github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
10258
quantconnect--lean/Algorithm.CSharp
T
History
Alexandre Catarino c6d4888e70 Refactors Market Fill of Equity Fill Model (#5114) 
* Refactors Market Fill Model

Create `GetBidPrice` and `GetAskPrice` methods to request the most suitable price to fill market orders.

Fix unit tests to show that new implementation prevents using non-market data to fill the order.

* Addresses Peer Review …

Modifies EquityTickQuoteAdjustedModeRegressionAlgorithm to reflect changes in the market fill method. The previous implementation only looks for the last tick when it should look for the last tick of quote type, so current implementation is an improvement.
2021-01-06 12:35:33 -03:00
..
Alphas
Delete DailyFx class
2019-05-22 09:36:19 -07:00
AltData
Quiver Quantitative Integration (#4869)
2020-11-13 20:07:17 -03:00
Benchmarks
Address review
2019-10-16 13:35:05 -03:00
Properties
Add assembly descriptions (#4442)
2020-05-21 09:35:12 -07:00
AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddAlphaModelAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddRiskManagementAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddUniverseSelectionModelAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
app.config
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)
2020-10-08 20:05:20 -03:00
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 algorithms (#4969)
2020-11-25 20:36:17 -03:00
BasicTemplateAlgorithm.cs
Bug 4835 api tests failing (#4838)
2020-10-15 13:31:53 -03:00
BasicTemplateConstituentUniverseAlgorithm.cs
Add Constituent basic template algorithm
2019-11-22 11:39:03 -03:00
BasicTemplateCryptoAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateDailyAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
BasicTemplateFillForwardAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BasicTemplateForexAlgorithm.cs
Merge branch 'master' into minor-algo-fix
2017-09-20 08:29:56 -04:00
BasicTemplateFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BasicTemplateFuturesAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fixes and Improvements
2020-04-28 16:29:15 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Addresses Peer-Review
2020-05-29 14:56:10 +01:00
BasicTemplateIntrinioEconomicData.cs
Disabling Intrinio regression tests
2018-12-14 15:29:46 -03:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionsAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)
2020-10-08 20:05:20 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Update regression stats
2020-03-31 12:21:13 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionStrategyAlgorithm.cs
Fix rebase
2020-04-06 10:57:06 -03:00
BasicTemplateOptionTradesAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BrokerageModelAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BubbleAlgorithm.cs
fixed no trade bug in bubble algorithm(C#)
2017-09-26 10:47:54 -04:00
CallingRFromCSharp.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CancelOpenOrdersRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Adds C# and Python examples
2019-04-09 17:59:46 +01:00
CfdTimeZonesRegressionAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
CoarseFineFundamentalComboAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CoarseFineFundamentalRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
CoarseFundamentalTop3Algorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseTiingoNewsUniverseSelectionAlgorithm.cs
Address reviews
2020-06-15 20:05:12 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ConsolidateRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Adding PreSelected data types
2019-11-20 16:58:43 -03:00
ConstituentsUniverseDataGeneratorAlgorithm.cs
Revert qc500 constituent - Fix data order
2019-11-20 19:47:19 -03:00
ConstituentsUniverseRegressionAlgorithm.cs
Address review
2020-04-24 19:04:41 -03:00
ConvertToFrameworkAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomBenchmarkAlgorithm.cs
Update benchmark algorithm to include disabling (#5115)
2021-01-04 18:11:18 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomBuyingPowerModelAlgorithm.cs
Adds CustomBuyingPowerModelAlgorithm (#4824)
2020-10-21 17:27:30 -07:00
CustomChartingAlgorithm.cs
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataAddDataRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataBitcoinAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataIndicatorExtensionsAlgorithm.cs
reformat code
2018-03-16 09:43:55 -04:00
CustomDataNIFTYAlgorithm.cs
Addresses Review
2019-04-18 23:29:51 +01:00
CustomDataRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataUniverseAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomModelsAlgorithm.cs
Adds CustomBuyingPowerModelAlgorithm (#4824)
2020-10-21 17:27:30 -07:00
CustomPartialFillModelAlgorithm.cs
Adds CustomPartialFillModelAlgorithm
2020-04-13 18:50:03 +01:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
CustomUniverseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DailyAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
Add missing crypto data
2018-12-24 17:32:39 -03:00
DataConsolidationAlgorithm.cs
Adding unit tests
2020-02-17 11:28:34 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DefaultResolutionRegressionAlgorithm.cs
Regression test assert order list hash
2020-02-19 20:26:12 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Update ExpectedStatistics (#5094)
2020-12-29 12:04:36 -03:00
DelistingEventsAlgorithm.cs
Fixes FillModel Stale Price Message
2020-04-03 21:54:29 +01:00
DisplacedMovingAverageRibbon.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
DropboxUniverseSelectionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DynamicSecurityDataAlgorithm.cs
Improve DynamicSecurityData usability
2019-09-30 19:06:21 -04:00
EmaCrossFuturesFrontMonthAlgorithm.cs
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
EmaCrossUniverseSelectionAlgorithm.cs
Add price and split factors to CoarseFundamental class
2018-06-01 12:19:06 +02:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
EmitInsightCryptoCashAccountType.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
EmitInsightsAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Refactors Market Fill of Equity Fill Model (#5114)
2021-01-06 12:35:33 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -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
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
HistoryRequestFactory Hour ExtendedMarketHours (#4786)
2020-09-29 18:16:27 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
FeeModelNotUsingAccountCurrency.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Bug 4925 daylight out of order bar (#4941)
2020-12-28 16:24:33 -03:00
FilteredIdentityAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FinancialAdvisorDemoAlgorithm.cs
Refactor OrderProperties class to IOrderProperties interface
2017-10-26 18:22:11 +02:00
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Address review
2020-04-24 19:04:41 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Bug 4757 Synchronize Security Additions (#4879)
2020-12-02 21:20:30 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Bug 4757 Synchronize Security Additions (#4879)
2020-12-02 21:20:30 -03:00
FractionalQuantityRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)
2020-12-11 20:46:56 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Address review
2020-04-28 16:29:54 -03:00
FuturesMomentumAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FuzzyInferenceAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
HistoryAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
HourReverseSplitRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
HourSplitRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
IndicatorSuiteAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
IndicatorWarmupAlgorithm.cs
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
InsightWeightingFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
LimitFillRegressionAlgorithm.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -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
LongOnlyAlphaStreamAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MACDTrendAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MarginCallEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MarginRemainingRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
MarketOnOpenOnCloseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847)
2020-10-15 13:34:08 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MovingAverageCrossAlgorithm.cs
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
MultipleSymbolConsolidationAlgorithm.cs
Minor fixes to comments in MultipleSymbolConsolidationAlgorithm.
2019-12-14 17:12:08 -08:00
NoMarginCallExpectedRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ObjectStoreExampleAlgorithm.cs
Adds Python Example of ObjectStoreExampleAlgorithm
2020-04-21 23:14:21 +01:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
OnEndOfDayRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
OnOrderEventExceptionRegression.cs
Bug 4947 OnOrderEvent exceptions (#4974)
2020-11-30 15:55:39 -03:00
OpeningBreakoutAlgorithm.cs
Minor typo fixes to comments in OpeningBreakoutAlgorithm.
2019-12-14 17:11:33 -08:00
OpenInterestFuturesRegressionAlgorithm.cs
Add a futures universe selection model that uses open interest
2020-05-19 00:30:58 +10:00
OptionAssignmentRegressionAlgorithm.cs
Fixes Market Simulated Automatic Option Assignment (#4853)
2020-10-13 19:39:25 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
OptionChainProviderAlgorithm.cs
Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743)
2020-09-28 15:29:09 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionDelistedDataRegressionAlgorithm.cs
Regression test assert order list hash
2020-02-19 20:26:12 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)
2020-10-08 20:05:20 -03:00
OptionExpiryDateOnHolidayCase.cs
Update regression statistics for OptionExpiryDateOnHolidayCase
2019-01-23 21:29:07 +01:00
OptionOpenInterestRegressionAlgorithm.cs
Fixes for OpenInterest storing (#4712)
2020-09-11 15:28:27 -07:00
OptionRenameRegressionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
OptionSplitRegressionAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Adjust regression algorithm (#4714)
2020-09-14 17:07:14 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
OrderTicketDemoAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
packages.config
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
ParameterizedAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
Bug 4925 daylight out of order bar (#4941)
2020-12-28 16:24:33 -03:00
QuantConnect.Algorithm.CSharp.nuspec
Fix nuget QC dependency version
2020-05-21 16:21:59 -03:00
RawPricesCoarseUniverseAlgorithm.cs
Consistency fix
2018-05-10 15:47:51 +01:00
RawPricesUniverseRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
RegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
RegressionChannelAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
RenkoConsolidatorAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
ResolutionSwitchingAlgorithm.cs
Address review - Remove SampleAssetPrices from IResultHandlers
2020-01-16 14:03:55 -08:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
ScaledFillForwardDataRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
ScheduledEventsAlgorithm.cs
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
ScheduledEventsOrderRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SECReportDataAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
SectorWeightingFrameworkAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SetCashOnDataRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -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 stats
2020-04-08 19:31:42 -03:00
StartingCapitalRegressionAlgorithm.cs
Update regression algorithms
2020-04-01 20:37:20 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
StressSymbols.cs
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
StressSymbolsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Improve implicit conversion failure message
2020-04-17 22:11:24 -03:00
SwitchDataModeRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
TickDataFilteringAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
TiingoPriceAlgorithm.cs
Add TiingoNews.HistoricalCrawlOffset - Rename
2019-10-02 13:11:31 -03:00
TimeInForceAlgorithm.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
TradingEconomicsCalendarIndicatorAlgorithm.cs
Addresses Reviews
2019-06-20 10:35:56 +01:00
TrailingStopRiskFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -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
Tidy and add tags
2017-09-20 17:14:44 -04:00
UniverseSelectionRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Bug 4757 Synchronize Security Additions (#4879)
2020-12-02 21:20:30 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
UpdateOrderLiveTestAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
USEnergyInformationAdministrationAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
UserDefinedUniverseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
USTreasuryYieldCurveDataAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
WarmUpAfterIntializeRegression.cs
Block SetWarmUp after Algorithm has compeleted initialization (#4975)
2020-12-02 13:44:04 -03:00
WarmupAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
WarmupConversionRatesRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
WarmupHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
WarmupIndicatorRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
ZeroFeeRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00