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Martin-Molinero 22caf9ef2a
Build & Test Lean / build (push) Has been cancelled
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
..
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
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -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
CFD Capacity Estimate (#5582)
2021-05-21 16:24:29 -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
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -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
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -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
…
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
…
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
…
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
Adjust Volume for Splits (#5525)
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
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MarketOnOpenOnCloseAlgorithm.cs
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MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
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NamedArgumentsRegression.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ObjectStoreExampleAlgorithm.cs
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OnEndOfDayAddDataRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OnEndOfDayRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
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
…
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
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
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
Language update. Csproj clean up (#5590)
2021-05-24 11:10:03 -03:00
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