Alexandre Catarino c5e5de3416 Fixes Index Option Assignment Simulation (#6697) ...

Cash settlements do not open a position for the underlying, so we don't need to calculate the cost of closing the position.

2022-10-19 10:45:55 -03:00

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Alphas

Address reviews. Update unit tests

2020-04-28 16:29:17 -03:00

BrokerageTransactionHandlerTests

Fix order cancel using order ticket (#6640)

2022-09-19 18:36:51 -03:00

DataCacheProviders

Zip data cache provider improvements (#6296)

2022-04-22 13:52:30 -03:00

DataFeeds

FillForward delisting handling (#6692)

2022-10-14 20:29:40 -03:00

DataProviders

ApiDataProvider Support Future map & factor files (#6132)

2021-12-27 21:52:51 -03:00

HistoricalData

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

RealTime

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

Results

Fix live result Handler null reference (#6521)

2022-08-03 19:57:03 -03:00

Setup

Update to python38 and libraries (#6558)

2022-08-22 13:54:02 -03:00

AlgorithmLogTests.cs

Fix Engine not running algorithm when calling Error() from Initialize() (#6379)

2022-06-06 19:33:27 -03:00

AlgorithmManagerTests.cs

Fixes HistoryProviderManager slice merging by using algortime for all slices (#6226)

2022-02-18 20:43:33 -03:00

AlgorithmTimeLimitManagerTests.cs

Fix thread race conditions reading and writing

2020-05-01 11:47:19 -03:00

BasicOptionAssignmentSimulationTests.cs

Fixes Index Option Assignment Simulation (#6697)

2022-10-19 10:45:55 -03:00

DefaultBrokerageMessageHandler.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

PartialFillModel.cs

Modify partially filled (#5500)

2021-04-27 20:36:32 -03:00

PerformanceBenchmarkAlgorithms.cs

Move DataManager in front of DataFeed

2018-10-29 16:13:27 -03:00

TestResultHandler.cs

Add missing CancellationTokenSource dispose (#6512)

2022-08-01 11:12:01 -03:00