Jhonathan Abreu a9d26084f9 Options algorithm performance enhancement (#7555) ...

* Ignore non-market universe data for security cache storage

This is a performance enhancement

* Minor refactor

2023-11-02 17:20:54 -04:00

..

Algorithm/Framework

Insight and PortfolioTarget tag (#7456)

2023-09-07 16:59:01 -04:00

Api

Out of sample support tweaks (#7542)

2023-10-27 18:23:21 -03:00

Benchmarks

…

Brokerages

Fix using custom data with Bybit brokerage model (#7547)

2023-10-31 14:19:17 -03:00

Commands

…

Data

Options algorithm performance enhancement (#7555)

2023-11-02 17:20:54 -04:00

Exceptions

Add Pythonnet's ClrBubbledException interpreter (#7523)

2023-10-20 11:26:47 -03:00

Indicators

…

Interfaces

Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)

2023-09-08 19:41:52 -03:00

Messages

Insight and PortfolioTarget tag (#7456)

2023-09-07 16:59:01 -04:00

Notifications

…

Optimizer

…

Orders

Invalidate option orders during a stock split (#7550)

2023-11-01 17:07:04 -03:00

Packets

Out of sample support tweaks (#7542)

2023-10-27 18:23:21 -03:00

Parameters

…

Properties

…

Python

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

Scheduling

…

Securities

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

Statistics

Dynamically Adjust Risk Free Rate of Return (#7489)

2023-10-02 13:42:28 -03:00

Storage

…

Util

Fix chart api fetching and deserialization (#7467)

2023-09-15 20:04:46 -03:00

AlgorithmConfiguration.cs

Out of sample support tweaks (#7542)

2023-10-27 18:23:21 -03:00

AlgorithmImports.py

…

AlgorithmSettings.cs

Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)

2023-09-08 19:41:52 -03:00

BaseSeries.cs

Candlestick charts (#7425)

2023-08-08 17:52:46 -03:00

BinaryComparison.cs

…

BinaryComparisonExtensions.cs

…

Candlestick.cs

Candlestick charts (#7425)

2023-08-08 17:52:46 -03:00

CandlestickSeries.cs

Candlestick charts (#7425)

2023-08-08 17:52:46 -03:00

CapacityEstimate.cs

…

Chart.cs

Candlestick charts (#7425)

2023-08-08 17:52:46 -03:00

ChartPoint.cs

Fix optimization candlestick handling (#7430)

2023-08-10 13:34:19 -03:00

Currencies.cs

Add Bybit stable currencies & fix test log (#7474)

2023-09-20 13:56:59 -03:00

DataDownloaderGetParameters.cs

…

DataMonitorReport.cs

…

DataProviderEvents.cs

…

DocumentationAttribute.cs

…

Exchange.cs

…

Expiry.cs

…

ExtendedDictionary.cs

…

Extensions.cs

Minor serialization tweak (#7447)

2023-08-28 10:30:34 -03:00

Field.cs

…

Global.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

Globals.cs

…

IDataDownloader.cs

…

IIsolatorLimitResultProvider.cs

…

ISeriesPoint.cs

Candlestick charts (#7425)

2023-08-08 17:52:46 -03:00

Isolator.cs

…

IsolatorLimitResult.cs

…

IsolatorLimitResultProvider.cs

…

ITimeProvider.cs

…

LocalTimeKeeper.cs

…

Market.cs

Add Bybit integration (#7442)

2023-09-18 11:08:40 -03:00

OS.cs

…

PandasMapper.py

…

Parse.cs

…

QuantConnect.csproj

Bump Pythonnet version to 2.0.24 (#7539)

2023-10-27 10:02:08 -04:00

RealTimeProvider.cs

…

RealTimeSynchronizedTimer.cs

…

Result.cs

…

SecurityIdentifier.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

Series.cs

Candlestick charts (#7425)

2023-08-08 17:52:46 -03:00

SeriesSampler.cs

Candlestick charts (#7425)

2023-08-08 17:52:46 -03:00

StringExtensions.cs

…

Symbol.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

SymbolCache.cs

…

SymbolCapacity.cs

…

SymbolJsonConverter.cs

…

SymbolRepresentation.cs

…

SymbolValueJsonConverter.cs

…

Time.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

TimeKeeper.cs

…

TimeUpdatedEventArgs.cs

…

TimeZoneOffsetProvider.cs

…

TimeZones.cs

…

TradingCalendar.cs

…

TradingDay.cs

…