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quantconnect--lean/Algorithm.CSharp
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Gerardo Salazar cd9e451ead
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Adds Support for ETF Constituent Universes (#5862) 
* Adds support for ETF constituent universes

  * Adds filtering for universe data if it doesn't match the
    universe subscription type

  * Update mapping for ALL underlying Symbols if
    `Symbol.UpdateMappedSymbol(...)` is called. Required to support
    constituent ETF universes that might have mapping events

  * Delistings of composite constituent universe Symbol will result in
    removal of universe securities.

  * Added regression algorithms for ETF constituent mappings (C#/Python),
    along with data required to run locally

  * Refactor universe delistings in SubscriptionSynchronizer -
    big thank you to @Martin-Molinero :)

* Address review: update regression algorithms and add explanatory comments

* Address review: add additional checks to delisting regression algorithms

  * Adds new regression algorithm testing the addition of a universe
    without calling AddEquity() and asserts same behavior
2021-08-17 19:54:29 -03:00
..
Alphas
…
Benchmarks
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
CapacityTests
…
Properties
…
RegressionTests
Adds Support for ETF Constituent Universes (#5862)
2021-08-17 19:54:29 -03:00
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
AddAndRemoveOptionContractRegressionAlgorithm.cs
Remove security from all universes holdings it (#5798)
2021-07-28 18:03:09 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
…
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
FOPs margin as a curve (#5607)
2021-05-26 18:09:05 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
…
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
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -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
…
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
…
BasicTemplateAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
BasicTemplateConstituentUniverseAlgorithm.cs
…
BasicTemplateCryptoAlgorithm.cs
…
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
…
BasicTemplateFuturesHistoryAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
…
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndiaAlgorithm.cs
Zerodha ProductType customization for Fetching Positions&holdings and also while placing orders (#5766)
2021-07-16 11:43:14 -03:00
BasicTemplateIntrinioEconomicData.cs
…
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
…
BasicTemplateOptionsAlgorithm.cs
…
BasicTemplateOptionsFilterUniverseAlgorithm.cs
…
BasicTemplateOptionsFrameworkAlgorithm.cs
…
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionStrategyAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
CallingRFromCSharp.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -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
…
CoarseSelectionTimeRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -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
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
ConsolidateRegressionAlgorithm.cs
…
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
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBitcoinAlgorithm.cs
Fix live timestamp alignment in CustomDataBitcoinAlgorithm (#5603)
2021-05-27 20:09:48 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
…
CustomDataRegressionAlgorithm.cs
…
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
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CustomUniverseSelectionRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
…
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
…
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
…
DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DelistedFutureLiquidateRegressionAlgorithm.cs
…
DelistedIndexOptionDivestedRegression.cs
Delisted Warning Time Correction (#5568)
2021-05-19 15:19:38 -03:00
DelistingEventsAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -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
Fix SubscriptionDataReader auxiliary data out of order (#5843)
2021-08-10 18:57:23 -03:00
DropboxUniverseSelectionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
EmitInsightsAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -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
ETFGlobalRotationAlgorithm.cs
…
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Fixes Market On Open Fill of Equity Fill Model (#5679)
2021-08-05 12:53:04 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
FractionalQuantityRegressionAlgorithm.cs
…
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
…
FutureSharingTickerRegressionAlgorithm.cs
…
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
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
HourReverseSplitRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
HourSplitRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
…
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
…
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
…
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
…
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
…
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
…
IndicatorSuiteAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
IndicatorWarmupAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -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
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
MACDTrendAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -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
MinimumOrderMarginRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -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
NoMinimumOrderMarginRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OnOrderEventExceptionRegression.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
…
OptionAssignmentRegressionAlgorithm.cs
…
OptionChainConsistencyRegressionAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Fix price left over split cash adjustment (#5780)
2021-07-19 13:18:10 -03:00
OptionChainProviderAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
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
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
…
OptionEquityStrangleRegressionAlgorithm.cs
…
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
…
OptionExerciseRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionOpenInterestRegressionAlgorithm.cs
…
OptionRenameRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionsExpiredContractRegression.cs
…
OptionSplitRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
…
OptionTimeSliceRegressionAlgorithm.cs
…
OrderImmutabilityRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
…
OrderTicketDemoAlgorithm.cs
Fixes Market On Open Fill of Equity Fill Model (#5679)
2021-08-05 12:53:04 -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
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -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
…
QuandlImporterAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
Update to PythonNet 2.0.5 (#5764)
2021-07-14 11:01:57 -03:00
RawDataRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
RegisterIndicatorRegressionAlgorithm.cs
…
RegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -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
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
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
…
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
…
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Send invalid orderEvent for non shortable order (#5772)
2021-07-15 21:10:46 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
Fix SubscriptionDataReader auxiliary data out of order (#5843)
2021-08-10 18:57:23 -03:00
SplitPartialShareRegressionAlgorithm.cs
Fix price left over split cash adjustment (#5780)
2021-07-19 13:18:10 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Fixes Market On Open Fill of Equity Fill Model (#5679)
2021-08-05 12:53:04 -03:00
StartingCapitalRegressionAlgorithm.cs
…
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
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
TickDataFilteringAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
TrailingStopRiskFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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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
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
UserDefinedUniverseAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Fixes Market On Open Fill of Equity Fill Model (#5679)
2021-08-05 12:53:04 -03:00
WarmUpAfterInitializeRegression.cs
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WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
ZeroFeeRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00