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Martin Molinero 58682e1bbd Fix ambiguous errors. Add IBAutomator net5
2021-04-12 15:09:33 -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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -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
…
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
2021-04-12 15:09:33 -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
…
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
…
BasicTemplateCryptoAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateDailyAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
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
…
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
…
BubbleAlgorithm.cs
…
CallingRFromCSharp.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
…
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
…
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
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
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
…
CustomBuyingPowerModelAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
CustomChartingAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
…
CustomDataNIFTYAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
…
CustomDataUsingMapFileRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
CustomFrameworkModelsAlgorithm.cs
…
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
…
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
…
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
…
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
…
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
…
EmaCrossFuturesFrontMonthAlgorithm.cs
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
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
…
ETFGlobalRotationAlgorithm.cs
…
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
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
…
FinancialAdvisorDemoAlgorithm.cs
…
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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
FuzzyInferenceAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
IndicatorWarmupAlgorithm.cs
…
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
…
LiveFeaturesAlgorithm.cs
…
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
…
MarginRemainingRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
MarketOnOpenOnCloseAlgorithm.cs
…
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
…
MultipleSymbolConsolidationAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
OnOrderEventExceptionRegression.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
OpeningBreakoutAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
…
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
…
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
…
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
…
QuandlImporterAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
Fix ambiguous errors. Add IBAutomator net5
2021-04-12 15:09:33 -03:00
RawPricesCoarseUniverseAlgorithm.cs
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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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
RenkoConsolidatorAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ResolutionSwitchingAlgorithm.cs
…
RollingWindowAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
ScheduledEventsAlgorithm.cs
…
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
…
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
…
SmartInsiderDataAlgorithm.cs
…
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
…
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
…
TiingoPriceAlgorithm.cs
…
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
…
TrailingStopRiskFrameworkAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
…
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
…
UpdateOrderRegressionAlgorithm.cs
Use trades per period instead of days for capacity calculation (#5389)
2021-03-16 16:30:49 -07:00
USEnergyInformationAdministrationAlgorithm.cs
…
UserDefinedUniverseAlgorithm.cs
…
USTreasuryYieldCurveDataAlgorithm.cs
…
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
…
WarmupConversionRatesRegressionAlgorithm.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
WarmupHistoryAlgorithm.cs
…
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