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quantconnect--lean/Algorithm.CSharp
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Jhonathan Abreu bddebe279d
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
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Research Regression Tests / build (push) Has been cancelled
Algorithm asserting options stategy orders with large quantities (#6843)
2023-01-09 14:21:16 -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
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
…
AddAlphaModelAlgorithm.cs
…
AddAndRemoveOptionContractRegressionAlgorithm.cs
…
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
…
AddBetaIndicatorRegressionAlgorithm.cs
…
AddFutureContractWithContinuousRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
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
…
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Fix ppply options filter on market open only when using OnlyApplyFilterAtMarketOpen (#6731)
2022-11-10 12:46:09 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
…
AddRemoveSecurityCacheRegressionAlgorithm.cs
…
AddRemoveSecurityRegressionAlgorithm.cs
…
AddRiskManagementAlgorithm.cs
…
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
…
AddUniverseSelectionModelAlgorithm.cs
…
AddUniverseSelectionModelCoarseAlgorithm.cs
…
AdjustedVolumeRegressionAlgorithm.cs
…
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
…
AlphaStreamsBasicTemplateAlgorithm.cs
…
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
…
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
…
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
…
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
…
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
…
BacktestingBrokerageRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
…
BasicTemplateAlgorithm.cs
…
BasicTemplateAtreyuAlgorithm.cs
…
BasicTemplateCfdAlgorithm.cs
…
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
…
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
CryptoFutures adjustments (#6836)
2023-01-05 18:07:01 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
CryptoFutures adjustments (#6836)
2023-01-05 18:07:01 -03:00
BasicTemplateDailyAlgorithm.cs
…
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
…
BasicTemplateFutureOptionAlgorithm.cs
…
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
…
BasicTemplateFuturesDailyAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
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
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionEquityStrategyAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
BasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
…
BasicTemplateOptionsHourlyAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
BasicTemplateOptionTradesAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
…
BinanceMarginAccountFeeRegressionAlgorithm.cs
…
BitfinexCashAccountFeeRegressionAlgorithm.cs
…
BitfinexMarginAccountFeeRegressionAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
…
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
CallingRFromCSharp.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
…
ClassicRenkoConsolidatorAlgorithm.cs
…
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
…
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
…
CoarseFundamentalTop3Algorithm.cs
…
CoarseNoLookAheadBiasAlgorithm.cs
…
CoarseSelectionTimeRegressionAlgorithm.cs
…
ComboLegLimitOrderAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
ComboLimitOrderAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
ComboMarketOrderAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
ComboOrderAlgorithm.cs
Add Leg.Create method (#6842)
2023-01-09 14:20:32 -03:00
ComboOrderTicketDemoAlgorithm.cs
Add Leg.Create method (#6842)
2023-01-09 14:20:32 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
…
CompositeRiskManagementModelFrameworkAlgorithm.cs
…
ConfidenceWeightedFrameworkAlgorithm.cs
…
ConsolidateRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
…
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
…
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
CryptoFutures adjustments (#6836)
2023-01-05 18:07:01 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
CryptoFutures adjustments (#6836)
2023-01-05 18:07:01 -03:00
CustomBenchmarkAlgorithm.cs
…
CustomBenchmarkRegressionAlgorithm.cs
…
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
…
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
…
CustomDataBitcoinAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
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
…
CustomDataUsingMapFileRegressionAlgorithm.cs
…
CustomFrameworkModelsAlgorithm.cs
…
CustomModelsAlgorithm.cs
…
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
…
CustomUniverseSelectionRegressionAlgorithm.cs
…
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
…
CustomVolatilityModelAlgorithm.cs
…
CustomWarmUpPeriodIndicatorAlgorithm.cs
…
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
…
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
…
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultOptionPriceModelRegressionAlgorithm.cs
Removes Volatility Model Warm Up Requirement (#6752)
2022-11-18 14:34:56 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
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
…
DividendRegressionAlgorithm.cs
Saves Dividend Payments to Security Holdings (#6830)
2023-01-03 18:37:00 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
DropboxUniverseSelectionAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
…
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
…
EmitInsightsAlgorithm.cs
…
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
…
ETFConstituentsFrameworkAlgorithm.cs
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
…
ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
FractionalQuantityRegressionAlgorithm.cs
…
FreePortfolioValueRegressionAlgorithm.cs
…
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
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
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
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
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Fix 'GetParameter()' ambiguous call error when no default parameter is provided (#6541)
2022-08-11 18:45:00 -03:00
HistoryAlgorithm.cs
…
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
…
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
…
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
…
LargeQuantityOptionStrategyAlgorithm.cs
Algorithm asserting options stategy orders with large quantities (#6843)
2023-01-09 14:21:16 -03:00
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
Mean Reversion Portfolio Construction Model (#6519)
2022-08-04 11:20:11 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
…
OptionEquityCoveredPutRegressionAlgorithm.cs
…
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
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
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OptionExpiryDateTodayRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
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
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionRenameDailyRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionRenameRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
OptionsExpiredContractRegression.cs
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OptionSplitRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
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OptionTimeSliceRegressionAlgorithm.cs
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OrderImmutabilityRegressionAlgorithm.cs
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OrderSubmissionDataRegressionAlgorithm.cs
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OrderTicketDemoAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
ParameterizedAlgorithm.cs
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PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
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PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
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PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
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PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
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PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
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PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
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ProcessSplitSymbolsRegressionAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
Fix python memory leak (#6579)
2022-08-24 18:24:07 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
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QuitInInitializationRegressionAlgorithm.cs
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RawDataRegressionAlgorithm.cs
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RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
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RegisterIndicatorRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
RegressionAlgorithm.cs
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RegressionChannelAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RiskParityPortfolioAlgorithm.cs
Addition of Risk Parity Portfolio Construction Model (#6577)
2022-08-26 12:23:31 -03:00
RollingWindowAlgorithm.cs
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SamcoBasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
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ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
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ScheduledQueuingAlgorithm.cs
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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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -03:00
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
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
UserDefinedUniverseAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
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WarmupAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
WarmupConversionRatesRegressionAlgorithm.cs
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WarmupDailyResolutionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
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
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
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
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupTrainRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroedBenchmarkRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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