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quantconnect--lean/Algorithm.CSharp
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Martin Molinero 050bbcaba1 Fix Sortino Ratio
2019-06-03 21:42:45 -03:00
..
Alphas
Delete DailyFx class
2019-05-22 09:36:19 -07:00
Benchmarks
Adding new Coarse performance benchmarks
2019-04-18 12:47:49 -03:00
Properties
Nuspec files added for all projects.
2018-04-13 07:28:34 -03:00
AddAlphaModelAlgorithm.cs
Address reviews
2019-04-05 18:34:18 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
AddRiskManagementAlgorithm.cs
Implement QCAlgorithm.AddRiskManagement
2019-04-08 10:53:06 -03:00
AddUniverseSelectionModelAlgorithm.cs
Implement AddUniverseSelectionModel
2019-04-08 16:58:42 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Implement AddUniverseSelectionModel
2019-04-08 16:58:42 -03:00
app.config
Upgrade all projects to target .NET Framework 4.5.2
2017-07-07 22:49:17 +02:00
BasicPythonIntegrationTemplateAlgorithm.cs
Changes to start and end dates so open source project data can be used
2019-05-16 09:25:27 -07:00
BasicSetAccountCurrencyAlgorithm.cs
Adding SetAccountCurrency for backtesting
2019-01-25 14:54:43 -03:00
BasicTemplateAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
BasicTemplateCryptoAlgorithm.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateDailyAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
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
Address reviews
2019-06-03 15:10:18 -03:00
BasicTemplateFuturesAlgorithm.cs
Fix Sortino Ratio
2019-06-03 21:42:45 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Added tags to some C# algorithms
2017-09-19 17:45:04 -04:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
change the benchmark setting
2018-04-12 18:33:01 -04:00
BasicTemplateIntrinioEconomicData.cs
Disabling Intrinio regression tests
2018-12-14 15:29:46 -03:00
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
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Fix zero value issue in Greeks
2018-05-21 14:54:05 -04:00
BasicTemplateOptionStrategyAlgorithm.cs
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
BasicTemplateOptionTradesAlgorithm.cs
Refactors options algorithms
2017-12-18 11:24:08 +00:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
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
Add missing crypto data
2018-12-24 17:32:39 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Adds C# and Python examples
2019-04-09 17:59:46 +01:00
CfdTimeZonesRegressionAlgorithm.cs
Add CfdTimeZonesRegressionAlgorithm
2019-03-14 12:13:14 +01:00
CoarseFineFundamentalComboAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CoarseFineFundamentalRegressionAlgorithm.cs
Fix date bug in BaseDataCollectionSubscriptionEnumeratorFactory
2019-04-02 20:43:23 +02:00
CoarseFundamentalTop3Algorithm.cs
Fix date bug in BaseDataCollectionSubscriptionEnumeratorFactory
2019-04-02 20:43:23 +02:00
CoarseNoLookAheadBiasAlgorithm.cs
Add comments for CoarseNoLookAheadBiasAlgorithm
2019-03-12 18:23:53 +01:00
CompositeAlphaModelFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Remove logging
2019-03-12 21:56:09 +00:00
ConvertToFrameworkAlgorithm.cs
Changes made to CS file too
2019-05-24 16:18:08 -07:00
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
Make regression algorithms self-contained
2018-07-06 02:05:03 -04:00
CustomDataIndicatorExtensionsAlgorithm.cs
reformat code
2018-03-16 09:43:55 -04:00
CustomDataNIFTYAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
CustomDataRegressionAlgorithm.cs
Fix failing CustomDataRegressionAlgorithm
2018-10-22 14:48:16 +02:00
CustomDataUniverseAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomModelsAlgorithm.cs
Add python to regression test languages. Remove code with no effects from CustomModelsAlgorithm.py
2019-01-16 17:56:09 -08:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
DailyAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DailyResolutionSplitRegressionAlgorithm.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
DataConsolidationAlgorithm.cs
Replaces Enum CalendarType for Static Class with the Same Name
2019-04-08 22:10:04 +01:00
DelistingEventsAlgorithm.cs
Move corporate events to enumerators
2018-11-20 15:50:19 -03:00
DisplacedMovingAverageRibbon.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
DividendAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
DropboxUniverseSelectionAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
EmaCrossUniverseSelectionAlgorithm.cs
Add price and split factors to CoarseFundamental class
2018-06-01 12:19:06 +02:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
EmitInsightCryptoCashAccountType.cs
Remove usage of DateTime.UtcNow in buying power models (#3115)
2019-04-23 07:38:39 -07:00
EmitInsightNoAlphaModelAlgorithm.cs
Remove usage of DateTime.UtcNow in buying power models (#3115)
2019-04-23 07:38:39 -07:00
EmitInsightsAlgorithm.cs
Remove usage of DateTime.UtcNow in buying power models (#3115)
2019-04-23 07:38:39 -07:00
ETFGlobalRotationAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
Rebase - Improve exception message
2019-04-03 22:00:27 -03:00
FeeModelNotUsingAccountCurrency.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
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
Removing internal currency subscriptions
2018-12-21 17:31:47 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Removing internal currency subscriptions
2018-12-21 17:31:47 -03:00
FractionalQuantityRegressionAlgorithm.cs
Fix FractionalQuantityRegressionAlgorithm
2018-12-27 15:37:43 -03:00
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
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
HistoryAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Add missing list materialization in AuxiliaryDataEnumerator
2019-01-17 20:22:49 +01:00
HourReverseSplitRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
HourSplitRegressionAlgorithm.cs
Addressing reviews
2018-11-20 15:50:19 -03:00
IndicatorSuiteAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
IndicatorWarmupAlgorithm.cs
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
InvalidEmitInsightsAlgorithm.cs
Remove usage of DateTime.UtcNow in buying power models (#3115)
2019-04-23 07:38:39 -07:00
LimitFillRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
LiveFeaturesAlgorithm.cs
Make regression algorithms self-contained
2018-07-06 02:05:03 -04:00
MACDTrendAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
MarginCallEventsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
MarketOnOpenOnCloseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
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
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
OptionChainProviderAlgorithm.cs
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionDelistedDataRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
OptionExerciseAssignRegressionAlgorithm.cs
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
OptionExpiryDateOnHolidayCase.cs
Update regression statistics for OptionExpiryDateOnHolidayCase
2019-01-23 21:29:07 +01:00
OptionOpenInterestRegressionAlgorithm.cs
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
OptionRenameRegressionAlgorithm.cs
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
OptionSplitRegressionAlgorithm.cs
Fix IB FeeModel Option fees
2019-01-02 15:50:00 -03:00
OrderBasedInsightGeneratedAlgorithm.cs
Will ignore flat insights
2019-04-16 20:39:55 -03:00
OrderTicketDemoAlgorithm.cs
fix sign typo
2018-01-25 15:03:58 -05:00
packages.config
Updates pythonnet to 1.0.5.20
2019-04-23 23:15:14 +01:00
ParameterizedAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Fix exception caused by split for removed security
2019-01-25 10:55:00 -03:00
QuandlFuturesDataAlgorithm.cs
Make regression algorithms self-contained
2018-07-06 02:05:03 -04:00
QuandlImporterAlgorithm.cs
Revert Qaundl class subscription data source, edit quandl tickers for examples to ensure compilation
2019-03-08 17:17:34 -08:00
QuantConnect.Algorithm.CSharp.csproj
Fix Orders Placed in OnOrderEvent
2019-05-28 14:38:12 -03:00
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
RawPricesUniverseRegressionAlgorithm.cs
Adds Regression Algorithm
2019-04-17 18:11:48 +01:00
RegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
RegressionChannelAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
RenkoConsolidatorAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
ScheduledEventsAlgorithm.cs
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Adding SetAccountCurrency for backtesting
2019-01-25 14:54:43 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Adding SetAccountCurrency for backtesting
2019-01-25 14:54:43 -03:00
SetCashOnDataRegressionAlgorithm.cs
Removing internal currency subscriptions
2018-12-21 17:31:47 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
StartingCapitalRegressionAlgorithm.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Address review
2019-05-28 20:40:09 -03:00
StressSymbols.cs
Address reviews
2018-12-14 12:38:55 -03:00
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
TiingoDailyDataAlgorithm.cs
Add Tiingo Daily Prices example algorithm
2018-07-24 13:24:52 +02:00
TimeInForceAlgorithm.cs
Fix TimeInForceAlgorithm regression tests
2018-07-19 11:52:40 +02:00
TrailingStopRiskFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UniverseSelectionRegressionAlgorithm.cs
Fix date bug in BaseDataCollectionSubscriptionEnumeratorFactory
2019-04-02 20:43:23 +02:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Remove unused SubscriptionDataConfigs
2018-11-15 11:35:31 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Subscriptions will track Universe requests
2018-11-08 13:02:11 -03:00
UpdateOrderLiveTestAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
Removing BacktestingTransactionHandler thread
2019-05-10 16:15:24 -03:00
USEnergyInformationAdministrationAlgorithm.cs
Adds Custom Data from US Energy Information Administration (eia.gov) (#3136)
2019-04-30 17:22:11 -07:00
UserDefinedUniverseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
WarmupAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
WarmupConversionRatesRegressionAlgorithm.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
WarmupHistoryAlgorithm.cs
Rolled back QuoteBar to var
2019-03-08 15:40:19 -08:00
WarmupIndicatorRegressionAlgorithm.cs
Fix warmup currency data feeds
2018-12-14 16:05:14 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
ZeroFeeRegressionAlgorithm.cs
Address reviews
2018-12-14 12:38:55 -03:00