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September 07, 2007
OpenQuant 1.0.45 is released
- new Market Scanner functionality
http://www.smartquant.com/openquant/video/marketscanner/marketscanner.html
- added InstrumentManager class that provides access to all instruments in the OpenQuant instrument data base (Strategy.Instruments provides access to the list of instruments used by particular strategy)
- CloseD, CloseW, CloseM, CloseY, ... methods added to BarSeries
- fixed issue with multiple transactions added for one execution report for OEC provider
- fixed issue with OnBarSlice firing previous bar for instruments with current empty bar
- Linear regression indicators (LRI, LRS, FO) can be calculated using either number of data points or time interval
- other minor fixes and improvements
Posted by admin at September 7, 2007 03:57 PM