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Colton Sellers 171f0f19d5
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
MaximumOrderQuantity Bug Fix (#5727) 
* Implement solution with lightest changes possible

* Update regressions v1

* Adjust AlgorithmTradingTests

* Adjust PatternDayTradingMarginBuyingPowerModel tests

* Drop need to loop twice

* Adjust last unit test, with calculations included

* nit - comment fix

* Break out adjustment calculation to static function; add unit test

* Update Py regression

* Upgrade adjustment calculation to be smart enough to get us to target always

* nit - cleanup GetAmountToOrder

* Add license to test

* nit - comment fix

* cleanup GetAmountToOrder further

* Add additional test cases
2021-07-02 18:52:15 -03:00
..
Alphas
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AltData
…
Benchmarks
…
CapacityTests
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Properties
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AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
AddAlphaModelAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
AddRiskManagementAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
AddUniverseSelectionModelAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
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
…
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
…
BasicTemplateDailyAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BasicTemplateFuturesAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
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
…
BasicTemplateIndiaAlgorithm.cs
Indian Market support for backtesting and live deploys through Zerodha (#5710)
2021-07-02 11:06:47 -03:00
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
…
BasicTemplateOptionStrategyAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -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
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
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
…
CoarseFineFundamentalRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CoarseFundamentalTop3Algorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -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
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
ConvertToFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomBenchmarkAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomChartingAlgorithm.cs
…
CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CustomDataAddDataRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CustomDataBitcoinAlgorithm.cs
Fix live timestamp alignment in CustomDataBitcoinAlgorithm (#5603)
2021-05-27 20:09:48 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
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
…
CustomDataUsingMapFileRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomModelsAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
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
…
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
…
DataConsolidationAlgorithm.cs
…
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
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
DropboxUniverseSelectionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -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
…
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
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
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
EmitInsightsAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
EstimizeDataAlgorithm.cs
…
ETFGlobalRotationAlgorithm.cs
…
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -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
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
HistoryAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
HourSplitRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -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
…
LiveFeaturesAlgorithm.cs
…
LongOnlyAlphaStreamAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
MACDTrendAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
NamedArgumentsRegression.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
ObjectStoreExampleAlgorithm.cs
…
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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OnOrderEventExceptionRegression.cs
…
OpeningBreakoutAlgorithm.cs
…
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
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionChainProviderAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
…
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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -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
OptionExerciseRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionExpiryDateOnHolidayCase.cs
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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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
QuandlFuturesDataAlgorithm.cs
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QuandlImporterAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
Update pythonNet to net5 (#5653)
2021-06-11 13:51:09 -03:00
RawDataRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ScheduledQueuingAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
SECReportDataAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
SectorWeightingFrameworkAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
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SmartInsiderDataAlgorithm.cs
…
SpreadExecutionModelRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -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
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StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
SwitchDataModeRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
TickDataFilteringAlgorithm.cs
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TiingoPriceAlgorithm.cs
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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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
TradingEconomicsCalendarIndicatorAlgorithm.cs
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TrailingStopRiskFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -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
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
WarmUpAfterInitializeRegression.cs
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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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -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