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quantconnect--lean/Common
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Martin-Molinero 4c3afa6ff1
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Add OpenInterestAnnual (#6436) 
- Adding OpenInterestAnnual where the contract maps when any of the back month
  contracts of the next year have a higher volume that the current front month.
- Add support for backwards compatible data mapping mode additions
- Updating ES map and factor files. Adding a little daily data too
2022-06-23 19:22:24 -03:00
..
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
Add OpenInterestAnnual (#6436)
2022-06-23 19:22:24 -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
Warmup fixes (#6293)
2022-05-31 10:03:56 -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
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -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
Make PandasConverter.GetIndicatorDataFrame accept Python dictionary (#6365)
2022-06-01 19:57:51 -03:00
Scheduling
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
Securities
Add Log.Error at OptionSymbol.IsOptionContractExpired (#6405)
2022-06-16 15:10:17 -03:00
Statistics
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
Storage
Refactor GetFilePath() (#6164)
2022-02-04 16:58:25 -03:00
Util
Fix bug with Coinbase Pro Stable Pairs (#6362)
2022-06-01 17:19:41 -03:00
AlgorithmImports.py
Fix 'OnWarmupFinished' callback (#6377)
2022-06-06 11:56:02 -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
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
Currencies.cs
Extended currencies dictionary (#6368)
2022-06-02 17:31:38 -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
Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods
2020-04-02 02:35:47 +01:00
ExtendedDictionary.cs
GetLastKnownPrices python data (#6191)
2022-02-08 15:37:05 -03:00
Extensions.cs
Add OpenInterestAnnual (#6436)
2022-06-23 19:22:24 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
Add OpenInterestAnnual (#6436)
2022-06-23 19:22:24 -03:00
Globals.cs
Added ability to specify cache data folder
2017-09-14 16:31:43 -04:00
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
Properly handle events raised in ScheduledEvents
2019-10-19 14:52:34 -04:00
Isolator.cs
Performance improvements and fixes (#6330)
2022-05-13 15:04:09 -03:00
IsolatorLimitResult.cs
Refactors scheduled events to execute on main thread
2019-10-19 14:52:34 -04:00
IsolatorLimitResultProvider.cs
Refactor IsolatorLimitResultProvider
2020-03-02 18:23:20 -03:00
ITimeProvider.cs
Move ITimeProvider and RealTimeProvider to Common
2019-10-19 01:52:07 -04:00
LocalTimeKeeper.cs
Remove usage of Lazy<DateTime> in LocalTimeKeeper
2017-12-29 01:12:58 +01:00
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
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
QuantConnect.csproj
Bump to pythonNet 2.0.15 (#6342)
2022-05-18 13:09:45 -03:00
RealTimeProvider.cs
Defines ITokenBucket and a LeakyBucket implementation
2019-10-19 01:52:07 -04:00
RealTimeSynchronizedTimer.cs
Update all LEAN threads to be Background threads
2017-06-28 21:02:59 +02:00
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
Alpha charting fixes
2019-04-26 18:11:48 +01:00
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
Append type to custom data symbol
2019-09-24 10:34:35 -03:00
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
Change Holding.Symbol to be of type Symbol
2015-11-18 12:55:40 -05:00
Time.cs
Expand GetSecondUnevenWait usages (#6340)
2022-05-16 20:12:22 -03:00
TimeKeeper.cs
Overall performance improvements
2019-06-03 15:09:02 -03:00
TimeUpdatedEventArgs.cs
Adds TimeUpdated event on LocalTimeKeeper
2015-07-13 15:12:49 -04:00
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
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00