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Commits on Dec 23, 2017

• Merge pull request #1429 from StefanoRaggi/fractional-quantity-regression

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  jaredbroad

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• Merge pull request #1432 from StefanoRaggi/ib-moc-fix

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  jaredbroad

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• Merge pull request #1433 from QuantConnect/refactor-security-seeding

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  jaredbroad

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• Merge pull request #1434 from StefanoRaggi/gdax-bch-fix

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  jaredbroad

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• Remove GDAX subscription for BCHBTC and BCHEUR

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  StefanoRaggi

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Commits on Dec 22, 2017

• Restore FuncSecuritySeeder in BrokerageModelSecurityInitializerTests

  StefanoRaggi

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• Fix failing BrokerageModelSecurityInitializerTests

  StefanoRaggi

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• Disable automatic security seeding

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  StefanoRaggi

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• Fix IB error with Market On Close (MOC) orders

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  StefanoRaggi

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• Merge pull request #1431 from QuantConnect/subscription-remove-fix

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  jaredbroad

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• Fix SubscriptionCollection.TryRemove return value

  StefanoRaggi

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Commits on Dec 21, 2017

• Fix subscription removal in SubscriptionCollection.TryRemove

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  StefanoRaggi

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• Update FractionalQuantityRegressionAlgorithm

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  StefanoRaggi

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• Fix calculation in GDAXFeeModel

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  StefanoRaggi

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• Merge pull request #1427 from StefanoRaggi/gdax-bch-support

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  jaredbroad

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• Add GDAX brokerage support for Bitcoin Cash (BCH)

  StefanoRaggi

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Commits on Dec 20, 2017

• Merge pull request #1425 from QuantConnect/concurrency-fix

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  jaredbroad

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• Merge pull request #1426 from AlexCatarino/fix-add-option-contract

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  jaredbroad

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• Sets Equity data to raw in option algorithms II

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  AlexCatarino

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• Merge pull request #1424 from QuantConnect/bugfix-alpha-daily-counts-oversample

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  jaredbroad

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• Merge pull request #1423 from QuantConnect/short-circuit-gdax-GetOrderFee-for-limit-orders

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  jaredbroad

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• Merge pull request #1355 from AlexCatarino/pythonnet-update

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  quietjoy

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• Fix bar chart daily sampling... again. Use date change as signal

  mchandschuh

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• Optimize loops for performance on cashbook and securities

  StefanoRaggi

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• Short circuit limit orders with post-only set

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  mchandschuh

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• Merge pull request #1422 from QuantConnect/properly-enumerate-concurrent-dictionaries-alpha-manager

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  jaredbroad

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• Reduce full locking on ConcurrentDictionary objects

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  StefanoRaggi

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• Directly enumerator concurrent dictonary instead of values

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  mchandschuh

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• Merge pull request #1421 from QuantConnect/add-alpha-runtime-statistics

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  jaredbroad

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• Remove asset breakdown chart

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  mchandschuh

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• Add IAlphaRuntimeStatisticsGenerator and send to result handler

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  mchandschuh

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• Add volume and quote currency conversion to SecurityValues

  mchandschuh

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• Merge pull request #1419 from QuantConnect/gdax-fee-model-needs-to-be-in-account-currency

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  jaredbroad

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• Return GDAX fees in units of account currency

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  mchandschuh

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Commits on Dec 19, 2017

• Merge pull request #1416 from StefanoRaggi/decode-sid-speedup

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  jaredbroad

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