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Jhonathan Abreu 72e7dca7af Bump Pythonnet version to 2.0.21 (#7367) 
* Add security dynamic properties unit and regression tests.

These assert that dynamic properties that are instances of python classes that inherit c# classes keep their python object references.

* Minor change

* Bump pythonnet version to 2.0.21

* Fix security dynamic properties cast from PyObject

* Minor change
2023-07-11 20:43:49 -03:00
..
Alphas
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Benchmarks
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CapacityTests
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Properties
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RegressionTests
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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AddAndRemoveOptionContractRegressionAlgorithm.cs
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AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
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AddBetaIndicatorRegressionAlgorithm.cs
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AddFutureContractWithContinuousRegressionAlgorithm.cs
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AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
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AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
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AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
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AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityCacheRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
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AddUniverseSelectionModelAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
AdjustedVolumeRegressionAlgorithm.cs
…
AlgorithmModeAndDeploymentTargetAlgorithm.cs
Deployment target and running mode algorithm properties (#7337)
2023-07-03 09:55:21 -04:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
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AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
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AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
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AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
BaseFrameworkRegressionAlgorithm.cs
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BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
Add SetAccountCurrency() override (#7284)
2023-06-01 17:44:45 -03:00
BasicSetAccountCurrencyWithAmountAlgorithm.cs
Add SetAccountCurrency() override (#7284)
2023-06-01 17:44:45 -03:00
BasicTemplateAlgorithm.cs
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BasicTemplateAtreyuAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
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BasicTemplateCryptoFutureHourlyAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
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BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
BasicTemplateFuturesAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
BasicTemplateIndexDailyAlgorithm.cs
…
BasicTemplateIndexHourlyAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIndexOptionsDailyAlgorithm.cs
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BasicTemplateIndexOptionsHourlyAlgorithm.cs
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BasicTemplateIndiaAlgorithm.cs
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BasicTemplateIndiaIndexAlgorithm.cs
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BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsDailyAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionsHourlyAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
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BinanceCashAccountFeeRegressionAlgorithm.cs
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BinanceMarginAccountFeeRegressionAlgorithm.cs
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BitfinexCashAccountFeeRegressionAlgorithm.cs
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BitfinexMarginAccountFeeRegressionAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ComboLegLimitOrderAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
ComboLimitOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboMarketOrderAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
ComboOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboOrderTicketDemoAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
CompleteOrderTagUpdateAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ConsolidateRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
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ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
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ContinuousFutureRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ConvertToFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
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CoveredAndProtectiveCallStrategiesAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
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CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBrokerageModelRegressionAlgorithm.cs
Solve bugs in BrokerageModelPythonWrapper.cs (#7229)
2023-05-02 15:09:16 -03:00
CustomBuyingPowerModelAlgorithm.cs
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CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
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CustomDataTypeHistoryAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUniverseRegressionAlgorithm.cs
Multiple Symbol Selection Universe (#7273)
2023-05-25 15:23:18 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomOptionAssignmentRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
Fix CustomPartialFillModelAlgorithmFails.cs/py (#7321)
2023-06-20 09:46:11 -04:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
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CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
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DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
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DefaultFutureChainRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
DefaultMarginComboOrderRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
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DelistedFutureLiquidateDailyRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
DelistedIndexOptionDivestedRegression.cs
…
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
DisplacedMovingAverageRibbon.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
DropboxUniverseSelectionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
…
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
EmitInsightsAlgorithm.cs
…
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
EquityMarginCallAlgorithm.cs
…
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ETFConstituentsFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
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ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursMinuteResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursSecondResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursTickResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
…
ForwardDataOnlyFillModelAlgorithm.cs
Add forward data only fill model example (#7232)
2023-05-03 16:16:03 -03:00
FractionalQuantityRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FreePortfolioValueRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionDailyRegressionAlgorithm.cs
…
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
Daily future cash settlement (#7226)
2023-05-01 11:25:37 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Daily future cash settlement (#7226)
2023-05-01 11:25:37 -03:00
FuturesExpiredContractRegression.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
FuturesFrameworkRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
HistoryAlgorithm.cs
…
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
…
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
…
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
…
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
…
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
…
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
…
IndiaDataRegressionAlgorithm.cs
…
IndicatorHistoryAlgorithm.cs
Indicators history rolling window (#7314)
2023-06-13 15:07:09 -03:00
IndicatorSuiteAlgorithm.cs
Fix indicator name generation method (#7335)
2023-06-27 16:03:43 -03:00
IndicatorVolatilityModelAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
…
InsightScoringRegressionAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
IronCondorStrategyAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
IsMarketOpenCheckAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
…
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
…
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
LongAndShortButterflyCallStrategiesAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LongAndShortStraddleStrategiesAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LongAndShortStrangleStrategiesAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LongOnlyAlphaStreamAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MACDTrendAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
Fix Equity MOO and MOC orders fill for tick subscriptions (#7315)
2023-06-15 11:02:55 -04:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Fix Equity MOO and MOC orders fill for tick subscriptions (#7315)
2023-06-15 11:02:55 -04:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
…
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MeanReversionPortfolioAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedCallStrategyAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
NakedPutStrategyAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Account for premium in options strategies margin (#7290)
2023-06-05 12:58:48 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Update Numerai Demo Algorithms (#7233)
2023-05-03 20:16:34 -03:00
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
OptionAssignmentRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
…
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Add naked single-option strategies (#7231)
2023-05-30 15:59:28 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Add naked single-option strategies (#7231)
2023-05-30 15:59:28 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Add naked single-option strategies (#7231)
2023-05-30 15:59:28 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Add naked single-option strategies (#7231)
2023-05-30 15:59:28 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Add naked single-option strategies (#7231)
2023-05-30 15:59:28 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Add naked single-option strategies (#7231)
2023-05-30 15:59:28 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
OptionExerciseRegressionAlgorithm.cs
…
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionRenameDailyRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionRenameRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionsExpiredContractRegression.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionSplitRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionStrategyFactoryMethodsBaseAlgorithm.cs
ShortButterflyCall and ShortButterflyPut strategies helper factory methods (#7302)
2023-06-08 11:55:48 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OrderImmutabilityRegressionAlgorithm.cs
…
OrderSubmissionDataRegressionAlgorithm.cs
…
OrderTicketAssignmentDemoAlgorithm.cs
Make order ticket available from order event (#7316)
2023-06-15 11:11:06 -04:00
OrderTicketDemoAlgorithm.cs
Make order ticket available from order event (#7316)
2023-06-15 11:11:06 -04:00
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
…
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
…
PeriodConsolidatorRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
Bump Pythonnet version to 2.0.21 (#7367)
2023-07-11 20:43:49 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
…
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
…
RegisterIndicatorRegressionAlgorithm.cs
…
RegressionAlgorithm.cs
…
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
…
RiskParityPortfolioAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
…
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
…
ScaledRawHistoryAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SectorWeightingFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SecurityCustomPropertiesAlgorithm.cs
Security cache dynamic collection for custom properties (#7327)
2023-06-27 10:39:20 -04:00
SecuritySeederRegressionAlgorithm.cs
…
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SetCashOnDataRegressionAlgorithm.cs
…
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
…
SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingsFutureRegressionAlgorithm.cs
…
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
…
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitEquityRegressionAlgorithm.cs
Add TriggerPrice field when applying a split (#7279)
2023-05-30 13:36:49 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
…
SplitPartialShareRegressionAlgorithm.cs
…
SpreadExecutionModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
StartingCapitalRegressionAlgorithm.cs
…
StatisticsResultsAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
…
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
…
TickDataFilteringAlgorithm.cs
Add Missing Python Version of TickDataFilteringAlgorithm (#7219) (#7222)
2023-05-10 19:48:54 -03:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
…
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
…
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
…
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
…
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
…
UniverseUnchangedRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Implement UnregisterIndicator helper method (#7271)
2023-05-24 17:35:02 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
…
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
…
UserDefinedUniverseAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
…
VolumeRenkoConsolidatorAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
WarmUpAfterInitializeRegression.cs
…
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
…
WarmupDailyResolutionRegressionAlgorithm.cs
…
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
…
WarmupDataTypesRegressionAlgorithm.cs
…
WarmupFutureRegressionAlgorithm.cs
…
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
…
WarmupOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
…
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
…
WarmupSelectionRegressionAlgorithm.cs
…
WarmupTrainRegressionAlgorithm.cs
…
WeeklyUniverseSelectionRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
…
ZeroFeeRegressionAlgorithm.cs
…