25:32 -03:00

ISecurityPrice.cs

Performance improvements

2019-10-17 10:26:37 -03:00

ISecurityService.cs

Fix FutureOptionMarginModel Margin Requirements (#5570)

2021-05-18 14:04:30 -03:00

IShortableProvider.cs

Implements Easy To Borrow Reality Modeling (WIP) (#5159)

2021-01-14 13:33:44 -08:00

IStreamReader.cs

Add StreamReader BaseData.Reader

2019-11-18 17:03:27 -03:00

ISubscriptionDataConfigProvider.cs

SPY default security benchmark

2019-08-06 21:15:33 -03:00

ISubscriptionDataConfigService.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

ITimeInForceHandler.cs

Rename HasOrderExpired to IsOrderExpired

2018-05-02 21:00:56 +02:00

ITimeKeeper.cs

Refactor ITimeKeeper

2018-10-01 13:52:41 -03:00

ITradeBuilder.cs

Refactor previous commits

2018-12-13 11:30:40 -03:00

ObjectStoreErrorRaisedEventArgs.cs

Add IObjectStore.ErrorRaised for persistence errors

2019-12-17 22:58:27 -05:00