Martin-Molinero e37f8ae878 Fix for adding continuous future and future contract at the same time (#6091) ...

- Fix for adding continuous future and manually adding contract at the
  same time. Continuous future was using the user defined universe
  symbol and caused clashes. Adding regression test reproducing the issue.

2021-12-02 18:13:52 -03:00

..

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

Refactor Default Benchmark (#5158)

2021-01-19 08:40:41 -03:00

Brokerages

Refactor Delistings Processing (#6059)

2021-11-17 17:43:35 -03:00

Data

Fix for adding continuous future and future contract at the same time (#6091)

2021-12-02 18:13:52 -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

Refactor Delistings Processing (#6059)

2021-11-17 17:43:35 -03:00

Notifications

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

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

Orders

fix incorrect Kraken and Coinbase Pro fee values (#6071)

2021-11-24 16:57:20 -03:00

Packets

Remove user plan enum (#6055)

2021-11-12 19:37:23 -03:00

Parameters

Fix Warnings V2 (#5436)

2021-04-02 11:20:01 -07:00

Properties

Remove all nuspec files (#5311)

2021-02-18 17:13:11 -03:00

Python

Bug fix python history requests enumerable data (#6066)

2021-11-19 14:58:48 -03:00

Scheduling

Fix bug in ConsumeMultipleMinutes() test (#6083)

2021-11-30 21:44:42 -03:00

Securities

Continuous Futures Refactor. Live Mappings (#6076)

2021-11-30 21:38:50 -03:00

Statistics

Algorithm Sampling and Statistics Fixes (#5936)

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

Storage

Convert ObjectStore ext class to implement IObjectStore for API

2019-12-31 15:55:16 -05:00

Util

Future and FutureOption low res support (#6069)

2021-11-24 09:53:21 -03:00

AlgorithmImports.py

Add import for System.Drawing (#6063)

2021-11-17 11:28:09 -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

Add OptionStrategyMatcher (#4924)

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

BinaryComparisonExtensions.cs

Add OptionStrategyMatcher (#4924)

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

CapacityEstimate.cs

Round Capacity Estimate for Runtime Statistics (#5688)

2021-06-21 21:06:09 -03:00

Chart.cs

Expand Lean Default Charts and Reduce Clutter (#5680)

2021-06-22 11:19:48 -03:00

ChartPoint.cs

Update Common to respect CA1304 and CA1305

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

Currencies.cs

Address Missing StableCoin Pairs in Crypto Exchanges (#5488)

2021-04-28 14:20:15 -03:00

DataDownloaderGetParameters.cs

Add tick type to data downloader get (price data) call in order for a… (#6057)

2021-11-22 12:00:16 -03:00

DataProviderEvents.cs

DividedEventProvider distribution computation (#4828)

2020-11-11 15:47:51 -03:00

Exchange.cs

Continuous futures (#6034)

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

Expiry.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionary.cs

Addresses Peer-Review

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

Extensions.cs

Continuous Futures Refactor. Live Mappings (#6076)

2021-11-30 21:38:50 -03:00

Field.cs

Allow field selectors to be used with QuoteBars

2017-04-12 12:46:22 +02:00

Global.cs

Continuous futures (#6034)

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

Globals.cs

Added ability to specify cache data folder

2017-09-14 16:31:43 -04:00

IDataDownloader.cs

Add tick type to data downloader get (price data) call in order for a… (#6057)

2021-11-22 12:00:16 -03:00

IIsolatorLimitResultProvider.cs

Properly handle events raised in ScheduledEvents

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

Isolator.cs

Remove raw Sleeps for Sleeps+Event (#5153)

2021-01-12 19:12:07 -03:00

IsolatorLimitResult.cs

Refactors scheduled events to execute on main thread

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

IsolatorLimitResultProvider.cs

Refactor IsolatorLimitResultProvider

2020-03-02 18:23:20 -03:00

ITimeProvider.cs

Move ITimeProvider and RealTimeProvider to Common

2019-10-19 01:52:07 -04:00

LocalTimeKeeper.cs

Remove usage of Lazy<DateTime> in LocalTimeKeeper

2017-12-29 01:12:58 +01:00

Market.cs

Some performance improvements for IndexOptions (#6025)

2021-10-27 20:26:51 -03:00

OS.cs

Updates CPU performance metrics gathering approach (#5261)

2021-02-05 20:23:30 -03:00

PandasMapper.py

Pandas Mapper Recursion Bug Fix (#5848)

2021-08-10 20:32:09 -03:00

Parse.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

QuantConnect.csproj

PythonNet version bump 2.0.10 (#6010)

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

RealTimeProvider.cs

Defines ITokenBucket and a LeakyBucket implementation

2019-10-19 01:52:07 -04:00

RealTimeSynchronizedTimer.cs

Update all LEAN threads to be Background threads

2017-06-28 21:02:59 +02:00

Result.cs

Add server statistics for backtesting

2020-04-24 20:33:19 -03:00

SecurityIdentifier.cs

Continuous futures (#6034)

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

Series.cs

Alpha charting fixes

2019-04-26 18:11:48 +01:00

SeriesSampler.cs

Improve Optimizer runtime statistics (#5024)

2020-12-11 16:39:13 -08:00

StringExtensions.cs

fix date parsing: TwelveCharacter dateformat can't be parsed properly;

2020-07-31 17:53:55 +03:00

Symbol.cs

Future and FutureOption low res support (#6069)

2021-11-24 09:53:21 -03:00

SymbolCache.cs

Append type to custom data symbol

2019-09-24 10:34:35 -03:00

SymbolCapacity.cs

CFD Capacity Estimate (#5582)

2021-05-21 16:24:29 -03:00

SymbolJsonConverter.cs

SymbolJsonConverter improvements (#5683)

2021-06-21 21:02:46 -03:00

SymbolRepresentation.cs

Fix Futures SymbolRepresentation disambiguation of ticker with limited year information (#5715)

2021-06-29 17:37:06 -03:00

SymbolValueJsonConverter.cs

Change Holding.Symbol to be of type Symbol

2015-11-18 12:55:40 -05:00

Time.cs

Continuous Futures Refactor. Live Mappings (#6076)

2021-11-30 21:38:50 -03:00

TimeKeeper.cs

Overall performance improvements

2019-06-03 15:09:02 -03:00

TimeUpdatedEventArgs.cs

Adds TimeUpdated event on LocalTimeKeeper

2015-07-13 15:12:49 -04:00

TimeZoneOffsetProvider.cs

Add note for TimeZoneOffsetProvider StartTime (#5469)

2021-04-08 18:00:17 -03:00

TimeZones.cs

Indian stock markets support & Zerodha brokerage implementation (#4873)

2021-03-08 18:51:54 -03:00

TradingCalendar.cs

Add Useful Error Message on TradingCalendar (#5588)

2021-05-24 11:09:29 -03:00

TradingDay.cs

Update Common to respect CA1304 and CA1305

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