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Martin-Molinero 3a3dbe29ea
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Bug chain selection improvements (#7376) 
* Contract chain selection improvements

- Adjust contract chain selection behavior for futures and options so we
  are sure to use the correct local time when filtering expirations.
  Adding unit test reproducing issue

* Update futures regression algorithms

* Address reviews
2023-07-13 20:34:45 -03:00
..
Algorithm/Framework
Handle potential Error Code returned by CrunchDAO (#7330)
2023-06-21 15:27:17 -03:00
Api
Remove Alpha Licence References (#7275)
2023-05-25 12:51:33 -03:00
Benchmarks
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Brokerages
Improve Tradier Brokerage Model (#7373)
2023-07-13 13:00:26 -03:00
Commands
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Data
Bug chain selection improvements (#7376)
2023-07-13 20:34:45 -03:00
Exceptions
C# stacktrace exception normalization (#7328)
2023-06-21 10:51:17 -03:00
Indicators
Indicators history rolling window (#7314)
2023-06-13 15:07:09 -03:00
Interfaces
Revert trade builder api change (#7365)
2023-07-11 10:54:29 -04:00
Messages
Improve Tradier Brokerage Model (#7373)
2023-07-13 13:00:26 -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 IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
Packets
Deployment target and running mode algorithm properties (#7337)
2023-07-03 09:55:21 -04:00
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
Feature update foundation (#7342)
2023-06-29 18:06:28 -03:00
Scheduling
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
Securities
Bug chain selection improvements (#7376)
2023-07-13 20:34:45 -03:00
Statistics
Revert trade builder api change (#7365)
2023-07-11 10:54:29 -04:00
Storage
Object Store Improvements (#6605)
2022-08-31 20:50:00 -03:00
Util
Minor tweaks to avoid CI tests random failures (#7370)
2023-07-11 20:43:22 -03:00
AlgorithmConfiguration.cs
Add algorithm parameters to result (#6878)
2023-02-09 12:55:30 -03:00
AlgorithmImports.py
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
AlgorithmSettings.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -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
Check continuous future mapped symbol is not expired in live (#7364)
2023-07-11 20:43:36 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
Add UnrealizedPnLPercent to holdings (#7358)
2023-07-10 10:55:00 -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 Pythonnet version to 2.0.21 (#7367)
2023-07-11 20:43:49 -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
Minor fix CrunchDAO Symbology (#7276)
2023-05-25 17:51:40 -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
Multiple Symbol Selection Universe (#7273)
2023-05-25 15:23:18 -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
Minor fix CrunchDAO Symbology (#7276)
2023-05-25 17:51:40 -03:00
SymbolValueJsonConverter.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Time.cs
FactorFiles bases live auxiliary events (#7293)
2023-06-08 13:27:55 -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