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quantconnect--lean/Algorithm.Framework
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Martin-Molinero de57cedc5a
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Make continuous future untradable (#6252) 
* Make continuous futures untradable

- To match live trading behavior. Adjust continuous futures securities
  to be untradable

* Set ContinuousFuture as non tradable

- Set continuous futures as non tradable. Update regression algorithms
- Fixes for symbol capacity calculation
2022-03-14 14:23:26 -03:00
..
Alphas
Add new CustomWeight, AlphaModel for AlphaStreams (#6052)
2021-11-15 14:33:16 -03:00
Execution
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
Portfolio
Add new CustomWeight, AlphaModel for AlphaStreams (#6052)
2021-11-15 14:33:16 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
Risk
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
Selection
Make continuous future untradable (#6252)
2022-03-14 14:23:26 -03:00
CustomWeightingAlphaStreamsPortfolioConstructionModel.cs
Add new CustomWeight, AlphaModel for AlphaStreams (#6052)
2021-11-15 14:33:16 -03:00
NotifiedSecurityChanges.cs
Do not send internal SecurityChanges to Algorithm (#6118)
2021-12-21 20:24:32 -03:00
QuantConnect.Algorithm.Framework.csproj
Update to pythonNet 2.0.11 (#6131)
2021-12-27 15:49:24 -03:00