Tags: FrankPSch/Lean
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Quiver Quantitative Integration (QuantConnect#4869) * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Delete QuiverHouseDataDownloader.cs * Delete QuiverSenateDataDownloader.cs * Delete QuiverPoliticalBetaDataDownloader.cs * Add files via upload * Delete QuiverHouse.cs * Delete QuiverSenate.cs * Delete QuiverPoliticalBeta.cs * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Add files via upload * Delete QuiverDataAlgorithm.cs * Add files via upload * Add files via upload * Add files via upload * Addresses self review: Cleans up code and adds new unit tests * Adds Quiver* C# files to project * Adds new unit test for QuiverCongress * Adds Python algorithm example * Address self reviews - Adding some missing xml docs - Removing unrequired imports. - Minor rename from Date to ReportDate - Live trading will throw InvalidOperationException * Fixes for example algorithms Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com> Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
Support Offset in DateRules MonthStart/End WeekStart/End (QuantConnec… …t#4916) * Add offset capabilities and related tests * Add tests for Weekend Offsets on Symbol DateRules * Unify Iterator Behavior * Refactor and consolidate functions to reduce duplicate code * Positive offset values only * Address review * Expand Month tests to include Forex and Crypto cases * Ensure order of days in schedule * Refactor and unify behavior * More edge cases and tuning * Address review + more tests
Enable logging when building and uploading stubs (QuantConnect#4933) * Enable Twine logging * Enable setup.py logging
Bug 4809 Docker Run Script Fixes and Improvements (QuantConnect#4922) * Refactor and hotfix run script Removed dependency on `realpath`, notably absent from macOS and some debian distros. Replaced with an equivalent bash function. Cleaned up prompt response handling, replaced var tests with param expressions. Removed potentially uneeded calls to sudo (again absent on some systems and most users are part of the docker group anyway). Instead, test if it's needed and get preauth with sudo -v. Poll for running and stopped Lean containers, and prompt before replacing them. Would fail prior. Uppercased variabled. Sorry. * Revert docker output redirection to stderr * Adjustments to maintain all functionality * Mimic behavior across run scripts * Update readme to reflect Docker script changes * Ignore results storage * Correct print statement * Mirror changes on research docker scripts * Make executable * Handle already running container and sudo privs * Fix for issues found in testing * Address Review * Small adjustments found in linux testing * Doc improvement * Add auto update option for Docker images * Fix image var reference Co-authored-by: Peter Kazazes <peter@peterk.co>
DividedEventProvider distribution computation (QuantConnect#4828) * DividedEventProvider distribution computation - Update regression algorithm which was using a different reference price when calculating the dividend - Adjust divided event provider to compute distribution using factor file reference price, if not 0. Adding unit tests - For equities, only emit auxiliary data points for TradeBar configurations, not for QuoteBars, nor internal. * Address reviews - Split and Dividend event provider will throw an exception when there is no reference price available. Updating `wm` factor file which was missing references price and regression algorithms using WM. - Updating unit tests asserting new exception
Fix Base Account Currency message for PaperBrokerage (QuantConnect#4929) - the displayed message was not showing the default currency (USD)
Fix OutOfRangeException in Bitfinex subscriptions (QuantConnect#4926)
Protobuf will use recyclable memory stream (QuantConnect#4921) * Protobuf will use recyclable memory stream - Serialization will reuse recyclable memory streams - Remove serialization of exchange and sale condition for ticks. Updating unit tests. - There is no need to serialize BaseData.EndTime, covered by unit tests. * Tick will keep a parsed sale condition property * Readd tick exchange. Json ignore ParsedSaleCondition
Fix FxcmBrokerage GetOpenOrders returning empty (QuantConnect#4917)
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