Martin-Molinero 4b94f50754 Option selection improvements (#6144) ...

- Zip entries will be sourced from cache provider
- Option underlying will use SubscriptionDataSource to fetch it's data.
  Fixing bug where it would let through an old data point, or miss
  sending data through.

2022-01-10 11:18:28 -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

Feature 5090 add api optimization methods (#6108)

2021-12-22 13:14:56 -03:00

Benchmarks

Refactor Default Benchmark (#5158)

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

Brokerages

Change Default Market of CFD to OANDA (#6107)

2021-12-13 17:58:57 -03:00

Data

Option selection improvements (#6144)

2022-01-10 11:18:28 -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

Option selection improvements (#6144)

2022-01-10 11:18:28 -03:00

Notifications

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

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

Optimizer

Feature 5090 add api optimization methods (#6108)

2021-12-22 13:14:56 -03:00

Orders

Fix IB Hong Kong Future Exchanges fees (#6133)

2021-12-28 20:12:59 -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

Feature 5090 add api optimization methods (#6108)

2021-12-22 13:14:56 -03:00

Storage

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Util

Feature 5090 add api optimization methods (#6108)

2021-12-22 13:14:56 -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

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BinaryComparisonExtensions.cs

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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

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Currencies.cs

Fix IB Hong Kong Future Exchanges fees (#6133)

2021-12-28 20:12:59 -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

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DocumentationAttribute.cs

Add file and line number to documentation attribute (#6122)

2021-12-20 17:30:04 -08:00

Exchange.cs

Continuous futures (#6034)

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

Expiry.cs

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ExtendedDictionary.cs

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Extensions.cs

Minor improvements for data reading and caching (#6113)

2021-12-16 19:58:37 -03:00

Field.cs

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Global.cs

Minor Exchanges cleanup (#6100)

2021-12-06 19:27:27 -03:00

Globals.cs

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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

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Isolator.cs

Remove raw Sleeps for Sleeps+Event (#5153)

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

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

Add continuous futures MHDB always. Adding unit tests (#6139)

2022-01-04 20:31:31 -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

Update to pythonNet 2.0.11 (#6131)

2021-12-27 15:49:24 -03:00

RealTimeProvider.cs

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RealTimeSynchronizedTimer.cs

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Result.cs

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SecurityIdentifier.cs

Continuous futures (#6034)

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

Series.cs

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SeriesSampler.cs

Improve Optimizer runtime statistics (#5024)

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

StringExtensions.cs

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Symbol.cs

Future and FutureOption low res support (#6069)

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

SymbolCache.cs

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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

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Time.cs

Continuous Futures Refactor. Live Mappings (#6076)

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

TimeKeeper.cs

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TimeUpdatedEventArgs.cs

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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

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