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quantconnect--lean/Algorithm.CSharp
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Michael Handschuh 007bcea6b8 Add Consolidate API 
These new methods allow algorithms to quickly create, register, and
wire events on consolidators in a single line.
2018-06-12 12:58:28 -04:00
..
Benchmarks
minor change
2018-05-29 17:36:11 -04:00
Properties
Nuspec files added for all projects.
2018-04-13 07:28:34 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Set AddRemoveOptionUniverseRegressionAlgorithm as C# only
2018-06-05 12:10:51 -04:00
AddRemoveSecurityRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
app.config
Upgrade all projects to target .NET Framework 4.5.2
2017-07-07 22:49:17 +02:00
BasicTemplateAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
BasicTemplateCryptoAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Updates Framework example algorithms to use Set model methods
2018-05-07 14:20:35 +01:00
BasicTemplateDailyAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
BasicTemplateFillForwardAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BasicTemplateForexAlgorithm.cs
Merge branch 'master' into minor-algo-fix
2017-09-20 08:29:56 -04:00
BasicTemplateFrameworkAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
BasicTemplateFuturesAlgorithm.cs
Added tags to some C# algorithms
2017-09-19 17:45:04 -04:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Added tags to some C# algorithms
2017-09-19 17:45:04 -04:00
BasicTemplateFuturesHistoryAlgorithm.cs
change the benchmark setting
2018-04-12 18:33:01 -04:00
BasicTemplateIntrinioEconomicData.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
Refactors options algorithms
2017-12-18 11:24:08 +00:00
BasicTemplateOptionsAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Replace config security with an option chain filter function
2018-06-01 00:36:17 -04:00
BasicTemplateOptionsHistoryAlgorithm.cs
Fix zero value issue in Greeks
2018-05-21 14:54:05 -04:00
BasicTemplateOptionStrategyAlgorithm.cs
Refactors options algorithms
2017-12-18 11:24:08 +00:00
BasicTemplateOptionTradesAlgorithm.cs
Refactors options algorithms
2017-12-18 11:24:08 +00:00
BrokerageModelAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BubbleAlgorithm.cs
fixed no trade bug in bubble algorithm(C#)
2017-09-26 10:47:54 -04:00
CallingRFromCSharp.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CancelOpenOrdersRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
CoarseFineFundamentalComboAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CoarseFineFundamentalRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
CoarseFundamentalTop5Algorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
CompositeAlphaModelFrameworkAlgorithm.cs
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
ConstituentsQC500GeneratorAlgorithm.cs
add tags and comments
2018-03-06 11:47:23 -05:00
ConvertToFrameworkAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
CustomBenchmarkAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CustomBrokerageMessageHandlerAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CustomChartingAlgorithm.cs
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
CustomDataBitcoinAlgorithm.cs
Remove importing data tag
2017-09-22 15:12:06 -04:00
CustomDataIndicatorExtensionsAlgorithm.cs
reformat code
2018-03-16 09:43:55 -04:00
CustomDataNIFTYAlgorithm.cs
Remove importing data tag
2017-09-22 15:12:06 -04:00
CustomDataRegressionAlgorithm.cs
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
CustomDataUniverseAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CustomFrameworkModelsAlgorithm.cs
Updates Framework example algorithms to use Set model methods
2018-05-07 14:20:35 +01:00
CustomModelsAlgorithm.cs
Refactors Custom Models for python
2017-09-29 22:56:52 +01:00
CustomSecurityInitializerAlgorithm.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
DailyAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DailyFxAlgorithm.cs
Remove importing data tag
2017-09-22 15:12:06 -04:00
DataConsolidationAlgorithm.cs
Add Consolidate API
2018-06-12 12:58:28 -04:00
DelistingEventsAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
DisplacedMovingAverageRibbon.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
DividendAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
DropboxUniverseSelectionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
EmaCrossUniverseSelectionAlgorithm.cs
Add price and split factors to CoarseFundamental class
2018-06-01 12:19:06 +02:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
Fixes EmaCrossUniverseSelectionModel indicator update logic
2018-05-08 19:47:20 +01:00
ETFGlobalRotationAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FilteredIdentityAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FinancialAdvisorDemoAlgorithm.cs
Refactor OrderProperties class to IOrderProperties interface
2017-10-26 18:22:11 +02:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
FractionalQuantityRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
FuturesMomentumAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FuzzyInferenceAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
HistoryAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
HistoryAndWarmupRegressionAlgorithm.cs
remove obsolte property, make EMA default
2018-04-03 17:35:10 -03:00
HourReverseSplitRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
HourSplitRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
IndicatorSuiteAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
IRegressionAlgorithmDefinition.cs
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
LimitFillRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
LiveFeaturesAlgorithm.cs
Fix custom live Bitcoin example
2017-10-03 17:48:25 -04:00
MACDTrendAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
MarginCallEventsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
MarketOnOpenOnCloseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
MovingAverageCrossAlgorithm.cs
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
MultipleSymbolConsolidationAlgorithm.cs
Fixes MultipleSymbolConsolidationAlgorithm
2018-01-24 18:17:23 +00:00
OpeningBreakoutAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
OptionChainConsistencyRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
OptionChainProviderAlgorithm.cs
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
OptionDataNullReferenceRegressionAlgorithm.cs
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionExerciseAssignRegressionAlgorithm.cs
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
OptionOpenInterestRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
OptionRenameRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
OptionSplitRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
OrderTicketDemoAlgorithm.cs
fix sign typo
2018-01-25 15:03:58 -05:00
packages.config
Updates pythonnet
2018-04-09 18:59:59 +01:00
PairsTradingAlphaModelFrameworkAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
ParameterizedAlgorithm.cs
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
PortfolioOptimizationNumericsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
QuandlFuturesDataAlgorithm.cs
Remove importing data tag
2017-09-22 15:12:06 -04:00
QuandlImporterAlgorithm.cs
Remove importing data tag
2017-09-22 15:12:06 -04:00
QuantConnect.Algorithm.CSharp.csproj
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
QuantConnect.Algorithm.CSharp.nuspec
Nuspec files added for all projects.
2018-04-13 07:28:34 -03:00
RawPricesCoarseUniverseAlgorithm.cs
Consistency fix
2018-05-10 15:47:51 +01:00
RegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
RegressionChannelAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
RenkoConsolidatorAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
RollingWindowAlgorithm.cs
Adds RollingWindowAlgorithm (C#)
2017-09-21 17:32:33 +01:00
ScheduledEventsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
SectorExposureRiskFrameworkAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
StressSymbols.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
StressSymbolsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
TickDataFilteringAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
TimeInForceAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
UniverseSelectionDefinitionsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UniverseSelectionRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
UpdateOrderLiveTestAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00
UserDefinedUniverseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Refactor regression algorithm to IRegressionAlgorithmDefinition
2018-06-05 12:10:50 -04:00
WarmupAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
WarmupHistoryAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Update factor files to 2018.06.04
2018-06-07 12:16:45 -04:00