Tags: MyIntelligenceAgency/Lean2
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Bug 4947 OnOrderEvent exceptions (QuantConnect#4974) * Force algorithm to fail on runtime error * add comment * Remove unneeded change * Update algorithm summary * Address review
Fixes inability to parse negative strike prices in SecurityIdentifier (… …QuantConnect#4953) * Fixes inability to parse negative strike prices in SecurityIdentifier * Adds new tests ensuring backwards compat and no throwing w/ negative strike prices * Changes strategy used to support negative strike prices * We add support for negative strike prices at the cost of reducing the maximum allowed precision for the strike price. We encode a negative sign into the 20th bit of the strike price and set our bounds for precision to a max (exclusive) of 475712. This in turn is then used to form a negative strike when rebuilding the SID. * Adds tests covering changes * Address review: adds additional tests and refactors code * Address self-review: remove unused import in SymbolTests * Address review: adds additional test cases for OptionStyle and OptionRight * These tests are to ensure that backwards compatibility is maintained * Addresses review: Adds option chain <-> master SID hash test * Refactors previous tests to reduce on code duplication * Reduce test duplication Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
IB Brokerage updates (QuantConnect#4957) * Update IBAutomater to version 1.0.32 * Update IBAutomater to v1.0.33 * Update IBAutomater to v1.0.34
Bug 4809 Additional Docker Run Script Fixes (QuantConnect#4971) * Fix typo in data dir volume mount permission. * Change default notebook launch behaviour for Mac systems. Co-authored-by: Athon Millane <athon@maxkelsen.com>
Reenable extended market hours sampling (QuantConnect#4967) * Reenable extended market hours sampling - Will re enable extended market hours sampling using the last benchmark and portfolio value when user exchange were open. * Add unit test minor tweak - Improve shutdown latency. - Setting portfolio initial value - Adding unit test asserting sample behavior.
Bug 4864 Missing Brokerage Live Settings (QuantConnect#4958) * Support Bitfinex live settings * Add Alpaca and GDAX and their respective tests * Address review
Change Alpaca default to PolygonDataQueueHandler (QuantConnect#4960)
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