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quantconnect--lean/Algorithm.CSharp
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Ricardo Andrés Marino Rojas df63b6f5d6
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Renaming requested changes (#6072)
2021-11-24 09:58:37 -03:00
..
Alphas
…
Benchmarks
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
CapacityTests
…
Properties
…
RegressionTests
Feature Daily/Hourly Options Support (#6017)
2021-11-11 20:05:31 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
AddAlphaModelAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Renaming requested changes (#6072)
2021-11-24 09:58:37 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
…
AddRemoveOptionUniverseRegressionAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
AddRiskManagementAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AddUniverseSelectionModelAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
Add new CustomWeight, AlphaModel for AlphaStreams (#6052)
2021-11-15 14:33:16 -03:00
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
Add new CustomWeight, AlphaModel for AlphaStreams (#6052)
2021-11-15 14:33:16 -03:00
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
Alpha Streams improvements (#5876)
2021-08-27 13:50:45 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
…
BasicTemplateAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BasicTemplateAtreyuAlgorithm.cs
Atreyu template algorithm change traget SPY exchange (#6016)
2021-10-25 15:43:35 -03:00
BasicTemplateCryptoAlgorithm.cs
…
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateDailyAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
BasicTemplateFuturesAlgorithm.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
…
BasicTemplateFuturesHourlyAlgorithm.cs
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00
BasicTemplateHourlyAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BasicTemplateIndexAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndiaAlgorithm.cs
Inital brokerage setup commit (#5905)
2021-09-07 22:05:36 -03:00
BasicTemplateIntrinioEconomicData.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
…
BasicTemplateOptionsAlgorithm.cs
…
BasicTemplateOptionsDailyAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
Feature Daily/Hourly Options Support (#6017)
2021-11-11 20:05:31 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
CallingRFromCSharp.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
CfdTimeZonesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CoarseFundamentalTop3Algorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
…
CoarseSelectionTimeRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
ConsolidateRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Fixes for continuous futures history requests (#6067)
2021-11-19 20:52:15 -03:00
ContinuousFutureRegressionAlgorithm.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
ConvertToFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomBenchmarkAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBitcoinAlgorithm.cs
Fix live timestamp alignment in CustomDataBitcoinAlgorithm (#5603)
2021-05-27 20:09:48 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomModelsAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomUniverseSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Feature 5988 WarmUpIndicator() method for indicators written in Python (#6027)
2021-10-28 20:29:22 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DelistedFutureLiquidateRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
DelistedIndexOptionDivestedRegression.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
DelistingEventsAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
DisplacedMovingAverageRibbon.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DividendAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DropboxUniverseSelectionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
EmitInsightsAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ETFGlobalRotationAlgorithm.cs
…
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FractionalQuantityRegressionAlgorithm.cs
BuyingPowerModel Fixes (#5996)
2021-10-20 16:37:20 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FuturesExpiredContractRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
HistoryAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
HourReverseSplitRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
HourSplitRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndicatorSuiteAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
IndicatorWarmupAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
LimitFillRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongOnlyAlphaStreamAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
MACDTrendAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Fixes Market On Close Fill of Equity Fill Model (#5913)
2021-09-21 17:51:35 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Bug 5904 minimum order size rejected order (#5949)
2021-09-30 18:30:04 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
NamedArgumentsRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OnOrderEventExceptionRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
…
OptionAssignmentRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionChainProviderAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
…
OptionEquityStrangleRegressionAlgorithm.cs
…
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
OptionExerciseRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionOpenInterestRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
Feature Daily/Hourly Options Support (#6017)
2021-11-11 20:05:31 -03:00
OptionRenameRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionsExpiredContractRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionSplitRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OrderTicketDemoAlgorithm.cs
Fixes Market On Close Fill of Equity Fill Model (#5913)
2021-09-21 17:51:35 -03:00
ParameterizedAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
QuandlFuturesDataAlgorithm.cs
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QuandlImporterAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
PythonNet version bump 2.0.10 (#6010)
2021-10-22 20:27:38 -03:00
RawDataRegressionAlgorithm.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
RegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
RegressionChannelAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RollingWindowAlgorithm.cs
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SamcoBasicTemplateOptionsAlgorithm.cs
Inital brokerage setup commit (#5905)
2021-09-07 22:05:36 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ScheduledQueuingAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SectorWeightingFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SecuritySeederRegressionAlgorithm.cs
Fix FuncSecuritySeeder for python (#5923)
2021-09-10 19:28:49 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SetCashOnDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
SetHoldingsRegressionAlgorithm.cs
Fix for python SetHoldings precision loss (#5879)
2021-08-25 15:25:39 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
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SparseDataRegressionAlgorithm.cs
Fix SubscriptionDataReader auxiliary data out of order (#5843)
2021-08-10 18:57:23 -03:00
SplitPartialShareRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Fixes Market On Open Fill of Equity Fill Model (#5679)
2021-08-05 12:53:04 -03:00
StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SwitchDataModeRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
TickDataFilteringAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
TrailingStopRiskFrameworkAlgorithm.cs
Fix for Trailing Stop Risk Management Model (#5791)
2021-08-20 15:14:36 -03:00
TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
UniverseSelectionRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UserDefinedUniverseAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Fixes Market On Open Fill of Equity Fill Model (#5679)
2021-08-05 12:53:04 -03:00
WarmUpAfterInitializeRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
ZeroFeeRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00