Martin-Molinero a2dea5e859 Implement Trailing FreePortfolioValue ...

- Implement Trailing FreePortfolioValue by default, users will be able
  to set it to a fixed number if desired. Adding regression algorithm
- Setting the default 'MinimumOrderMarginPortfolioPercentage' from 0 to
  0.1% of the TPV to avoud tiny trades by default

2023-05-24 17:35:43 -03:00

..

DataFeeds

Implement UnregisterIndicator helper method (#7271)

2023-05-24 17:35:02 -03:00

HistoricalData

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -03:00

Properties

Remove all nuspec files (#5311)

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

RealTime

Reconcile the Market Opening for Futures and Scheduled Events (#6397)

2022-06-15 13:47:00 -03:00

Results

Minor optimizer improvement (#7179)

2023-04-12 15:35:54 -03:00

Server

Add Lean commands (#6513)

2022-07-28 16:44:40 -03:00

Setup

Implement Trailing FreePortfolioValue

2023-05-24 17:35:43 -03:00

Storage

More resilient object store file read (#6800)

2022-12-13 15:25:47 -03:00

TransactionHandlers

Add support for brokerage side new orders (#7228)

2023-05-02 16:21:19 -03:00

AlgorithmManager.cs

Refactor Settlement Model API (#7225)

2023-05-01 11:23:31 -03:00

AlgorithmTimeLimitManager.cs

Fix thread race conditions reading and writing

2020-05-01 11:47:19 -03:00

Engine.cs

Refactor alpha statistics phase I (#7055)

2023-03-10 13:12:23 -03:00

Initializer.cs

Data monitor (#6725)

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

LeanEngineAlgorithmHandlers.cs

Downloader Data Provider Improvements (#7159)

2023-03-31 18:29:55 -03:00

LeanEngineSystemHandlers.cs

Remove log packet aggregation (#6538)

2022-08-11 19:06:11 -03:00

QuantConnect.Lean.Engine.csproj

Bump to pythonNet 2.0.18 (#7036)

2023-03-03 13:11:03 -03:00