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Martin-Molinero 62d63010ab
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Convert daily resolution market orders to MarketOnClose/MarketOnOpen (#9534) 
* Convert daily resolution market orders to MarketOnClose/MarketOnOpen

A market order placed intraday (e.g. through a scheduled event) on an
asset subscribed only at daily resolution has no fresh intraday price to
fill against, so it was filling at the stale previous daily close. This
is common when mixing daily resolution assets with minute resolution
assets or intraday scheduled events.

QCAlgorithm.MarketOrder now converts these orders so they fill at a real
daily open/close instead of the stale previous close:
 - market closed (any resolution): MarketOnOpen, as before
 - market open, daily-only subscription: MarketOnClose (today's close),
   or MarketOnOpen (next open) when already within the MarketOnClose
   submission buffer near the close

Assets with intraday data are left untouched, and the conversion is only
applied in backtesting; in live trading an open-market market order fills
at the real current price.

Adds DailyResolutionMarketOrderConversionRegressionAlgorithm covering the
MarketOnClose and MarketOnOpen conversion paths plus a minute resolution
asset that is correctly left as a regular market order.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

* Minor fix

* Reword conversion warning: "current market price" instead of "real current price"

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

* Update regression stats affected by daily market order conversion

Daily-resolution market orders placed intraday are now converted to
MarketOnClose/MarketOnOpen so they fill at a real daily open/close
instead of the stale previous close. This shifts the affected fills:

 - IndexOptionCall{ITM,OTM}ExpiryDaily: the SPX option entry, placed one
   minute after the open, now fills at the daily close. Same economics,
   one extra data point and a new order list hash.
 - AllShortableSymbols (C# + Python): an intraday order's type changed
   from Market to a converted order; identical End Equity, new hash.
 - ResolutionSwitchingAlgorithm sampling test: the RemoveSecurity
   liquidation (fired at 15:50) previously filled at the stale previous
   close; it now converts, shifting the equity/performance samples.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

* Revert expected data point count change

---------

Co-authored-by: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-16 13:08:57 -03:00
..
Alphas
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
Benchmarks
FixComposer Assembly Resolution (#9066)
2025-10-28 09:26:12 -03:00
CapacityTests
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
RegressionTests
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddAlphaModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
AddBetaIndicatorNewAssetsRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
AddBetaIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs
Fix data normalization mode requirement for adding FOP contracts (#9002)
2025-09-30 14:54:04 -04:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AddFutureUniverseSelectionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddOptionUniverseSelectionModelRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
AddRiskManagementAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
AddUniverseSelectionModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AlgorithmModeAndDeploymentTargetAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Convert daily resolution market orders to MarketOnClose/MarketOnOpen (#9534)
2026-06-16 13:08:57 -03:00
AsynchronousUniverseRegressionAlgorithm.cs
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AutomaticSeedBaseRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AuxiliaryDataHandlersRegressionAlgorithm.cs
Fix DataManager creating invalid data type subscriptions (#9379)
2026-04-14 10:32:47 -05:00
BacktestingAsynchronousOrdersRegressionAlgorithm.cs
Adjust async orders handling in backtesting (#8979)
2025-09-18 11:53:28 -04:00
BacktestingBrokerageRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BaseFrameworkRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
BasicPythonIntegrationTemplateAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
BasicSetAccountCurrencyAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicSetAccountCurrencyWithAmountAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateAxosAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateCfdAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateContinuousFutureAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateCryptoAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
BasicTemplateDailyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateEurexFuturesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFillForwardAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
BasicTemplateForexAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
BasicTemplateFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFutureOptionAlgorithm.cs
Fix bug for NQX index options (#7824)
2024-03-13 11:42:55 -03:00
BasicTemplateFutureRolloverAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
BasicTemplateFuturesDailyAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
BasicTemplateHourlyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndexAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndiaAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIntrinioEconomicData.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionEquityStrategyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
BasicTemplateOptionsAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
BasicTemplateOptionsConsolidationAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
BasicTemplateOptionsHourlyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
BasicTemplateOptionTradesAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateTradableIndexAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BinanceCryptoFutureBnfcrCollateralRegressionAlgorithm.cs
fix: support BNFCR alternative collateral in CryptoFutureMarginModel for Binance (#9373)
2026-04-13 23:24:40 +03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
BrokerageModelAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
BubbleAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
BybitCryptoFuturesRegressionAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
BybitCryptoRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BybitCustomDataCryptoRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CallbackCommandRegressionAlgorithm.cs
Adds BroadcastCommand Method (#8617)
2025-03-07 17:48:10 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRangeConsolidatorAlgorithm.cs
1/4 of the changes of RegressionTestException (#8100)
2024-06-24 15:23:33 -03:00
ClassicRangeConsolidatorWithTickAlgorithm.cs
1/4 of the changes of RegressionTestException (#8100)
2024-06-24 15:23:33 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFineAsyncUniverseRegressionAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
CoarseFineFundamentalComboAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
CoarseFineFundamentalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFundamentalTop3Algorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseSelectionsAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CoarseSelectionTimeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
Collective2SignalExportDemonstrationAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ComboLegLimitOrderAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
ComboLegLimitOrderAsyncAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ComboLimitOrderAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
ComboLimitOrderAsyncAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ComboMarketOrderAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
ComboOrderAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
ComboOrdersFillModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ComboOrderTicketDemoAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
ConsolidateScanRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateWithSizeAttributeRegressionAlgorithm.cs
Add tag to RemoveSecurity method (#8928)
2025-08-15 10:40:35 -03:00
ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegressionAlgorithm.cs
Ensure AdvanceTime() runs only after full algorithm initialization (#9284)
2026-02-20 16:12:03 -03:00
ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidatorStartTimeRegressionAlgorithm.cs
Add Consolidator Optional Start time (#9034)
2025-10-14 11:04:21 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
1/4 of the changes of RegressionTestException (#8100)
2024-06-24 15:23:33 -03:00
ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConstituentsUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)
2025-10-24 17:18:20 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureRolloverBaseRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithIntialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConvertToFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CorrelationTypeComparisonRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoveredAndProtectiveCallStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
CryptoFutureLeverageBasedMarginRegressionAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
CustomBenchmarkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
CustomBrokerageModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
1/4 of the changes of RegressionTestException (#8100)
2024-06-24 15:23:33 -03:00
CustomBuyingPowerModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomChartingAlgorithm.cs
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
CustomDataAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomDataBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataBitcoinAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataNIFTYAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
CustomDataObjectStoreRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataPropertiesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataSecurityCacheGetDataRegressionAlgorithm.cs
Support CustomData in SecurityCache.GetData(PyObject type) method (#9036)
2025-10-16 10:37:00 -03:00
CustomDataTypeHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUniverseAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUniverseScheduledRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomDataZipFileEntryNamesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataZipFileRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
Sourcing remote zipped custom data (#7976)
2024-04-26 12:15:01 -04:00
CustomDataZippedObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomModelsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CustomOptionPriceModelRegressionAlgorithm.cs
Add Python overload for OptionPriceModelResult (#9277)
2026-02-10 16:48:57 -03:00
CustomPartialFillModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomSecurityInitializerAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomShortableProviderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomSignalExportDemonstrationAlgorithm.cs
Adds Custom Signal Export Example (#8674)
2025-04-09 10:14:21 -03:00
CustomUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomVolatilityModelAlgorithm.cs
Fix CA1829 warning (#8188)
2024-07-10 14:08:28 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyAlgorithm.cs
…
DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs
Add one time warning for daily consolidation (#9254)
2026-02-03 14:56:58 -03:00
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
DailyResolutionMarketOrderConversionRegressionAlgorithm.cs
Convert daily resolution market orders to MarketOnClose/MarketOnOpen (#9534)
2026-06-16 13:08:57 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm.cs
Add regression algo for indicator updates: Resolution.Daily vs TimeSpan.FromDays(1) (#8646)
2025-03-25 15:57:02 -03:00
DailyResolutionVsTimeSpanRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyResolutionVsTimeSpanWithSecondEquityAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DataConsolidationAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DefaultMarginComboOrderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DefaultSchedulingSymbolRegressionAlgorithm.cs
Improve schedule rules symbol handling (#8930)
2025-08-15 14:59:11 -03:00
DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)
2025-10-24 17:18:20 -03:00
DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DelistedIndexOptionDivestedRegression.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DelistingEventsAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
DescendingCustomDataObjectStoreRegressionAlgorithm.cs
Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352)
2024-10-07 18:16:33 -03:00
DisplacedMovingAverageRibbon.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DropboxUniverseSelectionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DuplicateOptionAssignmentRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DYDXCryptoFuturesRegressionAlgorithm.cs
Fix dydx holdings value (#9243)
2026-01-26 16:29:19 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
EmitInsightNoAlphaModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EmitInsightsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquityMarginCallAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquityOptionsUniverseSettingsRegressionAlgorithm.cs
Fix DataManager creating invalid data type subscriptions (#9379)
2026-04-14 10:32:47 -05:00
EquitySplitHoldingsDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquitySplitHoldingsHourRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquitySplitHoldingsMinuteRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
feat: ETFConstituentsModel overloading constructor (#7598)
2023-12-01 17:20:52 -03:00
ETFGlobalRotationAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
ExecutionModelOrderEventsRegressionAlgorithm.cs
Add algorithm as parameter to IExecutionModel.OnOrderEvent (#8996)
2025-09-26 17:01:00 -04:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FeeModelNotUsingAccountCurrency.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardFromWarmUpRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeHourRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursMinuteResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursSecondResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursTickResolutionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
FilteredIdentityAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
FinancialAdvisorDemoAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ForexMultiResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ForwardDataOnlyFillModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FractionalQuantityRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalCustomSelectionTimeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalRegressionAlgorithm.cs
Fix DataManager creating invalid data type subscriptions (#9379)
2026-04-14 10:32:47 -05:00
FundamentalUniverseSelectionRegressionAlgorithm.cs
Add algorithm status statistic (#8095)
2024-06-24 14:19:32 -03:00
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionChainFullDataRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionChainsMultipleFullDataRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionContinuousFutureRegressionAlgorithm.cs
Support Future Options for Continuous Futures (#9022)
2025-10-13 18:20:12 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionWithFutureFilterRegressionAlgorithm.cs
Support Future Options for Continuous Futures (#9022)
2025-10-13 18:20:12 -03:00
FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm.cs
Use universe settings when adding derivatives (#9309)
2026-03-03 12:18:10 -04:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FuturesAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FuturesChainFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesChainsMultipleFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesExpiredContractRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesMomentumAlgorithm.cs
…
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureUniverseHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuzzyInferenceAlgorithm.cs
Fix minor warnings (#8190)
2024-07-10 14:17:27 -03:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
HistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryAuxiliaryDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
HistoryTickRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HourReverseSplitRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HourSplitRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HSIFutureDailyRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
HSIFutureHourRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
ImmediateExecutionModelWorksWithBinanceFeeModel.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
InceptionDateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Call Spread (#6942)
2023-02-09 16:06:12 -03:00
IndexOptionBearPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Put Spread (#6943)
2023-02-09 16:07:00 -03:00
IndexOptionBullCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Call Spread (#6944)
2023-02-09 16:07:43 -03:00
IndexOptionBullPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Put Spread (#6945)
2023-02-09 16:10:14 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -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
IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
Convert daily resolution market orders to MarketOnClose/MarketOnOpen (#9534)
2026-06-16 13:08:57 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
Convert daily resolution market orders to MarketOnClose/MarketOnOpen (#9534)
2026-06-16 13:08:57 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionChainApisConsistencyRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
IndexOptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionIronCondorAlgorithm.cs
Add SPXW Iron Condor example algorithm (#6880)
2023-02-02 12:26:34 -08:00
IndexOptionModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
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
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionScaledStrikeRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionsUniverseSettingsRegressionAlgorithm.cs
Use universe settings when adding derivatives (#9309)
2026-03-03 12:18:10 -04:00
IndexSecurityCanBeTradableRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
IndexSecurityIsNotTradableRegressionAlgorithm.cs
Fix bug in Index security (#8472)
2024-12-23 16:32:25 -03:00
IndiaDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorBasedOptionPricingModelIndexOptionRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
IndicatorBasedOptionPricingModelRegressionAlgorithm.cs
Source option price model data from securities instead of slice (#9315)
2026-03-04 10:25:14 -04:00
IndicatorHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorSelectorsWorkWithDifferentOptions.cs
Avoid emitting overlapping fill forwarded data (#9107)
2025-12-05 10:05:40 -04:00
IndicatorSuiteAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorVolatilityModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorWarmupAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsightScoringRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsightTagAlphaRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsightWeightingFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
InsufficientMarginOrderUpdateRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
IronCondorStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IsMarketOpenCheckAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LimitFillRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LimitIfTouchedAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
LimitIfTouchedRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
LiquidateRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LiquidateUsingSetHoldingsRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Python syntax algorithms fixes (#8916)
2025-08-11 10:55:00 -04:00
LongAndShortButterflyCallStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortStraddleStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortStrangleStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongOnlyAlphaStreamAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
MACDTrendAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm.cs
Fix symbol changed events emission time (#8552)
2025-01-23 18:29:28 -04:00
ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
Add ContractMultiplier setter to Cfd via CfdSymbolProperties (#9328)
2026-04-08 10:47:47 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarginCallEventsAlgorithm.cs
Fix sign of order quantity in example algorithm OnMarginCall(). (#8251)
2024-08-12 17:40:51 -03:00
MarginRemainingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketImpactSlippageModelRegressionAlgorithm.cs
Fix RollingWindow element order corruption on resize (#9449)
2026-05-07 10:41:05 -03:00
MarketOnCloseOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
MarketOnCloseOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOnOpenOnCloseAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
MarketOnOpenOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
MarketOnOpenOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MeanReversionPortfolioAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MissingTickDataAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
MultipleUniverseSelectionOrderRegressionAlgorithm.cs
Add deterministic counter to universe symbol ticker for stable sort order (#9487)
2026-05-14 09:35:01 -03:00
MultiResolutionConsolidators.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NakedCallStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
NakedPutStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NamedArgumentsRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NikkeiIndexRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NonDynamicOptionsFilterRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NoUniverseSelectorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Adds Custom Signal Export Example (#8674)
2025-04-09 10:14:21 -03:00
ObjectStoreExampleAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnEndOfDayInternalSecurityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnEndOfDayRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnOrderEventExceptionRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedNoWarmup.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedScheduledUniverseRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
OpeningBreakoutAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
OpenInterestFuturesRegressionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
OptionAssignmentRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainApisConsistencyRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
OptionChainConsistencyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionChainFullDataRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainIncludeWeeklysByDefaultRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionChainProviderAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainsMultipleFullDataRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionChainUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionEquityBearCallLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBearPutLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBoxSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBullCallLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBullPutLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCallBackspreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityConversionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityIronButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityJellyRollRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityProtectiveCollarRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityPutBackspreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityReverseConversionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortBoxSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortCallBackspreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortIronButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortIronCondorRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortJellyRollRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortPutBackspreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExerciseOnExpiryAndNonTradableDateRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExerciseOnExpiryAndNonTradableDateWithOptionSelectionRegressionAlgorithm.cs
Fix delisting time handling in SubscriptionDataReader (#8470)
2025-01-13 10:22:14 -04:00
OptionExerciseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExpiryDateOnHolidayCase.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
OptionExpiryDateTodayRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionGreeksRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionOrdersOnSplitRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionRenameDailyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionRenameRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionResolutionRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionsAutomaticSeedRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionsExpiredContractRegression.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
OptionSplitRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionSplitWarmupRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionStrategyFactoryMethodsBaseAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionStrategyFilteringUniverseBaseAlgorithm.cs
Option Strategy Filter Universe (#8088)
2024-07-01 13:58:30 -03:00
OptionStrategyFilteringUniverseBoxSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseCallButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseCallCalendarSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseCallLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseCallSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseConversionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseIronCondorRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseJellyRollRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseProtectiveCollarRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniversePutButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniversePutCalendarSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniversePutLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniversePutSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseSingleCallRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseSinglePutRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseStraddleRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseStrangleRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
OptionUniverseFilterGreeksRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionUniverseFilterOptionsDataLinqRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionUniverseFilterOptionsDataRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionUniverseHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
OrderTicketAssignmentDemoAlgorithm.cs
Adjust async orders handling in backtesting (#8979)
2025-09-18 11:53:28 -04:00
OrderTicketDemoAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ParameterizedAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
PeriodConsolidatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PersistentCustomDataUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Async orders in execution models (#8872)
2025-07-21 13:11:03 -04:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
QLOptionPricingModelRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
QuantConnect.Algorithm.CSharp.csproj
Add Count property to MemoizingEnumerable (#9468)
2026-05-08 16:10:58 -04:00
QuitAfterInitializationRegressionAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
QuitInInitializationRegressionAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
RangeConsolidatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RangeConsolidatorWithTickAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RawDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
RegressionChannelAlgorithm.cs
…
RemoveUnderlyingRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
ResolutionSwitchingAlgorithm.cs
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
RevertComboOrderPositionsAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
RiskParityPortfolioAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RollingWindowAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
SamcoBasicTemplateOptionsAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
ScaledRawHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ScheduledEventsAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
ScheduledEventsOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
SectorExposureRiskFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SectorWeightingFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityCustomPropertiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityInitializationOnReAdditionForEquityRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SecurityInitializationOnReAdditionForManuallyAddedFutureContractRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SecurityInitializationOnReAdditionForManuallyAddedOptionRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
SecurityInitializationOnReAdditionForSelectedOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityInitializationOnReAdditionForUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecuritySeederRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionExtendedMarketHoursRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionRegressionAlgorithm.cs
Disable OHLC session tracking by default (#9046)
2025-10-17 15:59:50 -03:00
SecuritySessionWithChangeOfResolutionRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
SecuritySessionWithDailyResolutionRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionWithFutureContractRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
SecuritySessionWithFuturesExtendedMarketHoursRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionWithFuturesRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionWithOptionRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecurityToSymbolRegressionAlgorithm.cs
Add implicit security to symbol (#9032)
2025-10-13 17:58:57 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SetCashOnDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetCustomSettlementModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingReturnsOrderTicketsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
SetHoldingsFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ShortInterestFeeRegressionAlgorithm.cs
Add ShortMarginInterestRateModel (#9028)
2025-10-13 12:35:03 -03:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
Refactor AutomaticIndicatorWarmUp settings (#8111)
2024-06-26 17:02:48 -03:00
SparseDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SplitEquityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SplitPartialShareRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StableCoinsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StartingCapitalRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
StatisticsResultsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StochasticIndicatorAndSubIndicatorsWarmUpRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StopLimitOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StopLimitOrderRegressionAsyncAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StopLossOnOrderEventRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StopMarketOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StopMarketOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StressSymbols.cs
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
StressSymbolsAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
StrictEndTimeLowerResolutionFillForwardRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm.cs
Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)
2024-11-29 09:52:01 -04:00
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
SwitchDataModeRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
TickDataFilteringAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
TickQuoteBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorithm.cs
Fix problem with IsSubscriptionValidForConsolidator() method (#8754)
2025-05-09 16:42:25 -03:00
TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
TotalPortfolioValueRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TradingNotAddedEquitiesRegressionAlgorithm.cs
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
TradingNotAddedOptionsRegressionAlgorithm.cs
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
TrailingStopOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
TrailingStopOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Remove fill warnings from order tags (#8668)
2025-04-03 17:49:21 -03:00
TrainingExampleAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TrainingInitializeRegressionAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
TwoLegCurrencyConversionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
UniverseOnlyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
UpdateOrderLiveTestAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
UpdateOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UserDefinedUniverseAlgorithm.cs
…
VBaseSignalExportDemonstrationAlgorithm.cs
Follow up: Fix weights calculation in VBaseSignalExport (#9281)
2026-02-12 09:42:45 -03:00
VolatilityModelsWithRawDataAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
VolumeRenkoConsolidatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
VolumeShareSlippageModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmUpAfterInitializeRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
WarmupConversionRatesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
WarmupDailyResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
WarmupFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
WarmupHistoryAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
WarmupIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -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
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupOptionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionBarCountRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupTrainRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
YearlyUniverseSelectionScheduleRegressionAlgorithm.cs
Trigger initial selection for a yearly schedule (#9149)
2025-12-19 16:45:37 -03:00
ZeroDTEIndexOptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroDTEOptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroFeeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00