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Commits on Nov 18, 2025
Seed securities by default (#9045)
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Commits on Jul 17, 2025
Add MaxDrawdownRecovery metric (#8865)
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Commits on Mar 25, 2025
Futures and Future Options file-based universes (#8480)
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Commits on Jul 5, 2024
Fix second half of the CA1051 warnings (#8140)
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Commits on Jun 28, 2024
Fix warnings part 8 (#8113)
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Commits on Jun 24, 2024
- authored
Add algorithm status statistic (#8095)
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Commits on Apr 26, 2024
Api Clean up, Documentation and Standarization part two (#7964)
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Commits on Mar 25, 2024
Add Starting and Ending KPI's (#7811)
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Commits on Mar 6, 2024
Standardize trade count statistic (#7827)
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Commits on Feb 21, 2024
Universes immediate selection (#7785)
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Commits on Dec 13, 2023
Add Sortino ratio to statistics and report (#6698)
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Commits on Nov 17, 2023
Price adjustment mode Order property (#7582)
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Commits on Oct 2, 2023
Dynamically Adjust Risk Free Rate of Return (#7489)
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Commits on Jun 9, 2023
Add missing GC future auxiliary data (#7312)
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Commits on Mar 10, 2023
Refactor alpha statistics phase I (#7055)
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Commits on Mar 3, 2023
Refactor Framework Statistics (#7041)
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Commits on Jan 16, 2023
Use any resolution for chain provider (#6860)
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Commits on Sep 2, 2022
Update CME futures market hours (#6607)
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Commits on Aug 24, 2022
Support market orders for futures and FOPs on extended hours (#6575)
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Commits on Aug 18, 2022
Fix IB futures commission fees (#6557)
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Commits on Jul 19, 2022
Disable MOO orders for futures out of regular market hours (#6480)
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Commits on Apr 8, 2022
- authored
Commits on Mar 15, 2022
Feature improve regression tests (#6245)
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Commits on Feb 5, 2022
Fix daily auxiliary data points emission time (#6186)
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Commits on Jan 21, 2022
Fix GetLastKnownPrices resolution usage (#6165)
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Commits on Dec 1, 2021
Continuous Futures Refactor. Live Mappings (#6076)
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Commits on Nov 15, 2021
Continuous futures (#6034)
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Commits on Oct 5, 2021
Algorithm Sampling and Statistics Fixes (#5936)
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Commits on Jun 22, 2021
Round Capacity Estimate for Runtime Statistics (#5688)
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Commits on May 13, 2021
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
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Commits on Apr 19, 2021
Updates SPY Market Data (#5493)
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Commits on Mar 16, 2021
Use trades per period instead of days for capacity calculation (#5389)
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Commits on Mar 2, 2021
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
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