Tags: code-for-fun-for-real/Lean
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Filter Bitfinex currencies in Derivatives wallet (QuantConnect#5786)
Fix price left over split cash adjustment (QuantConnect#5780) - After a split if there are left over shares we model them getting sold using the new price. Adding unit and regression test
Filter out small orders based on Setting (QuantConnect#5776) * Filter out small orders based on Setting - BuyingPowerModel will filter out small orders based on algorithm setting, a % of PTV, instead of hard coded 1 share value. Addin unit and regression tests - Updating regression algorithms to use new setting, reduce order trades * Update regression algorithms
zerodhaDownloader support for new market convention - Market.India (Q… …uantConnect#5775) * zerodhaDownloader support for India Market (cherry picked from commit c36272e) * indenation styling fix * zerodha donwloader * Market.India support from zerodhaSymbolMapper * code styling changes
Add null check for API data folder (QuantConnect#5774) - Api.Initialize will not throw for null data folder. Adding unit test
Zerodha ProductType customization for Fetching Positions&holdings and… … also while placing orders (QuantConnect#5766) * re adding KiteProductType * check kiteProductType per order and get all Product Type Account Holdings * use WithLockedStream and remove lock unlock stream * filter holding if config productType set otherwise fetch all * improvements in styling and properties * unionbank has less margin requirements, second always works
Send invalid orderEvent for non shortable order (QuantConnect#5772) - TransactionHandler will see invalid OrderEvent for an order which tries to short an non shortable asset. Adding unit test, updating regression algorithm. - Fix Api data price path normalization, found while testing with shortable provider. Adding unit tests
Minor tweaks (QuantConnect#5771) - Improve readme file, add nuget link, update Lean home page - Increase 10min look back to 60 for setting currency conversion - Replace error message for trace when minute resolution history request is empty
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