Tags: AlexCatarino/Lean
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Remove unsupported HKFE from MHDB (QuantConnect#6990) * Remove HKFE from MHDB - Remove unsupported HKFE from MHDB * Update tests
Remove unsupported HKFE from MHDB (QuantConnect#6990) * Remove HKFE from MHDB - Remove unsupported HKFE from MHDB * Update tests
Fixes Insight Period Calculation (QuantConnect#6978) The calculations of `CloseTimeUtc` are correct and consistent: if the exchange is closed when the insight expires, `CloseTimeUtc` is the next open. However, the definition of the `Period` was not consistent. Normally, it is defined by the different between `CloseTimeUtc` and `GeneratedTimeUtc`, but when we create an Insight with the Resolution and bar count overload, the period was defined by them: ```csharp insight.Period = Resolution.ToTimeSpan().Multiply(BarCount); ``` which is incorrect, since it doesn't take the days the exchange is closed into account. The `ComputePeriod` method enforced consistency between the Resolution and bar Count overload and the `DateTime` overload, so the period for this overload was also incorrect.
Adjust index option data timezone (QuantConnect#6970) * Fix index option data timezone - Fix index option data timezone which was 1 hour late than expected * Update existing index option tests - Update existing index option tests. - Disable index option daily resolution support
Fix future daily price scale factor update (QuantConnect#6963) * Fix future daily price scale factor update - Fix future daily price scale factor update which was happening 1 day late due to data and exchange time zone differences. Adding regression algorithm reproducing and asserting it. * Address review
Unsettled cash conversion rate update (QuantConnect#6961) * Update unsettled cashbook cash conversion rates Also moved conversion rate holding from Cash to the CurrencyConversion instance * Minor fixes * Peer review * Minor fixes * Minor fixes * Minor fixes
Add support for HTML reports conversion to PDF (QuantConnect#6960) * add wkhtmltopdf to lean image * convert html to pdf * avoid black stripts at bottom of each page * address reviews * address review * address reviews * self review * address review
Fix security cache reset (QuantConnect#6959) * Fix security cache reset - Fix security cache reset so it only happens when no universe has it as a member. Adding regression algorithm reproducing issue * Avoid non deterministic FillForward behavior
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