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Martin-Molinero 3ccf428498 Adjust delisting liquidation time (#5203) 
* Adjust delisting liquidation time

- Adjust delisting liquidation time to 15 min before market closes.
  Adding unit tests. Updating existing.
- Handle `Statistics.CompoundingAnnualPerformance` invalid calculation
  to avoid exception.
- AlgorithmManager will not handle delisting events in live trading
- Fix bug where due to a split driven liquidation matching delisting
  date a position in the option would remain open. Reproduced by
  `BasicTemplateOptionsFrameworkAlgorithm`

* Address review

- Address review add documentation on delisting offset span
2021-01-22 14:41:29 -03:00
..
Alphas
Delete DailyFx class
2019-05-22 09:36:19 -07:00
AltData
Quiver Quantitative Integration (#4869)
2020-11-13 20:07:17 -03:00
Benchmarks
Address review
2019-10-16 13:35:05 -03:00
Properties
Add assembly descriptions (#4442)
2020-05-21 09:35:12 -07:00
AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddAlphaModelAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddRiskManagementAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddUniverseSelectionModelAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Fixes ETB/shortable regression algorithms that were previously failing (#5174)
2021-01-18 21:19:42 -03:00
app.config
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -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
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
BasicTemplateAlgorithm.cs
Bug 4835 api tests failing (#4838)
2020-10-15 13:31:53 -03:00
BasicTemplateConstituentUniverseAlgorithm.cs
Add Constituent basic template algorithm
2019-11-22 11:39:03 -03:00
BasicTemplateCryptoAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateDailyAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -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
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BasicTemplateFuturesAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fixes and Improvements
2020-04-28 16:29:15 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Addresses Peer-Review
2020-05-29 14:56:10 +01:00
BasicTemplateIntrinioEconomicData.cs
Disabling Intrinio regression tests
2018-12-14 15:29:46 -03:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionsAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionStrategyAlgorithm.cs
Fix rebase
2020-04-06 10:57:06 -03:00
BasicTemplateOptionTradesAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BrokerageModelAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BubbleAlgorithm.cs
fixed no trade bug in bubble algorithm(C#)
2017-09-26 10:47:54 -04:00
CallingRFromCSharp.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CancelOpenOrdersRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Adds C# and Python examples
2019-04-09 17:59:46 +01:00
CfdTimeZonesRegressionAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
CoarseFineFundamentalComboAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CoarseFineFundamentalRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
CoarseFundamentalTop3Algorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseTiingoNewsUniverseSelectionAlgorithm.cs
Address reviews
2020-06-15 20:05:12 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ConsolidateRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Adding PreSelected data types
2019-11-20 16:58:43 -03:00
ConstituentsUniverseDataGeneratorAlgorithm.cs
Revert qc500 constituent - Fix data order
2019-11-20 19:47:19 -03:00
ConstituentsUniverseRegressionAlgorithm.cs
Address review
2020-04-24 19:04:41 -03:00
ConvertToFrameworkAlgorithm.cs
Update regression tests statistics (#5187)
2021-01-18 21:06:26 -03:00
CustomBenchmarkAlgorithm.cs
Update benchmark algorithm to include disabling (#5115)
2021-01-04 18:11:18 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomBuyingPowerModelAlgorithm.cs
Adds CustomBuyingPowerModelAlgorithm (#4824)
2020-10-21 17:27:30 -07:00
CustomChartingAlgorithm.cs
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataAddDataRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataBitcoinAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataIndicatorExtensionsAlgorithm.cs
reformat code
2018-03-16 09:43:55 -04:00
CustomDataNIFTYAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
CustomDataPropertiesRegressionAlgorithm.cs
Allow Custom Security Properties and MarketHours (#5100)
2021-01-14 11:34:02 -03:00
CustomDataRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataUniverseAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomModelsAlgorithm.cs
Adds CustomBuyingPowerModelAlgorithm (#4824)
2020-10-21 17:27:30 -07:00
CustomPartialFillModelAlgorithm.cs
Adds CustomPartialFillModelAlgorithm
2020-04-13 18:50:03 +01:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
CustomUniverseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DailyAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
DataConsolidationAlgorithm.cs
Adding unit tests
2020-02-17 11:28:34 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DefaultResolutionRegressionAlgorithm.cs
Regression test assert order list hash
2020-02-19 20:26:12 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
DelistingEventsAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
DisplacedMovingAverageRibbon.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
DropboxUniverseSelectionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DynamicSecurityDataAlgorithm.cs
Improve DynamicSecurityData usability
2019-09-30 19:06:21 -04:00
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
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
EmitInsightsAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Refactors Market Fill of Equity Fill Model (#5114)
2021-01-06 12:35:33 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
EstimizeDataAlgorithm.cs
Add equity AAPL underlying to EstimizeDataAlgorithm
2019-09-27 14:28:47 -04:00
ETFGlobalRotationAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
Rebase - Improve exception message
2019-04-03 22:00:27 -03:00
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
HistoryRequestFactory Hour ExtendedMarketHours (#4786)
2020-09-29 18:16:27 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
FeeModelNotUsingAccountCurrency.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Bug 4925 daylight out of order bar (#4941)
2020-12-28 16:24:33 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Fill forward data points until delisted date (#4973)
2021-01-11 16:45:09 -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
Address review
2020-04-24 19:04:41 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Bug 4757 Synchronize Security Additions (#4879)
2020-12-02 21:20:30 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Bug 4757 Synchronize Security Additions (#4879)
2020-12-02 21:20:30 -03:00
FractionalQuantityRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Update regression tests statistics (#5187)
2021-01-18 21:06:26 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Adds FuturesOptionsUnderlyingMapper and FuturesListing (#5142)
2021-01-12 06:12:00 -08:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Address review
2020-04-28 16:29:54 -03:00
FuturesMomentumAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FuzzyInferenceAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
HistoryAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
HourReverseSplitRegressionAlgorithm.cs
Add primary exchage to map files (#5194)
2021-01-21 18:46:12 -03:00
HourSplitRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
IndicatorSuiteAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
IndicatorWarmupAlgorithm.cs
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
InsightWeightingFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
LimitFillRegressionAlgorithm.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
Addresses Peer-Review
2019-11-07 22:26:46 +00:00
LiveFeaturesAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
LongOnlyAlphaStreamAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MACDTrendAlgorithm.cs
Update regression tests statistics (#5187)
2021-01-18 21:06:26 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MarginCallEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MarginRemainingRegressionAlgorithm.cs
Update regression tests statistics (#5187)
2021-01-18 21:06:26 -03:00
MarketOnOpenOnCloseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847)
2020-10-15 13:34:08 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MovingAverageCrossAlgorithm.cs
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
MultipleSymbolConsolidationAlgorithm.cs
Minor fixes to comments in MultipleSymbolConsolidationAlgorithm.
2019-12-14 17:12:08 -08:00
NoMarginCallExpectedRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ObjectStoreExampleAlgorithm.cs
Adds Python Example of ObjectStoreExampleAlgorithm
2020-04-21 23:14:21 +01:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
OnEndOfDayRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
OnOrderEventExceptionRegression.cs
Bug 4947 OnOrderEvent exceptions (#4974)
2020-11-30 15:55:39 -03:00
OpeningBreakoutAlgorithm.cs
Minor typo fixes to comments in OpeningBreakoutAlgorithm.
2019-12-14 17:11:33 -08:00
OpenInterestFuturesRegressionAlgorithm.cs
Add a futures universe selection model that uses open interest
2020-05-19 00:30:58 +10:00
OptionAssignmentRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
OptionChainProviderAlgorithm.cs
Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743)
2020-09-28 15:29:09 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Universe dispose and removal (#5134)
2021-01-07 12:03:17 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Universe dispose and removal (#5134)
2021-01-07 12:03:17 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionDelistedDataRegressionAlgorithm.cs
Regression test assert order list hash
2020-02-19 20:26:12 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
OptionExpiryDateOnHolidayCase.cs
Update regression statistics for OptionExpiryDateOnHolidayCase
2019-01-23 21:29:07 +01:00
OptionOpenInterestRegressionAlgorithm.cs
Fixes for OpenInterest storing (#4712)
2020-09-11 15:28:27 -07:00
OptionRenameRegressionAlgorithm.cs
Add primary exchage to map files (#5194)
2021-01-21 18:46:12 -03:00
OptionSplitRegressionAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Adjust regression algorithm (#4714)
2020-09-14 17:07:14 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
OrderTicketDemoAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
ParameterizedAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
QuandlFuturesDataAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
QuandlImporterAlgorithm.cs
Remove Hard-Coded Token from QuandlImporterAlgorithm
2019-08-20 16:21:35 -07:00
QuantConnect.Algorithm.CSharp.csproj
Reduces output log size and warnings emitted when building with mono's msbuild (#5200)
2021-01-21 11:09:16 -03:00
QuantConnect.Algorithm.CSharp.nuspec
Fix nuget QC dependency version
2020-05-21 16:21:59 -03:00
RawPricesCoarseUniverseAlgorithm.cs
Consistency fix
2018-05-10 15:47:51 +01:00
RawPricesUniverseRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
RegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
RegressionChannelAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
RenkoConsolidatorAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
ResolutionSwitchingAlgorithm.cs
Address review - Remove SampleAssetPrices from IResultHandlers
2020-01-16 14:03:55 -08:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
ScaledFillForwardDataRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -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
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SECReportDataAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
SectorWeightingFrameworkAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SetCashOnDataRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Easy To Borrow Hotfix (#5167)
2021-01-14 15:07:54 -08:00
SmaCrossUniverseSelectionAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
SmartInsiderDataAlgorithm.cs
Filter custom securities from SecurityChanges
2019-10-21 18:03:13 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
StartingCapitalRegressionAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -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
Improve implicit conversion failure message
2020-04-17 22:11:24 -03:00
SwitchDataModeRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
TickDataFilteringAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
TiingoPriceAlgorithm.cs
Add TiingoNews.HistoricalCrawlOffset - Rename
2019-10-02 13:11:31 -03:00
TimeInForceAlgorithm.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
TradingEconomicsCalendarIndicatorAlgorithm.cs
Addresses Reviews
2019-06-20 10:35:56 +01:00
TrailingStopRiskFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
TrainingExampleAlgorithm.cs
Adds Examples for Train Feature
2019-10-28 17:49:53 +00:00
TrainingInitializeRegressionAlgorithm.cs
Use Train Helper Method Instead of Schedule.TrainingNow
2019-10-28 18:13:59 +00:00
UniverseSelectionDefinitionsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UniverseSelectionRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Fix universe selection symbol cache removal (#5193)
2021-01-21 15:48:33 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Bug 4757 Synchronize Security Additions (#4879)
2020-12-02 21:20:30 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
UpdateOrderLiveTestAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
USEnergyInformationAdministrationAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
UserDefinedUniverseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
USTreasuryYieldCurveDataAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
WarmUpAfterIntializeRegression.cs
Block SetWarmUp after Algorithm has compeleted initialization (#4975)
2020-12-02 13:44:04 -03:00
WarmupAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
WarmupConversionRatesRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
WarmupHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
WarmupIndicatorRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Refactor Default Benchmark (#5158)
2021-01-19 08:40:41 -03:00
ZeroFeeRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00