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Jasper van Merle bb8bd27fe5
Build & Test Lean / build (push) Has been cancelled
Support 2-leg currency conversions (#5552) 
* Apply changes from #2146 on current master

Credit for most of these changes goes to https://github.com/viliwonka.
Rebasing three years of changes didn't go so well, so I manually
applied the changes in #2146 on the current master branch.

This commit attempts to represent the changes in #2146 as closely as
possible, no cleanup has been performed yet. Despite this, some changes
were inevitable because part of #2146 has been implemented another way
in the past three years.

* Clean up

* Process review comments

* Add tests

* symbol -> potentialConversionRateSymbol

* Ensure regression tests run/get data

* Fix broken test

* Process review comments

* Process review comments

* Simplify currency conversion logic

* Performance improvement, doc updates and test rename

* Rebase fixes

* Remove obsolete properties

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-05-20 13:19:39 -03:00
..
Alphas
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AltData
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Benchmarks
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CapacityTests
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Properties
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AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AddAlphaModelAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Fix FutureOptionMarginModel Margin Requirements (#5570)
2021-05-18 14:04:30 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AddRiskManagementAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AddUniverseSelectionModelAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Fix AdjustedVolumeRegressionAlgorithm on Linux (#5579)
2021-05-19 19:09:08 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BasicTemplateConstituentUniverseAlgorithm.cs
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BasicTemplateCryptoAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BasicTemplateFuturesAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesFrameworkAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateIndexAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateOptionsAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
BasicTemplateOptionTradesAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CallingRFromCSharp.cs
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CancelOpenOrdersRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
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CBOECustomDataConsolidationRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
CfdTimeZonesRegressionAlgorithm.cs
Fix wrong market hours for Oanda DE30EUR CFD (#5564)
2021-05-17 18:32:58 -03:00
CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CoarseFundamentalTop3Algorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CoarseTiingoNewsUniverseSelectionAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ConsolidateRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ConvertToFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomBenchmarkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomChartingAlgorithm.cs
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CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomDataAddDataRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
CustomDataRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
CustomFrameworkModelsAlgorithm.cs
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CustomModelsAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomPartialFillModelAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DefaultResolutionRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DelistedIndexOptionDivestedRegression.cs
Delisted Warning Time Correction (#5568)
2021-05-19 15:19:38 -03:00
DelistingEventsAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
DisplacedMovingAverageRibbon.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
DividendAlgorithm.cs
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DropboxBaseDataUniverseSelectionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DropboxUniverseSelectionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
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
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
EmitInsightsAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
EstimizeDataAlgorithm.cs
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ETFGlobalRotationAlgorithm.cs
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ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
FeeModelNotUsingAccountCurrency.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
FractionalQuantityRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Fix FutureOptionMarginModel Margin Requirements (#5570)
2021-05-18 14:04:30 -03:00
FuturesExpiredContractRegression.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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HistoryAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
HourReverseSplitRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
HourSplitRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
IndicatorSuiteAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
IndicatorWarmupAlgorithm.cs
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InsightWeightingFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
LimitFillRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
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LiveFeaturesAlgorithm.cs
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LongOnlyAlphaStreamAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MACDTrendAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
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2021-05-17 16:47:44 -03:00
MarginCallEventsAlgorithm.cs
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MarginRemainingRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
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2021-05-17 16:47:44 -03:00
MarketOnOpenOnCloseAlgorithm.cs
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MaximumPortfolioDrawdownFrameworkAlgorithm.cs
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2021-05-17 16:47:44 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
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2021-05-17 16:47:44 -03:00
MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
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NamedArgumentsRegression.cs
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2021-05-17 16:47:44 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
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2021-05-17 16:47:44 -03:00
ObjectStoreExampleAlgorithm.cs
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OnEndOfDayAddDataRegressionAlgorithm.cs
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2021-05-13 20:25:19 -03:00
OnEndOfDayRegressionAlgorithm.cs
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2021-05-17 16:47:44 -03:00
OnOrderEventExceptionRegression.cs
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OpeningBreakoutAlgorithm.cs
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OpenInterestFuturesRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionAssignmentRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionChainProviderAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
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OptionDelistedDataRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
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OptionEquityBearCallSpreadRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
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2021-05-13 20:25:19 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
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2021-05-13 20:25:19 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionOpenInterestRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionRenameRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionsExpiredContractRegression.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionSplitRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OrderTicketDemoAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ParameterizedAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
QuandlFuturesDataAlgorithm.cs
…
QuandlImporterAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
…
RawDataRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
RegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
RegressionChannelAlgorithm.cs
…
RenkoConsolidatorAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ResolutionSwitchingAlgorithm.cs
…
RollingWindowAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SECReportDataAlgorithm.cs
…
SectorExposureRiskFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SectorWeightingFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SetCashOnDataRegressionAlgorithm.cs
Support 2-leg currency conversions (#5552)
2021-05-20 13:19:39 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SmartInsiderDataAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
StartingCapitalRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SwitchDataModeRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
TickDataFilteringAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
TradingEconomicsCalendarIndicatorAlgorithm.cs
…
TrailingStopRiskFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
Support 2-leg currency conversions (#5552)
2021-05-20 13:19:39 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
USEnergyInformationAdministrationAlgorithm.cs
…
UserDefinedUniverseAlgorithm.cs
…
USTreasuryYieldCurveDataAlgorithm.cs
…
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
WarmUpAfterInitializeRegression.cs
…
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ZeroFeeRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00