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Commits on May 13, 2018

• Merge branch 'master' of https://github.com/viliwonka/Lean

  viliwonka

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Commits on May 11, 2018

• Merge pull request #1979 from AlexCatarino/feature-1961-python-qc500

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  mchandschuh

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• Merge pull request #2001 from QuantConnect/refactor-improve-daily-regression

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  mchandschuh

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• Merge pull request #1997 from AlexCatarino/feature-1610-port-csharp-python

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  mchandschuh

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• Change date range of daily regression

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  mchandschuh

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• Merge pull request #1996 from QuantConnect/feature-1991-framework-base-classes

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  mchandschuh

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• Add base class for risk management models

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  mchandschuh

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• Add base class for execution models

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  mchandschuh

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• Add base class for portoflio construction models

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  mchandschuh

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• Add AlphaModel base class

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  mchandschuh

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• Rename and move AlphaModel->AlphaModelExtensions

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  mchandschuh

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• Add UniverseSelectionModel base class

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  mchandschuh

  committed
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• Merge pull request #1994 from StefanoRaggi/bug-1990-gdax-dqh-lock-fix

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  mchandschuh

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Commits on May 10, 2018

• Modifies DisplacedMovingAverageRibbon data resolution

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  AlexCatarino

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• Modifies CoarseFundamentalTop5Algorithm

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  AlexCatarino

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• Modifies RenkoConsolidatorAlgorithm data resolution

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  AlexCatarino

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• Merge pull request #1987 from AlexCatarino/feature-1985-adds-universe-selectin-security-initializer-example

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  mchandschuh

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• Merge pull request #1982 from AlexCatarino/feature-1981-changes-insight-group-method-return-type

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  mchandschuh

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• Implements ConvertToDelegate helper method

  AlexCatarino

  committed
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• Fix locking bug in GDAXDataQueueHandler

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  StefanoRaggi

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• Merge pull request #1993 from QuantConnect/bug-1992-duplicate-order-events-logging

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  mchandschuh

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• Merge pull request #1989 from AlexCatarino/feature-1988-standardize-compositealphamodel

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  mchandschuh

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• Insight.Group retuns the original Insight array with modified Insights

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  AlexCatarino

  committed
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• Upgraded currency pair decomposing function

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  viliwonka

  committed
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• Consistency fix

  AlexCatarino

  committed
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• Merge pull request #1976 from jingwu74/master

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  mchandschuh

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• Merge pull request #1984 from QuantConnect/feature-1983-visualizer-plotting-fix

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  mchandschuh

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• Fix duplicate order event logging in LiveTradingResultHandler

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  StefanoRaggi

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• Create US equity data format readme.md

  jaredbroad

  authored
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• Uses the simplest SetSecurityInitializer overload in the examples.

  AlexCatarino

  committed
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• Adds universe selection algorithm with custom security initilizer

  AlexCatarino

  committed
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• Adds single Insight overload to Insight.Group

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  AlexCatarino

  committed
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• Data format documentation index file.

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  jaredbroad

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Commits on May 9, 2018

• Refactors CompositeAlphaModel constructors

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  AlexCatarino

  committed
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• add y label and support for future tick quotebars

  Jay-Jay-D

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