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feature-optimize-python-load
quantconnect--lean/Common/Securities
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Martin Molinero ec1d410907 Performance improvements 
- `SecurityIdentifier` will calculate `StrikePrice` just once. Replacing
`!=` for a direct call to `Equals()` preventing unnecessary checks.
- Slightly improving Linq queries at `OptionFilterUniverse`
- Replace `OpenReader().CopyTo` for `Extract(stream)` avoids copying the
data twice.
- Replace `DateTime.Now` for `DateTime.UtcNow`
2019-06-10 22:40:19 -03:00
..
Cfd
SecurityHolding has a ref to an ICurrencyConverter
2018-12-04 17:06:56 -03:00
Crypto
requested changes: extract Crypto.DecomposeCurrencyPair method
2019-06-01 20:27:30 +03:00
Equity
SecurityHolding has a ref to an ICurrencyConverter
2018-12-04 17:06:56 -03:00
Forex
SecurityHolding has a ref to an ICurrencyConverter
2018-12-04 17:06:56 -03:00
Future
Adds the following symbols to futures database: EI, EMD, ...
2019-06-07 08:49:56 -07:00
Interfaces
Remove obsolete ISecurityTransactionModel
2018-11-09 15:22:37 -03:00
Option
Performance improvements
2019-06-10 22:40:19 -03:00
Volatility
Obsoleting Securities configurations properties
2018-12-05 10:05:53 -03:00
AccountCurrencyImmediateSettlementModel.cs
Fix cashbook settlement for Oanda/FXCM CFD trades
2019-02-26 16:30:20 +01:00
AccountEvent.cs
…
AdjustedPriceVariationModel.cs
Implements price variation models
2016-09-20 15:36:04 -03:00
BrokerageModelSecurityInitializer.cs
Refactoring IBrokerageModel. Removing some unnecessary parameters
2018-08-06 10:21:12 -03:00
BuyingPower.cs
Refactor IBuyingPowerModel.GetBuyingPower
2018-10-16 18:44:22 -04:00
BuyingPowerModel.cs
Remove usage of DateTime.UtcNow in buying power models (#3115)
2019-04-23 07:38:39 -07:00
BuyingPowerModelExtensions.cs
Merge pull request #2719 from Martin-Molinero/refactor-2718-rename-context-to-parameters
2018-12-04 11:20:31 -08:00
BuyingPowerParameters.cs
Renaming Context to Parameters
2018-11-29 15:02:09 -03:00
Cash.cs
Address reviews
2019-06-07 16:02:53 -03:00
CashAmount.cs
Address reviews
2018-12-27 17:41:47 -03:00
CashBook.cs
Address reviews
2019-06-07 16:02:53 -03:00
CashBuyingPowerModel.cs
Remove usage of DateTime.UtcNow in buying power models (#3115)
2019-04-23 07:38:39 -07:00
CompositeSecurityInitializer.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
DefaultMarginCallModel.cs
Overall performance improvements
2019-06-03 15:09:02 -03:00
DelayedSettlementModel.cs
Rename Cash.Quantity to Cash.Amount
2015-11-23 20:35:52 -05:00
EquityPriceVariationModel.cs
Implements price variation models
2016-09-20 15:36:04 -03:00
ErrorCurrencyConverter.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
FuncSecurityDerivativeFilter.cs
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
FuncSecurityInitializer.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
FuncSecuritySeeder.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
GetMaximumOrderQuantityForTargetValueParameters.cs
Rename parameter classes from Context to Parameters
2018-11-29 22:05:49 +01:00
GetMaximumOrderQuantityForTargetValueResult.cs
Fix error in SetHoldings(symbol, 0) with Crypto
2018-03-21 08:34:28 +01:00
HasSufficientBuyingPowerForOrderParameters.cs
Rename parameter classes from Context to Parameters
2018-11-29 22:05:49 +01:00
HasSufficientBuyingPowerForOrderResult.cs
Add error messages in CalculateOrderQuantity
2018-02-27 13:05:26 +01:00
IBaseCurrencySymbol.cs
Further changes for crypto type
2017-08-29 12:19:15 +01:00
IBuyingPowerModel.cs
Merge pull request #2719 from Martin-Molinero/refactor-2718-rename-context-to-parameters
2018-12-04 11:20:31 -08:00
ICurrencyConverter.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
IdentityCurrencyConverter.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
IDerivativeSecurity.cs
Add IDerivativeSecurity and implement in Option/Future
2018-03-19 12:40:54 -04:00
IDerivativeSecurityFilter.cs
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
IDerivativeSecurityFilterUniverse.cs
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
IMarginCallModel.cs
Move Portfolio.ScanForMarginCall to IMarginCallModel.GetMarginCallOrders
2018-01-31 11:47:35 +01:00
ImmediateSettlementModel.cs
Rename Cash.Quantity to Cash.Amount
2015-11-23 20:35:52 -05:00
InitialMarginRequiredForOrderParameters.cs
BuyingPowerModel.GetInitialMarginRequiredForOrder
2018-12-04 17:50:00 -03:00
IOrderEventProvider.cs
Address reviews
2019-04-03 21:55:44 -03:00
IOrderProcessor.cs
Use BusyBlockingCollection in BrokerageTransactionHandler
2015-12-09 23:04:14 -05:00
IOrderProvider.cs
Improve performance for backtests with a large amount of trades
2018-06-21 16:59:29 -03:00
IPriceVariationModel.cs
Implements price variation models
2016-09-20 15:36:04 -03:00
ISecurityInitializer.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
ISecurityPortfolioModel.cs
…
ISecurityProvider.cs
Convert IHoldingsProvider into ISecurityProvider
2015-12-16 20:47:08 -05:00
ISecuritySeeder.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
ISettlementModel.cs
Added Settlement models
2015-11-11 22:18:34 -05:00
LocalMarketHours.cs
Add LocalMarketHours.MarketDuration and SecurityExchangeHours.RegularMarketDuration
2018-08-07 11:21:11 -04:00
MarketHoursDatabase.cs
Reset market hours database before QuantBook tests
2018-09-13 13:14:44 +02:00
MarketHoursSegment.cs
Add LocalMarketHours.MarketDuration and SecurityExchangeHours.RegularMarketDuration
2018-08-07 11:21:11 -04:00
MarketHoursState.cs
Adds a MarketHoursDatabaseJsonConverter
2016-01-29 12:29:06 -05:00
PatternDayTradingMarginModel.cs
Revert class name changes from #1506
2018-02-04 14:20:38 -05:00
ReservedBuyingPowerForPosition.cs
Refactor IBuyingPowerModel.GetReservedBuyingPowerForPosition
2018-10-16 18:14:17 -04:00
ReservedBuyingPowerForPositionParameters.cs
Renaming Context to Parameters
2018-11-29 15:02:09 -03:00
Security.cs
Obsoleting Securities configurations properties
2018-12-05 10:41:21 -03:00
SecurityCache.cs
Fixes SecurityCache tick update
2018-10-05 21:59:54 +01:00
SecurityDatabaseKey.cs
Modifying SecurityDatabaseKey Equals() and GetHashCode() to be case insensitive
2018-06-28 13:43:39 -03:00
SecurityDataFilter.cs
…
SecurityExchange.cs
Add Early Closes in market hours database
2016-12-14 20:51:09 +01:00
SecurityExchangeHours.cs
Implement 'live' factor files
2018-08-14 17:58:44 -04:00
SecurityHolding.cs
Overall performance improvements
2019-04-22 10:47:27 -03:00
SecurityManager.cs
Performance improvements
2019-04-11 19:01:27 -03:00
SecurityMarginModel.cs
Add BuyingPowerModel as default base class for IBuyingPowerModel
2018-10-16 19:05:48 -04:00
SecurityPortfolioManager.cs
Address reviews
2019-06-07 17:51:30 -03:00
SecurityPortfolioModel.cs
Fix Turnover Ratio for Futures/CFDs
2019-06-06 20:06:54 -03:00
SecurityPriceVariationModel.cs
Implements price variation models
2016-09-20 15:36:04 -03:00
SecurityService.cs
requested changes: change exception message
2019-06-01 20:27:30 +03:00
SecurityTransactionManager.cs
Fix execution models to handle partially filled orders
2019-05-24 11:50:31 +02:00
SymbolProperties.cs
Overall performance improvements v2
2019-06-05 17:06:59 -03:00
SymbolPropertiesDatabase.cs
requested changes: use MarketHoursDatabase.GetDatabaseSymbolKey
2019-06-01 20:27:30 +03:00
UniverseManager.cs
Add support for removing universes
2018-05-30 15:55:33 -04:00
UnsettledCashAmount.cs
Added Settlement models
2015-11-11 22:18:34 -05:00