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Martin-Molinero 8cbdfcaf28 Fix hour resolution mapping data handling (#5233) 
- In some cases hour resolution data subscription would end early
  because of remapping not being correctly handled. Adding regression
  test
2021-01-28 20:41:04 -03:00
..
Alphas
Address Non-Compiled Files (#5225)
2021-01-27 09:56:03 -03:00
AltData
Quiver Quantitative Integration (#4869)
2020-11-13 20:07:17 -03:00
Benchmarks
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Properties
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AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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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
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Fixes ETB/shortable regression algorithms that were previously failing (#5174)
2021-01-18 21:19:42 -03:00
app.config
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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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
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BasicTemplateCryptoAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
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BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFuturesAlgorithm.cs
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BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesFrameworkAlgorithm.cs
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BasicTemplateFuturesHistoryAlgorithm.cs
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BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsFilterUniverseAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
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BasicTemplateOptionTradesAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CallingRFromCSharp.cs
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CancelOpenOrdersRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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CoarseTiingoNewsUniverseSelectionAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ConvertToFrameworkAlgorithm.cs
Update regression tests statistics (#5187)
2021-01-18 21:06:26 -03:00
CustomBenchmarkAlgorithm.cs
Update benchmark algorithm to include disabling (#5115)
2021-01-04 18:11:18 -03:00
CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
Adds CustomBuyingPowerModelAlgorithm (#4824)
2020-10-21 17:27:30 -07:00
CustomChartingAlgorithm.cs
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CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
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CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
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CustomDataAddDataRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
Allow Custom Security Properties and MarketHours (#5100)
2021-01-14 11:34:02 -03:00
CustomDataRegressionAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomModelsAlgorithm.cs
Adds CustomBuyingPowerModelAlgorithm (#4824)
2020-10-21 17:27:30 -07:00
CustomPartialFillModelAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
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CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
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DefaultResolutionRegressionAlgorithm.cs
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DelistedFutureLiquidateRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
DelistingEventsAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
DisplacedMovingAverageRibbon.cs
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DividendAlgorithm.cs
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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
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DynamicSecurityDataAlgorithm.cs
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EmaCrossFuturesFrontMonthAlgorithm.cs
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EmaCrossUniverseSelectionAlgorithm.cs
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EmaCrossUniverseSelectionFrameworkAlgorithm.cs
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EmitInsightCryptoCashAccountType.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
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EmitInsightsAlgorithm.cs
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EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
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EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Refactors Market Fill of Equity Fill Model (#5114)
2021-01-06 12:35:33 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
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EstimizeDataAlgorithm.cs
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ETFGlobalRotationAlgorithm.cs
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ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
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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
FillForwardUntilExpiryRegressionAlgorithm.cs
Fill forward data points until delisted date (#4973)
2021-01-11 16:45:09 -03:00
FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
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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
Update regression tests statistics (#5187)
2021-01-18 21:06:26 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Adds FuturesOptionsUnderlyingMapper and FuturesListing (#5142)
2021-01-12 06:12:00 -08:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
FutureSharingTickerRegressionAlgorithm.cs
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FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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HistoryAlgorithm.cs
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HistoryWithSymbolChangesRegressionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Fix hour resolution mapping data handling (#5233)
2021-01-28 20:41:04 -03:00
HourReverseSplitRegressionAlgorithm.cs
Add primary exchage to map files (#5194)
2021-01-21 18:46:12 -03:00
HourSplitRegressionAlgorithm.cs
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InceptionDateSelectionRegressionAlgorithm.cs
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IndicatorSuiteAlgorithm.cs
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IndicatorWarmupAlgorithm.cs
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InsightWeightingFrameworkAlgorithm.cs
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LeveragePrecedenceRegressionAlgorithm.cs
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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
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LiveFeaturesAlgorithm.cs
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LongOnlyAlphaStreamAlgorithm.cs
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MACDTrendAlgorithm.cs
Update regression tests statistics (#5187)
2021-01-18 21:06:26 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
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MarginCallEventsAlgorithm.cs
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MarginRemainingRegressionAlgorithm.cs
Update regression tests statistics (#5187)
2021-01-18 21:06:26 -03:00
MarketOnOpenOnCloseAlgorithm.cs
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MaximumPortfolioDrawdownFrameworkAlgorithm.cs
bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847)
2020-10-15 13:34:08 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
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MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
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NoMarginCallExpectedRegressionAlgorithm.cs
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ObjectStoreExampleAlgorithm.cs
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OnEndOfDayAddDataRegressionAlgorithm.cs
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OnEndOfDayRegressionAlgorithm.cs
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OnOrderEventExceptionRegression.cs
Bug 4947 OnOrderEvent exceptions (#4974)
2020-11-30 15:55:39 -03:00
OpeningBreakoutAlgorithm.cs
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OpenInterestFuturesRegressionAlgorithm.cs
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OptionAssignmentRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
OptionChainProviderAlgorithm.cs
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OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Universe dispose and removal (#5134)
2021-01-07 12:03:17 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Universe dispose and removal (#5134)
2021-01-07 12:03:17 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
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OptionDelistedDataRegressionAlgorithm.cs
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OptionExerciseAssignRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
OptionExpiryDateOnHolidayCase.cs
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OptionOpenInterestRegressionAlgorithm.cs
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OptionRenameRegressionAlgorithm.cs
Add primary exchage to map files (#5194)
2021-01-21 18:46:12 -03:00
OptionSplitRegressionAlgorithm.cs
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OrderImmutabilityRegressionAlgorithm.cs
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OrderSubmissionDataRegressionAlgorithm.cs
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OrderTicketDemoAlgorithm.cs
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ParameterizedAlgorithm.cs
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PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
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PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
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PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
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PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
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PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
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ProcessSplitSymbolsRegressionAlgorithm.cs
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QuandlFuturesDataAlgorithm.cs
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QuandlImporterAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
Update JSON Library (#5218)
2021-01-28 19:24:49 -03:00
QuantConnect.Algorithm.CSharp.nuspec
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RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
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RegisterIndicatorRegressionAlgorithm.cs
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RegressionAlgorithm.cs
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RegressionChannelAlgorithm.cs
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RenkoConsolidatorAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RollingWindowAlgorithm.cs
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ScaledFillForwardDataRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
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ScheduledQueuingAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
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SECReportDataAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
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SetCashOnDataRegressionAlgorithm.cs
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SetHoldingsFutureRegressionAlgorithm.cs
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SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
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ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Easy To Borrow Hotfix (#5167)
2021-01-14 15:07:54 -08:00
SmaCrossUniverseSelectionAlgorithm.cs
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SmartInsiderDataAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
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StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
TickDataFilteringAlgorithm.cs
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TiingoPriceAlgorithm.cs
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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
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TotalPortfolioValueRegressionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
TradingEconomicsCalendarIndicatorAlgorithm.cs
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TrailingStopRiskFrameworkAlgorithm.cs
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TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
Adjust delisting liquidation time (#5203)
2021-01-22 14:41:29 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Fix universe selection symbol cache removal (#5193)
2021-01-21 15:48:33 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Bug 4757 Synchronize Security Additions (#4879)
2020-12-02 21:20:30 -03:00
UniverseUnchangedRegressionAlgorithm.cs
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UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
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USEnergyInformationAdministrationAlgorithm.cs
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UserDefinedUniverseAlgorithm.cs
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USTreasuryYieldCurveDataAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
Fix regression typo (#5224)
2021-01-26 15:31:57 -03:00
WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroedBenchmarkRegressionAlgorithm.cs
Refactor Default Benchmark (#5158)
2021-01-19 08:40:41 -03:00
ZeroFeeRegressionAlgorithm.cs
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