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Commits on Apr 18, 2023

• Implement `OptionExerciseModelPythonWrapper.cs ` (#7193)

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  Marinovsky

  and

  Martin-Molinero

  authored
  02e54d0

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Commits on Apr 17, 2023

• Add `fillForward` parameter to `History` methods (#7180)

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  jhonabreul

  authored
  f107602

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Commits on Apr 11, 2023

• Minor regression test update after EMA merge (#7177)

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  Martin-Molinero

  authored
  b23bc87

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• Add Feature Signal Exports feature (#7145)

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  Marinovsky

  and

  Martin-Molinero

  authored
  9e51f10

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• Fix EMA first value calculation (#7173)

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  jhonabreul

  authored
  ed92e66

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• Fix continuous futures back month contracts (#7175)

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  Martin-Molinero

  authored
  08a1f84

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• Account for time zone on MOC orders time buffer check (#7174)

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  jhonabreul

  authored
  8e54918

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Commits on Apr 10, 2023

• Handle margin call orders for position groups (#7137)

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  jhonabreul

  authored
  5436c72

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Commits on Apr 5, 2023

• Remove internal subscriptions from future chain (#7169)

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  Martin-Molinero

  authored
  f9bbec1

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Commits on Apr 4, 2023

• Refactor automatic option assignment (#7165)

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  Martin-Molinero

  authored
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• Refactor MACD Alpha Model (#7140)

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  LouisSzeto

  authored
  d977eb2

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Commits on Apr 3, 2023

• Accounting for the position quantity in margin requirements (#7161)

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  jhonabreul

  authored
  2e20b48

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Commits on Mar 29, 2023

• Updates HistoricalReturnsAlphaModel to Cancel Insights Not Emit Flat (#7151)

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  AlexCatarino

  authored
  2069833

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Commits on Mar 28, 2023

• Adds HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm (#7149)

  AlexCatarino

  authored
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• Refactor RsiAlphaModel (#7125)

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  DerekMelchin

  authored
  4d77431

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Commits on Mar 23, 2023

• Update TrailingStopRiskManagementModel model to cancel insights (#7131)

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  LouisSzeto

  and

  AlexCatarino

  authored
  279a306

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• Adds TrailingStopRiskFrameworkRegressionAlgorithm (#7132)

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  AlexCatarino

  authored
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• Add regression test for MaximumSectorExposureRiskManagementModel (#7123)

  LouisSzeto

  authored
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• Avoid Invalid historical data piping in StandardDeviationExecutionModel (#7086)

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  LouisSzeto

  authored
  3362a97

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• Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121)

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  LouisSzeto

  and

  AlexCatarino

  authored
  f684940

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• Update MaximumDrawdownPercentPortfolio model to cancel insights (#7105)

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  DerekMelchin

  authored
  9c92a67

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• Update MaximumDrawdownPercentPerSecurity model to cancel insights (#7103)

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  DerekMelchin

  authored
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Commits on Mar 22, 2023

• Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)

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  AlexCatarino

  authored
  3b2e165

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Commits on Mar 21, 2023

• Adds BaseAlphaModelFrameworkRegressionAlgorithm (#7107)

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  AlexCatarino

  authored
  761ea25

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• Fix combo order direction determination (#7066)

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  jhonabreul

  and

  Martin-Molinero

  authored
  0b661e7

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Commits on Mar 17, 2023

• Test EmaCrossAlphaModel (#7081)

  DerekMelchin

  authored
  70acb30

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• Refactor Portfolio Construction Models to Use Insight Manager (#7077)

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  AlexCatarino

  authored
  7c68e3f

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• Change python optimizer to Newton, added unit tests and regression test (#7085)

  LouisSzeto

  authored
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Commits on Mar 15, 2023

• Minor IndexOption underlying TZ fix (#7072)

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  Martin-Molinero

  authored
  bc6ac54

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• Minor fill forward enumerator fix (#7068)

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  Martin-Molinero

  authored
  8ed5f69

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Commits on Mar 14, 2023

• Fill forward runtime adjustment (#7065)

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  Martin-Molinero

  authored
  2f03c92

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Commits on Mar 13, 2023

• Handle price discontinuity on volatility models (#7058)

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  jhonabreul

  authored
  fbf8ffd

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Commits on Mar 10, 2023

• Fixes Limit Price Above/Below Open Case (#7060)

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  AlexCatarino

  authored
  aab5391

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• Refactor alpha statistics phase I (#7055)

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  Martin-Molinero

  authored
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Commits on Mar 8, 2023

• Fixes EquityFillModel.StopMarketFill (#7042)

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  AlexCatarino

  authored
  9069246

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