Colton Sellers 7174fcb9d7 RoundDown fix for PeriodCountConsolidatorBase (#4940) ...

* Limit rounding interval to 1 day, add SubtractRoundDown and AddRoundUp functions

* fix error message

* Only subtract round down if period is greater than a day

* Tests

* Comment clarification

* Pivot solution to simple fix

* fix error message

* Remove RoundDown/Up limitations; add remarks

* address review

2020-11-17 21:40:10 -03:00

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Algorithm/Framework

Normalize and improve Zero security price message

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

Api

Bug 4835 api tests failing (#4838)

2020-10-15 13:31:53 -03:00

Benchmarks

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Brokerages

Implements Equity Fill Model (#4913)

2020-11-04 15:51:41 -03:00

Data

RoundDown fix for PeriodCountConsolidatorBase (#4940)

2020-11-17 21:40:10 -03:00

Exceptions

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Indicators

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Interfaces

Bug 4835 api tests failing (#4838)

2020-10-15 13:31:53 -03:00

Notifications

Allow specifying email Headers (#4735)

2020-09-18 21:16:43 -03:00

Orders

Implements Equity Fill Model (#4913)

2020-11-04 15:51:41 -03:00

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

Implements Equity Fill Model (#4913)

2020-11-04 15:51:41 -03:00

Scheduling

Support Offset in DateRules MonthStart/End WeekStart/End (#4916)

2020-11-13 15:38:34 -03:00

Securities

Expand Filtering of Contracts by type to Futures (#4891)

2020-11-04 20:55:33 -03:00

Statistics

Improve Error Message For Arithmetic Overflow In Decimal Cast of Double (#4728)

2020-09-18 09:17:09 -03:00

Storage

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Util

Bug 4815 iex web socket library (#4914)

2020-11-16 21:10:14 -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

Set Account Base Currency from Brokerage in Live Mode (#4806)

2020-10-09 09:58:01 -03:00

DataProviderEvents.cs

DividedEventProvider distribution computation (#4828)

2020-11-11 15:47:51 -03:00

decimal.py

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Expiry.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

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

ExtendedDictionary.cs

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Extensions.cs

RoundDown fix for PeriodCountConsolidatorBase (#4940)

2020-11-17 21:40:10 -03:00

Field.cs

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Global.cs

Bug 4815 iex web socket library (#4914)

2020-11-16 21:10:14 -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

Protobuf will use recyclable memory stream (#4921)

2020-11-06 20:59:25 -03:00

Parse.cs

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QuantConnect.csproj

Quiver Quantitative Integration (#4869)

2020-11-13 20:07:17 -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

Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)

2020-10-08 20:05:20 -03:00

SymbolValueJsonConverter.cs

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Time.cs

Historical data requests start & time fix (#4733)

2020-09-24 14:51:35 -03:00

TimeKeeper.cs

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TimeUpdatedEventArgs.cs

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TimeZoneOffsetProvider.cs

Inline some methods for performance (#4696)

2020-09-04 18:13:46 -03:00

TimeZones.cs

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TradingCalendar.cs

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TradingDay.cs

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