Jhonathan Abreu
Jhonathan Abreu
#### Expected Behavior We document backtest self-categorization with the new naming and tagging functionalities implemented in https://github.com/QuantConnect/Lean/pull/7683. Naming: - We provide the `QCAlgorithm.Name` property which can be set either directly...
Is there a way to enable function parentheses autocompletion when selecting Jedi as Language Server in the VSCode Python extension? With Pylance, this can be achieved by setting this `"python.autocomplete.addBrackets":...
#### Expected Behavior We can use custom implementations of the `DefaultBrokerageMessageHandler` in Python. #### Actual Behavior If the custom brokerage message handler inherits `DefaultBrokerageMessageHandler`, the base methods are used instead...
#### Description Round combo order prices to the security minimum price variation, just as it is done for other order types. Regression algorithms order list hash changes: limit prices are...
#### Description Update Pythonnet version to 2.0.37 after https://github.com/QuantConnect/pythonnet/pull/92 to fix #8011 and other bugs. [Algorithm.Python/CustomDataPropertiesRegressionAlgorithm.py](https://github.com/QuantConnect/Lean/pull/8021/files#diff-0f7597fa2a3bcc541fde0620165c08fc91317bdcb85fb1e9ed346098cf098d9a) was slightly modifed to reproduce the bug in #8011. The bug reproduced when the...
#### Description Add backtesting support for Euro Stoxx 50 Index and Index Futures #### Related Issue #### Motivation and Context #### Requires Documentation Change #### How Has This Been Tested?...
#### Description Refactor Equity and Index Option universe selection: - Now file-based: option chains are directly read from files instead of being built from price data file names. - Option...
Consider two possible situations when comparing managed object to another object: - The "right" object **might** be a managed object, but - Also try assuming it's a Python object if...
Option universe is now file based after https://github.com/QuantConnect/Lean/pull/8212 The idea would be to evaluate whether the brokerage provides any of the data required to generate OptionUniverse files and if so,...
#### Description This fixes price shifts around futures rollover dates by properly detecting date changes at exchange time zone and emitting correct new tradable date events at correct times for...