JosueNina 0868fbdd94 Consolidator rolling window fixes (#9596) ...

* Fix consolidator rolling window event ordering and out of order handling

* Unify DataConsolidated event and expose rolling window to Python consolidators

* Minor fixes

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>

2026-07-08 10:22:38 -03:00

..

Benchmarks

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

Brokerages

Fix TerminalLink brokerage model order update and MarketOnClose support (#9556)

2026-06-23 11:05:21 -03:00

Commands

Compute probabilistic Sharpe ratio on excess returns (#9583)

2026-07-06 16:24:52 -03:00

Data

Consolidator rolling window fixes (#9596)

2026-07-08 10:22:38 -03:00

Exceptions

Keep pythonnet overloads hint in NoMethodMatchPythonExceptionInterpreter message (#9594)

2026-07-07 16:17:02 -04:00

Notifications

Remove unrequired notification rate limiter (#8870)

2025-07-14 11:40:23 -03:00

Orders

Wait for fresh data before filling market orders on stale data (#9563)

2026-07-01 11:22:50 -04:00

Packets

Compute probabilistic Sharpe ratio on excess returns (#9583)

2026-07-06 16:24:52 -03:00

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Python

Fix adding Python additional paths in research (#6699)

2022-10-21 12:11:10 -03:00

Scheduling

Fix random TriggersWeeklyScheduledEventsEachWeekLive failures (#9555)

2026-06-22 12:34:14 -03:00

Securities

Fix PM-settled index options settlement time on 3rd Friday (#9504)

2026-05-28 14:07:39 -03:00

Statistics

Compute probabilistic Sharpe ratio on excess returns (#9583)

2026-07-06 16:24:52 -03:00

Storage

Throw exceptions when ObjectStore limits are exceeded in Research mode (#9060)

2025-10-27 10:16:25 -05:00

Util

Add Empty property to MemoizingEnumerable (#9576)

2026-07-01 11:30:52 -04:00

AlgorithmConfigurationTests.cs

Normalize OutOfSampleMaxEndDate datetime format (#8935)

2025-08-18 18:44:25 -03:00

BaseExtendedDictionaryTests.cs

Add ExtendedDictionary implementations (#9096)

2025-11-28 16:03:02 -04:00

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

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

BrokerageNameTests.cs

feat: gdax -> coinbase (#7633)

2024-01-05 16:57:19 -03:00

CandlestickSeriesTests.cs

Minor chart improvements (#7744)

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

ChartTests.cs

Fix scatter chart point serialization (#7772)

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

CurrenciesTests.cs

Fix currency formatting (#7723)

2024-01-25 12:20:05 -03:00

DataMonitorReportTests.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

DocumentationAttributeTest.cs

Add documentation attribute (#6094)

2021-12-03 18:23:06 -03:00

ExchangeTest.cs

feature: recognise equity tape letters S/V/H/U and add NASDAQ_SC (#9422)

2026-04-21 23:27:16 +03:00

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

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

ExtendedDictionaryTests.cs

Compute probabilistic Sharpe ratio on excess returns (#9583)

2026-07-06 16:24:52 -03:00

HoldingTests.cs

Improve live trading streaming packets (#8584)

2025-02-13 18:40:55 -03:00

IsolatorLimitResultProviderTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

IsolatorTests.cs

Fix race condition in Isolator cancellation test (#9532)

2026-06-15 14:23:38 -05:00

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

NullTimeKeeper.cs

Improve consolidator scan (#7789)

2024-02-16 17:22:49 -03:00

OrderTargetsByMarginImpactTests.cs

Alpha Streams improvements (#5887)

2021-09-01 13:12:26 -03:00

OSTests.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

Add live tick sale condition (#8883)

2025-07-22 16:17:16 -03:00

ScatterChartPointTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

SeriesSamplerTests.cs

Fix disabled subsampling (#7656)

2024-01-02 20:54:19 -03:00

SeriesTests.cs

Minor chart improvements (#7744)

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

StringExtensionsTests.cs

Encode/Decode Extension Addition (#5708)

2021-06-25 17:50:55 -03:00

SymbolCacheTests.cs

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

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

SymbolJsonConverterTests.cs

Increase option strike digits precision to 6 (#9086)

2025-11-18 16:23:29 -03:00

SymbolRepresentationTests.cs

Fix OSI option ticker parsing for symbols containing dots (e.g. BRK.B) (#9343)

2026-04-07 13:04:55 -03:00

SymbolTests.cs

Increase option strike digits precision to 6 (#9086)

2025-11-18 16:23:29 -03:00

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Fix start time calculation for daily requests (#8975)

2025-09-15 18:35:25 -03:00

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00