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9d052afcf3f8a48b038919962ce05b75787f05ab
quantconnect--lean/Algorithm.CSharp
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Gerardo Salazar 9d052afcf3 Work in progress commit 
* Added new method for Symbol to allow creation with underlying
* Added new unit tests
* Alter SecurityIdentifier method signature for BaseData
* AddData changes to accept underlying Symbol
* Added AddDataImpl
2019-09-24 10:34:35 -03:00
..
Alphas
Delete DailyFx class
2019-05-22 09:36:19 -07:00
Benchmarks
Adding new Coarse performance benchmarks
2019-04-18 12:47:49 -03:00
Properties
Nuspec files added for all projects.
2018-04-13 07:28:34 -03:00
AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
AddAlphaModelAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
AddRiskManagementAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
AddUniverseSelectionModelAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
app.config
Upgrade all projects to target .NET Framework 4.5.2
2017-07-07 22:49:17 +02:00
BasicPythonIntegrationTemplateAlgorithm.cs
Changes to start and end dates so open source project data can be used
2019-05-16 09:25:27 -07:00
BasicSetAccountCurrencyAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateAlgorithm.cs
Work in progress commit
2019-09-24 10:34:35 -03:00
BasicTemplateCryptoAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateDailyAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateFillForwardAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BasicTemplateForexAlgorithm.cs
Merge branch 'master' into minor-algo-fix
2017-09-20 08:29:56 -04:00
BasicTemplateFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateFuturesAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Added tags to some C# algorithms
2017-09-19 17:45:04 -04:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BasicTemplateIntrinioEconomicData.cs
Disabling Intrinio regression tests
2018-12-14 15:29:46 -03:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BasicTemplateOptionsAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BasicTemplateOptionStrategyAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
BasicTemplateOptionTradesAlgorithm.cs
Refactors options algorithms
2017-12-18 11:24:08 +00:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
BrokerageModelAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BubbleAlgorithm.cs
fixed no trade bug in bubble algorithm(C#)
2017-09-26 10:47:54 -04:00
CallingRFromCSharp.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CancelOpenOrdersRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Adds C# and Python examples
2019-04-09 17:59:46 +01:00
CfdTimeZonesRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
CoarseFineFundamentalComboAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CoarseFineFundamentalRegressionAlgorithm.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
CoarseFundamentalTop3Algorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Add comments for CoarseNoLookAheadBiasAlgorithm
2019-03-12 18:23:53 +01:00
CoarseSelectionTimeRegressionAlgorithm.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Remove logging
2019-03-12 21:56:09 +00:00
ConvertToFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
CustomBenchmarkAlgorithm.cs
Benchmark Symbol will not be added to cache
2019-08-20 18:42:31 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomChartingAlgorithm.cs
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
CustomDataBitcoinAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataIndicatorExtensionsAlgorithm.cs
reformat code
2018-03-16 09:43:55 -04:00
CustomDataNIFTYAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
CustomDataRegressionAlgorithm.cs
Append type to custom data symbol
2019-09-24 10:34:35 -03:00
CustomDataUnderlyingOptionSymbolMappingRegressionAlgorithm.cs
Add unit tests for AddData for changes
2019-09-24 10:34:35 -03:00
CustomDataUnderlyingSymbolMappingRegressionAlgorithm.cs
Add unit tests for AddData for changes
2019-09-24 10:34:35 -03:00
CustomDataUniverseAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Address reviews - Renaming
2019-08-21 16:30:03 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomModelsAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
CustomUniverseSelectionRegressionAlgorithm.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Address review
2019-08-20 19:22:18 -03:00
DailyAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DailyResolutionSplitRegressionAlgorithm.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
DataConsolidationAlgorithm.cs
Replaces Enum CalendarType for Static Class with the Same Name
2019-04-08 22:10:04 +01:00
DelistingEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DisplacedMovingAverageRibbon.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
DropboxUniverseSelectionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
EmaCrossUniverseSelectionAlgorithm.cs
Add price and split factors to CoarseFundamental class
2018-06-01 12:19:06 +02:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
EmitInsightCryptoCashAccountType.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
EmitInsightsAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
EstimizeDataAlgorithm.cs
Revert collission work around
2019-09-24 10:34:35 -03:00
ETFGlobalRotationAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
Rebase - Improve exception message
2019-04-03 22:00:27 -03:00
FeeModelNotUsingAccountCurrency.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
FilteredIdentityAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FinancialAdvisorDemoAlgorithm.cs
Refactor OrderProperties class to IOrderProperties interface
2017-10-26 18:22:11 +02:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
SubscriptionFrontierTimeProvider will advance new subscriptions
2019-08-15 15:46:07 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
SubscriptionFrontierTimeProvider will advance new subscriptions
2019-08-15 15:46:07 -03:00
FractionalQuantityRegressionAlgorithm.cs
Fix FractionalQuantityRegressionAlgorithm
2018-12-27 15:37:43 -03:00
FuturesMomentumAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FuzzyInferenceAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
HistoryAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Add missing list materialization in AuxiliaryDataEnumerator
2019-01-17 20:22:49 +01:00
HourReverseSplitRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
HourSplitRegressionAlgorithm.cs
Addressing reviews
2018-11-20 15:50:19 -03:00
IndicatorSuiteAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
IndicatorWarmupAlgorithm.cs
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
InsightWeightingFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
InvalidEmitInsightsAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
LimitFillRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
LiveFeaturesAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MACDTrendAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
MarginCallEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MarketOnOpenOnCloseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
MovingAverageCrossAlgorithm.cs
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
MultipleSymbolConsolidationAlgorithm.cs
Fixes MultipleSymbolConsolidationAlgorithm
2018-01-24 18:17:23 +00:00
OnEndOfDayRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
OpeningBreakoutAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
OptionChainConsistencyRegressionAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
OptionChainProviderAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionDelistedDataRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
OptionExerciseAssignRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
OptionExpiryDateOnHolidayCase.cs
Update regression statistics for OptionExpiryDateOnHolidayCase
2019-01-23 21:29:07 +01:00
OptionOpenInterestRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
OptionRenameRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
OptionSplitRegressionAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
OrderBasedInsightGeneratedAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
OrderTicketDemoAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
packages.config
PythonNet bump 1.0.5.25
2019-09-23 19:45:46 -03:00
ParameterizedAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
PsychSignalSentimentRegressionAlgorithm.cs
Address review
2019-07-09 17:46:15 -07:00
QuandlFuturesDataAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
QuandlImporterAlgorithm.cs
Remove Hard-Coded Token from QuandlImporterAlgorithm
2019-08-20 16:21:35 -07:00
QuantConnect.Algorithm.CSharp.csproj
Add unit tests for AddData for changes
2019-09-24 10:34:35 -03:00
QuantConnect.Algorithm.CSharp.nuspec
Update outdated DotNetZip dependency in nuspec files
2019-07-02 18:02:23 -07:00
RawPricesCoarseUniverseAlgorithm.cs
Consistency fix
2018-05-10 15:47:51 +01:00
RawPricesUniverseRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
RegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
RegressionChannelAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
RenkoConsolidatorAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
ScheduledEventsAlgorithm.cs
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
SECReportDataAlgorithm.cs
Implements Sec Custom Data, ToolBox Application, and Sample Algorithm
2019-06-17 16:45:53 -07:00
SectorExposureRiskFrameworkAlgorithm.cs
Do Not Include Securities Without Fundamental Data When Performing Fine Fundamental Selection
2019-08-09 23:31:47 +01:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
SetCashOnDataRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
SmartInsiderDataAlgorithm.cs
Implements SmartInsider custom data source
2019-08-05 13:42:08 -07:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
StartingCapitalRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
StressSymbols.cs
Address reviews
2018-12-14 12:38:55 -03:00
StressSymbolsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
TickDataFilteringAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
TiingoDailyDataAlgorithm.cs
Add Tiingo Daily Prices example algorithm
2018-07-24 13:24:52 +02:00
TimeInForceAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
TradingEconomicsCalendarIndicatorAlgorithm.cs
Addresses Reviews
2019-06-20 10:35:56 +01:00
TrailingStopRiskFrameworkAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UniverseSelectionRegressionAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Remove unused SubscriptionDataConfigs
2018-11-15 11:35:31 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
UpdateOrderLiveTestAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
USEnergyInformationAdministrationAlgorithm.cs
Adds Custom Data from US Energy Information Administration (eia.gov) (#3136)
2019-04-30 17:22:11 -07:00
UserDefinedUniverseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
USTreasuryYieldCurveDataAlgorithm.cs
Add python example algorithm
2019-07-30 10:13:31 -07:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
WarmupAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
WarmupConversionRatesRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
WarmupHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
WarmupIndicatorRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
ZeroFeeRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00