Jhonathan Abreu 5611b5508a Binance crypto futures fee models (#6874) ...

* Add Binance Futures and Binance Coin Futures fee models

* Add unit tests

* Add unit tests

* Minor changes

* Peer review

* Peer review

2023-02-09 19:25:27 -03:00

..

Algorithm/Framework

Move Algorithm namespace's messages to Messages folder (#6916)

2023-02-09 18:35:29 -03:00

Api

Replace Nodes Endpoint in SDK (#6899)

2023-02-05 09:35:11 -08:00

Benchmarks

Move small namespaces' messages to 'Messages' folder (#6930)

2023-02-09 19:17:40 -03:00

Brokerages

Binance crypto futures fee models (#6874)

2023-02-09 19:25:27 -03:00

Commands

Move small namespaces' messages to 'Messages' folder (#6930)

2023-02-09 19:17:40 -03:00

Data

Volume Renko Consolidator & Bar (#6888)

2023-02-09 10:46:02 -03:00

Exceptions

Move small namespaces' messages to 'Messages' folder (#6930)

2023-02-09 19:17:40 -03:00

Indicators

Move small namespaces' messages to 'Messages' folder (#6930)

2023-02-09 19:17:40 -03:00

Interfaces

Add algorithm parameters to result (#6878)

2023-02-09 12:55:30 -03:00

Messages

Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)

2023-02-09 19:23:39 -03:00

Notifications

Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)

2023-02-09 19:23:39 -03:00

Optimizer

Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)

2023-02-09 19:23:39 -03:00

Orders

Binance crypto futures fee models (#6874)

2023-02-09 19:25:27 -03:00

Packets

Feature add algorithm state information in result packets (#6839)

2023-01-11 10:54:38 -03:00

Parameters

Fix Warnings V2 (#5436)

2021-04-02 11:20:01 -07:00

Properties

Remove all nuspec files (#5311)

2021-02-18 17:13:11 -03:00

Python

Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)

2023-02-09 19:23:39 -03:00

Scheduling

Fix Train method during warmup (#6416)

2022-06-21 10:05:27 -03:00

Securities

Binance crypto futures fee models (#6874)

2023-02-09 19:25:27 -03:00

Statistics

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

Storage

Object Store Improvements (#6605)

2022-08-31 20:50:00 -03:00

Util

Expand Index option support (#6849)

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

AlgorithmConfiguration.cs

Add algorithm parameters to result (#6878)

2023-02-09 12:55:30 -03:00

AlgorithmImports.py

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -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

Add OptionStrategyMatcher (#4924)

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

BinaryComparisonExtensions.cs

Add OptionStrategyMatcher (#4924)

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

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

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

Currencies.cs

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

2022-08-30 19:02:21 -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

DataMonitorReport.cs

Data monitor (#6725)

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

DataProviderEvents.cs

DividedEventProvider distribution computation (#4828)

2020-11-11 15:47:51 -03:00

DocumentationAttribute.cs

Add file and line number to documentation attribute (#6122)

2021-12-20 17:30:04 -08:00

Exchange.cs

Add missing exchanges (#6754)

2022-11-18 14:11:13 -03:00

Expiry.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

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

ExtendedDictionary.cs

GetLastKnownPrices python data (#6191)

2022-02-08 15:37:05 -03:00

Extensions.cs

Combo orders reduced size validation (#6864)

2023-01-16 21:11:08 -03:00

Field.cs

Allow field selectors to be used with QuoteBars

2017-04-12 12:46:22 +02:00

Global.cs

Portfolio.UnsettledCashBook update when quote currency is not the account currency (#6871)

2023-02-09 12:53:52 -03:00

Globals.cs

Added ability to specify cache data folder

2017-09-14 16:31:43 -04:00

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

Properly handle events raised in ScheduledEvents

2019-10-19 14:52:34 -04:00

Isolator.cs

Track CPU usage (#6520)

2022-08-01 11:10:52 -03:00

IsolatorLimitResult.cs

Refactors scheduled events to execute on main thread

2019-10-19 14:52:34 -04:00

IsolatorLimitResultProvider.cs

Refactor IsolatorLimitResultProvider

2020-03-02 18:23:20 -03:00

ITimeProvider.cs

Move ITimeProvider and RealTimeProvider to Common

2019-10-19 01:52:07 -04:00

LocalTimeKeeper.cs

Remove usage of Lazy<DateTime> in LocalTimeKeeper

2017-12-29 01:12:58 +01:00

Market.cs

Feature 6208 add nyseliffe exchange to interactive brokers (#6209)

2022-03-04 15:24:17 -03:00

OS.cs

Resource related improvements (#6683)

2022-10-12 17:25:56 -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

Option greeks improvements (#6690)

2022-10-13 20:00:17 -03:00

RealTimeProvider.cs

Defines ITokenBucket and a LeakyBucket implementation

2019-10-19 01:52:07 -04:00

RealTimeSynchronizedTimer.cs

Update all LEAN threads to be Background threads

2017-06-28 21:02:59 +02:00

Result.cs

Feature add algorithm state information in result packets (#6839)

2023-01-11 10:54:38 -03:00

SecurityIdentifier.cs

Validate date on security identifier generation (#6897)

2023-02-08 20:26:37 -03:00

Series.cs

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

SeriesSampler.cs

Improve Optimizer runtime statistics (#5024)

2020-12-11 16:39:13 -08:00

StringExtensions.cs

fix date parsing: TwelveCharacter dateformat can't be parsed properly;

2020-07-31 17:53:55 +03:00

Symbol.cs

Expand Index option support (#6849)

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

SymbolCache.cs

Append type to custom data symbol

2019-09-24 10:34:35 -03:00

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

Expand Index option support (#6849)

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

SymbolValueJsonConverter.cs

Change Holding.Symbol to be of type Symbol

2015-11-18 12:55:40 -05:00

Time.cs

Expand GetSecondUnevenWait usages (#6340)

2022-05-16 20:12:22 -03:00

TimeKeeper.cs

Overall performance improvements

2019-06-03 15:09:02 -03:00

TimeUpdatedEventArgs.cs

Adds TimeUpdated event on LocalTimeKeeper

2015-07-13 15:12:49 -04:00

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