Martin-Molinero 9887a05d77 Fix FutureOptionMarginModel Margin Requirements (#5570) ...

* Fix FutureOptionMarginModel Margin Requirements

- Fixes FuturesOptionsMarginModel margin requirements being zero due to
  underlying being null on model creation. Adding unit test

* Address reviews

- SecurityService will set underlying when creating a new security when
  provided

2021-05-18 14:04:30 -03:00

..

Alphas

Address reviews. Update unit tests

2020-04-28 16:29:17 -03:00

BrokerageTransactionHandlerTests

Option Margin Strategies (#5511)

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

DataCacheProviders

Test fixes and updates

2020-04-23 09:59:31 -03:00

DataFeeds

Fix FutureOptionMarginModel Margin Requirements (#5570)

2021-05-18 14:04:30 -03:00

DataProviders

Update old Hourly/Daily data for ApiDataProvider (#5034)

2020-12-16 19:04:06 -03:00

HistoricalData

DataPermissionManager is used by history provider

2020-06-12 12:51:14 -03:00

RealTime

Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)

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

Results

Updates SPY Market Data (#5493)

2021-04-19 13:31:01 -03:00

Setup

Simplify cash limit allocation (#5382)

2021-03-10 14:47:39 -08:00

AlgorithmManagerTests.cs

Add internal subscription manager (#4678)

2020-09-01 21:22:22 -03:00

AlgorithmTimeLimitManagerTests.cs

Fix thread race conditions reading and writing

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

BasicOptionAssignmentSimulationTests.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

DefaultBrokerageMessageHandler.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

PartialFillModel.cs

Modify partially filled (#5500)

2021-04-27 20:36:32 -03:00

PerformanceBenchmarkAlgorithms.cs

Move DataManager in front of DataFeed

2018-10-29 16:13:27 -03:00

TestResultHandler.cs

Fix Warnings V2 (#5436)

2021-04-02 11:20:01 -07:00