github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
16155
quantconnect--lean/Common/Data
T
History
Ricardo Andrés Marino Rojas bc313a999b
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Add PyObject Constructor Overload for FuncRiskFreeRateInterestRateModel (#7625) 
* Add overload and regression tests

* Nit changes

* Nit change

* Nit change
2023-12-14 11:04:42 -03:00
..
Auxiliary
Options algorithm performance enhancement (#7555)
2023-11-02 17:20:54 -04:00
Consolidators
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
Custom
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
Fundamental
QuantBook Universe Selection (#7587)
2023-11-21 17:05:02 -03:00
Market
Ensure crypto futures case is considered in time-in-force-checks (#7601)
2023-11-27 19:44:16 -03:00
Shortable
Shortable modeling improvements (#7579)
2023-11-16 16:25:56 -03:00
UniverseSelection
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
BaseData.cs
Options algorithm performance enhancement (#7555)
2023-11-02 17:20:54 -04:00
BaseDataRequest.cs
Rename SubscriptionRequest.TradableDates to TradableDatesInDataTimeZone for clarity (#6892)
2023-02-08 20:28:37 -03:00
Channel.cs
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
ConstantRiskFreeRateInterestRateModel.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
DataMonitor.cs
Revert "Store traded securities' subscriptions in results (#7567)" (#7578)
2023-11-15 21:01:15 -03:00
DataQueueHandlerSubscriptionManager.cs
Websocket improvements (#6585)
2022-08-26 10:53:28 -03:00
DiskDataCacheProvider.cs
Downloader Data Provider Improvements (#7159)
2023-03-31 18:29:55 -03:00
DynamicData.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
EventBasedDataQueueHandlerSubscriptionManager.cs
…
FileFormat.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
FuncRiskFreeRateInterestRateModel.cs
Add PyObject Constructor Overload for FuncRiskFreeRateInterestRateModel (#7625)
2023-12-14 11:04:42 -03:00
GetSetPropertyDynamicMetaObject.cs
…
HistoryProviderBase.cs
…
HistoryProviderInitializeParameters.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
HistoryRequest.cs
Add contractDepthOffset parameter to History methods (#7213)
2023-04-27 14:31:42 -03:00
HistoryRequestFactory.cs
Add contractDepthOffset parameter to History methods (#7213)
2023-04-27 14:31:42 -03:00
IBaseData.cs
…
IDataAggregator.cs
…
IndexedBasedData.cs
…
InterestRateProvider.cs
Solve Invariant of Culture bugs (#7608)
2023-12-05 15:32:03 -03:00
IRiskFreeInterestRateModel.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
ISubscriptionEnumeratorFactory.cs
…
LeanDataWriter.cs
Downloader Data Provider Improvements (#7159)
2023-03-31 18:29:55 -03:00
Slice.cs
QuantBook Universe Selection (#7587)
2023-11-21 17:05:02 -03:00
SliceExtensions.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
SubscriptionDataConfig.cs
Memory Related Performance improvements (#6700)
2022-10-21 15:11:18 -03:00
SubscriptionDataConfigExtensions.cs
Add support for live price scaling (#6104)
2022-01-24 18:02:24 -03:00
SubscriptionDataConfigList.cs
…
SubscriptionDataSource.cs
Memory Related Performance improvements (#6700)
2022-10-21 15:11:18 -03:00
SubscriptionManager.cs
Solve bug in Tick Consolidator for Quote and Trade Tick types (#7475)
2023-09-21 11:31:16 -03:00