Martin-Molinero 4b86c78df0 Add unit test showcasing feature (#6339)

2022-05-13 20:21:08 -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

Persist and order runtime statistics (#6314)

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

Benchmarks

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Brokerages

Implement Binance US exchange (#6222)

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

Data

Minor fix for FuncPeriodSpecification (#6334)

2022-05-12 12:37:08 -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

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Properties

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Python

Add unit test showcasing feature (#6339)

2022-05-13 20:21:08 -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

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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

Avoid coding with exceptions (#6327)

2022-05-09 10:34:50 -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

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

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

Expiry.cs

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ExtendedDictionary.cs

GetLastKnownPrices python data (#6191)

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

Extensions.cs

Performance improvements and fixes (#6330)

2022-05-13 15:04:09 -03:00

Field.cs

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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

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Isolator.cs

Performance improvements and fixes (#6330)

2022-05-13 15:04:09 -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

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

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

OS.cs

Performance improvements and fixes (#6330)

2022-05-13 15:04:09 -03:00

PandasMapper.py

Pandas Mapper Recursion Bug Fix (#5848)

2021-08-10 20:32:09 -03:00

Parse.cs

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QuantConnect.csproj

Update to pythonNet 2.0.14 (#6322)

2022-05-06 17:29:55 -03:00

RealTimeProvider.cs

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RealTimeSynchronizedTimer.cs

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Result.cs

Persist and order runtime statistics (#6314)

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

SecurityIdentifier.cs

Performance improvements and fixes (#6330)

2022-05-13 15:04:09 -03:00

Series.cs

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SeriesSampler.cs

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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

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

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TimeUpdatedEventArgs.cs

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TimeZoneOffsetProvider.cs

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TimeZones.cs

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TradingCalendar.cs

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TradingDay.cs

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