Martin-Molinero de10a1d669 Remove securities from algorithm collection (#7573) ...

- Once a security has been delisted or no longer selected by any
  universe it will be remove from the main algorithm securities
  collection but kept in the new Complete collection, this improves
  performance in long running backtests where security collection can
  get enumerated in different cases
- Minor refactor for security exchange local time to avoid having to set
  it explicitly

2023-11-15 17:09:43 -03:00

..

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

Move small namespaces' messages to 'Messages' folder (#6930)

2023-02-09 19:17:40 -03:00

Brokerages

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

Commands

Move small namespaces' messages to 'Messages' folder (#6930)

2023-02-09 19:17:40 -03:00

Data

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

Exceptions

Add Pythonnet's ClrBubbledException interpreter (#7523)

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

Indicators

Indicators history rolling window (#7314)

2023-06-13 15:07:09 -03:00

Interfaces

Store traded securities' subscriptions in results (#7567)

2023-11-13 20:39:57 -03:00

Messages

Insight and PortfolioTarget tag (#7456)

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

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

Eze: remove extra internal accessors (#7561)

2023-11-10 13:55:00 -03:00

Packets

Out of sample support tweaks (#7542)

2023-10-27 18:23:21 -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

New Fundamental Data (#7490)

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

Scheduling

Modernization of syntax used in argument check exceptions (#7380)

2023-07-17 14:53:17 -03:00

Securities

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

Statistics

Dynamically Adjust Risk Free Rate of Return (#7489)

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

Storage

Object Store Improvements (#6605)

2022-08-31 20:50:00 -03:00

Util

Async universe selection (#7556)

2023-11-06 18:46:20 -03:00

AlgorithmConfiguration.cs

Out of sample support tweaks (#7542)

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

AlgorithmImports.py

Support overriding position group margin requirements (#7286)

2023-05-31 19:53:50 -03:00

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

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

BinaryComparisonExtensions.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

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

Round Capacity Estimate for Runtime Statistics (#5688)

2021-06-21 21:06:09 -03:00

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

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

Minor serialization tweak (#7447)

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

Field.cs

Allow field selectors to be used with QuoteBars

2017-04-12 12:46:22 +02:00

Global.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -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

ISeriesPoint.cs

Candlestick charts (#7425)

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

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

Add Bybit integration (#7442)

2023-09-18 11:08:40 -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 2.0.24 (#7539)

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

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

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

Move QuantConnect namespace's messages to Messages folder (#6924)

2023-02-10 10:41:05 -03:00

Symbol.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -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

New Fundamental Data (#7490)

2023-10-25 15:47:42 -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