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quantconnect--lean/Algorithm.CSharp
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Jhonathan Abreu c22774e49e
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Fix margin call handling for single-lot option strategy position groups (#9612) 
A margin call requiring a partial reduction of an option strategy
position group probes a zero-quantity trial group while solving for the
order quantity. The option strategy margin helpers assume at least one
leg with non-zero quantity and threw InvalidOperationException,
crashing the algorithm. Return zero initial/maintenance margin for
zero-quantity groups so the margin call converges on full liquidation.
2026-07-13 15:17:19 -04:00
..
Alphas
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
Benchmarks
FixComposer Assembly Resolution (#9066)
2025-10-28 09:26:12 -03:00
CapacityTests
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
RegressionTests
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddAlphaModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
…
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
…
AddBetaIndicatorNewAssetsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
…
AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs
…
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddFutureUniverseSelectionModelRegressionAlgorithm.cs
…
AddOptionContractExpiresRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionUniverseSelectionModelRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
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AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityCacheRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddRiskManagementAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
…
AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AdjustedVolumeRegressionAlgorithm.cs
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AlgorithmModeAndDeploymentTargetAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
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AsynchronousUniverseRegressionAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AutomaticSeedBaseRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AuxiliaryDataHandlersRegressionAlgorithm.cs
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BacktestingAsynchronousOrdersRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BaseFrameworkRegressionAlgorithm.cs
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BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicSetAccountCurrencyWithAmountAlgorithm.cs
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BasicTemplateAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateAxosAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
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BasicTemplateCryptoFutureHourlyAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateEurexFuturesAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesAlgorithm.cs
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BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
…
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
…
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
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BasicTemplateFuturesHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
…
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndiaAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
…
BasicTemplateIntrinioEconomicData.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
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BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsConsolidationAlgorithm.cs
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BasicTemplateOptionsDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
…
BasicTemplateOptionStrategyAlgorithm.cs
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BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateTradableIndexAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
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BinanceCryptoFutureBnfcrCollateralRegressionAlgorithm.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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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BybitCryptoFuturesRegressionAlgorithm.cs
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BybitCryptoRegressionAlgorithm.cs
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BybitCustomDataCryptoRegressionAlgorithm.cs
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CallbackCommandRegressionAlgorithm.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRangeConsolidatorAlgorithm.cs
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ClassicRangeConsolidatorWithTickAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs
…
ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs
…
ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs
…
CoarseFineAsyncUniverseRegressionAlgorithm.cs
…
CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
…
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
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CoarseFundamentalTop3Algorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
…
CoarseSelectionsAutomaticSeedRegressionAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
…
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ComboLegLimitOrderAlgorithm.cs
…
ComboLegLimitOrderAsyncAlgorithm.cs
…
ComboLimitOrderAlgorithm.cs
…
ComboLimitOrderAsyncAlgorithm.cs
…
ComboMarketOrderAlgorithm.cs
…
ComboOrderAlgorithm.cs
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ComboOrdersFillModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ComboOrderTicketDemoAlgorithm.cs
…
CompleteOrderTagUpdateAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs
…
CompositeRiskManagementModelFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
…
ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs
…
ConsolidateRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ConsolidateScanRegressionAlgorithm.cs
…
ConsolidateWithSizeAttributeRegressionAlgorithm.cs
…
ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegressionAlgorithm.cs
…
ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
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ConsolidatorRollingWindowRegressionAlgorithm.cs
Add built-in rolling window to all consolidators (#9366)
2026-07-07 16:12:46 -05:00
ConsolidatorStartTimeRegressionAlgorithm.cs
…
ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
…
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
…
ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
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ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureRolloverBaseRegressionAlgorithm.cs
…
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
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ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
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ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
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ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
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ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
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ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithIntialSeedRegressionAlgorithm.cs
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ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
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ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
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ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
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ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
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ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
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ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
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ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
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ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
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ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
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ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
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ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
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ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
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ContinuousFuturesDailyRegressionAlgorithm.cs
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ConvertToFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
…
CorrelationTypeComparisonRegressionAlgorithm.cs
…
CoveredAndProtectiveCallStrategiesAlgorithm.cs
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CoveredAndProtectivePutStrategiesAlgorithm.cs
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CoveredCallComboLimitOrderAlgorithm.cs
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CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
…
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
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CryptoFutureLeverageBasedMarginRegressionAlgorithm.cs
…
CustomBenchmarkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBrokerageModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomChartingAlgorithm.cs
…
CustomDataAutomaticSeedRegressionAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataObjectStoreRegressionAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataSecurityCacheGetDataRegressionAlgorithm.cs
…
CustomDataTypeHistoryAlgorithm.cs
…
CustomDataUniverseAlgorithm.cs
…
CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
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CustomDataUniverseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataUniverseScheduledRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
…
CustomDataZipFileEntryNamesRegressionAlgorithm.cs
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CustomDataZipFileRegressionAlgorithm.cs
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CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
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CustomDataZippedObjectStoreRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomModelsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomOptionPriceModelRegressionAlgorithm.cs
…
CustomPartialFillModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
…
CustomSignalExportDemonstrationAlgorithm.cs
…
CustomUniverseImmediateSelectionRegressionAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
…
CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DailyAlgorithm.cs
…
DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
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DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm.cs
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DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm.cs
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DailyResolutionMarketOrderConversionRegressionAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm.cs
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DailyResolutionVsTimeSpanRegressionAlgorithm.cs
…
DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm.cs
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DailyResolutionVsTimeSpanWithSecondEquityAlgorithm.cs
…
DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm.cs
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DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
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DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultFutureChainRegressionAlgorithm.cs
…
DefaultMarginComboOrderRegressionAlgorithm.cs
…
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
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DefaultOptionPriceModelRegressionAlgorithm.cs
…
DefaultSchedulingSymbolRegressionAlgorithm.cs
…
DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
…
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm.cs
…
DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistedIndexOptionDivestedRegression.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DescendingCustomDataObjectStoreRegressionAlgorithm.cs
…
DisplacedMovingAverageRibbon.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DropboxUniverseSelectionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
…
DuplicateOptionAssignmentRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DYDXCryptoFuturesRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EmitInsightsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquityMarginCallAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquityOptionsUniverseSettingsRegressionAlgorithm.cs
…
EquitySplitHoldingsDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquitySplitHoldingsHourRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquitySplitHoldingsMinuteRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
…
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ExecutionModelOrderEventsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
…
ExtendedMarketTradingRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FeeModelNotUsingAccountCurrency.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardFromWarmUpRegressionAlgorithm.cs
…
FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
…
FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
…
FillForwardStrictEndTimeHourRegressionAlgorithm.cs
…
FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FillOutsideHoursDailyResolutionAlgorithm.cs
…
FillOutsideHoursHourResolutionAlgorithm.cs
…
FillOutsideHoursMinuteResolutionAlgorithm.cs
…
FillOutsideHoursSecondResolutionAlgorithm.cs
…
FillOutsideHoursTickResolutionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
…
ForwardDataOnlyFillModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FractionalQuantityRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalCustomSelectionTimeRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FundamentalRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FundamentalUniverseSelectionRegressionAlgorithm.cs
…
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
…
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionChainFullDataRegressionAlgorithm.cs
…
FutureOptionChainsMultipleFullDataRegressionAlgorithm.cs
…
FutureOptionContinuousFutureRegressionAlgorithm.cs
…
FutureOptionDailyRegressionAlgorithm.cs
…
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionIndicatorsRegressionAlgorithm.cs
…
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
…
FutureOptionPutITMExpiryRegressionAlgorithm.cs
…
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionWithFutureFilterRegressionAlgorithm.cs
…
FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm.cs
…
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FuturesAutomaticSeedRegressionAlgorithm.cs
…
FuturesChainFullDataRegressionAlgorithm.cs
…
FuturesChainsMultipleFullDataRegressionAlgorithm.cs
…
FuturesDailySettlementLongRegressionAlgorithm.cs
…
FuturesDailySettlementShortRegressionAlgorithm.cs
…
FuturesExpiredContractRegression.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
…
FuturesFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureSharingTickerRegressionAlgorithm.cs
…
FuturesMomentumAlgorithm.cs
…
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureUniverseHistoryRegressionAlgorithm.cs
…
FutureUniverseOpenInterestRegressionAlgorithm.cs
Set security cache open interest from chain universe data (#9601)
2026-07-09 17:15:12 -03:00
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
HistoryAlgorithm.cs
…
HistoryAuxiliaryDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
…
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
…
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
…
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourMarketOrderFillsAtBarCloseRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
HourResolutionMarketOrderStalePriceRegressionAlgorithm.cs
…
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
HSIFutureDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
HSIFutureHourRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
ImmediateExecutionModelWorksWithBinanceFeeModel.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionChainApisConsistencyRegressionAlgorithm.cs
…
IndexOptionIndicatorsRegressionAlgorithm.cs
…
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionModelsConsistencyRegressionAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionScaledStrikeRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionsUniverseSettingsRegressionAlgorithm.cs
…
IndexOptionUniverseOpenInterestRegressionAlgorithm.cs
Set security cache open interest from chain universe data (#9601)
2026-07-09 17:15:12 -03:00
IndexSecurityCanBeTradableRegressionAlgorithm.cs
…
IndexSecurityIsNotTradableRegressionAlgorithm.cs
…
IndiaDataRegressionAlgorithm.cs
…
IndicatorBasedOptionPricingModelIndexOptionRegressionAlgorithm.cs
…
IndicatorBasedOptionPricingModelRegressionAlgorithm.cs
…
IndicatorHistoryAlgorithm.cs
…
IndicatorHistoryRegressionAlgorithm.cs
…
IndicatorSelectorsWorkWithDifferentOptions.cs
…
IndicatorSuiteAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndicatorVolatilityModelAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndicatorWithRenkoBarsRegressionAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
…
InsightScoringRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InsightTagAlphaRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InsightWeightingFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InsufficientMarginOrderUpdateRegressionAlgorithm.cs
…
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IronCondorStrategyAlgorithm.cs
…
IsMarketOpenCheckAlgorithm.cs
…
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
…
LargeQuantityOptionStrategyAlgorithm.cs
…
LeveragePrecedenceRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
LimitFillRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
LimitIfTouchedAsyncRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
LiquidateRegressionAlgorithm.cs
…
LiquidateUsingSetHoldingsRegressionAlgorithm.cs
…
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
…
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongAndShortButterflyCallStrategiesAlgorithm.cs
…
LongAndShortButterflyPutStrategiesAlgorithm.cs
…
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
…
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
…
LongAndShortStraddleStrategiesAlgorithm.cs
…
LongAndShortStrangleStrategiesAlgorithm.cs
…
LongOnlyAlphaStreamAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MACDTrendAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm.cs
…
ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
…
MappedBenchmarkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarketHourAwareIntradayConsolidationRegressionAlgorithm.cs
…
MarketImpactSlippageModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarketOnCloseOrderAsyncRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
…
MarketOnCloseOrderRegressionAlgorithm.cs
…
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderAsyncRegressionAlgorithm.cs
…
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
…
MarketOnOpenOrderRegressionAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarketOrderStaleDataFillRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MeanReversionPortfolioAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultipleUniverseSelectionOrderRegressionAlgorithm.cs
…
MultiResolutionConsolidators.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedCallStrategyAlgorithm.cs
…
NakedPutStrategyAlgorithm.cs
…
NakedShortOptionStrategyOverMarginAlgorithm.cs
…
NamedArgumentsRegression.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NikkeiIndexRegressionAlgorithm.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NonDynamicOptionsFilterRegressionAlgorithm.cs
…
NoUniverseSelectorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
…
NullMarginComboOrderRegressionAlgorithm.cs
…
NullMarginMultipleOrdersRegressionAlgorithm.cs
…
NullOptionAssignmentRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayInternalSecurityRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OnOrderEventExceptionRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OnWarmupFinishedScheduledUniverseRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
…
OptionAssignmentRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionChainApisConsistencyRegressionAlgorithm.cs
…
OptionChainConsistencyRegressionAlgorithm.cs
…
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
…
OptionChainFullDataRegressionAlgorithm.cs
…
OptionChainIncludeWeeklysByDefaultRegressionAlgorithm.cs
…
OptionChainProviderAlgorithm.cs
…
OptionChainsMultipleFullDataRegressionAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseImmediateSelectionRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallLadderRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutLadderRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBoxSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallLadderRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutLadderRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallBackspreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityConversionRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
…
OptionEquityCoveredPutRegressionAlgorithm.cs
…
OptionEquityIronButterflyRegressionAlgorithm.cs
…
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityJellyRollRegressionAlgorithm.cs
…
OptionEquityProtectiveCollarRegressionAlgorithm.cs
…
OptionEquityPutBackspreadRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityReverseConversionRegressionAlgorithm.cs
…
OptionEquityShortBoxSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityShortCallBackspreadRegressionAlgorithm.cs
…
OptionEquityShortIronButterflyRegressionAlgorithm.cs
…
OptionEquityShortIronCondorRegressionAlgorithm.cs
…
OptionEquityShortJellyRollRegressionAlgorithm.cs
…
OptionEquityShortPutBackspreadRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
…
OptionEquityStrangleRegressionAlgorithm.cs
…
OptionEquityStrategyMatcherRegressionAlgorithm.cs
…
OptionExerciseAssignRegressionAlgorithm.cs
…
OptionExerciseOnExpiryAndNonTradableDateRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionExerciseOnExpiryAndNonTradableDateWithOptionSelectionRegressionAlgorithm.cs
…
OptionExerciseRegressionAlgorithm.cs
…
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
…
OptionFilterReturnsNullRegressionAlgorithm.cs
Allow option filter functions to return None/null (#9608)
2026-07-10 16:20:51 -04:00
OptionGreeksRegressionAlgorithm.cs
…
OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
…
OptionIndicatorsRegressionAlgorithm.cs
…
OptionModelsConsistencyRegressionAlgorithm.cs
…
OptionNoTimeInUniverseRegressionAlgorithm.cs
…
OptionOpenInterestRegressionAlgorithm.cs
…
OptionOrdersOnSplitRegressionAlgorithm.cs
…
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionRenameRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionResolutionRegressionAlgorithm.cs
…
OptionsAutomaticSeedRegressionAlgorithm.cs
…
OptionsExpiredContractRegression.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
…
OptionSplitRegressionAlgorithm.cs
…
OptionSplitWarmupRegressionAlgorithm.cs
…
OptionStrategyFactoryMethodsBaseAlgorithm.cs
…
OptionStrategyFilteringUniverseBaseAlgorithm.cs
…
OptionStrategyFilteringUniverseBoxSpreadRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseCallButterflyRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseCallCalendarSpreadRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseCallLadderRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseCallSpreadRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseConversionRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseIronCondorRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseJellyRollRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseProtectiveCollarRegressionAlgorithm.cs
…
OptionStrategyFilteringUniversePutButterflyRegressionAlgorithm.cs
…
OptionStrategyFilteringUniversePutCalendarSpreadRegressionAlgorithm.cs
…
OptionStrategyFilteringUniversePutLadderRegressionAlgorithm.cs
…
OptionStrategyFilteringUniversePutSpreadRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseSingleCallRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseSinglePutRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseStraddleRegressionAlgorithm.cs
…
OptionStrategyFilteringUniverseStrangleRegressionAlgorithm.cs
…
OptionStrategyMarginCallEventsAlgorithm.cs
…
OptionSymbolCanonicalRegressionAlgorithm.cs
…
OptionTimeSliceRegressionAlgorithm.cs
…
OptionUniverseFilterGreeksRegressionAlgorithm.cs
…
OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.cs
…
OptionUniverseFilterOptionsDataLinqRegressionAlgorithm.cs
…
OptionUniverseFilterOptionsDataRegressionAlgorithm.cs
…
OptionUniverseHistoryRegressionAlgorithm.cs
…
OptionUniverseOpenInterestRegressionAlgorithm.cs
Set security cache open interest from chain universe data (#9601)
2026-07-09 17:15:12 -03:00
OrderImmutabilityRegressionAlgorithm.cs
…
OrderSubmissionDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OrderTicketAssignmentDemoAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OrderTicketDemoAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
…
PeriodConsolidatorRegressionAlgorithm.cs
…
PersistentCustomDataUniverseRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
QLOptionPricingModelRegressionAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
Improve error messages for unsupported Python objects in user-facing APIs (#9607)
2026-07-13 09:23:35 -04:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RangeConsolidatorAlgorithm.cs
…
RangeConsolidatorWithTickAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RegisterIndicatorAndConsolidatorWithoutSubscriptionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RegressionAlgorithm.cs
…
RegressionChannelAlgorithm.cs
…
RemoveUnderlyingRegressionAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RestingMarketOrderFillsAtBarOpenRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RevertComboOrderPositionsAlgorithm.cs
…
RiskParityPortfolioAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
…
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RuntimeCurrencyConversionSeedingRegressionAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
…
ScaledRawHistoryAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseRegressionAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
…
SectorWeightingFrameworkAlgorithm.cs
…
SecurityCustomPropertiesAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SecurityInitializationOnReAdditionForEquityRegressionAlgorithm.cs
…
SecurityInitializationOnReAdditionForManuallyAddedFutureContractRegressionAlgorithm.cs
…
SecurityInitializationOnReAdditionForManuallyAddedOptionRegressionAlgorithm.cs
…
SecurityInitializationOnReAdditionForSelectedOptionRegressionAlgorithm.cs
…
SecurityInitializationOnReAdditionForUniverseSelectionRegressionAlgorithm.cs
…
SecuritySeederRegressionAlgorithm.cs
…
SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm.cs
…
SecuritySessionExtendedMarketHoursRegressionAlgorithm.cs
…
SecuritySessionRegressionAlgorithm.cs
…
SecuritySessionWithChangeOfResolutionRegressionAlgorithm.cs
…
SecuritySessionWithDailyResolutionRegressionAlgorithm.cs
…
SecuritySessionWithFutureContractRegressionAlgorithm.cs
…
SecuritySessionWithFuturesExtendedMarketHoursRegressionAlgorithm.cs
…
SecuritySessionWithFuturesRegressionAlgorithm.cs
…
SecuritySessionWithOptionRegressionAlgorithm.cs
…
SecurityToSymbolRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
…
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetCashOnDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetCustomSettlementModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
…
SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingReturnsOrderTicketsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetHoldingsAsyncRegressionAlgorithm.cs
…
SetHoldingsFutureRegressionAlgorithm.cs
…
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ShortInterestFeeRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SingleLotOptionStrategyMarginCallRegressionAlgorithm.cs
Fix margin call handling for single-lot option strategy position groups (#9612)
2026-07-13 15:17:19 -04:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitEquityRegressionAlgorithm.cs
…
SplitOnTradeBuilderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SplitPartialShareRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
StartingCapitalRegressionAlgorithm.cs
…
StatisticsResultsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
StochasticIndicatorAndSubIndicatorsWarmUpRegressionAlgorithm.cs
…
StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.cs
…
StopLimitOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
StopLimitOrderRegressionAsyncAlgorithm.cs
…
StopLossOnOrderEventRegressionAlgorithm.cs
…
StopMarketOrderAsyncRegressionAlgorithm.cs
…
StopMarketOrderRegressionAlgorithm.cs
…
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StrictEndTimeLowerResolutionFillForwardRegressionAlgorithm.cs
…
StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
…
TickDataFilteringAlgorithm.cs
…
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
…
TickQuoteBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
…
TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm.cs
…
TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
…
TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorithm.cs
…
TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TradingNotAddedEquitiesRegressionAlgorithm.cs
…
TradingNotAddedOptionsRegressionAlgorithm.cs
…
TrailingStopOrderAsyncRegressionAlgorithm.cs
…
TrailingStopOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
…
UniverseOnlyRegressionAlgorithm.cs
…
UniverseSelectedRegressionAlgorithm.cs
…
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
…
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UserDefinedUniverseAlgorithm.cs
…
VBaseSignalExportDemonstrationAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
…
VolumeRenkoConsolidatorAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
VolumeShareSlippageModelAlgorithm.cs
…
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
WarmUpAfterInitializeRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
…
WarmupDailyResolutionRegressionAlgorithm.cs
…
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
…
WarmupDataTypesRegressionAlgorithm.cs
…
WarmupFutureRegressionAlgorithm.cs
…
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
…
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
…
WarmupOptionRegressionAlgorithm.cs
…
WarmupOptionResolutionRegressionAlgorithm.cs
…
WarmupScheduledEventsRegressionAlgorithm.cs
…
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
…
WarmupSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
WarmupTrainRegressionAlgorithm.cs
…
WeeklyUniverseSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
YearlyUniverseSelectionScheduleRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ZeroDTEIndexOptionsRegressionAlgorithm.cs
…
ZeroDTEOptionsRegressionAlgorithm.cs
…
ZeroedBenchmarkRegressionAlgorithm.cs
…
ZeroFeeRegressionAlgorithm.cs
…