Martin-Molinero 11cc062628 Combo limit orders price calculation (#6858) ...

* Fix limit price calculation for combo limit orders fills

* Update regression algorithms

* Address reviews

* Fix thread race condition

Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>

2023-01-13 18:02:25 -03:00

..

Benchmarks

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

Brokerages

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -03:00

Commands

Order command improvements (#6584)

2022-08-25 15:53:11 -03:00

Data

CryptoFutures adjustments (#6836)

2023-01-05 18:07:01 -03:00

Exceptions

Update to python38 and libraries (#6558)

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

Notifications

Bump pythonNet version 2.0.12 (#6310)

2022-05-02 14:38:50 -03:00

Orders

Combo limit orders price calculation (#6858)

2023-01-13 18:02:25 -03:00

Packets

VSCode Project Changes (#6129)

2022-03-01 17:41:44 -03:00

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Python

Fix adding Python additional paths in research (#6699)

2022-10-21 12:11:10 -03:00

Scheduling

Update CME futures market hours (#6607)

2022-09-02 12:33:50 -03:00

Securities

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

Statistics

User Account currency symbol for fees and capacity (#6359)

2022-05-27 16:36:44 -03:00

Storage

Fix ObjectStore limits enforcement (#6609)

2022-09-01 13:52:11 -03:00

Util

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

AlgorithmConfigurationTests.cs

Report generation with non-default algorithm settings (#6589)

2022-08-30 19:23:25 -03:00

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

BrokerageNameTests.cs

Enable python and CSharp debugging

2019-08-12 22:03:13 -03:00

CurrenciesTests.cs

Parsing all currencies in a number with currency (#6599)

2022-08-30 19:02:21 -03:00

DataMonitorReportTests.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

DocumentationAttributeTest.cs

Add documentation attribute (#6094)

2021-12-03 18:23:06 -03:00

ExchangeTest.cs

Minor Exchanges cleanup (#6100)

2021-12-06 19:27:27 -03:00

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionaryTests.cs

Updates Equity Market Data (#5576)

2021-06-17 14:04:51 -03:00

HoldingTests.cs

Fix result handler live holdings (#6478)

2022-07-12 18:31:35 -03:00

IsolatorLimitResultProviderTests.cs

Fix bug in ConsumeMultipleMinutes() test (#6083)

2021-11-30 21:44:42 -03:00

IsolatorTests.cs

Making WorkerThread static

2020-01-14 11:31:58 -03:00

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

OrderTargetsByMarginImpactTests.cs

Alpha Streams improvements (#5887)

2021-09-01 13:12:26 -03:00

OSTests.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

Performance improvements and fixes (#6330)

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

SeriesSamplerTests.cs

Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum

2015-12-10 13:03:50 -05:00

SeriesTests.cs

Fixes bug in series sampler with duplicate times

2015-05-12 13:16:24 -04:00

StringExtensionsTests.cs

Encode/Decode Extension Addition (#5708)

2021-06-25 17:50:55 -03:00

SymbolCacheTests.cs

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

SymbolJsonConverterTests.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

SymbolRepresentationTests.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

SymbolTests.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Move bar aggregators to utils, add time overloads & add check of orderType for Kraken (#5969)

2021-10-08 17:59:32 -03:00

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00