Martin-Molinero 22caf9ef2a FOPs margin as a curve (#5607) ...

* FOPs margin as a curve

- Adjust FOPs margin requirement so that it behaves like an 'S' curve
  for the contract strike, around the underlying price and it's margin requirement.
  Based on IB behavior. Adding unit tests for different future contracts
- Improve a couple of unit test cleanup

* Add ES Short Call unit test

2021-05-26 18:09:05 -03:00

..

Benchmarks

Enable parallel unit testing

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

Brokerages

Remove Alpaca brokerage implementation (#5249)

2021-02-02 20:16:34 -03:00

Data

Wicked Renko Consolidator Fix (#5589)

2021-05-24 21:39:21 -03:00

Exceptions

QC PythonNet 2.0 (#5376)

2021-03-09 18:25:31 -03:00

Notifications

NotificationJsonConverter is case insensitive (#5341)

2021-02-25 11:42:42 -08:00

Orders

Fix FutureOptionMarginModel Margin Requirements (#5570)

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

Packets

Updates SPY Market Data (#5493)

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

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Scheduling

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

Securities

FOPs margin as a curve (#5607)

2021-05-26 18:09:05 -03:00

Statistics

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

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

Storage

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

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

Util

Adds filtering of negative ticks in CoinAPI converter consolidation (#5597)

2021-05-25 19:38:53 -03:00

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

BrokerageNameTests.cs

Enable python and CSharp debugging

2019-08-12 22:03:13 -03:00

CurrenciesTests.cs

Reuse symbol properties database for currency conversions (#4710)

2020-09-14 15:12:17 -03:00

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionaryTests.cs

Updates SPY Market Data (#5493)

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

GlobalTest.cs

Bug algoseek taq writes tick exchanges correctly (#5301)

2021-02-16 12:51:08 -03:00

IsolatorLimitResultProviderTests.cs

Fix Warnings V2 (#5436)

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

IsolatorTests.cs

Making WorkerThread static

2020-01-14 11:31:58 -03:00

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

OrderTargetsByMarginImpactTests.cs

Updates Fundamental Data (#5502)

2021-05-11 17:54:45 -03:00

OSTests.cs

Enable parallel unit testing

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

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

Add primary exchage to map files (#5194)

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

SeriesSamplerTests.cs

Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum

2015-12-10 13:03:50 -05:00

SeriesTests.cs

Fixes bug in series sampler with duplicate times

2015-05-12 13:16:24 -04:00

StringExtensionsTests.cs

fix date parsing: TwelveCharacter dateformat can't be parsed properly;

2020-07-31 17:53:55 +03:00

SymbolCacheTests.cs

Append type to custom data symbol

2019-09-24 10:34:35 -03:00

SymbolRepresentationTests.cs

Fixes weeklies parsing, causing certain futures to be inaccessible in QCAlgorithm (#4936)

2020-11-20 11:58:49 -03:00

SymbolTests.cs

Adding Symbol.Canonical (#5383)

2021-03-11 18:38:20 -03:00

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Updates and improvements to ToolBox projects (#5537)

2021-05-14 17:06:47 -03:00

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00