github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
9861
quantconnect--lean/Common
T
History
Stefano Raggi e98b31fc4c Update CoinApi symbol mapping + symbol properties database (#4888) 
* Update crypto entries in SPBD

- Update values for GDAX and Bitfinex, with latest values from exchanges
- Update symbols with >3 letters
- [Fix] Remove  same base-quote entries

* Update unit tests

Increment in precision given smaller lot sizes in SPDB crypto entries.

* Add GDAX symbol properties downloader (unit test)

* Update GDAX symbol properties database

* Add BrokerageSymbol to symbol properties database

* Update GDAX symbol properties

* Address review

- Rename BrokerageSymbol to MarketTicker

* Add GDAX symbol mapper

* Update GDAXBrokerage to use symbol mapper

* Fix GDAX brokerage unit tests

* Replace GDAXSymbolMapper with SymbolPropertiesDatabaseSymbolMapper

* Address review

- use Symbol key in dictionaries

* Rename BrokerageSymbol to MarketTicker

* Update unit test

* Add Bitfinex symbol properties downloader (unit test)

* Add Bitfinex symbol market ticker to downloader

* Update Bitfinex symbol properties database

* Update BitfinexBrokerage to use SymbolPropertiesDatabaseSymbolMapper

* Remove Bitfinex test symbols from db

* Update Binance symbol properties database

* Update BinanceBrokerage to use SymbolPropertiesDatabaseSymbolMapper

* Add missing Binance test case

* Update symbol properties database

- gdax, bitfinex, binance

* Update CoinApi symbol mapper for new SPDB

* Exclude Bitfinex BCH pre-2018-fork in CoinApiSymbolMapper

* Remove unused properties

* Add CoinApi mappings

Co-authored-by: JJD <jjdambrosio@gmail.com>
2020-11-23 19:15:31 -03:00
..
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
Use proper exception types
2019-08-16 18:07:30 -03:00
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
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
Indicators
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
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
Update CoinApi symbol mapping + symbol properties database (#4888)
2020-11-23 19:15:31 -03:00
Statistics
Improve Error Message For Arithmetic Overflow In Decimal Cast of Double (#4728)
2020-09-18 09:17:09 -03:00
Storage
Convert ObjectStore ext class to implement IObjectStore for API
2019-12-31 15:55:16 -05:00
Util
Fixes weeklies parsing, causing certain futures to be inaccessible in QCAlgorithm (#4936)
2020-11-20 11:58:49 -03:00
AlgorithmSettings.cs
Address reviews
2020-02-13 16:10:52 -03:00
AlphaRuntimeStatistics.cs
Reduce Result packet number and size
2020-04-20 10:03:59 -03:00
Chart.cs
Use proper exception types
2019-08-16 18:07:30 -03:00
ChartPoint.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
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
Adds is_finite to decimal.Decimal
2019-02-06 21:10:28 +00:00
Expiry.cs
Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods
2020-04-02 02:35:47 +01:00
ExtendedDictionary.cs
Addresses Peer-Review
2020-04-01 16:15:05 +01:00
Extensions.cs
RoundDown fix for PeriodCountConsolidatorBase (#4940)
2020-11-17 21:40:10 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
Bug 4815 iex web socket library (#4914)
2020-11-16 21:10:14 -03:00
Globals.cs
Added ability to specify cache data folder
2017-09-14 16:31:43 -04:00
IIsolatorLimitResultProvider.cs
Properly handle events raised in ScheduledEvents
2019-10-19 14:52:34 -04:00
Isolator.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
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
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
Address review: Make CBOE implementation more consistent with BaseData
2019-10-14 09:36:14 -07:00
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
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
Result.cs
Add server statistics for backtesting
2020-04-24 20:33:19 -03:00
SecurityIdentifier.cs
Fixes weeklies parsing, causing certain futures to be inaccessible in QCAlgorithm (#4936)
2020-11-20 11:58:49 -03:00
Series.cs
Alpha charting fixes
2019-04-26 18:11:48 +01:00
SeriesSampler.cs
Move StatisticsResults into ResultHandler
2019-08-23 19:38:00 -03:00
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
Append type to custom data symbol
2019-09-24 10:34:35 -03:00
SymbolJsonConverter.cs
Address reviews
2019-04-30 11:45:07 -03:00
SymbolRepresentation.cs
Fixes weeklies parsing, causing certain futures to be inaccessible in QCAlgorithm (#4936)
2020-11-20 11:58:49 -03:00
SymbolValueJsonConverter.cs
Change Holding.Symbol to be of type Symbol
2015-11-18 12:55:40 -05:00
Time.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
TimeKeeper.cs
Overall performance improvements
2019-06-03 15:09:02 -03:00
TimeUpdatedEventArgs.cs
Adds TimeUpdated event on LocalTimeKeeper
2015-07-13 15:12:49 -04:00
TimeZoneOffsetProvider.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
TimeZones.cs
Fix typo Chicao->Chicago at TimeZones.cs
2017-11-06 10:09:58 -03:00
TradingCalendar.cs
Add missing license banner
2019-08-16 18:07:30 -03:00
TradingDay.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00