Martin-Molinero ca787d0a25 Add support for live price scaling (#6104) ...

* Add support for live price scaling

- Add support for live trading price scaling for continuous futures.
  Adding unit tests

* Move live price scale application. Updating unit tests

- Live trading application of price scaling will happen before fill
  forwarding and updating securities real time price. Updating unit
  tests to reproduce issue

2022-01-24 18:02:24 -03:00

..

Alphas

Expand Lean Default Charts and Reduce Clutter (#5680)

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

DataFeeds

Add support for live price scaling (#6104)

2022-01-24 18:02:24 -03:00

HistoricalData

Option selection improvements (#6144)

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

Properties

Remove all nuspec files (#5311)

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

RealTime

Fix for ConcurrentDictionary Thread Safety (#6105)

2021-12-13 10:45:58 -03:00

Results

Continuous futures (#6034)

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

Server

Alpha holdings state (#5770)

2021-08-19 13:56:18 -03:00

Setup

SetupHandlers will exit if errors on initialize (#6092)

2021-12-02 19:24:51 -03:00

Storage

Improve object store logs (#5864)

2021-08-18 10:33:34 -03:00

TransactionHandlers

Fix for IB Option position race condition (#6090)

2021-12-02 17:09:50 -03:00

AlgorithmManager.cs

Do not send internal SecurityChanges to Algorithm (#6118)

2021-12-21 20:24:32 -03:00

AlgorithmTimeLimitManager.cs

Fix thread race conditions reading and writing

2020-05-01 11:47:19 -03:00

Engine.cs

Improve python exception parsing (#5831)

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

Initializer.cs

Makes sure to create directory for results-destination-folder (#5842)

2021-08-09 17:39:57 -03:00

LeanEngineAlgorithmHandlers.cs

Ensure data is downloaded only once (#5635)

2021-06-07 14:26:24 -03:00

LeanEngineSystemHandlers.cs

Lean shutdown improvements (#4982)

2020-12-02 09:55:50 -08:00

QuantConnect.Lean.Engine.csproj

Update to pythonNet 2.0.11 (#6131)

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