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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

• Add Feature Signal Exports feature (#7145)

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  Marinovsky

  and

  Martin-Molinero

  authored
  9e51f10

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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 4, 2023

• Refactor automatic option assignment (#7165)

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  Martin-Molinero

  authored
  227ade6

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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
  b46b50f

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• Refactor RsiAlphaModel (#7125)

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  DerekMelchin

  authored
  4d77431

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Commits on Mar 27, 2023

• Fix some typos (#7138)

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  hsm207

  authored
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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
  0247b95

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• Add regression test for MaximumSectorExposureRiskManagementModel (#7123)

  LouisSzeto

  authored
  6d75aee

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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
  b401fde

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Commits on Mar 22, 2023

• Fixes time zone (#7128)

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  AlexCatarino

  authored
  7feb46f

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• 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 10, 2023

• Refactor alpha statistics phase I (#7055)

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  Martin-Molinero

  authored
  bbbab6d

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Commits on Mar 3, 2023

• Bump to pythonNet 2.0.18 (#7036)

  Martin-Molinero

  authored
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Commits on Feb 27, 2023

• Allow closed orders tag update (#7016)

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  jhonabreul

  authored
  0c77be0

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Commits on Feb 24, 2023

• Fixes Liquidate Existing Holdings Behavior for SetHoldings for Multiple Targets (#7009)

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  AlexCatarino

  authored
  2a6771c

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• Fixes BasePairsTradingAlphaModel (#7003)

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  AlexCatarino

  authored
  9cd05e9

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Commits on Feb 20, 2023

• Adds NullBuyingPowerModel (#6977)

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  AlexCatarino

  authored
  99848a1

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• Custom data type history API usage in Python (#6971)

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  jhonabreul

  and

  Martin-Molinero

  authored
  2a54da9

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Commits on Feb 13, 2023

• Make Consolidate Calendar overload with tick type public (#6957)

  jhonabreul

  authored
  2791765

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Commits on Feb 10, 2023

• Symbol to industry-standard security identifier conversion (#6893)

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  jhonabreul

  authored
  9fea859

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• OptionStrategies for put calendar spread index weeklies example (#6951)

  LouisSzeto

  authored
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• OptionStrategies for put butterfly index weeklies example (#6950)

  LouisSzeto

  authored
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• `OptionStrategies` for Index Option Call Butterfly (#6949)

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  LouisSzeto

  authored
  1fcef8c

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Commits on Feb 9, 2023

• `OptionStrategies` for Index Option Bull Put Spread (#6945)

  LouisSzeto

  authored
  4a06fcd

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• `OptionStrategies` for Index Option Bull Call Spread (#6944)

  LouisSzeto

  authored
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