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quantconnect--lean/Algorithm.CSharp
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Jhonathan Abreu 07fbbe65bb Default market hours to Always Open for base securities without subscription (#7509) 
* Set default always open market hours entry for base security without subscription

Also return proper matching subscription for custom data symbols wihtout subscription.

* Minor changes

* Minor change
2023-10-11 15:36:38 -03:00
..
Alphas
docs(VixDualThrustAlpha): readability improvements (#6632)
2022-09-19 13:17:18 -03:00
Benchmarks
Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)
2023-09-08 19:41:52 -03:00
CapacityTests
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
RegressionTests
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddAlphaModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddRiskManagementAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddUniverseSelectionModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlgorithmModeAndDeploymentTargetAlgorithm.cs
Deployment target and running mode algorithm properties (#7337)
2023-07-03 09:55:21 -04:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BaseFrameworkRegressionAlgorithm.cs
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -03:00
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
Add SetAccountCurrency() override (#7284)
2023-06-01 17:44:45 -03:00
BasicSetAccountCurrencyWithAmountAlgorithm.cs
Add SetAccountCurrency() override (#7284)
2023-06-01 17:44:45 -03:00
BasicTemplateAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateAtreyuAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateCfdAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateContinuousFutureAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateCryptoAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateCryptoFutureAlgorithm.cs
Feature 7182 missing python version crypto future algorithms (#7206)
2023-04-24 11:27:38 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Feature 7182 missing python version crypto future algorithms (#7206)
2023-04-24 11:27:38 -03:00
BasicTemplateDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -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
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFutureOptionAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateFutureRolloverAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fixes and Improvements
2020-04-28 16:29:15 -03:00
BasicTemplateFuturesDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndexAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndiaAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIntrinioEconomicData.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionEquityStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
BasicTemplateOptionsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionsHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
BasicTemplateOptionTradesAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
BrokerageModelAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BubbleAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
CfdTimeZonesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ClassicRangeConsolidatorAlgorithm.cs
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
ClassicRangeConsolidatorWithTickAlgorithm.cs
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CoarseFineFundamentalComboAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CoarseFineFundamentalRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CoarseFundamentalTop3Algorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ComboLegLimitOrderAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
ComboLimitOrderAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
ComboMarketOrderAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
ComboOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboOrdersFillModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ComboOrderTicketDemoAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
Solve bug in Tick Consolidator for Quote and Trade Tick types (#7475)
2023-09-21 11:31:16 -03:00
ConsolidateRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
ConstituentsUniverseDataGeneratorAlgorithm.cs
Revert qc500 constituent - Fix data order
2019-11-20 19:47:19 -03:00
ConstituentsUniverseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Fix continuous futures back month contracts (#7175)
2023-04-11 17:42:46 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
One-time warning for mismatching canonical/contracts security models (#7452)
2023-09-06 10:57:16 -04:00
ContinuousFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ConvertToFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Solve bug in Tick Consolidator for Quote and Trade Tick types (#7475)
2023-09-21 11:31:16 -03:00
CoveredAndProtectiveCallStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBenchmarkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomBrokerageModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomBuyingPowerModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomChartingAlgorithm.cs
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
CustomDataBenchmarkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataBitcoinAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomDataNIFTYAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
CustomDataObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomDataPropertiesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataTypeHistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataUniverseAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUniverseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
Fix bug with custom data subscription with the same symbol from multiple exchanges (#7500)
2023-10-04 18:27:25 -03:00
CustomDataZippedObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomMarginInterestRateModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomModelsAlgorithm.cs
Adds SimpleCustomFillModel to CustomModelsAlgorithm (#7498)
2023-10-04 18:07:32 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomPartialFillModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
CustomShortableProviderRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
CustomVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DailyAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
DataConsolidationAlgorithm.cs
Adding unit tests
2020-02-17 11:28:34 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
DefaultMarginComboOrderRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DelistedIndexOptionDivestedRegression.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DelistingEventsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Remove wrong Holiday from MHDB (#7503)
2023-10-09 20:49:37 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Remove wrong Holiday from MHDB (#7503)
2023-10-09 20:49:37 -03:00
DisplacedMovingAverageRibbon.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DividendRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DropboxUniverseSelectionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
Avoid adding extra index subscriptions in AddOptionContract (#7479)
2023-09-21 11:30:05 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
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
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EmitInsightsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EquityMarginCallAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ETFGlobalRotationAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
Rebase - Improve exception message
2019-04-03 22:00:27 -03:00
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FeeModelNotUsingAccountCurrency.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursMinuteResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursSecondResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursTickResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -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
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ForexMultiResolutionRegressionAlgorithm.cs
Minor fill forward enumerator fix (#7068)
2023-03-15 10:18:43 -03:00
ForwardDataOnlyFillModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FractionalQuantityRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesExpiredContractRegression.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
FuturesFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesMomentumAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
FuzzyInferenceAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
GetParameterRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
HistoryAlgorithm.cs
Default market hours to Always Open for base securities without subscription (#7509)
2023-10-11 15:36:38 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryTickRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
HourReverseSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourSplitRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Call Spread (#6942)
2023-02-09 16:06:12 -03:00
IndexOptionBearPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Put Spread (#6943)
2023-02-09 16:07:00 -03:00
IndexOptionBullCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Call Spread (#6944)
2023-02-09 16:07:43 -03:00
IndexOptionBullPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Put Spread (#6945)
2023-02-09 16:10:14 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionCallButterflyAlgorithm.cs
OptionStrategies for Index Option Call Butterfly (#6949)
2023-02-10 10:42:07 -03:00
IndexOptionCallCalendarSpreadAlgorithm.cs
Add example algo of call & put calendar spread with SPXW (#6907)
2023-02-02 12:33:17 -08:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionIronCondorAlgorithm.cs
Add SPXW Iron Condor example algorithm (#6880)
2023-02-02 12:26:34 -08:00
IndexOptionModelsConsistencyRegressionAlgorithm.cs
Fix race condition in OptionModelsConsistency algorithms regarding log handler (#7482)
2023-09-22 12:01:33 -04:00
IndexOptionPutButterflyAlgorithm.cs
OptionStrategies for put butterfly index weeklies example (#6950)
2023-02-10 10:42:40 -03:00
IndexOptionPutCalendarSpreadAlgorithm.cs
OptionStrategies for put calendar spread index weeklies example (#6951)
2023-02-10 10:44:47 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndiaDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndicatorHistoryAlgorithm.cs
Indicators history rolling window (#7314)
2023-06-13 15:07:09 -03:00
IndicatorSuiteAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndicatorVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
IndicatorWarmupAlgorithm.cs
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InsightScoringRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
InsightTagAlphaRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
InsightWeightingFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IronCondorStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
IsMarketOpenCheckAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
LimitFillRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
Addresses Peer-Review
2019-11-07 22:26:46 +00:00
LiveFeaturesAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
LongAndShortButterflyCallStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortStraddleStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortStrangleStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongOnlyAlphaStreamAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MACDTrendAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MarginCallEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MarginRemainingRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Account for time zone on MOC orders time buffer check (#7174)
2023-04-11 17:42:34 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
Fix Equity MOO and MOC orders fill for tick subscriptions (#7315)
2023-06-15 11:02:55 -04:00
MarketOnOpenOnCloseAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Fix Equity MOO and MOC orders fill for tick subscriptions (#7315)
2023-06-15 11:02:55 -04:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MeanReversionPortfolioAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MissingTickDataAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MovingAverageCrossAlgorithm.cs
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
MultipleSymbolConsolidationAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NakedCallStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NakedPutStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NamedArgumentsRegression.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Update Numerai Demo Algorithms (#7233)
2023-05-03 20:16:34 -03:00
ObjectStoreExampleAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnEndOfDayRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OnOrderEventExceptionRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnWarmupFinishedNoWarmup.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OpeningBreakoutAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
OpenInterestFuturesRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
OptionAssignmentRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionChainProviderAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionDelistedDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
OptionExerciseRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionExpiryDateOnHolidayCase.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
OptionExpiryDateTodayRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionGreeksRegressionAlgorithm.cs
Change default American Option Pricing model to Binomial CRR model (#7426)
2023-08-18 14:34:46 -03:00
OptionModelsConsistencyRegressionAlgorithm.cs
Fix race condition in OptionModelsConsistency algorithms regarding log handler (#7482)
2023-09-22 12:01:33 -04:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Respect minimum time in universe always (#7379)
2023-07-17 14:57:29 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Respect minimum time in universe always (#7379)
2023-07-17 14:57:29 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionRenameDailyRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionRenameRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionsExpiredContractRegression.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionSplitRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionStrategyFactoryMethodsBaseAlgorithm.cs
ShortButterflyCall and ShortButterflyPut strategies helper factory methods (#7302)
2023-06-08 11:55:48 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OrderTicketAssignmentDemoAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OrderTicketDemoAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ParameterizedAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Add extendedMarket parameter to History methods (#7191)
2023-04-20 10:41:32 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
QuantConnect.Algorithm.CSharp.csproj
Dependency update and cleanup (#7411)
2023-08-01 19:26:20 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
QuitInInitializationRegressionAlgorithm.cs
Added checking if algorithm is stopped in initialize method (#6282)
2022-04-06 19:56:18 -03:00
RangeConsolidatorAlgorithm.cs
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
RangeConsolidatorWithTickAlgorithm.cs
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
RawDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RawPricesCoarseUniverseAlgorithm.cs
Consistency fix
2018-05-10 15:47:51 +01:00
RawPricesUniverseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RegressionChannelAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
ResolutionSwitchingAlgorithm.cs
Address review - Remove SampleAssetPrices from IResultHandlers
2020-01-16 14:03:55 -08:00
RevertComboOrderPositionsAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
RiskParityPortfolioAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScaledRawHistoryAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScheduledEventsAlgorithm.cs
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
ScheduledEventsOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SectorWeightingFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SecurityCustomPropertiesAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SecuritySeederRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetCashOnDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetHoldingsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
Fixes WarmUpIndicator Overload Inconsistency (#6246)
2022-03-10 10:59:16 -03:00
SparseDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SplitEquityRegressionAlgorithm.cs
Trailing stop orders (#7402)
2023-07-28 17:49:58 -04:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SplitPartialShareRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
StableCoinsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
StartingCapitalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StatisticsResultsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
StopLimitOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StressSymbols.cs
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
StressSymbolsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SwitchDataModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TickDataFilteringAlgorithm.cs
Add Missing Python Version of TickDataFilteringAlgorithm (#7219) (#7222)
2023-05-10 19:48:54 -03:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Add extendedMarket parameter to History methods (#7191)
2023-04-20 10:41:32 -03:00
TiingoPriceAlgorithm.cs
Add TiingoNews.HistoricalCrawlOffset - Rename
2019-10-02 13:11:31 -03:00
TimeInForceAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
TrailingStopOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
TrainingExampleAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrainingInitializeRegressionAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
TwoLegCurrencyConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseOnlyRegressionAlgorithm.cs
Updated UniverseDefinitions.ETF|Index overloads for Python compatibility. (#7480)
2023-09-21 18:12:27 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
UniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UpdateOrderLiveTestAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UserDefinedUniverseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
VolatilityModelsWithRawDataAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
VolumeRenkoConsolidatorAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmUpAfterInitializeRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
WarmupConversionRatesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
WarmupHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
WarmupIndicatorRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Fix contract security filter universe (#7374)
2023-07-12 20:46:17 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Respect minimum time in universe always (#7379)
2023-07-17 14:57:29 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupTrainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ZeroFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00