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Jhonathan Abreu 475f295ce0
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Support market orders for futures and FOPs on extended hours (#6575) 
* Allow market orders for futures and FOPs on extended market hours

* Update regression algorithms stats

* Add futures fill model to allow extended market hours

* Add unit tests

* Update regression algorithms stats

* Update regression algorithms stats

* Housekeeping
2022-08-24 11:04:52 -03:00
..
Algorithm/Framework
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
Api
Fix FormatException on estimated capacity rendering during report generation (#6551)
2022-08-16 11:08:36 -03:00
Benchmarks
…
Brokerages
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
Commands
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
Data
Avoid division by zero error in backtesting result handler (#6484)
2022-07-14 12:54:55 -03:00
Exceptions
Update to python38 and libraries (#6558)
2022-08-22 13:54:02 -03:00
Indicators
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
Interfaces
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
Notifications
Implement Python overload of Notify.Web for PyObject Headers (#5749)
2021-07-08 21:07:19 -03:00
Optimizer
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
Orders
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
Packets
Python Virtual Environments Support (#6556)
2022-08-17 16:40:52 -03:00
Parameters
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
Properties
…
Python
Add missing PY.GIL when shutting down (#6571)
2022-08-23 17:40:20 -03:00
Scheduling
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
Securities
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
Statistics
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
Storage
Refactor GetFilePath() (#6164)
2022-02-04 16:58:25 -03:00
Util
Remove log packet aggregation (#6538)
2022-08-11 19:06:11 -03:00
AlgorithmImports.py
Adds typing Import to AlgorithmImports (#6450)
2022-06-29 15:37:43 -03:00
AlgorithmSettings.cs
Add WarmUpResolution pass through (#6487)
2022-07-18 13:47:04 -03:00
AlphaRuntimeStatistics.cs
Common engine initialization (#5809)
2021-07-29 21:14:17 -03:00
BinaryComparison.cs
…
BinaryComparisonExtensions.cs
…
CapacityEstimate.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
Chart.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
ChartPoint.cs
…
Currencies.cs
Fix FormatException on estimated capacity rendering during report generation (#6551)
2022-08-16 11:08:36 -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
…
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
Python Virtual Environments Support (#6556)
2022-08-17 16:40:52 -03:00
Field.cs
…
Global.cs
Update data normalization mode comments (#6486)
2022-07-15 11:10:52 -03:00
Globals.cs
…
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
Track CPU usage (#6520)
2022-08-01 11:10:52 -03:00
IsolatorLimitResult.cs
…
IsolatorLimitResultProvider.cs
…
ITimeProvider.cs
…
LocalTimeKeeper.cs
…
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
Add Lean commands (#6513)
2022-07-28 16:44:40 -03:00
RealTimeProvider.cs
…
RealTimeSynchronizedTimer.cs
…
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
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
SeriesSampler.cs
…
StringExtensions.cs
…
Symbol.cs
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00
SymbolCache.cs
…
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
…
Time.cs
Expand GetSecondUnevenWait usages (#6340)
2022-05-16 20:12:22 -03:00
TimeKeeper.cs
…
TimeUpdatedEventArgs.cs
…
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 enum values in comments (#6460)
2022-07-05 10:29:28 -03:00