quantconnect--lean

Benchmarks

Increase length of benchmark algorithm

2015-12-07 12:02:17 -05:00

Properties

Clean up using directives

2015-09-01 22:17:35 -04:00

AddRemoveSecurityRegressionAlgorithm.cs

Convert string to Symbol with Symbol.Create

2016-08-02 11:02:14 -04:00

app.config

Upgrade all projects to target .NET Framework 4.5.2

2017-07-07 22:49:17 +02:00

BasicTemplateAlgorithm.cs

Revert changes to basic template

2016-09-29 10:26:19 -04:00

BasicTemplateDailyAlgorithm.cs

Add BasicTemplateDailyAlgorithm regression test

2017-02-28 11:47:39 +01:00

BasicTemplateFillForwardAlgorithm.cs

Convert string to Symbol with Symbol.Create

2016-08-02 18:18:20 -04:00

BasicTemplateForexAlgorithm.cs

Implements IQFeedDataQueueHandler.

2016-04-19 22:48:48 -03:00

BasicTemplateFuturesAlgorithm.cs

Changed start and end dates of the BasicTemplateFuturesAlgorithm.cs

2017-04-26 12:41:40 -04:00

BasicTemplateFuturesAlgorithmDaily.cs

Created regression test for futures strategy using daily data

2017-06-27 12:13:49 +02:00

BasicTemplateFuturesConsolidationAlgorithm.cs

Update backtest dates in BasicTemplateFuturesConsolidationAlgorithm

2017-06-08 18:42:26 +02:00

BasicTemplateFuturesHistoryAlgorithm.cs

Added support for derivatives history. Tested: IQFeed, IB. First cut. Added history sample algos. Added config.json.

2016-11-21 15:50:55 +01:00

BasicTemplateMultiAssetAlgorithm.cs

Updated multi-asset class algo for running backtests on the cloud. Tested it, but appreciate if someone can run it as well.

2017-01-25 01:13:34 +08:00

BasicTemplateOptionsAlgorithm.cs

Fix a couple of bugs in BasicTemplateOptionsAlgorithm

2017-07-22 21:26:03 +02:00

BasicTemplateOptionsFilterUniverseAlgorithm.cs

Removed AbsoluteStrikes method from option filter universe. Updated option filter universe to support monday and wednesday weeklys. Tests.

2016-12-29 22:10:55 +01:00

BasicTemplateOptionsHistoryAlgorithm.cs

Refactored option/future universe filters for performance improvements and versatility

2016-12-29 11:44:15 +01:00

BasicTemplateOptionStrategyAlgorithm.cs

Refactored option/future universe filters for performance improvements and versatility

2016-12-29 11:44:15 +01:00

BasicTemplateOptionTradesAlgorithm.cs

Merge branch 'futures' into master

2016-11-07 16:18:11 +01:00

BenchmarkAlgorithm.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

BrokerageModelAlgorithm.cs

Update Order.GetValue to take a Security

2016-02-04 19:56:26 -05:00

BubbleAlgorithm.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

CallingRFromCSharp.cs

Modify AlgoTemplate file.

2017-07-27 15:37:04 -04:00

CoarseFineFundamentalComboAlgorithm.cs

Add HasFundamentalData property to CoarseFundamental

2016-08-13 17:12:21 +02:00

CoarseFineFundamentalRegressionAlgorithm.cs

Add coarse/fine fundamental regression algorithm

2016-08-16 18:09:53 +02:00

CoarseUniverseTop5DollarVolumeAlgorithm.cs

Adds EmaCrossUniverseSelectionAlgorithm

2015-12-09 16:36:14 -05:00

CustomBenchmarkAlgorithm.cs

Initial implementation of custom benchmarks

2015-08-05 15:30:34 -04:00

CustomBrokerageMessageHandlerAlgorithm.cs

Added brokerage messaging handler example

2015-12-03 14:43:53 -05:00

CustomChartingAlgorithm.cs

Changes quantity calculation in algorithm examples

2017-04-28 18:08:53 +01:00

CustomDataBitcoinAlgorithm.cs

Changes quantity calculation in algorithm examples

2017-04-28 18:08:53 +01:00

CustomDataNIFTYAlgorithm.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

CustomDataRegressionAlgorithm.cs

Revert change to CustomDataRegressionAlgorithm

2017-06-20 20:54:38 +02:00

CustomDataUniverseAlgorithm.cs

Adds dropbox universe selection example algorithms

2015-12-09 13:32:37 -05:00

CustomModelsAlgorithm.cs

Convert string to Symbol with Symbol.Create

2016-08-02 18:18:20 -04:00

CustomSecurityInitializerAlgorithm.cs

Fix SetBrokerageModel when called after AddSecurity and friends

2017-04-07 15:40:24 +02:00

DailyAlgorithm.cs

Convert string to Symbol with Symbol.Create

2016-08-02 18:22:34 -04:00

DailyFxAlgorithm.cs

Changes related to #330 order quantity decimalized

2016-06-24 11:28:21 +01:00

DataConsolidationAlgorithm.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

DelistingEventsAlgorithm.cs

Implements Delisting events in the algorithm

2015-07-29 13:21:25 -04:00

DisplacedMovingAverageRibbon.cs

Convert string to Symbol with Symbol.Create

2016-08-02 18:18:20 -04:00

DividendAlgorithm.cs

Adds IBrokerageModel.ApplySplit

2015-07-31 17:13:35 -04:00

DropboxBaseDataUniverseSelectionAlgorithm.cs

Adds dropbox universe selection example algorithms

2015-12-09 13:32:37 -05:00

DropboxUniverseSelectionAlgorithm.cs

Adds dropbox universe selection example algorithms

2015-12-09 13:32:37 -05:00

EmaCrossUniverseSelectionAlgorithm.cs

Adds EmaCrossUniverseSelectionAlgorithm

2015-12-09 16:36:14 -05:00

EquitiesLabAlgorithm.cs

Adds documentation to ParallelRunner classes

2015-12-09 16:36:14 -05:00

ETFGlobalRotationAlgorithm.cs

Changes quantity calculation in algorithm examples

2017-04-28 18:08:53 +01:00

FilteredIdentityAlgorithm.cs

Implements FilteredIdentity indicator

2017-03-06 14:40:14 -03:00

FractionalQuantityRegressionAlgorithm.cs

Post merge fixes

2017-06-20 01:00:36 +02:00

FuturesMomentumAlgorithm.cs

Adds Futures Momentum Algorithm

2017-03-10 15:19:29 -03:00

FuzzyInferenceAlgorithm.cs

Post merge fixes

2017-06-20 01:00:36 +02:00

HistoryAlgorithm.cs

Update HistoryAlgorithm regression test

2017-07-01 16:24:36 +02:00

HistoryAndWarmupRegressionAlgorithm.cs

More decimal quantity fixes

2017-06-22 20:45:57 +02:00

HourReverseSplitRegressionAlgorithm.cs

Add regression algorithms for splits with hourly data

2017-06-06 18:35:44 +02:00

HourSplitRegressionAlgorithm.cs

Add regression algorithms for splits with hourly data

2017-06-06 18:35:44 +02:00

IndicatorSuiteAlgorithm.cs

Changes quantity calculation in algorithm examples

2017-04-28 18:08:53 +01:00

LimitFillRegressionAlgorithm.cs

Remove Subscriptions.Union(Subscriptions) file sys df

2015-12-07 12:02:19 -05:00

LiveFeaturesAlgorithm.cs

Changes quantity calculation in algorithm examples

2017-04-28 18:08:53 +01:00

MACDTrendAlgorithm.cs

Fixes 6 warnings with code CS0108 (#910 )

2017-05-12 09:30:10 -04:00

MarginCallEventsAlgorithm.cs

Remove market price as parameter to SubmitOrderRequest

2015-07-09 11:12:18 -04:00

MarketOnOpenOnCloseAlgorithm.cs

Move order/order queue storage to transaction handler

2015-07-02 15:07:35 -04:00

MovingAverageCrossAlgorithm.cs

Fixes 6 warnings with code CS0108 (#910 )

2017-05-12 09:30:10 -04:00

MultipleSymbolConsolidationAlgorithm.cs

Clean up Obsolete compiler warnings

2015-11-18 13:31:29 -05:00

OpeningBreakoutAlgorithm.cs

More decimal quantity fixes

2017-06-22 20:45:57 +02:00

OptionChainConsistencyRegressionAlgorithm.cs

Fixed bug: inconsistent state of SecurityManager and option chains due to work of limiter. Added regression test.

2017-01-09 17:45:35 +08:00

OptionExerciseAssignRegressionAlgorithm.cs

Refactored option assignment/exercise:

2017-02-02 19:35:37 +08:00

OptionOpenInterestRegressionAlgorithm.cs

Open interest support: backtesting, converters, live data handlers (IQFeed/IB), live trading (IB). First cut. Regression Test.

2016-11-15 21:33:33 +01:00

OptionRenameRegressionAlgorithm.cs

Option splits and renames in backtesting. Added regression tests.

2016-10-26 21:20:03 +02:00

OptionSplitRegressionAlgorithm.cs

Removed AbsoluteStrikes method from option filter universe. Updated option filter universe to support monday and wednesday weeklys. Tests.

2016-12-29 22:10:55 +01:00

OrderTicketDemoAlgorithm.cs

More decimal quantity fixes

2017-06-22 20:45:57 +02:00

packages.config

Support R.Net and R-base in C#

2017-07-26 15:08:17 -04:00

ParameterizedAlgorithm.cs

Adds ParameterizedAlgorithm with regression test

2015-12-10 13:45:41 -05:00

PortfolioOptimizationNumericsAlgorithm.cs

Changes related to #330 order quantity decimalized

2016-06-24 11:28:21 +01:00

QuandlFuturesDataAlgorithm.cs

Split QCAlgorithm and Algorith,CSharp into separate projects, added FSharp project for algorithms

2015-06-17 17:44:02 -04:00

QuandlImporterAlgorithm.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

QuantConnect.Algorithm.CSharp.csproj

Support R.Net and R-base in C#

2017-07-26 15:08:17 -04:00

RegressionAlgorithm.cs

Implements user defined universes

2015-10-21 13:05:17 -04:00

RegressionChannelAlgorithm.cs

Implements the RegressionChannel indicator (#584 )

2016-10-10 11:48:09 -04:00

RenkoConsolidatorAlgorithm.cs

Added back the underscores to the private variables from L36 to L44 in WickoConsolidator.cs; also Also restored original RenkoConsolidatorAlgorithm.cs

2016-08-29 10:47:13 -04:00

ScheduledEventsAlgorithm.cs

Improved the Scheduled events algorithm

2015-08-20 18:45:05 -04:00

StressSymbols.cs

Move CurrencyPairs and CurrencySymbols into Currencies class

2016-01-21 17:57:49 +01:00

StressSymbolsAlgorithm.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

TickDataFilteringAlgorithm.cs

Changes StartDate and EndDate

2016-03-29 23:08:56 -03:00

UniverseSelectionDefinitionsAlgorithm.cs

Change benchmark resolution if universes are present

2015-12-17 17:22:51 -05:00

UniverseSelectionRegressionAlgorithm.cs

Universe Selection Regression Algorithm Revision

2016-08-19 12:57:47 -03:00

UpdateOrderLiveTestAlgorithm.cs

Change to UpdateOrderLiveTestAlgorithm.cs

2016-07-29 18:03:12 -04:00

UpdateOrderRegressionAlgorithm.cs

Fixes 6 warnings with code CS0108 (#910 )

2017-05-12 09:30:10 -04:00

UserDefinedUniverseAlgorithm.cs

Adds UsersDefinedUniverseAlgorithm example

2015-12-07 12:02:10 -05:00

WarmupAlgorithm.cs

Fixes 6 warnings with code CS0108 (#910 )

2017-05-12 09:30:10 -04:00

WarmupHistoryAlgorithm.cs

Finalizes History API

2015-09-15 15:40:54 -04:00

WeeklyUniverseSelectionRegressionAlgorithm.cs

Add WeeklyUniverseSelectionRegressionAlgorithm

2017-01-28 19:53:44 +01:00