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Martin-Molinero 3507c91640
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Fix future daily price scale factor update (#6963) 
* Fix future daily price scale factor update

- Fix future daily price scale factor update which was happening 1 day
  late due to data and exchange time zone differences.
  Adding regression algorithm reproducing and asserting it.

* Address review
2023-02-14 20:09:59 -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
Move Brokerages namespace's messages to Messages folder (#6915)
2023-02-10 13:49:15 -03:00
Commands
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Data
Fix default future chain universe selection (#6958)
2023-02-13 15:56:48 -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 Brokerages namespace's messages to Messages folder (#6915)
2023-02-10 13:49:15 -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
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
ChartPoint.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Currencies.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Extensions.cs
Fix future daily price scale factor update (#6963)
2023-02-14 20:09:59 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
OS.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
PandasMapper.py
Pandas Mapper Recursion Bug Fix (#5848)
2021-08-10 20:32:09 -03:00
Parse.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Symbol.cs
Minor debugging improvements (#6954)
2023-02-13 10:49:10 -03:00
SymbolCache.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
SymbolValueJsonConverter.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Time.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -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
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
TradingDay.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00