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Commits on Apr 10, 2018

• Merge pull request #1851 from AlexCatarino/feature-1848-add-insight-price-helper

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  jaredbroad

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• Implements Insight.Price helper method.

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  AlexCatarino

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Commits on Apr 9, 2018

• Merge pull request #1825 from AlexCatarino/feature-1821-updates-pythonnet

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  mchandschuh

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• Merge pull request #1841 from AlexCatarino/bug-1786-adds-FRAMA-constructor-overload

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  mchandschuh

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• Merge pull request #1844 from StefanoRaggi/bug-1843-cancel-pending

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  mchandschuh

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• Fixes readme

  AlexCatarino

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• Updates macOS installation instructions

  AlexCatarino

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• Updates pythonnet

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  AlexCatarino

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• Fix buying power error handling bug in BacktestingBrokerage

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  StefanoRaggi

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• Sets RollingWindow fields to readonly

  AlexCatarino

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• Refactors FractalAdaptiveMovingAverage

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  AlexCatarino

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• Merge pull request #1834 from StefanoRaggi/bug-1833-warmup-zero-conversion-rates

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  mchandschuh

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• Merge pull request #1832 from AlexCatarino/feature-1798-adds-meanvariancemodel

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  jaredbroad

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• Updates to use "UniverseSelection" property

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  jaredbroad

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• Update to consistently use properties setters

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Commits on Apr 6, 2018

• Merge pull request #1810 from QuantConnect/feature-1784-add-vwap-execution-model

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  mchandschuh

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• PortfolioTarget.ToString - <symbol>: <quantity>

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  mchandschuh

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• Only log insights in debug mode

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  mchandschuh

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• Add method to easily warmup indicators

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  mchandschuh

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• Warmup STD indicator in StandardDeviation exec model

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• Remove cash modelling logic from OrderSizing.GetUnorderedQuantity

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  mchandschuh

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• Emit warning message when using framework w/ cash modelling

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  mchandschuh

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• Add SecurityHolding.Target and check when removing from universe

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  mchandschuh

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• Remove securities after complete removal from universe

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  mchandschuh

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• Improve readability of PriceIsFavorable

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  mchandschuh

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• Adds VWAP and STD execution models

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  mchandschuh

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• Add QCAlgorithmFramework.DebugMode

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  mchandschuh

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• Add IntradayVwap indicator w/ VWAP(symbol) helper

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  mchandschuh

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• Use CoarseFundamentalUniverseSelectionModel in MeanVarianceOptimizationAlgorithm

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  AlexCatarino

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• Fixes HistoricalReturnsAlphaModel and MeanVarianceOptimizationPortfolioConstructionModel

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  AlexCatarino

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• Adds methods to create universe selection Func from python methods

  AlexCatarino

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Commits on Apr 5, 2018

• Implements peer-review requests

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  AlexCatarino

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• Implements MeanVarianceOptimizationAlgorithm

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  AlexCatarino

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• remove unnecessary insight direction in target percent

  

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  AlexCatarino

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• revert changes in project file

  

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  AlexCatarino

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