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September 20, 2007
OpenQuant 1.0.47 is released
- UserProvider class is added to OpenQuant.API.Plugins namespace. Users can override this class to develop custom provider plugins in Microsoft Visual Studio (market data feed and execution). User plugins derived from UserProvder class are now fully supported in OpenQuant.
- custom provider examples (OEC market data feed and MBT execution) added to OpenQuant installation
- added export to text files (Excel CSV) in the data series context menu of the instrument market data window
- added Parabolic SAR indicator
- added BidAsk option to BarFactory.Input (both bid and ask prices are used to create bars from quotes)
- added Adjusted property to Yahoo historical market data provider that allows to control adjustment of downloaded data for splits and dividends
Posted by admin at September 20, 2007 10:28 PM