Martin-Molinero a475178dbb Fix FOPs maintenance margin requirements (#5559) ...

- Fix FOPs maintenance margin requirements since they were relaying on
  the underlyings holdings cost to return 0 in some cases. Updating unit
  tests
- Fix Option exercise order being rejected because of margin not
  available, will now take into account the margin used by the option
  itself. Adding unit test

2021-05-14 14:02:56 -03:00

..

Alphas

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

DataFeeds

DataNormalizationMode Applies to AddSecurity (#5528)

2021-05-10 20:58:50 -03:00

HistoricalData

Refactor of Auxiliary Data Filtering (#5485)

2021-04-19 11:10:47 -03:00

Properties

Remove all nuspec files (#5311)

2021-02-18 17:13:11 -03:00

RealTime

Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)

2021-04-07 13:39:49 -03:00

Results

Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)

2021-05-13 20:25:19 -03:00

Server

Remote file provider powered by download provider

2019-05-24 17:01:52 -07:00

Setup

Consolidate SetupHandlers (#5529)

2021-05-10 22:12:16 -03:00

Storage

Check whether storage directory exists before enumerating it (#5432)

2021-03-29 13:32:28 -07:00

TransactionHandlers

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

AlgorithmManager.cs

Fix FOPs maintenance margin requirements (#5559)

2021-05-14 14:02:56 -03:00

AlgorithmTimeLimitManager.cs

Fix thread race conditions reading and writing

2020-05-01 11:47:19 -03:00

Engine.cs

Add primary exchage to map files (#5194)

2021-01-21 18:46:12 -03:00

LeanEngineAlgorithmHandlers.cs

Lean shutdown improvements (#4982)

2020-12-02 09:55:50 -08:00

LeanEngineSystemHandlers.cs

Lean shutdown improvements (#4982)

2020-12-02 09:55:50 -08:00

QuantConnect.Lean.Engine.csproj

Feature .net 5 (#5505)

2021-05-06 17:23:51 -03:00