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Martin Molinero 26b959a331 Fix ambiguous errors. Add IBAutomator net5
2021-04-06 11:34:37 -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
Address review
2019-10-16 13:35:05 -03:00
CapacityTests
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AddAlphaModelAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Fix ambiguous errors. Add IBAutomator net5
2021-04-06 11:34:37 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AddRiskManagementAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AddUniverseSelectionModelAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
BacktestingBrokerageRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -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
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
BasicTemplateAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
BasicTemplateConstituentUniverseAlgorithm.cs
Add Constituent basic template algorithm
2019-11-22 11:39:03 -03:00
BasicTemplateCryptoAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateDailyAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
BasicTemplateFuturesAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fixes and Improvements
2020-04-28 16:29:15 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
BasicTemplateFuturesHistoryAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
BasicTemplateIndexAlgorithm.cs
Broken Regressions Fixes (#5421)
2021-03-29 13:35:03 -07:00
BasicTemplateIndexOptionsAlgorithm.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionStrategyAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
BasicTemplateOptionTradesAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Adds C# and Python examples
2019-04-09 17:59:46 +01:00
CBOECustomDataConsolidationRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
CfdTimeZonesRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
CoarseFineFundamentalComboAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CoarseFineFundamentalRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
CoarseFundamentalTop3Algorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CoarseNoLookAheadBiasAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CoarseTiingoNewsUniverseSelectionAlgorithm.cs
Address reviews
2020-06-15 20:05:12 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ConfidenceWeightedFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ConsolidateRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ConvertToFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CustomBenchmarkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CustomBenchmarkRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CustomBrokerageMessageHandlerAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomBuyingPowerModelAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
CustomChartingAlgorithm.cs
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CustomDataAddDataRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CustomDataBitcoinAlgorithm.cs
Fix timestamps in custom data algorithms (#5426)
2021-03-30 14:48:59 -07:00
CustomDataIndicatorExtensionsAlgorithm.cs
reformat code
2018-03-16 09:43:55 -04:00
CustomDataNIFTYAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
CustomDataPropertiesRegressionAlgorithm.cs
Fix timestamps in custom data algorithms (#5426)
2021-03-30 14:48:59 -07:00
CustomDataRegressionAlgorithm.cs
Fix timestamps in custom data algorithms (#5426)
2021-03-30 14:48:59 -07:00
CustomDataUniverseAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomModelsAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
DailyAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -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
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
DefaultResolutionRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
DelistingEventsAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
DisplacedMovingAverageRibbon.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
DropboxUniverseSelectionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -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
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
EmitInsightsAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ExtendedMarketTradingRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FeeModelNotUsingAccountCurrency.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
FractionalQuantityRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FreePortfolioValueRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FutureSharingTickerRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
FuturesMomentumAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FuzzyInferenceAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
HistoryAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
HourReverseSplitRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
HourSplitRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
InceptionDateSelectionRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Broken Regressions Fixes (#5421)
2021-03-29 13:35:03 -07:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Broken Regressions Fixes (#5421)
2021-03-29 13:35:03 -07:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Broken Regressions Fixes (#5421)
2021-03-29 13:35:03 -07:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
IndicatorSuiteAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
IndicatorWarmupAlgorithm.cs
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
InsightWeightingFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
LeveragePrecedenceRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
LimitFillRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
LimitIfTouchedRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
MACDTrendAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
MarginCallClosedMarketRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
MarginCallEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MarginRemainingRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
MarketOnOpenOnCloseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
NamedArgumentsRegression.cs
Broken Regressions Fixes (#5421)
2021-03-29 13:35:03 -07:00
NoMarginCallExpectedRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ObjectStoreExampleAlgorithm.cs
Adds Python Example of ObjectStoreExampleAlgorithm
2020-04-21 23:14:21 +01:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OnEndOfDayRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
OnOrderEventExceptionRegression.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OpeningBreakoutAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
OpenInterestFuturesRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OptionAssignmentRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
OptionChainConsistencyRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
OptionChainProviderAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionDelistedDataRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OptionExpiryDateOnHolidayCase.cs
Update regression statistics for OptionExpiryDateOnHolidayCase
2019-01-23 21:29:07 +01:00
OptionOpenInterestRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OptionRenameRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
OptionSplitRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
OptionTimeSliceRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
OrderTicketDemoAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ParameterizedAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
PortfolioOptimizationNumericsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -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
Fix ambiguous errors. Add IBAutomator net5
2021-04-06 11:34:37 -03:00
RawPricesCoarseUniverseAlgorithm.cs
Consistency fix
2018-05-10 15:47:51 +01:00
RawPricesUniverseRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
RegisterIndicatorRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
RegressionAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
RegressionChannelAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
RenkoConsolidatorAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
SECReportDataAlgorithm.cs
Add BaseData.AdjustResolution
2019-11-04 20:38:26 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
SectorWeightingFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
SetCashOnDataRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
SetHoldingsFutureRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
StartingCapitalRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
SwitchDataModeRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
TradingEconomicsCalendarIndicatorAlgorithm.cs
Addresses Reviews
2019-06-20 10:35:56 +01:00
TrailingStopRiskFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
UniverseUnchangedRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
UpdateOrderLiveTestAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
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
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
WarmUpAfterInitializeRegression.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
WarmupAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
WarmupConversionRatesRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
WarmupHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
WarmupIndicatorRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ZeroedBenchmarkRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
ZeroFeeRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00