Tags: s12358/Lean
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Adds data parsing for malformed option contracts for InteractiveBroke… …rs (QuantConnect#5101) * Adds data parsing for malformed option contracts in IBBrokerage * Some contracts come in malformed from IB when downloading our account holdings. We attempt to detect whenever this happens with our options Symbols and try to recover the contract. * Addresses review and fixes bug * Uses contract currency for the new contract created from the malformed contract. * Bug fix: Sets ibSymbol to new Symbol of the contract once the malformed contract has been parsed. * Adds support for Futures and FOPs * Refactoring code and cleanup * Addresses review: code cleanup and refactoring * Addresses review: remove redundant logging of contract in log statement
Increase low resolution cache size (QuantConnect#5105) - Increasing low resolution cache size so it can hold QC500
Reduce Travis Logs v2 (QuantConnect#5049) * Silence DotNet in building stubs * Reapply silence to stub publishing * Have QuantBook store and restore initial LogHandler * Add assembly action to maintain LogHandler * Allow AlgorithmRunner to use ConsoleLogHandler * Use MaintainLogHandlerAttribute to provide current test logger * Refactor LogHandler creation
Linux PyCharm Docker Debugger Fix (QuantConnect#5092) * Map host.docker.internal to host ip * Typo fix * Only add host in Linux environment
Fixes DockerfileLeanFoundation build and adds/updates new packages (Q… …uantConnect#5036) * Fixes DockerfileLeanFoundation build * Updates DockerfileLeanFoundation packages and adds new packages * apt-get performance improvements * Moves packages to CDN and install packages from CDN * Updates all CDN downloads to HTTPS * Removes interactive `rm` command arg in DockerfileLeanFoundation cleanup
Map legacy symbols using map file (QuantConnect#5017) * map IB brokerage symbol * map Alpaca symbols * improve empty symbol checking
Fixes failing option chain provider test for futures options (QuantCo… …nnect#5088) * The test didn't take into account that the contract expiring on December would mean that there would temporarily be no Dec. FOP contract. We fix this by looking for the Mar. contract instead if the december contract has expired.
Fix low resolution cache (QuantConnect#5080) * Replace cache size for MB * Remove setting capacity * Custom cache implementation * Reduce locks in custom cache * Add cache performance unit test
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