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quantconnect--lean/Algorithm.CSharp
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Martin Molinero ec7a8fa906 Bump PythonNet to 1.0.5.29
2019-11-13 17:33:32 -03:00
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Alphas
Delete DailyFx class
2019-05-22 09:36:19 -07:00
AltData
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
Benchmarks
Address review
2019-10-16 13:35:05 -03:00
Properties
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AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
AddAlphaModelAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
AddRiskManagementAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
AddUniverseSelectionModelAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
app.config
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BasicPythonIntegrationTemplateAlgorithm.cs
Changes to start and end dates so open source project data can be used
2019-05-16 09:25:27 -07:00
BasicSetAccountCurrencyAlgorithm.cs
Update regression test after new crypto lot size
2019-10-09 17:31:29 +00:00
BasicTemplateAlgorithm.cs
Address reviews
2019-10-21 20:21:26 -03:00
BasicTemplateCryptoAlgorithm.cs
Update regression test after new crypto lot size
2019-10-09 17:31:29 +00:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateDailyAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
Adds EWPCM Usage Examples in BasicTemplateFrameworkAlgorithm
2019-10-24 01:19:35 +01:00
BasicTemplateFuturesAlgorithm.cs
Address reviews
2019-10-21 20:21:26 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BasicTemplateIntrinioEconomicData.cs
Disabling Intrinio regression tests
2018-12-14 15:29:46 -03:00
BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BasicTemplateOptionsAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
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BasicTemplateOptionsFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BasicTemplateOptionStrategyAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
BasicTemplateOptionTradesAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
BrokerageModelAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BubbleAlgorithm.cs
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CallingRFromCSharp.cs
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CancelOpenOrdersRegressionAlgorithm.cs
Update regression test after new crypto lot size
2019-10-09 17:31:29 +00:00
CapmAlphaRankingFrameworkAlgorithm.cs
Adds C# and Python examples
2019-04-09 17:59:46 +01:00
CfdTimeZonesRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
CoarseFundamentalTop3Algorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Add comments for CoarseNoLookAheadBiasAlgorithm
2019-03-12 18:23:53 +01:00
CoarseSelectionTimeRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Implements ConfidenceWeightedPortfolioConstructionModel
2019-10-18 20:47:06 +01:00
ConstituentsQC500GeneratorAlgorithm.cs
Remove logging
2019-03-12 21:56:09 +00:00
ConvertToFrameworkAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
CustomBenchmarkAlgorithm.cs
Address reviews
2019-10-21 20:21:26 -03:00
CustomBenchmarkRegressionAlgorithm.cs
SetBenchmark will check SymbolCache for ticker
2019-10-01 14:15:58 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomChartingAlgorithm.cs
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CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
Filter custom securities from SecurityChanges
2019-10-21 18:03:13 -03:00
CustomDataAddDataRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
CustomDataBitcoinAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
CustomDataRegressionAlgorithm.cs
Address reviews
2019-10-21 20:21:26 -03:00
CustomDataUniverseAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Fix invalid initial SymbolChanged event
2019-11-06 14:41:12 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomModelsAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
CustomUniverseSelectionRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Address review
2019-08-20 19:22:18 -03:00
DailyAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
DataConsolidationAlgorithm.cs
Replaces Enum CalendarType for Static Class with the Same Name
2019-04-08 22:10:04 +01:00
DefaultResolutionRegressionAlgorithm.cs
Address reviews
2019-11-04 20:42:30 -03:00
DelistingEventsAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
DisplacedMovingAverageRibbon.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Added new regression algorithms
2019-09-24 10:34:35 -03:00
DropboxUniverseSelectionAlgorithm.cs
Added new regression algorithms
2019-09-24 10:34:35 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
DynamicSecurityDataAlgorithm.cs
Improve DynamicSecurityData usability
2019-09-30 19:06:21 -04:00
EmaCrossUniverseSelectionAlgorithm.cs
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EmaCrossUniverseSelectionFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
EmitInsightCryptoCashAccountType.cs
Update regression test after new crypto lot size
2019-10-09 17:31:29 +00:00
EmitInsightNoAlphaModelAlgorithm.cs
Fix SetHoldings OnMarketOpen orders
2019-11-05 21:05:49 -03:00
EmitInsightsAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
EstimizeDataAlgorithm.cs
Add equity AAPL underlying to EstimizeDataAlgorithm
2019-09-27 14:28:47 -04:00
ETFGlobalRotationAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
Rebase - Improve exception message
2019-04-03 22:00:27 -03:00
FeeModelNotUsingAccountCurrency.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
SubscriptionFrontierTimeProvider will advance new subscriptions
2019-08-15 15:46:07 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
SubscriptionFrontierTimeProvider will advance new subscriptions
2019-08-15 15:46:07 -03:00
FractionalQuantityRegressionAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
HistoryAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Add missing list materialization in AuxiliaryDataEnumerator
2019-01-17 20:22:49 +01:00
HourReverseSplitRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
HourSplitRegressionAlgorithm.cs
Addressing reviews
2018-11-20 15:50:19 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Adds Regression Algorithms for InceptionDateUniverseSelectionModel
2019-10-03 23:32:16 +01:00
IndicatorSuiteAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
IndicatorWarmupAlgorithm.cs
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
InsightWeightingFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
InvalidEmitInsightsAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Adding Security.NullLeverage
2019-10-30 20:03:37 -03:00
LimitFillRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
Addresses Peer-Review
2019-11-07 22:26:46 +00:00
LiveFeaturesAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MACDTrendAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
MarginCallEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MarginRemainingRegressionAlgorithm.cs
Fix maintenance margin calculation
2019-10-24 20:52:28 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
OpeningBreakoutAlgorithm.cs
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OptionChainConsistencyRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
OptionChainProviderAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
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OptionDelistedDataRegressionAlgorithm.cs
Add IRegressionAlgorithmDefinition.CanRunLocally
2018-07-18 15:57:11 -04:00
OptionExerciseAssignRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
OptionExpiryDateOnHolidayCase.cs
Update regression statistics for OptionExpiryDateOnHolidayCase
2019-01-23 21:29:07 +01:00
OptionOpenInterestRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
OptionRenameRegressionAlgorithm.cs
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
OptionSplitRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
OrderBasedInsightGeneratedAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
OrderTicketDemoAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
packages.config
Bump PythonNet to 1.0.5.29
2019-11-13 17:33:32 -03:00
ParameterizedAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
PsychSignalSentimentRegressionAlgorithm.cs
Renames PsychSignalSentimentData to PsychSignalSentiment
2019-10-03 09:47:25 -07:00
QuandlFuturesDataAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
QuandlImporterAlgorithm.cs
Remove Hard-Coded Token from QuandlImporterAlgorithm
2019-08-20 16:21:35 -07:00
QuantConnect.Algorithm.CSharp.csproj
Bump PythonNet to 1.0.5.29
2019-11-13 17:33:32 -03:00
QuantConnect.Algorithm.CSharp.nuspec
Update outdated DotNetZip dependency in nuspec files
2019-07-02 18:02:23 -07:00
RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
RegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
RegressionChannelAlgorithm.cs
…
RenkoConsolidatorAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
ScheduledEventsAlgorithm.cs
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Fix TimeRules time zone issues
2019-11-04 15:34:57 -03:00
SECReportDataAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
SetCashOnDataRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Address reviews. Improvement
2019-11-06 12:14:10 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Add SetHoldings for collection of targets
2019-11-05 13:47:42 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
SmartInsiderDataAlgorithm.cs
Filter custom securities from SecurityChanges
2019-10-21 18:03:13 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
StartingCapitalRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
StressSymbols.cs
Address reviews
2018-12-14 12:38:55 -03:00
StressSymbolsAlgorithm.cs
…
TickDataFilteringAlgorithm.cs
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TiingoPriceAlgorithm.cs
Add TiingoNews.HistoricalCrawlOffset - Rename
2019-10-02 13:11:31 -03:00
TimeInForceAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Fix TimeRules time zone issues
2019-11-04 15:34:57 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Fix SetHoldings OnMarketOpen orders
2019-11-05 21:05:49 -03:00
TradingEconomicsCalendarIndicatorAlgorithm.cs
Addresses Reviews
2019-06-20 10:35:56 +01:00
TrailingStopRiskFrameworkAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
TrainingExampleAlgorithm.cs
Adds Examples for Train Feature
2019-10-28 17:49:53 +00:00
TrainingInitializeRegressionAlgorithm.cs
Use Train Helper Method Instead of Schedule.TrainingNow
2019-10-28 18:13:59 +00:00
UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Remove unused SubscriptionDataConfigs
2018-11-15 11:35:31 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
USEnergyInformationAdministrationAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
UserDefinedUniverseAlgorithm.cs
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USTreasuryYieldCurveDataAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Adding FreePortfolioValue
2019-10-23 13:56:35 -03:00
WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
Update regression test after new crypto lot size
2019-10-09 17:31:29 +00:00
WarmupHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
WarmupIndicatorRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00
ZeroFeeRegressionAlgorithm.cs
Update regression algorithms
2019-09-29 21:50:44 -03:00