quantconnect--lean

Algorithm/Framework

Filter out small orders based on Setting (#5776 )

2021-07-19 13:17:51 -03:00

Api

Persist and order runtime statistics (#6314 )

2022-04-29 20:59:40 -03:00

Benchmarks

Refactor Default Benchmark (#5158 )

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

Brokerages

Implement Binance US exchange (#6222 )

2022-02-22 13:32:59 -03:00

Data

Allow LeanDataWriter to merge existing ticks if desired (#6284 )

2022-04-08 18:20:23 -03:00

Exceptions

Bump pythonNet version 2.0.12 (#6310 )

2022-05-02 14:38:50 -03:00

Indicators

Composite Indicator Fixes (#5929 )

2021-09-16 17:58:10 -03:00

Interfaces

Feature improve regression tests (#6245 )

2022-03-15 16:51:15 -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

Charge correct fees for Coinbase Pro stable pairs (#6312 )

2022-04-29 16:29:21 -03:00

Packets

Persist and order runtime statistics (#6314 )

2022-04-29 20:59:40 -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

Bump pythonNet version 2.0.12 (#6310 )

2022-05-02 14:38:50 -03:00

Scheduling

Fix bug in ConsumeMultipleMinutes() test (#6083 )

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

Securities

Charge correct fees for Coinbase Pro stable pairs (#6312 )

2022-04-29 16:29:21 -03:00

Statistics

Feature 5090 add api optimization methods (#6108 )

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

Storage

Refactor GetFilePath() (#6164 )

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

Util

Update to net6 (#6311 )

2022-05-03 11:45:55 -03:00

AlgorithmImports.py

Include DataSource repos in stub generation (#6195 )

2022-02-10 15:09:08 -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

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Currencies.cs

Charge correct fees for Coinbase Pro stable pairs (#6312 )

2022-04-29 16:29:21 -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

DocumentationAttribute.cs

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

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

Exchange.cs

Feature 6208 add nyseliffe exchange to interactive brokers (#6209 )

2022-03-04 15:24:17 -03:00

Expiry.cs

…

ExtendedDictionary.cs

GetLastKnownPrices python data (#6191 )

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

Extensions.cs

Bump pythonNet version 2.0.12 (#6310 )

2022-05-02 14:38:50 -03:00

Field.cs

…

Global.cs

Allow LeanDataWriter to merge existing ticks if desired (#6284 )

2022-04-08 18:20:23 -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

…

Isolator.cs

Remove raw Sleeps for Sleeps+Event (#5153 )

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

IsolatorLimitResult.cs

…

IsolatorLimitResultProvider.cs

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ITimeProvider.cs

…

LocalTimeKeeper.cs

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Market.cs

Feature 6208 add nyseliffe exchange to interactive brokers (#6209 )

2022-03-04 15:24:17 -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 net6 (#6311 )

2022-05-03 11:45:55 -03:00

RealTimeProvider.cs

…

RealTimeSynchronizedTimer.cs

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Result.cs

Persist and order runtime statistics (#6314 )

2022-04-29 20:59:40 -03:00

SecurityIdentifier.cs

Continuous futures (#6034 )

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

Series.cs

…

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

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SymbolCapacity.cs

Make continuous future untradable (#6252 )

2022-03-14 14:23:26 -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

Fix daily auxiliary data points emission time (#6186 )

2022-02-04 21:06:45 -03:00

TimeKeeper.cs

…

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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