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Martin-Molinero 278401cfcf
Benchmarks / build (push) Has been cancelled
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Custom data universe selection market hours (#7270) 
- Custom data universe selection market hours. Adding regression test
  asserting the behavior. Updating existing tests due to market hours
  change, triggering selection always, even the 4th of July 2018
2023-05-24 13:50:43 -03:00
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Alphas
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Benchmarks
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CapacityTests
…
Properties
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RegressionTests
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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AddAndRemoveOptionContractRegressionAlgorithm.cs
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AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
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AddBetaIndicatorRegressionAlgorithm.cs
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AddFutureContractWithContinuousRegressionAlgorithm.cs
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AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
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AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
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AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
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AddOptionContractFromUniverseRegressionAlgorithm.cs
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AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityCacheRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
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AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
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AdjustedVolumeRegressionAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
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AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
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AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
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AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BaseFrameworkRegressionAlgorithm.cs
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicTemplateAlgorithm.cs
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BasicTemplateAtreyuAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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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
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BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateFuturesAlgorithm.cs
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BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
…
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesHistoryAlgorithm.cs
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BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
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BasicTemplateFuturesHourlyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
BasicTemplateIndexDailyAlgorithm.cs
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BasicTemplateIndexHourlyAlgorithm.cs
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BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIndexOptionsDailyAlgorithm.cs
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BasicTemplateIndexOptionsHourlyAlgorithm.cs
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BasicTemplateIndiaAlgorithm.cs
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BasicTemplateIndiaIndexAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsDailyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
…
BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionsHourlyAlgorithm.cs
…
BasicTemplateOptionStrategyAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
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BinanceCashAccountFeeRegressionAlgorithm.cs
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BinanceMarginAccountFeeRegressionAlgorithm.cs
…
BitfinexCashAccountFeeRegressionAlgorithm.cs
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BitfinexMarginAccountFeeRegressionAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
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BrokerageActivityEventHandlingAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
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CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Improves Export Signal Algorithms (#7210)
2023-05-01 12:14:54 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Improves Export Signal Algorithms (#7210)
2023-05-01 12:14:54 -03:00
ComboLegLimitOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboLimitOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboMarketOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboOrderTicketDemoAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
CompleteOrderTagUpdateAlgorithm.cs
…
CompositeAlphaModelFrameworkAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121)
2023-03-23 12:23:42 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Fix continuous futures back month contracts (#7175)
2023-04-11 17:42:46 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
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ContinuousFutureRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
ConvertToFrameworkAlgorithm.cs
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CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
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CoveredCallComboLimitOrderAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
CrunchDAOPortfolioSignalExportDemonstrationAlgorithm.cs
Improves Export Signal Algorithms (#7210)
2023-05-01 12:14:54 -03:00
CrunchDAOSignalExportDemonstrationAlgorithm.cs
Improves Export Signal Algorithms (#7210)
2023-05-01 12:14:54 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBrokerageModelRegressionAlgorithm.cs
Solve bugs in BrokerageModelPythonWrapper.cs (#7229)
2023-05-02 15:09:16 -03:00
CustomBuyingPowerModelAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
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CustomDataTypeHistoryAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUniverseRegressionAlgorithm.cs
Custom data universe selection market hours (#7270)
2023-05-24 13:50:43 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomOptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Implement OptionExerciseModelPythonWrapper.cs (#7193)
2023-04-18 16:54:53 -03:00
CustomPartialFillModelAlgorithm.cs
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CustomSecurityDataFilterRegressionAlgorithm.cs
Implement SecurityDataFilterPythonWrapper.cs (#7201)
2023-04-20 10:45:59 -03:00
CustomSecurityInitializerAlgorithm.cs
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CustomShortableProviderRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
…
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
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DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultFutureChainRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
…
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DelistedIndexOptionDivestedRegression.cs
…
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DisplacedMovingAverageRibbon.cs
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DividendAlgorithm.cs
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DividendRegressionAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
Custom data universe selection market hours (#7270)
2023-05-24 13:50:43 -03:00
DropboxUniverseSelectionAlgorithm.cs
…
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
…
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
…
EmitInsightsAlgorithm.cs
…
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
…
EquityMarginCallAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
…
ETFConstituentsFrameworkAlgorithm.cs
…
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
…
ForwardDataOnlyFillModelAlgorithm.cs
Add forward data only fill model example (#7232)
2023-05-03 16:16:03 -03:00
FractionalQuantityRegressionAlgorithm.cs
…
FreePortfolioValueRegressionAlgorithm.cs
…
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Remove internal subscriptions from future chain (#7169)
2023-04-05 18:23:04 -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
…
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
…
FutureOptionCallITMExpiryRegressionAlgorithm.cs
…
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
…
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
…
FutureOptionDailyRegressionAlgorithm.cs
…
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
…
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
…
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
…
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
…
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
…
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
…
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
…
FuturesDailySettlementLongRegressionAlgorithm.cs
Daily future cash settlement (#7226)
2023-05-01 11:25:37 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Daily future cash settlement (#7226)
2023-05-01 11:25:37 -03:00
FuturesExpiredContractRegression.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
FutureSharingTickerRegressionAlgorithm.cs
…
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Updates HistoricalReturnsAlphaModel to Cancel Insights Not Emit Flat (#7151)
2023-03-29 16:03:27 -03:00
HistoryAlgorithm.cs
…
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
…
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
…
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
…
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
…
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
…
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
…
IndiaDataRegressionAlgorithm.cs
…
IndicatorSuiteAlgorithm.cs
…
IndicatorVolatilityModelAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
…
InsightScoringRegressionAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
…
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
LargeQuantityOptionStrategyAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
…
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
LongOnlyAlphaStreamAlgorithm.cs
…
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
MACDTrendAlgorithm.cs
…
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Account for time zone on MOC orders time buffer check (#7174)
2023-04-11 17:42:34 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnOpenOnCloseAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
…
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Update MaximumDrawdownPercentPerSecurity model to cancel insights (#7103)
2023-03-23 11:11:27 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Update MaximumDrawdownPercentPortfolio model to cancel insights (#7105)
2023-03-23 12:02:04 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Add regression test for MaximumSectorExposureRiskManagementModel (#7123)
2023-03-23 12:37:30 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121)
2023-03-23 12:23:42 -03:00
MeanReversionPortfolioAlgorithm.cs
…
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedShortOptionStrategyOverMarginAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
…
NullOptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Update Numerai Demo Algorithms (#7233)
2023-05-03 20:16:34 -03:00
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Modify OpenInterestFutureUniverseSelectionModel to work with Python (#7220)
2023-04-27 10:04:10 -03:00
OptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
…
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
…
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
Short straddle and strangle strategies (#7264)
2023-05-23 13:39:41 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Short straddle and strangle strategies (#7264)
2023-05-23 13:39:41 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
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OptionExerciseAssignRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionExerciseRegressionAlgorithm.cs
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OptionExpiryDateOnHolidayCase.cs
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OptionExpiryDateTodayRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
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OptionOpenInterestRegressionAlgorithm.cs
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OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
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OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
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OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
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OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
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OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionRenameDailyRegressionAlgorithm.cs
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OptionRenameRegressionAlgorithm.cs
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OptionsExpiredContractRegression.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
OptionSplitRegressionAlgorithm.cs
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OptionStrategyMarginCallEventsAlgorithm.cs
Short straddle and strangle strategies (#7264)
2023-05-23 13:39:41 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
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OptionTimeSliceRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OrderImmutabilityRegressionAlgorithm.cs
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OrderSubmissionDataRegressionAlgorithm.cs
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OrderTicketDemoAlgorithm.cs
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ParameterizedAlgorithm.cs
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PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
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PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Add extendedMarket parameter to History methods (#7191)
2023-04-20 10:41:32 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
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PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
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PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
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PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
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PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Expire Instead of Clear Insights In Base PCM In OnSecuritiesChanged (#7251)
2023-05-18 11:20:17 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
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QuitAfterInitializationRegressionAlgorithm.cs
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QuitInInitializationRegressionAlgorithm.cs
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RawDataRegressionAlgorithm.cs
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RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
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RegisterIndicatorRegressionAlgorithm.cs
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RegressionAlgorithm.cs
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RegressionChannelAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RevertComboOrderPositionsAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
RiskParityPortfolioAlgorithm.cs
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RollingWindowAlgorithm.cs
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RsiAlphaModelFrameworkRegressionAlgorithm.cs
Refactor RsiAlphaModel (#7125)
2023-03-28 16:07:08 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
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ScaledFillForwardDataRegressionAlgorithm.cs
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ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
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ScaledRawHistoryAlgorithm.cs
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ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
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ScheduledQueuingAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SecuritySeederRegressionAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
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SetCashOnDataRegressionAlgorithm.cs
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SetDataNormalizationModeOnAddSecurityAlgorithm.cs
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SetEquityDataNormalizationModeOnAddEquity.cs
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SetHoldingsFutureRegressionAlgorithm.cs
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SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsRegressionAlgorithm.cs
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ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
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SparseDataRegressionAlgorithm.cs
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SplitOnTradeBuilderRegressionAlgorithm.cs
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SplitPartialShareRegressionAlgorithm.cs
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SpreadExecutionModelRegressionAlgorithm.cs
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StableCoinsRegressionAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
Avoid Invalid historical data piping in StandardDeviationExecutionModel (#7086)
2023-03-23 12:24:42 -03:00
StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
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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
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TimeInForceAlgorithm.cs
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TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
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TrailingStopRiskFrameworkRegressionAlgorithm.cs
Update TrailingStopRiskManagementModel model to cancel insights (#7131)
2023-03-23 15:29:04 -03:00
TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
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UniverseSelectionSymbolCacheRemovalRegressionTest.cs
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UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
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UniverseUnchangedRegressionAlgorithm.cs
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UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
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UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
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UserDefinedUniverseAlgorithm.cs
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VolatilityModelsWithRawDataAlgorithm.cs
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VolumeRenkoConsolidatorAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
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WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
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WarmupDailyResolutionRegressionAlgorithm.cs
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WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
WarmupFutureRegressionAlgorithm.cs
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WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
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WarmupLowerResolutionSelectionRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
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WarmupMinuteResolutionRegressionAlgorithm.cs
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WarmupOptionRegressionAlgorithm.cs
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WarmupOptionResolutionRegressionAlgorithm.cs
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WarmupScheduledEventsRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
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WarmupTrainRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroedBenchmarkRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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