github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
15035
quantconnect--lean/Common/Data
T
History
Martin-Molinero f12e8fc08e
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
CryptoFutures adjustments (#6836) 
* CryptoFutures adjustments

- Address reviews of CryptoFutures:
- Add new Slice MarginInterestRates collection
- Add new regression tests asserting funding rate application behaves
  the same no matter the resolution
- Add auxiliary data by type into the security cache
- Revert BuyingPowerModel changes

* Make interest rate application time deterministic
2023-01-05 18:07:01 -03:00
..
Auxiliary
Memory Related Performance improvements (#6700)
2022-10-21 15:11:18 -03:00
Consolidators
Allow optional selector in classic renko consolidator in Python and C# (#6755)
2022-11-18 17:14:03 -03:00
Custom
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
Fundamental
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
Market
CryptoFutures adjustments (#6836)
2023-01-05 18:07:01 -03:00
Shortable
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
UniverseSelection
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
BaseData.cs
Add Price in CoarseFundamental (#6464)
2022-07-06 13:28:57 -03:00
BaseDataRequest.cs
Fix daily auxiliary data points emission time (#6186)
2022-02-04 21:06:45 -03:00
Channel.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
DataMonitor.cs
Data monitor (#6725)
2022-11-09 17:38:34 -03:00
DataQueueHandlerSubscriptionManager.cs
Websocket improvements (#6585)
2022-08-26 10:53:28 -03:00
DiskDataCacheProvider.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00
DynamicData.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
EventBasedDataQueueHandlerSubscriptionManager.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
FileFormat.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
GetSetPropertyDynamicMetaObject.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
HistoryProviderBase.cs
Fix data emitted before first date
2019-10-25 14:09:02 -03:00
HistoryProviderInitializeParameters.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
HistoryRequest.cs
Add contractDepthOffset parameter to QCAlgorithm.History() (#6438)
2022-06-27 10:04:33 -03:00
HistoryRequestFactory.cs
Add contractDepthOffset parameter to QCAlgorithm.History() (#6438)
2022-06-27 10:04:33 -03:00
IBaseData.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
IDataAggregator.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
IndexedBasedData.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
InterestRateProvider.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
ISubscriptionEnumeratorFactory.cs
Renamed IDataFileProvider to IDataProvider using resharper
2017-02-15 12:16:50 -05:00
LeanDataWriter.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
Slice.cs
CryptoFutures adjustments (#6836)
2023-01-05 18:07:01 -03:00
SliceExtensions.cs
Alpha Streams improvements (#5876)
2021-08-27 13:50:45 -03:00
SubscriptionDataConfig.cs
Memory Related Performance improvements (#6700)
2022-10-21 15:11:18 -03:00
SubscriptionDataConfigExtensions.cs
Add support for live price scaling (#6104)
2022-01-24 18:02:24 -03:00
SubscriptionDataConfigList.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
SubscriptionDataSource.cs
Memory Related Performance improvements (#6700)
2022-10-21 15:11:18 -03:00
SubscriptionManager.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00