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

..

RateLimit

Add mechanism for scheduled events to use 'additional time'

2019-10-19 14:52:34 -04:00

BusyBlockingCollection.cs

Removing BacktestingTransactionHandler thread

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

BusyCollection.cs

Addressing reviews

2019-05-15 18:56:08 -03:00

CircularQueue.cs

Move CircularQueue to Util

2015-12-16 13:57:53 -05:00

ColorJsonConverter.cs

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

ComparisonOperator.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

ComparisonOperatorTypes.cs

Lean Optimization interface in QCAlgorithm (#4923)

2020-12-02 20:10:40 -03:00

Composer.cs

Research Fixes and Doc Updates (#5649)

2021-06-11 16:06:47 -03:00

ConcurrentSet.cs

Bug 4722: Prevent Repetitive Factor File Numerical Precision Warnings (#4742)

2020-09-22 21:06:59 -03:00

CurrencyPairUtil.cs

Support 2-leg currency conversions (#5552)

2021-05-20 13:19:39 -03:00

DateTimeJsonConverter.cs

Adds API support for /splits and /dividends endpoints

2018-08-15 13:45:12 -04:00

DisposableExtensions.cs

Bug 4815 iex web socket library (#4914)

2020-11-16 21:10:14 -03:00

DoubleUnixSecondsDateTimeJsonConverter.cs

Adding new API endpoint prices

2018-08-04 10:57:41 -03:00

EnumeratorExtensions.cs

Add enumerator extensions

2017-10-17 12:15:58 -04:00

ExpressionBuilder.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

FixedSizeHashQueue.cs

Fixes bug in TradierBrokerage handling of unshortable symbols

2015-07-02 13:46:20 -04:00

FixedSizeQueue.cs

Misc edits from code review

2015-06-18 17:19:36 -04:00

FuncTextWriter.cs

…

JsonRoundingConverter.cs

Fix backtest result packet deserializing (#5084)

2020-12-28 16:26:40 -03:00

LeanData.cs

Continuous futures (#6034)

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

LeanDataPathComponents.cs

Feature Daily/Hourly Options Support (#6017)

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

LinqExtensions.cs

Feature .net 5 (#5505)

2021-05-06 17:23:51 -03:00

ListComparer.cs

Adding Pandas MultiIndex cache

2019-01-11 14:00:32 -03:00

MarketHoursDatabaseJsonConverter.cs

Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)

2021-03-09 10:52:14 -03:00

MemoizingEnumerable.cs

Fixes gnarly bug in MemoizingEnumerable

2016-04-12 19:06:38 -04:00

NullStringValueConverter.cs

Fixes bug in NullStringValueConverter

2015-09-15 14:56:03 -04:00

ObjectActivator.cs

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

PythonUtil.cs

Improve python exception parsing (#5831)

2021-08-06 20:11:54 -03:00

RateGate.cs

Feature .net 5 (#5505)

2021-05-06 17:23:51 -03:00

ReaderWriterLockSlimExtensions.cs

Adds ReaderWriterLockSlimExtensions to reduce verbosity

2015-10-15 11:10:54 -04:00

Ref.cs

Enable parallel unit testing

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

ReferenceWrapper.cs

Algorithm Sampling and Statistics Fixes (#5936)

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

SecurityExtensions.cs

Adds SecurityExtensions.IsInternalFeed

2016-04-12 19:06:45 -04:00

SecurityIdentifierJsonConverter.cs

Update SecurityIdentifier to hold string instead of base36 long

2015-11-12 13:55:43 -05:00

SeriesJsonConverter.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

SingleValueListConverter.cs

Address reviews

2019-06-17 16:45:53 -07:00

StreamReaderEnumerable.cs

Fixes potential memory leak in StreamReaderEnumerable

2018-08-23 12:55:25 -04:00

StreamReaderExtensions.cs

Add StreamReader for Tick

2020-04-28 13:32:40 -03:00

StringDecimalJsonConverter.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

TypeChangeJsonConverter.cs

Update JSON Library (#5218)

2021-01-28 19:24:49 -03:00

Validate.cs

BUG #3021: Validate email addresses in NotificationEmail

2019-07-08 02:52:04 -04:00

WorkerThread.cs

Making WorkerThread static

2020-01-14 11:31:58 -03:00

XElementExtensions.cs

Adds helper ConverTo<T> extension

2015-04-14 15:50:13 -04:00