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Commits on Mar 25, 2024

• Add CFD support for IB brokerage model (#7861)

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  jhonabreul

  authored
  01eb907

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• Add Starting and Ending KPI's (#7811)

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  Marinovsky

  authored
  ead2efe

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Commits on Mar 19, 2024

• Normalize ETF constituents universe (#7858)

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  Martin-Molinero

  authored
  3eedde9

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Commits on Mar 13, 2024

• Adds Rebate and Fee Rates to Shortable Provider (#7840)

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  AlexCatarino

  authored
  44c7dbd

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Commits on Mar 12, 2024

• Refactor universe historical data source (#7837)

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  Martin-Molinero

  authored
  17ca8a7

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Commits on Mar 11, 2024

• Add Option Gamma, Vega, Theta, Rho Indicator (#7830)

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  LouisSzeto

  authored
  c049a35

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Commits on Mar 6, 2024

• Standardize trade count statistic (#7827)

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  Martin-Molinero

  authored
  feff802

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Commits on Mar 5, 2024

• Update pythonnet version to 2.0.28 (#7821)

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  jhonabreul

  authored
  637fe75

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Commits on Mar 4, 2024

• Allow smoothing in `Implied Volatility` and add forward tree model (#7820)

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  LouisSzeto

  authored
  6bf2acd

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Commits on Feb 27, 2024

• Implement dividend yield model (#7758)

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  LouisSzeto

  and

  Martin-Molinero

  authored
  e39cec4

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Commits on Feb 21, 2024

• Universes immediate selection (#7785)

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  jhonabreul

  authored
  09db45c

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Commits on Feb 16, 2024

• Improve consolidator scan (#7789)

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  Martin-Molinero

  authored
  07dbfc4

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Commits on Feb 7, 2024

• Add Python version of `AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs` (#7766)

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  Marinovsky

  authored
  f59a6be

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• Add CSharp version of BasicTemplateOptionsConsolidationAlgorithm (#7756)

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  Marinovsky

  authored
  a5b309a

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Commits on Feb 5, 2024

• Add missing constructor in OptionChainedUniverseSelectionModel (#7741)

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  Marinovsky

  authored
  711a7b4

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• Delayed Settlement Cash Not Freed for Removed Assets (#7727)

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  jhonabreul

  authored
  98a3fd4

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Commits on Feb 2, 2024

• Make sure universe selection methods can return symbol Ids (#7745)

  jhonabreul

  authored
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Commits on Jan 25, 2024

• Fix currency formatting (#7723)

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  jhonabreul

  authored
  07ded61

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Commits on Jan 23, 2024

• Handle/filter new brokerage-side orders (#7706)

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  jhonabreul

  authored
  3dab2e4

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Commits on Jan 11, 2024

• Future Stop Market Order in Out Market Hours (#7678)

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  Romazes

  authored
  cc8caa9

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Commits on Jan 9, 2024

• Add SetSettlementModel() method (#7684)

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  Marinovsky

  authored
  6a8edc1

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Commits on Jan 8, 2024

• Improve brokerage model python wrapper (#7672)

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  Marinovsky

  authored
  c6ca0ee

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Commits on Jan 3, 2024

• Fix combo order quantity update (#7651)

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  jhonabreul

  authored
  b75ed58

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Commits on Dec 28, 2023

• Fix bug in UniverseSelection.Top() method (#7647)

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  Marinovsky

  authored
  2020f12

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Commits on Dec 14, 2023

• Add PyObject Constructor Overload for FuncRiskFreeRateInterestRateModel (#7625)

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  Marinovsky

  authored
  bc313a9

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Commits on Dec 8, 2023

• Bump pythonnet version to 2.0.26 (#7616)

  jhonabreul

  authored
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Commits on Dec 7, 2023

• Index.IsTradable Can Be Set (#7610)

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  AlexCatarino

  authored
  b847743

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Commits on Dec 1, 2023

• feat: ETFConstituentsModel overloading constructor (#7598)

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  Romazes

  authored
  639ae47

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Commits on Nov 21, 2023

• Update Pythonnet version to 2.0.25 (#7591)

  jhonabreul

  authored
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• QuantBook Universe Selection (#7587)

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  Martin-Molinero

  authored
  7498d2e

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Commits on Nov 16, 2023

• Shortable modeling improvements (#7579)

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  Martin-Molinero

  authored
  5e9901c

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• Revert "Store traded securities' subscriptions in results (#7567)" (#7578)

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  Martin-Molinero

  authored
  e983383

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Commits on Nov 15, 2023

• Remove securities from algorithm collection (#7573)

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  Martin-Molinero

  authored
  de10a1d

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Commits on Nov 13, 2023

• Store traded securities' subscriptions in results (#7567)

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  jhonabreul

  authored
  145ead7

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Commits on Nov 6, 2023

• Async universe selection (#7556)

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  Martin-Molinero

  authored
  e78d308

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