quantconnect--lean

Algorithm/Framework

Fixes Insight Period Calculation (#6978 )

2023-02-20 16:23:13 -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

Brokerage Models Order Supported Types Check (#6989 )

2023-02-21 13:11:04 -03:00

Commands

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

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

Data

Fix UniverseDefinitions.ETF|Index overloads (#7006 )

2023-02-24 16:35:35 -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

Apply splits to TradeBuilder (#7020 )

2023-03-02 15:15:40 -03:00

Messages

Refactor Framework Statistics (#7041 )

2023-03-03 19:40:29 -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

Allow closed orders tag update (#7016 )

2023-02-27 18:42:24 -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

Performance Securities & CashBook Collections (#7050 )

2023-03-06 15:39:32 -03:00

Statistics

Refactor Framework Statistics (#7041 )

2023-03-03 19:40:29 -03:00

Storage

Object Store Improvements (#6605 )

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

Util

IsOption Use Underlying Holidays and Early Closes if Empty (#7007 )

2023-02-24 12:49:51 -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

Refactor Framework Statistics (#7041 )

2023-03-03 19:40:29 -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 (#7011 )

2023-02-24 16:31:51 -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

Add missing exchanges (#7011 )

2023-02-24 16:31:51 -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

Bump to pythonNet 2.0.18 (#7036 )

2023-03-03 13:11:03 -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

Chart Series Settings Lost (#6997 )

2023-02-21 13:07:56 -03:00

SeriesSampler.cs

Chart Series Settings Lost (#6997 )

2023-02-21 13:07:56 -03:00

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