github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
15502
quantconnect--lean/Common
T
History
Ricardo Andrés Marino Rojas 0db0f10ee9
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Fix potential bug in KrakenOrderProperties (#7248) 
* Fix potential bug and add more docs

As FeeInBase and FeeInQuote are mutually exclusive, if one was set to true, the other one should be set to false. It was added information about where it's used and how fee currency selection works in Kraken.

* Nit change

* Simplify XML docs
2023-05-15 19:19:31 -03:00
..
Algorithm/Framework
Avoid expiring insights twice (#7243)
2023-05-15 10:01:07 -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
Add support for brokerage side new orders (#7228)
2023-05-02 16:21:19 -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
Add support for brokerage side new orders (#7228)
2023-05-02 16:21:19 -03:00
Messages
Minor live logging improvements (#7240)
2023-05-12 18:13:37 -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
Fix potential bug in KrakenOrderProperties (#7248)
2023-05-15 19:19:31 -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
Solve bugs in BrokerageModelPythonWrapper.cs (#7229)
2023-05-02 15:09:16 -03:00
Scheduling
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
Securities
Minor live logging improvements (#7240)
2023-05-12 18:13:37 -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
Remove 'data-directory' usage (#7241)
2023-05-12 18:24:12 -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