Jack Simonson

Implement Range Bar Consolidator

3

#### Expected Behavior In a range bar, all price bars are of equal length. If you had a 10 pip range bar, and EURUSD was trading at 1.1000, then the...

Enable Greeks and Implied Vol. from Options History Request

18

#### Expected Behavior Enable accessing Greeks and Implied Volatility in a historical data request for options data. This is a handy feature and will help with calculation of things such...

Custom Indicator support

3

Enable support for custom indicators, similar to how one would be created for a QC Algorithm ``` class CustomSimpleMovingAverage: def __init__(self, name, period): self.Name = name self.Time = datetime.min self.Value...

Foundation update for matplotlib.finance

2

matplotlib.finance module isn't found when imported to the Research Environment. An update is needed so that the current module is available in the RE.

Some longer-range ValuationRatios class members returning 0

1

#### Expected Behavior A call such as ``` qb = QuantBook() begin = datetime(2009,2,27) end = datetime.now() stocks = ["AAPL","MSFT","ADBE","IBM","BRK.B"] data = qb.GetFundamental(stocks, 'ValuationRatios.EVToEBIT3YrAvg' ,begin,end).fillna(method='ffill') df = data.apply(pd.to_numeric) ``` should...

#### Expected Behavior The algorithm should place trades only when the account has enough cash to places both orders (i.e., long order for one asset and short order for the...