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Alexandre Catarino 6b6ca5b460
Python Virtual Environments / build (push) Has been cancelled
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Saves Dividend Payments to Security Holdings (#6830) 
* Saves Dividend Payments to Security Holdings

Saves information about dividend payments to `SecurityHoldings`. This information will be used to factor in dividend payments to the `Profit` and `NetProfit`.
Adds `SecurityPortfolioManager.TotalNetProfit` to sum all the `SecurityHoldings.NetProfit`.

Adds regression and unit tests.

* Addresses Peer-Review

Improves Regression Test.
2023-01-03 18:37:00 -03:00
..
Alphas
docs(VixDualThrustAlpha): readability improvements (#6632)
2022-09-19 13:17:18 -03:00
Benchmarks
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
CapacityTests
…
Properties
…
RegressionTests
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
AccordVectorMachinesAlgorithm.cs
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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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
…
AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Fix ppply options filter on market open only when using OnlyApplyFilterAtMarketOpen (#6731)
2022-11-10 12:46:09 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityCacheRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
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AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
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AdjustedVolumeRegressionAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
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AlphaStreamsBasicTemplateAlgorithm.cs
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AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
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AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
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AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicTemplateAlgorithm.cs
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BasicTemplateAtreyuAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
BasicTemplateDailyAlgorithm.cs
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BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
Basic template algorithm for continuous futures rollover (#6803)
2022-12-20 11:37:32 -03:00
BasicTemplateFuturesAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
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BasicTemplateFuturesFrameworkAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
…
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
…
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
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BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndexDailyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndiaAlgorithm.cs
docs(BasicTemplateIndiaIndexAlgorithm): readability fixups (#6633)
2022-09-19 13:16:54 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
docs(BasicTemplateIndiaIndexAlgorithm): readability fixups (#6633)
2022-09-19 13:16:54 -03:00
BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
Fix Options Strategies Names (#6715)
2022-10-31 15:17:07 -03:00
BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsDailyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionsHourlyAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
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BasicTemplateOptionTradesAlgorithm.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
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CallingRFromCSharp.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
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CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ConvertToFrameworkAlgorithm.cs
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CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
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CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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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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DefaultOptionPriceModelRegressionAlgorithm.cs
Removes Volatility Model Warm Up Requirement (#6752)
2022-11-18 14:34:56 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
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DelistedFutureLiquidateRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
DelistedIndexOptionDivestedRegression.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
DisplacedMovingAverageRibbon.cs
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
DividendAlgorithm.cs
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DividendRegressionAlgorithm.cs
Saves Dividend Payments to Security Holdings (#6830)
2023-01-03 18:37:00 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
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DropboxUniverseSelectionAlgorithm.cs
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DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
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DynamicSecurityDataRegressionAlgorithm.cs
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EmaCrossFuturesFrontMonthAlgorithm.cs
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EmaCrossUniverseSelectionAlgorithm.cs
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EmaCrossUniverseSelectionFrameworkAlgorithm.cs
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EmitInsightCryptoCashAccountType.cs
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EmitInsightNoAlphaModelAlgorithm.cs
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EmitInsightsAlgorithm.cs
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EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
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EquityTradeAndQuotesRegressionAlgorithm.cs
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ETFConstituentsFrameworkAlgorithm.cs
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
ETFGlobalRotationAlgorithm.cs
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EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
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ExtendedMarketTradingRegressionAlgorithm.cs
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FeeModelNotUsingAccountCurrency.cs
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FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
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FillForwardUntilExpiryRegressionAlgorithm.cs
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FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
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ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
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ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
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FractionalQuantityRegressionAlgorithm.cs
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FreePortfolioValueRegressionAlgorithm.cs
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FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
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FutureMarketOpenAndCloseRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionDailyRegressionAlgorithm.cs
…
FutureOptionHourlyRegressionAlgorithm.cs
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FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
…
FutureOptionPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FuturesExpiredContractRegression.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
…
FutureSharingTickerRegressionAlgorithm.cs
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FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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GetParameterRegressionAlgorithm.cs
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HistoryAlgorithm.cs
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HistoryProviderManagerRegressionAlgorithm.cs
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HistoryTickRegressionAlgorithm.cs
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HistoryWithCustomDataSourceRegressionAlgorithm.cs
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HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
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HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
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HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
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HistoryWithSymbolChangesRegressionAlgorithm.cs
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HourResolutionMappingEventRegressionAlgorithm.cs
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HourReverseSplitRegressionAlgorithm.cs
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HourSplitRegressionAlgorithm.cs
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ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
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InceptionDateSelectionRegressionAlgorithm.cs
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IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndiaDataRegressionAlgorithm.cs
…
IndicatorSuiteAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
…
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
LongOnlyAlphaStreamAlgorithm.cs
…
MACDTrendAlgorithm.cs
…
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
…
MeanReversionPortfolioAlgorithm.cs
…
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
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MinimumOrderSizeRegressionAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
…
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
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ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
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OnEndOfDayRegressionAlgorithm.cs
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OnOrderEventExceptionRegression.cs
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OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
…
OptionAssignmentRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
…
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
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OptionEquityBearPutSpreadRegressionAlgorithm.cs
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OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
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OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
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OptionEquityCoveredPutRegressionAlgorithm.cs
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OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
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OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
…
OptionEquityStrangleRegressionAlgorithm.cs
…
OptionEquityStrategyMatcherRegressionAlgorithm.cs
…
OptionExerciseAssignRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionExerciseRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
…
OptionNoTimeInUniverseRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
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OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
…
OptionRenameRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
OptionsExpiredContractRegression.cs
…
OptionSplitRegressionAlgorithm.cs
…
OptionSymbolCanonicalRegressionAlgorithm.cs
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OptionTimeSliceRegressionAlgorithm.cs
…
OrderImmutabilityRegressionAlgorithm.cs
…
OrderSubmissionDataRegressionAlgorithm.cs
…
OrderTicketDemoAlgorithm.cs
…
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
…
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
…
PeriodConsolidatorRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
…
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
…
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
…
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
…
ProcessSplitSymbolsRegressionAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
…
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
…
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
…
RegisterIndicatorRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
RegressionAlgorithm.cs
…
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RiskParityPortfolioAlgorithm.cs
…
RollingWindowAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SecuritySeederRegressionAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
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SetCashOnDataRegressionAlgorithm.cs
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SetEquityDataNormalizationModeOnAddEquity.cs
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SetHoldingsFutureRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsRegressionAlgorithm.cs
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ShortableProviderOrdersRejectedRegressionAlgorithm.cs
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SmaCrossUniverseSelectionAlgorithm.cs
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SparseDataRegressionAlgorithm.cs
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SplitPartialShareRegressionAlgorithm.cs
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SpreadExecutionModelRegressionAlgorithm.cs
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StableCoinsRegressionAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
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StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
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TickDataFilteringAlgorithm.cs
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TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
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TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
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TrailingStopRiskFrameworkAlgorithm.cs
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TrailingStopRiskFrameworkRegressionAlgorithm.cs
Reset trailing stop model highwater mark upon security liquidation (#6724)
2022-11-07 17:46:46 -03:00
TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
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UniverseSelectionSymbolCacheRemovalRegressionTest.cs
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UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
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UniverseUnchangedRegressionAlgorithm.cs
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UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
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UserDefinedUniverseAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
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WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
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WarmupDailyResolutionRegressionAlgorithm.cs
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WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
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WarmupFutureRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
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WarmupLowerResolutionSelectionRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
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WarmupMinuteResolutionRegressionAlgorithm.cs
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WarmupOptionRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
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WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
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WarmupTrainRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroedBenchmarkRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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