Derek Melchin 5bfe2491c3 Add Sortino indicator (#6696) ...

* Add sortino indicator and helper indicators

* Address review

* Address review

2022-10-28 18:12:33 -03:00

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equity/usa/shortable/testbrokerage

Implements Easy To Borrow Reality Modeling (WIP) (#5159)

2021-01-14 13:33:44 -08:00

00010101_05_example_psychsignal_testdata.csv

Address review

2019-07-09 17:46:15 -07:00

20151224_quote_american.zip

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aapl_chain.csv

Fixes inability to parse negative strike prices in SecurityIdentifier (#4953)

2020-11-30 15:45:36 -03:00

aapl_fine_fundamental.json

Add JSON deserialization test for FineFundamental

2018-05-07 21:43:11 +02:00

arms_data.txt

fixup data

2020-07-31 17:53:56 +03:00

bi_datatest.csv

Beta indicator (#6042)

2021-11-15 15:57:24 -03:00

CashTestingStrategy.csv

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custom_future_chris_cme_es1.csv

Remove Quandl from LEAN (#6110)

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

custom_future_chris_cme_es2.csv

Remove Quandl from LEAN (#6110)

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

daily-stock-picker-backtest.csv

Updates Dropbox Algorithms

2020-02-12 23:58:03 +00:00

daily-stock-picker-live.csv

Updates Dropbox Algorithms

2020-02-12 23:58:03 +00:00

dwac_supertrend.txt

Super Trend Indicator (#6013)

2021-11-17 12:19:26 -03:00

eurusd60_dem.txt

Adds DeM indicator (#5002)

2020-12-15 08:29:55 -03:00

eurusd_candle_patterns.txt

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ewz_candle_patterns.txt

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FillForwardBars.zip

Updates Equity Market Data (#5576)

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

frama.txt

Adds FRAMA external data testing

2016-05-26 11:27:28 +01:00

FuturesExpiryFunctionsTestData.xml

Fix micro crude oil future expiration (#6614)

2022-09-07 21:06:28 -03:00

fxVolumeDaily.csv

FXCM Forex Real volume and Transactions ToolBox Project (#1025)

2017-08-28 16:25:52 -04:00

fxVolumeHourly.csv

FXCM Forex Real volume and Transactions ToolBox Project (#1025)

2017-08-28 16:25:52 -04:00

fxVolumeMinute.csv

FXCM Forex Real volume and Transactions ToolBox Project (#1025)

2017-08-28 16:25:52 -04:00

gdax_accounts.txt

Adds remaining gdax rest methods and unit tests

2017-07-04 21:40:42 +01:00

gdax_fill.txt

GDAX Brokerage updates (#4635)

2020-09-09 16:18:10 -03:00

gdax_holding.txt

GDAX Brokerage updates (#4635)

2020-09-09 16:18:10 -03:00

gdax_openOrders.txt

Adds fees, Adds auth header

2017-07-06 21:11:46 +01:00

gdax_order.txt

GDAX Brokerage updates (#4635)

2020-09-09 16:18:10 -03:00

gdax_orderById.txt

Adds fees, Adds auth header

2017-07-06 21:11:46 +01:00

gdax_pollTick.txt

Adds usd conversion rate service

2017-09-12 14:30:26 +01:00

gdax_tick.txt

Adds gdax brokerage

2017-07-02 20:03:02 +01:00

gdax_ticker.txt

Changes gdax to ticker channel

2017-09-08 12:18:12 +01:00

multizip.zip

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SampleMarketHoursDatabase.json

Support extended market hours for futures (#6522)

2022-08-18 10:56:44 -03:00

spy_10_min.txt

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spy_acceleration_bands_20_4.txt

Tests passed

2017-08-29 15:27:15 -03:00

spy_ad_osc.txt

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spy_ad.txt

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spy_alma.txt

ALMA and test implemented.

2017-05-02 10:42:01 -03:00

spy_ao.txt

Adds the Awesome Oscillator (#5005)

2020-12-11 20:46:07 -03:00

spy_apo.txt

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spy_aps.txt

Feature Augen Price Spike Indicator (#5713)

2021-07-09 20:07:15 -03:00

spy_arima.csv

Feature #5098 - Time Series Indicators (#5099)

2021-02-01 20:17:49 -03:00

spy_aroon_oscillator.txt

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spy_asi.csv

Add Wilder Accumulative Swing Index (#5476)

2021-04-16 10:54:02 -03:00

spy_atr_wilder.txt

Adds unit test for AverageTrueRange with MovingAverageType.Wilders

2018-03-21 00:15:54 +00:00

spy_atr.txt

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spy_bollinger_bands.txt

More Bollinger Indicators

2020-06-30 11:02:59 +03:00

spy_bop.txt

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spy_candle_patterns.txt

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spy_cmf.txt

Adds ChaikinMoneyFlow indicator (#4986)

2020-12-11 18:04:17 -03:00

spy_cmo.txt

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spy_coppock_curve.csv

Coppock Curve indicator implementation

2018-01-30 12:05:13 -03:00

spy_dema.txt

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spy_dpo.csv

DetrendedPriceOscillator indicator.

2017-10-11 09:56:57 -03:00

spy_emv.txt

Feature emv indicator addition (#4591)

2020-08-24 09:54:58 -03:00

spy_heikin_ashi.txt

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spy_hma.txt

HullMovingAverage, tests and helper method implemented

2017-04-27 20:52:27 -03:00

spy_kama.txt

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spy_ker.txt

Kaufman Efficiency Ratio Indicator (#6050)

2021-12-04 18:55:09 -03:00

spy_logr14.txt

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spy_mass_index_25.txt

Test passed

2017-09-01 14:40:26 -03:00

spy_max.txt

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spy_mfi.txt

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spy_midpoint.txt

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spy_midprice.txt

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spy_min.txt

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spy_natr.txt

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spy_ohlcv.txt

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spy_parabolic_SAR.txt

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spy_pivot_pnt_hl.txt

Implements PivotPointsHighLow indicator + tests (#5352)

2021-05-24 11:09:07 -03:00

spy_ppo.txt

Adds PercentagePriceOscillator indicator (PPO)

2016-03-23 21:15:39 +01:00

spy_rdv.txt

Relative Daily Volume Indicator (#5747)

2021-07-28 18:02:34 -03:00

spy_rocr.txt

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spy_rvi.txt

Feature 4999 -- Adds RVI (#5041)

2021-01-08 11:11:00 -03:00

spy_si.csv

Add Wilder Accumulative Swing Index (#5476)

2021-04-16 10:54:02 -03:00

spy_sortino.csv

Add Sortino indicator (#6696)

2022-10-28 18:12:33 -03:00

spy_sr.txt

Adds SharpeRatio indicator (#5348)

2021-03-11 13:35:08 -08:00

spy_stc.txt

Changed to intraday points, lots more data.

2020-07-28 14:34:08 -07:00

spy_swiss.txt

Add SWISS test data. Various fixes

2016-06-08 09:41:54 +01:00

spy_t3.txt

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spy_tema.txt

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spy_tr.txt

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spy_trima.txt

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spy_trix.txt

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spy_tsi.csv

True Strength Index indicator (#6332)

2022-05-13 15:55:28 -03:00

spy_ultosc.txt

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spy_var.txt

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spy_with_adx.txt

Refactors AverageDirectionalIndex and AverageDirectionalMovementIndexRating

2018-11-02 22:53:20 +00:00

spy_with_cci.txt

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spy_with_don50.txt

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spy_with_fisher.txt

Fixes FishTransform Indicator

2019-05-13 17:57:08 +01:00

spy_with_ichimoku.csv

Minor corrections in Tests project

2017-03-02 21:48:36 -03:00

spy_with_ichimoku.ods

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spy_with_indicators.txt

Adds unit test for RelativeStrengthIndex with MovingAverageType.Wilders

2018-03-21 00:18:08 +00:00

spy_with_keltner.csv

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spy_with_macd.txt

Fixes MACD's Signal and Histogram warming up

2018-03-06 20:03:15 -03:00

spy_with_obv.txt

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spy_with_rma.csv

Relative Moving Average Indicator (#6297)

2022-04-25 13:13:20 -03:00

spy_with_roc50.txt

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spy_with_rocp50.txt

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spy_with_stoch12k3.txt

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spy_with_vwap.txt

Adds VWAP indicator via WeightedBy indicator extension

2016-04-21 19:34:52 -03:00

spy_with_williamsR14.txt

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stock_prices.csv

Changes NLTK Data Location and Adds mlfinlab Package

2019-11-12 22:30:04 +00:00

target_downside_deviation.csv

Add Sortino indicator (#6696)

2022-10-28 18:12:33 -03:00

test_cash_equity.xml

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test_cash_fills.xml

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test_forex_equity.xml

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test_forex_fills_jwb_quantity.xml

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test_forex_fills_mch_quantity.xml

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test_forex_fills.xml

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test_report_data.json

Fix FormatException on estimated capacity rendering during report generation (#6551)

2022-08-16 11:08:36 -03:00

tp_datatest.csv

Market profile indicator (#5891)

2021-09-03 20:18:44 -03:00

vp_datatest.csv

Market profile indicator (#5891)

2021-09-03 20:18:44 -03:00