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Ricardo Andrés Marino Rojas 9be02d7fa5
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Add bank holidays for CME Futures MHDB (#8539) 
* Add bank holidays

* Add missing holidays to MHDB

* Add 2025 new year's eve bank holiday

* Add Columbus day and veterans day to bank holidays

* Add missing bank holidays entry

* Modify FuturesExpiryFunctions

* Add missing change

* Remove empty bankHolidays lists from MHDB

* Address review

* Add tests

* Address review

* Add bank holidays from 2009-2024

* Fix unit and regression tests

* Review bank holidays

* Fix tests

* MHDB tweaks

* Remove Bank holidays from CNH, MNH and MIR

* Add setting for bank holidays disabled by default

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2025-02-06 17:50:10 -03:00
..
dynamic-market-hours
Dynamic market hours for time and date rules (#8541)
2025-01-31 15:00:14 -04:00
dynamic-symbol-properties
Dynamic market hours for time and date rules (#8541)
2025-01-31 15:00:14 -04:00
equity/usa/shortable
Adds Rebate and Fee Rates to Shortable Provider (#7840)
2024-03-13 16:04:33 -03:00
greeks
Change default American Option Pricing model to Binomial CRR model (#7426)
2023-08-18 14:34:46 -03:00
greeksindicator/american
Allow smoothing in Implied Volatility and add forward tree model (#7820)
2024-03-04 11:00:04 -03:00
symbol-properties
Reduce test files size (#8084)
2024-06-24 13:03:43 -03:00
00010101_05_example_psychsignal_testdata.csv
Address review
2019-07-09 17:46:15 -07:00
20151224_quote_american.zip
…
aapl_chain.csv
Fixes inability to parse negative strike prices in SecurityIdentifier (#4953)
2020-11-30 15:45:36 -03:00
aapl_fine_fundamental.json
Add JSON deserialization test for FineFundamental
2018-05-07 21:43:11 +02:00
alpha_indicator_datatest.csv
Alpha Indicator #6985 (#7566)
2023-11-24 11:31:15 -03:00
arms_data.txt
Modify advance decline indicators (#7032)
2023-03-02 15:48:20 -03:00
bi_datatest.csv
Beta indicator (#6042)
2021-11-15 15:57:24 -03:00
CashTestingStrategy.csv
…
custom_future_chris_cme_es1.csv
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
custom_future_chris_cme_es2.csv
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
daily-stock-picker-backtest.csv
Updates Dropbox Algorithms
2020-02-12 23:58:03 +00:00
daily-stock-picker-live.csv
Updates Dropbox Algorithms
2020-02-12 23:58:03 +00:00
dwac_supertrend.txt
Super Trend Indicator (#6013)
2021-11-17 12:19:26 -03:00
eurusd60_dem.txt
Adds DeM indicator (#5002)
2020-12-15 08:29:55 -03:00
eurusd_candle_patterns.txt
…
ewz_candle_patterns.txt
…
FillForwardBars.zip
Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)
2024-11-29 09:52:01 -04:00
FillForwardStrictEndTimeDailyRegressionAlgorithm.zip
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
FillForwardStrictEndTimeHourRegressionAlgorithm.zip
Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)
2024-11-29 09:52:01 -04:00
FillForwardStrictEndTimeMinuteRegressionAlgorithm.zip
Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)
2024-11-29 09:52:01 -04:00
frama.txt
…
FuturesExpiryFunctionsTestData.xml
Add bank holidays for CME Futures MHDB (#8539)
2025-02-06 17:50:10 -03:00
fxVolumeDaily.csv
FXCM Forex Real volume and Transactions ToolBox Project (#1025)
2017-08-28 16:25:52 -04:00
fxVolumeHourly.csv
FXCM Forex Real volume and Transactions ToolBox Project (#1025)
2017-08-28 16:25:52 -04:00
fxVolumeMinute.csv
FXCM Forex Real volume and Transactions ToolBox Project (#1025)
2017-08-28 16:25:52 -04:00
generate_reference_data_from_talib.py
implements generate_reference_data_from_talib.py (#8196)
2024-07-22 14:50:24 -03:00
generate_reference_data_from_talipp.py
Implements new indicator - RSV - Rogers-Satchell volatility (#8183)
2024-07-29 14:47:16 -03:00
generate_reference_data_from_tulip.py
add script using tulipy (#8194)
2024-07-22 14:43:33 -03:00
mcclellan_data.csv
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
multizip.zip
…
portfolio_targets.csv
Universe data frames improvements (#8433)
2024-12-03 16:19:17 -04:00
SampleMarketHoursDatabase.json
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
spx_lwma.csv
Update LinearWeightedMovingAverage (#7798)
2024-02-20 16:51:06 -03:00
spy_10_min.txt
…
spy_acceleration_bands_20_4.txt
Tests passed
2017-08-29 15:27:15 -03:00
spy_ad_osc.txt
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
spy_ad.txt
…
spy_adr.csv
Implement Average Range (AR) Indicator (#8404)
2024-11-15 11:19:55 -03:00
spy_alma.txt
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spy_ao.txt
Adds the Awesome Oscillator (#5005)
2020-12-11 20:46:07 -03:00
spy_apo.txt
…
spy_aps.txt
Feature Augen Price Spike Indicator (#5713)
2021-07-09 20:07:15 -03:00
spy_arima.csv
Feature #5098 - Time Series Indicators (#5099)
2021-02-01 20:17:49 -03:00
spy_aroon_oscillator.txt
…
spy_asi.csv
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
spy_atr_wilder.txt
Adds unit test for AverageTrueRange with MovingAverageType.Wilders
2018-03-21 00:15:54 +00:00
spy_atr.txt
…
spy_bollinger_bands.txt
More Bollinger Indicators
2020-06-30 11:02:59 +03:00
spy_bop.txt
…
spy_candle_patterns.txt
…
spy_cmf.txt
Adds ChaikinMoneyFlow indicator (#4986)
2020-12-11 18:04:17 -03:00
spy_cmo.txt
…
spy_coppock_curve.csv
Coppock Curve indicator implementation
2018-01-30 12:05:13 -03:00
spy_crsi.csv
Implement Connor's Relative Strength Index(CRSI) Indicator (#8419)
2024-11-25 15:43:42 -03:00
spy_dema.txt
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
spy_do.csv
Feature 1076 implementing an indicator derivative oscillator (#7884)
2024-04-17 16:34:57 -03:00
spy_dpo.csv
DetrendedPriceOscillator indicator.
2017-10-11 09:56:57 -03:00
spy_ema.csv
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
spy_emv.txt
Feature emv indicator addition (#4591)
2020-08-24 09:54:58 -03:00
spy_heikin_ashi.txt
…
spy_hma.txt
…
spy_hurst_exponent.csv
Implement Hurst Exponent (HE) indicator (#8434)
2024-12-05 10:19:31 -03:00
spy_kama.txt
…
spy_ker.txt
Kaufman Efficiency Ratio Indicator (#6050)
2021-12-04 18:55:09 -03:00
spy_logr14.txt
…
spy_mama.csv
Implement Mesa Adaptive Moving Average (MAMA) Indicator (#8428)
2024-11-27 18:54:59 -03:00
spy_mass_index_25.txt
Test passed
2017-09-01 14:40:26 -03:00
spy_max.txt
…
spy_mfi.txt
…
spy_midpoint.txt
…
spy_midprice.txt
…
spy_min.txt
…
spy_natr.txt
…
spy_ohlcv.txt
…
spy_parabolic_SAR.txt
…
spy_pivot_pnt_hl.txt
Implements PivotPointsHighLow indicator + tests (#5352)
2021-05-24 11:09:07 -03:00
spy_ppo.txt
…
spy_pso.csv
Implement Premier Stochastic Oscillator (PSO) Indicator (#8394)
2024-11-14 18:22:46 -03:00
spy_qqq_corr.csv
correlation as lean indicator #6983 (#7543)
2023-11-13 20:40:14 -03:00
spy_rdv.txt
Relative Daily Volume Indicator (#5747)
2021-07-28 18:02:34 -03:00
spy_rocr.txt
…
spy_rvi.txt
Feature 4999 -- Adds RVI (#5041)
2021-01-08 11:11:00 -03:00
spy_si.csv
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
spy_sm.csv
Implement SqueezeMomentum (SM) indicator (#8462)
2024-12-20 18:22:32 -03:00
spy_sortino.csv
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
spy_sr.txt
Adds SharpeRatio indicator (#5348)
2021-03-11 13:35:08 -08:00
spy_stc.txt
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
spy_swiss.txt
…
spy_t3.txt
…
spy_tema.txt
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
spy_tr.txt
…
spy_trima.txt
…
spy_trix.txt
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
spy_tsf.csv
Implement Time Series Forecast Indicator (#7654)
2024-01-04 16:20:29 -03:00
spy_tsi.csv
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
spy_ultosc.txt
…
spy_valueatrisk.csv
Implement Risk Metrics: Value At Risk (#7757)
2024-02-26 11:02:20 -03:00
spy_var.txt
…
spy_vidya.txt
Chande Variable Index Dynamic Average (VIDYA) Indicator (#7797)
2024-02-26 10:55:01 -03:00
spy_with_adx.txt
Refactors AverageDirectionalIndex and AverageDirectionalMovementIndexRating
2018-11-02 22:53:20 +00:00
spy_with_cci.txt
…
spy_with_ChandeKrollStop.csv
Implements new indicator - CKS - ChandeKrollStop (#8198)
2024-08-07 14:51:39 -03:00
spy_with_chop.csv
Implements new indicator CHOP - Choppiness Index (#8178)
2024-07-22 12:14:53 -03:00
spy_with_don50.txt
Modify DonchianChannel.cs and spy_with_don50.csv (#7329)
2023-06-21 15:26:58 -03:00
spy_with_fisher.txt
Fixes FishTransform Indicator
2019-05-13 17:57:08 +01:00
spy_with_ForceIndex.csv
Implements new indicator ForceIndex (#8155)
2024-07-16 11:14:14 -03:00
spy_with_hilbert.csv
Fixes bug in Hilbert Transform indicator (#7203)
2023-04-21 12:01:52 -03:00
spy_with_ibs.csv
Implements new indicator IBS - Internal Bar Strength (#8151)
2024-07-11 16:13:31 -03:00
spy_with_ichimoku.csv
…
spy_with_ichimoku.ods
…
spy_with_indicators.txt
Adds unit test for RelativeStrengthIndex with MovingAverageType.Wilders
2018-03-21 00:18:08 +00:00
spy_with_keltner.csv
…
spy_with_macd.txt
Fixes MACD's Signal and Histogram warming up
2018-03-06 20:03:15 -03:00
spy_with_McGinleyDynamic.csv
implements McGinleyDynamic (#8189)
2024-07-10 11:41:56 -03:00
spy_with_obv.txt
…
spy_with_rma.csv
Relative Moving Average Indicator (#6297)
2022-04-25 13:13:20 -03:00
spy_with_roc50.txt
…
spy_with_rocp50.txt
…
spy_with_rsv.csv
Implements new indicator - RSV - Rogers-Satchell volatility (#8183)
2024-07-29 14:47:16 -03:00
spy_with_sobv.csv
Implements new indicator - SOBV - Smoothed On Balance Volume (#8180)
2024-07-22 18:27:52 -03:00
spy_with_stoch12k3.txt
…
spy_with_StochRSI.csv
Implements new indicator StochRSI - Stochastic Relative Strength Index (#8163)
2024-07-19 09:26:39 -03:00
spy_with_vtx.csv
Feature 8132 implement vortex indicator (#8242)
2024-08-14 15:43:21 -03:00
spy_with_vwap.txt
…
spy_with_vwma.csv
Implements new indicator VWMA - Volume Weighted Moving Average (#8161)
2024-07-16 11:14:39 -03:00
spy_with_williamsR14.txt
…
spy_with_zlema.csv
Implement new indicator - ZLEMA - Zero Lag Exponential Moving Average (#8148)
2024-07-08 11:58:05 -03:00
spy_zigzag.csv
Implement ZigZag (ZZ) indicator (#8454)
2024-12-23 13:19:39 -03:00
stock_prices.csv
Changes NLTK Data Location and Adds mlfinlab Package
2019-11-12 22:30:04 +00:00
target_downside_deviation.csv
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
test_cash_equity.xml
…
test_cash_fills.xml
…
test_forex_equity.xml
…
test_forex_fills_jwb_quantity.xml
…
test_forex_fills_mch_quantity.xml
…
test_forex_fills.xml
…
test_report_data.json
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
test.csv
Fix bug for history requests with custom symbols (#8262)
2024-08-19 15:26:42 -03:00
tp_datatest.csv
Market profile indicator (#5891)
2021-09-03 20:18:44 -03:00
vp_datatest.csv
Market profile indicator (#5891)
2021-09-03 20:18:44 -03:00