Ricardo Andrés Marino Rojas eb55311052 Feature 5157 micro futures update (#6190) ...

* Update MHDB and SPDB

Update MHDB and SPDB with micro futures

* Fix bugs

* Add more FutureExpiryFunctions

* Requested changes

* Nit changes

* Nit changes

- Fix some future values in SPDB
- Test LastFriday() method
- Apparently Micro CHF/USD Futures(MSF) refers to the micro of Swiss Franc Futures (6S). The same happens with Micro JPY/USD (MJY) Futures and Japanese Yen Futures (6J)

* Fix bugs

* Micro futures MultipleFactor

* Fix some futures MultipleFactor

2022-02-10 17:45:07 -03:00

..

Benchmarks

Enable parallel unit testing

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

Brokerages

Exante Brokerage initial setup (#6018)

2022-02-07 19:53:22 -03:00

Data

GetLastKnownPrices python data (#6191)

2022-02-08 15:37:05 -03:00

Exceptions

Improve python exception parsing (#5831)

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

Notifications

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

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

Orders

Crypto base currency fees handled correctly (#6166)

2022-01-28 13:02:58 -03:00

Packets

Algorithm Sampling and Statistics Fixes (#5936)

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

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Scheduling

Set timezone for DateRules (#5796)

2021-07-27 15:34:11 -03:00

Securities

Feature 5157 micro futures update (#6190)

2022-02-10 17:45:07 -03:00

Statistics

Algorithm Sampling and Statistics Fixes (#5936)

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

Storage

Refactor GetFilePath() (#6164)

2022-02-04 16:58:25 -03:00

Util

GetLastKnownPrices python data (#6191)

2022-02-08 15:37:05 -03:00

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

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

BrokerageNameTests.cs

Enable python and CSharp debugging

2019-08-12 22:03:13 -03:00

CurrenciesTests.cs

Reuse symbol properties database for currency conversions (#4710)

2020-09-14 15:12:17 -03:00

DocumentationAttributeTest.cs

Add documentation attribute (#6094)

2021-12-03 18:23:06 -03:00

ExchangeTest.cs

Minor Exchanges cleanup (#6100)

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

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

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

ExtendedDictionaryTests.cs

Updates Equity Market Data (#5576)

2021-06-17 14:04:51 -03:00

IsolatorLimitResultProviderTests.cs

Fix bug in ConsumeMultipleMinutes() test (#6083)

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

IsolatorTests.cs

Making WorkerThread static

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

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

OrderTargetsByMarginImpactTests.cs

Alpha Streams improvements (#5887)

2021-09-01 13:12:26 -03:00

OSTests.cs

Enable parallel unit testing

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

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

Alpha holdings state (#5770)

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

SeriesSamplerTests.cs

Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum

2015-12-10 13:03:50 -05:00

SeriesTests.cs

Fixes bug in series sampler with duplicate times

2015-05-12 13:16:24 -04:00

StringExtensionsTests.cs

Encode/Decode Extension Addition (#5708)

2021-06-25 17:50:55 -03:00

SymbolCacheTests.cs

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

SymbolJsonConverterTests.cs

SymbolJsonConverter improvements (#5683)

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

SymbolRepresentationTests.cs

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

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

SymbolTests.cs

Continuous futures (#6034)

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

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Move bar aggregators to utils, add time overloads & add check of orderType for Kraken (#5969)

2021-10-08 17:59:32 -03:00

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00