Colton Sellers 8edc89a4ff Feature Python Option Filtering Support (#4667) ...

* Support List and OptionFilterUniverse for Py filter

* Regression algorithm for testing

* Unit Tests

* Fix for process

* Tighten filters to reduce load on automated testing

* Address review v2

2020-09-02 21:38:16 -03:00

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Algorithm/Framework

Normalize and improve Zero security price message

2020-05-13 21:19:37 -03:00

API

Address review

2020-07-27 14:11:40 -07:00

Benchmarks

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Brokerages

Improve error messages in AlpacaBrokerageModel

2020-05-13 16:04:31 +02:00

Data

Add internal subscription manager (#4678)

2020-09-01 21:22:22 -03:00

Exceptions

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Indicators

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Interfaces

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

Notifications

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Orders

Minor log message fixes

2020-07-01 15:35:56 +02:00

Packets

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

Parameters

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

Properties

Add assembly descriptions (#4442)

2020-05-21 09:35:12 -07:00

Python

Bug 4668 python register indicator (#4670)

2020-08-29 02:53:32 -03:00

Scheduling

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Securities

Feature Python Option Filtering Support (#4667)

2020-09-02 21:38:16 -03:00

Statistics

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Storage

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Util

Add internal subscription manager (#4678)

2020-09-01 21:22:22 -03:00

AlgorithmSettings.cs

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AlphaRuntimeStatistics.cs

Reduce Result packet number and size

2020-04-20 10:03:59 -03:00

Chart.cs

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ChartPoint.cs

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Currencies.cs

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DataProviderEvents.cs

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decimal.py

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Expiry.cs

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ExtendedDictionary.cs

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Extensions.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

Field.cs

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Global.cs

fix date parsing: TwelveCharacter dateformat can't be parsed properly;

2020-07-31 17:53:55 +03:00

Globals.cs

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IIsolatorLimitResultProvider.cs

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Isolator.cs

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IsolatorLimitResult.cs

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IsolatorLimitResultProvider.cs

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ITimeProvider.cs

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LocalTimeKeeper.cs

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Market.cs

Add future contracts for NK, IN, TW and HSI

2020-06-29 17:35:40 +01:00

OS.cs

Fix Mono reporting double CPU usage

2020-07-16 11:40:32 -03:00

packages.config

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

Parse.cs

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QuantConnect.csproj

Feature 2456 custom Python consolidator support (#4637)

2020-08-25 17:26:55 -03:00

QuantConnect.nuspec

Remove depreceted projects

2020-06-01 21:27:45 -03:00

RealTimeProvider.cs

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RealTimeSynchronizedTimer.cs

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Result.cs

Add server statistics for backtesting

2020-04-24 20:33:19 -03:00

SecurityIdentifier.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

Series.cs

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SeriesSampler.cs

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StringExtensions.cs

fix date parsing: TwelveCharacter dateformat can't be parsed properly;

2020-07-31 17:53:55 +03:00

Symbol.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

SymbolCache.cs

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SymbolJsonConverter.cs

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SymbolRepresentation.cs

Performance improvements for Options

2020-05-05 21:14:12 -03:00

SymbolValueJsonConverter.cs

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Time.cs

Add PolygonDataQueueHandler (#4604)

2020-08-27 12:09:20 -03:00

TimeKeeper.cs

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TimeUpdatedEventArgs.cs

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TimeZoneOffsetProvider.cs

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TimeZones.cs

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TradingCalendar.cs

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TradingDay.cs

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