github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
2a54da9e2cd804c53ecf892956b1f76fcebbb731
quantconnect--lean/Algorithm.CSharp
T
History
Jhonathan Abreu 2a54da9e2c Custom data type history API usage in Python (#6971) 
* Custom data type history request in python

* Potential solutions

* Minor changes

* Use Slice.Get(Type) for getting python custom data history

* Minor changes

* Add unit tests

* Add unit tests

* Udpdate regression algorithms

* Peer review

* Peer review

* Add research regression tests

* Minor changes

* Minor changes

* Minor tweaks

---------

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2023-02-20 16:21:37 -03:00
..
Alphas
docs(VixDualThrustAlpha): readability improvements (#6632)
2022-09-19 13:17:18 -03:00
Benchmarks
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
CapacityTests
…
Properties
…
RegressionTests
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
…
AddAlphaModelAlgorithm.cs
…
AddAndRemoveOptionContractRegressionAlgorithm.cs
…
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
…
AddBetaIndicatorRegressionAlgorithm.cs
…
AddFutureContractWithContinuousRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
…
AddOptionContractTwiceRegressionAlgorithm.cs
…
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
…
AddRemoveSecurityCacheRegressionAlgorithm.cs
…
AddRemoveSecurityRegressionAlgorithm.cs
…
AddRiskManagementAlgorithm.cs
…
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
…
AddUniverseSelectionModelAlgorithm.cs
…
AddUniverseSelectionModelCoarseAlgorithm.cs
…
AdjustedVolumeRegressionAlgorithm.cs
…
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
…
AlphaStreamsBasicTemplateAlgorithm.cs
…
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
…
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
…
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
…
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
…
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
…
BacktestingBrokerageRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
…
BasicTemplateAlgorithm.cs
…
BasicTemplateAtreyuAlgorithm.cs
…
BasicTemplateCfdAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateContinuousFutureAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateCryptoAlgorithm.cs
…
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
BasicTemplateDailyAlgorithm.cs
…
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
…
BasicTemplateFutureOptionAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateFutureRolloverAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndiaAlgorithm.cs
docs(BasicTemplateIndiaIndexAlgorithm): readability fixups (#6633)
2022-09-19 13:16:54 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
docs(BasicTemplateIndiaIndexAlgorithm): readability fixups (#6633)
2022-09-19 13:16:54 -03:00
BasicTemplateIntrinioEconomicData.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionEquityStrategyAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
BasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
BasicTemplateOptionTradesAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Extended currencies dictionary (#6368)
2022-06-02 17:31:38 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Extended currencies dictionary (#6368)
2022-06-02 17:31:38 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
…
BitfinexMarginAccountFeeRegressionAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
…
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
CallingRFromCSharp.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
…
ClassicRenkoConsolidatorAlgorithm.cs
…
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
…
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
…
CoarseFundamentalTop3Algorithm.cs
…
CoarseNoLookAheadBiasAlgorithm.cs
…
CoarseSelectionTimeRegressionAlgorithm.cs
…
ComboLegLimitOrderAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
ComboLimitOrderAlgorithm.cs
Combo limit orders price calculation (#6858)
2023-01-13 18:02:25 -03:00
ComboMarketOrderAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
ComboOrderAlgorithm.cs
Combo limit orders price calculation (#6858)
2023-01-13 18:02:25 -03:00
ComboOrderTicketDemoAlgorithm.cs
Combo limit orders price calculation (#6858)
2023-01-13 18:02:25 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
…
CompositeRiskManagementModelFrameworkAlgorithm.cs
…
ConfidenceWeightedFrameworkAlgorithm.cs
…
ConsolidateRegressionAlgorithm.cs
Make Consolidate Calendar overload with tick type public (#6957)
2023-02-13 16:01:30 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
…
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
ContinuousFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Fix future daily price scale factor update (#6963)
2023-02-14 20:09:59 -03:00
ConvertToFrameworkAlgorithm.cs
…
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Fix quote tick python consolidate call (#6876)
2023-01-26 18:22:34 -08:00
CoveredCallComboLimitOrderAlgorithm.cs
Combo orders reduced size validation (#6864)
2023-01-16 21:11:08 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
CustomBenchmarkAlgorithm.cs
…
CustomBenchmarkRegressionAlgorithm.cs
…
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
…
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
…
CustomDataBitcoinAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataTypeHistoryAlgorithm.cs
Custom data type history API usage in Python (#6971)
2023-02-20 16:21:37 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
…
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Add Security.SetMarginInterestRateModel methods and its python wrapper (#6879)
2023-02-06 07:57:55 -08:00
CustomModelsAlgorithm.cs
…
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
Fix custom fine universe selection model (#6447)
2022-06-28 15:11:04 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
…
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
…
CustomVolatilityModelAlgorithm.cs
C# Version of CustomVolatilityModelAlgorithm (#6373)
2022-06-03 19:47:39 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
…
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
…
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
…
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultFutureChainRegressionAlgorithm.cs
Fix default future chain universe selection (#6958)
2023-02-13 15:56:48 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
DelistedIndexOptionDivestedRegression.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
DisplacedMovingAverageRibbon.cs
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Saves Dividend Payments to Security Holdings (#6830)
2023-01-03 18:37:00 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
DropboxUniverseSelectionAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
…
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
…
EmitInsightsAlgorithm.cs
…
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
…
ETFConstituentsFrameworkAlgorithm.cs
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
…
ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
FractionalQuantityRegressionAlgorithm.cs
…
FreePortfolioValueRegressionAlgorithm.cs
…
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FuturesExpiredContractRegression.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Fix 'GetParameter()' ambiguous call error when no default parameter is provided (#6541)
2022-08-11 18:45:00 -03:00
HistoryAlgorithm.cs
…
HistoryProviderManagerRegressionAlgorithm.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
HistoryTickRegressionAlgorithm.cs
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Added configuration parameters to Python QCAlgorithm.History() method that takes custom data source type (#6448)
2022-07-05 13:14:08 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
…
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
…
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
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -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
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionIronCondorAlgorithm.cs
Add SPXW Iron Condor example algorithm (#6880)
2023-02-02 12:26:34 -08:00
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
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndiaDataRegressionAlgorithm.cs
…
IndicatorSuiteAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Symbol to industry-standard security identifier conversion (#6893)
2023-02-10 13:12:13 -03:00
InsightWeightingFrameworkAlgorithm.cs
…
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
LargeQuantityOptionStrategyAlgorithm.cs
Algorithm asserting options stategy orders with large quantities (#6843)
2023-01-09 14:21:16 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
Adds Missing UpdateTriggerPrice Method (#6385)
2022-06-08 10:35:47 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
LongOnlyAlphaStreamAlgorithm.cs
…
MACDTrendAlgorithm.cs
…
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
…
MeanReversionPortfolioAlgorithm.cs
Mean Reversion Portfolio Construction Model (#6519)
2022-08-04 11:20:11 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
MissingTickDataAlgorithm.cs
Patch for missing tick data in history call (#6932)
2023-02-06 13:50:59 -08:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Fix security cache reset (#6959)
2023-02-14 12:09:27 -03:00
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
OnWarmupFinished always called (#6413)
2022-06-20 14:24:12 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
OnWarmupFinished always called (#6413)
2022-06-20 14:24:12 -03:00
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionAssignmentRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
…
OptionEquityCoveredPutRegressionAlgorithm.cs
…
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
…
OptionEquityStrangleRegressionAlgorithm.cs
…
OptionEquityStrategyMatcherRegressionAlgorithm.cs
…
OptionExerciseAssignRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionExerciseRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionRenameDailyRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionRenameRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionsExpiredContractRegression.cs
…
OptionSplitRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
…
OptionTimeSliceRegressionAlgorithm.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
OrderImmutabilityRegressionAlgorithm.cs
…
OrderSubmissionDataRegressionAlgorithm.cs
…
OrderTicketDemoAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
…
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Period timespan consolidation improvements (#6408)
2022-06-20 15:14:44 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
…
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
…
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
…
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
…
ProcessSplitSymbolsRegressionAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
Fix python memory leak (#6579)
2022-08-24 18:24:07 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
…
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
…
RegisterIndicatorRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
RegressionAlgorithm.cs
…
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RiskParityPortfolioAlgorithm.cs
Addition of Risk Parity Portfolio Construction Model (#6577)
2022-08-26 12:23:31 -03:00
RollingWindowAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
…
SectorExposureRiskFrameworkAlgorithm.cs
…
SectorWeightingFrameworkAlgorithm.cs
…
SecuritySeederRegressionAlgorithm.cs
…
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
…
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
…
SetCashOnDataRegressionAlgorithm.cs
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Set DataNormalizationMode on AddSecurity method (#6845)
2023-01-10 13:03:00 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Add data normalization mode parameter to AddEquity method (#6407)
2022-06-17 18:27:06 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
…
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
…
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitPartialShareRegressionAlgorithm.cs
…
SpreadExecutionModelRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
…
StartingCapitalRegressionAlgorithm.cs
…
StopLossOnOrderEventRegressionAlgorithm.cs
…
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
…
TickDataFilteringAlgorithm.cs
…
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -03:00
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
…
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
…
TrailingStopRiskFrameworkAlgorithm.cs
…
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Reset trailing stop model highwater mark upon security liquidation (#6724)
2022-11-07 17:46:46 -03:00
TrainingExampleAlgorithm.cs
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
…
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
…
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
…
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
…
UniverseUnchangedRegressionAlgorithm.cs
…
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolumeRenkoConsolidatorAlgorithm.cs
Volume Renko Consolidator & Bar (#6888)
2023-02-09 10:46:02 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
…
WarmUpAfterInitializeRegression.cs
…
WarmupAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
WarmupConversionRatesRegressionAlgorithm.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -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
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupOptionRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -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
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupTrainRegressionAlgorithm.cs
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
…
ZeroedBenchmarkRegressionAlgorithm.cs
…
ZeroFeeRegressionAlgorithm.cs
…