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Commits on Feb 23, 2018

• Upgrade LEAN Python to 3.6 from 2.7

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Commits on Feb 22, 2018

• Merge pull request QuantConnect#1547 from Worthy7/ConsolidatorPeriodsFix

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  mchandschuh

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Commits on Feb 20, 2018

• Remove daily universe tick

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  mchandschuh

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• Added Assert.IsNull(quoteBar) check.

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• Changed logic in QuoteBarConsolidator to match that of TradeBarConsolidator for the period.

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Commits on Feb 19, 2018

• Check market hours in ImmediateFillModel

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  mchandschuh

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• Log all order events to dedicate file in regression

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Commits on Feb 16, 2018

• Remove empty shorting tests

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• Add CashModelAlgorithmTradingTests

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• Fix GetMaximumOrderQuantityForTargetValue in CashBuyingPowerModel

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  StefanoRaggi

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• Fix CashBuyingPowerModel.HasSufficientBuyingPowerForOrder

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Commits on Feb 14, 2018

• Exclude memory leak tests from Travis build

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  StefanoRaggi

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• Revert "Merge pull request QuantConnect#1526 from AlexCatarino/python3"

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• More EndTime tests, fix for TickQuoteBarConsolidator

  worthy7

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• Wrote test for TradeBarConsolidation to make sure EndTime works as expected in the count case.

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  worthy7

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• Wrote a test to show QuoteBar not properly updating it's EndTime.

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• Merge pull request QuantConnect#1526 from AlexCatarino/python3

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  jaredbroad

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Commits on Feb 13, 2018

• Move clone and tz conversion operations to DF thread

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  mchandschuh

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• Merge pull request QuantConnect#1566 from QuantConnect/fix-option-filter-underlying-data

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  jaredbroad

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• Fixes options chain underlying price data

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  mchandschuh

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• Remove unused IDataCacheProvider from ZipEntryNameSubscriptionDataSourceReader

  StefanoRaggi

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• Fix typo in test class name

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• Updates pythonnet

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  AlexCatarino

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Commits on Feb 12, 2018

• Generalize subscription synchronizer tests

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  mchandschuh

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• GDAXBrokerageModel now throws when called with AccountType.Margin

  StefanoRaggi

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• Add BasicTemplateCryptoAlgorithm

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  StefanoRaggi

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• Fix CashBuyingPowerModel with sell orders

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• Update test expected value due to cash model

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  StefanoRaggi

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• Fix CashBuyingPowerModel for StopMarket orders

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• Set CashBuyingPowerModel as default for Crypto/GDAX

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• Fix CashBuyingPowerModel for non-USD currency pairs

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• Add CashBuyingPowerModel with tests

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• Merge pull request QuantConnect#1551 from QuantConnect/refactor-cash-conversion-updates

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  mchandschuh

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Commits on Feb 9, 2018

• Exclude memory leak test from Travis build

  StefanoRaggi

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• Fix CreateEnumerator in subscription enumerator factories

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  StefanoRaggi

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