Jhonathan Abreu d416580456 Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412) ...

* Adjust lower-resolution fill-forwarded daily bars when strict end times is enabled

This allows to get fill-forwarded bars with unchanged time stamps

* Minor fixes

* Minor test data changes

* Fixes and comments

* Address peer review and add some fixes

* Minor fix and add regression algorithm

* Minor fix

2024-11-29 09:52:01 -04:00

..

Algorithm/Framework

Fix CS1570 and CS1572 warnings (#8187)

2024-07-10 11:16:16 -03:00

Api

Private cloud minor improvements (#8409)

2024-11-14 17:22:33 -03:00

Benchmarks

Skip security initializer for benchmark security (#8012)

2024-05-09 18:09:34 -04:00

Brokerages

Feature: Implementation Charles Schwab Brokerage (#8406)

2024-11-15 18:17:20 -03:00

Commands

Improve python command serialization (#8351)

2024-10-02 09:19:04 -03:00

Data

Implement Reset() method (#8410)

2024-11-27 16:53:02 -03:00

Exceptions

Remove Lean path info from runtime exceptions (#8309)

2024-09-09 17:54:29 -04:00

Indicators

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

Interfaces

Improve data not found error messages. (#8295)

2024-09-20 16:56:58 -03:00

Messages

Euro Stoxx 50 Index and Index Futures support (#8278)

2024-09-12 10:00:16 -04:00

Notifications

Fix half of the CA1051 warnings (#8137)

2024-07-03 15:43:17 -03:00

Optimizer

Private cloud minor improvements (#8409)

2024-11-14 17:22:33 -03:00

Orders

Feature: Implementation Charles Schwab Brokerage (#8406)

2024-11-15 18:17:20 -03:00

Packets

Private cloud minor improvements (#8409)

2024-11-14 17:22:33 -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

Implement Reset() method (#8410)

2024-11-27 16:53:02 -03:00

Scheduling

Add extended market hours option in DateRules.WeekStart() (#8400)

2024-11-25 18:09:44 -03:00

Securities

Fix bug ImmediateExecutionModel when using Crypto (#8355)

2024-10-07 16:46:37 -03:00

Statistics

Solve bug (#8256)

2024-08-19 11:57:21 -03:00

Storage

Object Store Improvements (#6605)

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

Util

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

AlgorithmConfiguration.cs

Fix half of the CA1051 warnings (#8137)

2024-07-03 15:43:17 -03:00

AlgorithmImports.py

Generic live command support (#8330)

2024-09-19 16:02:42 -03:00

AlgorithmSettings.cs

Enable daily precise end time by default (#8254)

2024-08-14 12:49:56 -03:00

BaseSeries.cs

Minor chart improvements (#7744)

2024-02-02 17:27:37 -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

Add support for null chart points (#7622)

2023-12-12 20:26:58 -03:00

CandlestickSeries.cs

Minor chart improvements (#7744)

2024-02-02 17:27:37 -03:00

CapacityEstimate.cs

Fix warnings CA1574 (#8186)

2024-07-09 17:52:07 -03:00

Chart.cs

Fix half of the CA1051 warnings (#8137)

2024-07-03 15:43:17 -03:00

ChartPoint.cs

Fix scatter chart point serialization (#7772)

2024-02-08 15:36:38 -03:00

ChartSeriesJsonConverter.cs

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

Country.cs

Adds Country Static Class (#8389)

2024-11-01 19:13:07 -03:00

Currencies.cs

Fix CS1570 and CS1572 warnings (#8187)

2024-07-10 11:16:16 -03:00

DataDownloaderGetParameters.cs

Implement Download Project in Lean (#7975)

2024-04-25 19:53:58 -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

DefaultConverter.cs

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

DocumentationAttribute.cs

Add file and line number to documentation attribute (#6122)

2021-12-20 17:30:04 -08:00

Exchange.cs

Euro Stoxx 50 Index and Index Futures support (#8278)

2024-09-12 10:00:16 -04:00

Expiry.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionary.cs

Universe data frames normalization (#8385)

2024-11-26 16:16:34 -04:00

Extensions.cs

Let delistings through for internal subscriptions (#8398)

2024-11-25 11:41:02 -03:00

Field.cs

Add more options to Field class (#8228)

2024-08-07 19:08:34 -03:00

FileExtension.cs

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

Global.cs

Add research node packet (#8360)

2024-10-15 13:38:39 -03:00

Globals.cs

Private cloud minor improvements (#8409)

2024-11-14 17:22:33 -03:00

IDataDownloader.cs

Feature: Generic brokerage downloader wrapper (#8235)

2024-07-31 19:02:13 -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

Private cloud minor improvements (#8409)

2024-11-14 17:22:33 -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

Euro Stoxx 50 Index and Index Futures support (#8278)

2024-09-12 10:00:16 -04:00

OS.cs

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

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

PandasMapper.py

QCAlgorithm's OptionChain() api refactor (#8334)

2024-10-04 12:26:15 -04:00

Parse.cs

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

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

QuantConnect.csproj

Universe data frames normalization (#8385)

2024-11-26 16:16:34 -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

RegressionTestException.cs

1/4 of the changes of RegressionTestException (#8100)

2024-06-24 15:23:33 -03:00

Result.cs

Fix half of the CA1051 warnings (#8137)

2024-07-03 15:43:17 -03:00

ScatterChartPoint.cs

Fix scatter chart point serialization (#7772)

2024-02-08 15:36:38 -03:00

ScatterChartPointJsonConverter.cs

Fix warnings part 6 (#8107)

2024-06-26 13:21:53 -03:00

SecurityIdentifier.cs

File-based options universe (#8212)

2024-09-09 12:39:31 -03:00

Series.cs

Fix scatter chart point serialization (#7772)

2024-02-08 15:36:38 -03:00

SeriesSampler.cs

Portfolio margin chart (#7719)

2024-02-01 12:43:08 -03:00

StringExtensions.cs

PEP8 style algorithm API (#7909)

2024-04-12 17:29:15 -03:00

StubsIgnoreAttribute.cs

PEP8 style algorithm API (#7909)

2024-04-12 17:29:15 -03:00

Symbol.cs

Universe data frames normalization (#8385)

2024-11-26 16:16:34 -04:00

SymbolCache.cs

QCAlgorithm's OptionChain() api refactor (#8334)

2024-10-04 12:26:15 -04:00

SymbolCapacity.cs

Make continuous future untradable (#6252)

2022-03-14 14:23:26 -03:00

SymbolJsonConverter.cs

Api Clean up, Documentation and Standarization part two (#7964)

2024-04-26 13:17:34 -03:00

SymbolRepresentation.cs

File-based options universe (#8212)

2024-09-09 12:39:31 -03:00

SymbolValueJsonConverter.cs

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

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

Time.cs

Enable daily precise end time by default (#8254)

2024-08-14 12:49:56 -03:00

TimeKeeper.cs

Fix price shifts around futures rollover date (#8371)

2024-10-21 09:38:00 -03:00

TimeUpdatedEventArgs.cs

Fix half of the CA1051 warnings (#8137)

2024-07-03 15:43:17 -03:00

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