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Create an IQFeed implementation of IDataQueueHandler for local live trading.
Can use https://sentineliqf.codeplex.com as a starting point, but this code is fairly old and messy so probably worth a re…
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Create an IQFeed IHistoryProvider to allow using IQFeed locally with LEAN.
Maybe link implementation with this base class:
https://github.com/QuantConnect/Lean/issues/264
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Is this function supposed to have a return statement in it? I noticed a warning in pylint that the expression executed isn't assigned to anything, I think you're passing this functor around in QuoteC…
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Can you please post full asset list with symbols and full names and possibly the CME equivalent.
I read through the paper and searched the web cant find an actual list. there is one chart in the pape…
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Support for options trading. Broadly speaking this will have several pieces. Lets scope out the depth of the changes needed here:
PHASE 1:
LEAN
- New security type
- Options fill models
- Option pric…
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Пытаюсь скомпилировать проект под VC 2015 в Debug. Убрал компилирование всех Sample проектов, остались только 10 проектов API. 2 из них не хотят компилироваться выдаются следующие ошибки и warning'и:
…
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I'm not sure that IB allows tick-by-tick data in a backtest, and there's currently no provisioning in `qstrader` for Volume (but that itself should be pretty easy).
I think it would be useful if the …
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Studio/StudioPublic/MainWindow.xaml.cs method InitializeConnector(), line 1099
if(sessionSettings != null) // passes this
{
// causes exception: Object reference not set to an instance of an obj…
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Почему не собирается прокет, ниже ошибки, которые выдает visual studio. Не хватает каких-то файлов. Что я не так делаю ?
```
Error 11 Source file '..\..\..\StockSharp (GitHub)\StockSharpAssemblyIn…
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English:
Sample -> IQFeed -> HistoryCandlesWindow.xaml.cs
var candles = MainWindow.Instance.Trader.GetHistoricalCandles(_security, typeof(TimeFrameCandle), (TimeSpan)TimeFramePicker.SelectedValue, (D…