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Commits on Nov 9, 2018

• Merge pull request #2687 from QuantConnect/bug-2686-bsh-unrequested-security-market-fix

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  jaredbroad

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• Merge pull request #2657 from QuantConnect/bug-2656-macd-alpha-model-constainskey-check

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  jaredbroad

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• Merge pull request #2662 from Martin-Molinero/refactor-2616-track-universes-requesting-subscription

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  jaredbroad

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• Merge pull request #2685 from StefanoRaggi/xml-documentation-fixes

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  jaredbroad

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• Fix incorrect symbol market used when loading holdings/open orders from brokerage

  StefanoRaggi

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• Fix XML documentation compiler warnings

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  StefanoRaggi

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• Merge pull request #2682 from QuantConnect/bug-2681-future-chain-universe-refresh

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  jaredbroad

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Commits on Nov 8, 2018

• Remove unnecessary null check in DataQueueFuturesChainUniverseDataCollectionEnumerator.MoveNext

  StefanoRaggi

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• Addressing reviews

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  Martin-Molinero

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• Subscriptions will track Universe requests

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  Martin-Molinero

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• Adds ContainsKey check in MacdAlphaModel

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  AlexCatarino

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• Update future universe enumerator stack to refresh every day

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  StefanoRaggi

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• Merge pull request #2673 from AlexCatarino/bug-2672-no-negative-variance

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  jaredbroad

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• Merge pull request #2675 from QuantConnect/bug-2645-backtesting-result-handler-order-list-truncation

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  jaredbroad

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• Merge pull request #2677 from AlexCatarino/feature-2676-adds-py-version-latest-risk-mgmt-models

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  jaredbroad

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Commits on Nov 7, 2018

• Implements python version of TrailingStopRiskManagementModel

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  AlexCatarino

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Commits on Nov 6, 2018

• Implements python version of MaximumDrawdownPercentPortfolio

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  AlexCatarino

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• Adds python version CompositeRiskManagementModel

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  AlexCatarino

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• - Use ValidateImplementationOf method in RiskManagementModelPythonWrapper

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  AlexCatarino

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• Fix minor bug in LiveTradingResultHandler

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  StefanoRaggi

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• BacktestingResultHandler speed improvement with many orders

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  StefanoRaggi

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• Prevents Negative Variance

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  AlexCatarino

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• Merge pull request #2667 from AlexCatarino/bug-2666-refactors-average-directional-index

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  jaredbroad

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• Merge pull request #2659 from Martin-Molinero/bug-2655-split-not-correctly-handled

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  jaredbroad

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Commits on Nov 5, 2018

• Merge pull request #2643 from dd-w/feature/portfolio_max_drawdown

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  jaredbroad

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Commits on Nov 4, 2018

• Fix algo description

  dd-w

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• Add support for trailing portfolio stop loss

  dd-w

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Commits on Nov 2, 2018

• Refactors AverageDirectionalIndex and AverageDirectionalMovementIndexRating

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  AlexCatarino

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• Merge pull request #2669 from QuantConnect/bug-2668-cash-sync-endless-loop

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  jaredbroad

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• Fix potential endless loop in BrokerageSetupHandler daily cash sync

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  StefanoRaggi

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• Merge pull request #2654 from dd-w/feature/trailing_stop_risk

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  jaredbroad

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Commits on Nov 1, 2018

• Fix for split not correctly handled

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  Martin-Molinero

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• Merge pull request #2650 from Martin-Molinero/refactor-2633-ivolatilitymodel-history-requirements

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  mchandschuh

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• Merge pull request #2647 from QuantConnect/live-test-move-addsubscription-removesubscription

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  mchandschuh

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• Merge pull request #2652 from dd-w/bug_fix/crlf_to_lf

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  jaredbroad

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