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Martin-Molinero b657365da7
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Add IndexOptionPriceVariationModel (#7227) 
* Add IndexOptionPriceVariationModel

- Add IndexOption price variation model to handle price based minimum
  price variation. Adding unit tests

* Minor improvements for VIX & VIXW
2023-05-02 11:23:20 -03:00
..
Algorithm/Framework
Add Feature Signal Exports feature (#7145)
2023-04-11 17:45:07 -03:00
Api
Fix api account deserialization (#7172)
2023-04-10 12:38:38 -03:00
Benchmarks
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Brokerages
Daily future cash settlement (#7226)
2023-05-01 11:25:37 -03:00
Commands
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Data
Add contractDepthOffset parameter to History methods (#7213)
2023-04-27 14:31:42 -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
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
Messages
RBI brokerage setup (#7216)
2023-04-27 10:03:04 -03:00
Notifications
Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)
2023-02-09 19:23:39 -03:00
Optimizer
Minor optimizer improvement (#7179)
2023-04-12 15:35:54 -03:00
Orders
RBI brokerage setup (#7216)
2023-04-27 10:03:04 -03:00
Packets
Add live log limit to controls (#7162)
2023-04-04 13:57:38 -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
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
Scheduling
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
Securities
Add IndexOptionPriceVariationModel (#7227)
2023-05-02 11:23:20 -03:00
Statistics
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
Storage
Object Store Improvements (#6605)
2022-08-31 20:50:00 -03:00
Util
Downloader Data Provider Improvements (#7159)
2023-03-31 18:29:55 -03:00
AlgorithmConfiguration.cs
Add algorithm parameters to result (#6878)
2023-02-09 12:55:30 -03:00
AlgorithmImports.py
Implement OptionExerciseModelPythonWrapper.cs (#7193)
2023-04-18 16:54:53 -03:00
AlgorithmSettings.cs
Add WarmUpResolution pass through (#6487)
2022-07-18 13:47:04 -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
Cache folder usage improvements (#7200)
2023-04-20 11:24:19 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
Globals.cs
Cache folder usage improvements (#7200)
2023-04-20 11:24:19 -03:00
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
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -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
Fix api account deserialization (#7172)
2023-04-10 12:38:38 -03:00
TimeKeeper.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -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