github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
12686
quantconnect--lean/Algorithm.CSharp
T
History
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
Address Non-Compiled Files (#5225)
2021-01-27 09:56:03 -03:00
Benchmarks
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
CapacityTests
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
RegressionTests
Adds Support for ETF Constituent Universes (#5862)
2021-08-17 19:54:29 -03:00
AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
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
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
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -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
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
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
Changes to start and end dates so open source project data can be used
2019-05-16 09:25:27 -07:00
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
Add Constituent basic template algorithm
2019-11-22 11:39:03 -03:00
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
Address reviews
2019-04-03 21:55:44 -03:00
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
Fixes and Improvements
2020-04-28 16:29:15 -03:00
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
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
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
Disabling Intrinio regression tests
2018-12-14 15:29:46 -03:00
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
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
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionStrategyAlgorithm.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
BasicTemplateOptionTradesAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
BrokerageModelAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BubbleAlgorithm.cs
…
CallingRFromCSharp.cs
…
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
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
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
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Adding PreSelected data types
2019-11-20 16:58:43 -03:00
ConstituentsUniverseDataGeneratorAlgorithm.cs
Revert qc500 constituent - Fix data order
2019-11-20 19:47:19 -03:00
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomBuyingPowerModelAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
CustomChartingAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
CustomDataBitcoinAlgorithm.cs
Fix live timestamp alignment in CustomDataBitcoinAlgorithm (#5603)
2021-05-27 20:09:48 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomModelsAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
CustomPartialFillModelAlgorithm.cs
Adds CustomPartialFillModelAlgorithm
2020-04-13 18:50:03 +01:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
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
Add missing crypto data
2018-12-24 17:32:39 -03:00
DataConsolidationAlgorithm.cs
Adding unit tests
2020-02-17 11:28:34 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.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
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
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
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
EmaCrossUniverseSelectionAlgorithm.cs
Add price and split factors to CoarseFundamental class
2018-06-01 12:19:06 +02:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
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
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
Rebase - Improve exception message
2019-04-03 22:00:27 -03:00
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
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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
FuzzyInferenceAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
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
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
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
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
Addresses Peer-Review
2019-11-07 22:26:46 +00:00
LiveFeaturesAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
Adds Python Example of ObjectStoreExampleAlgorithm
2020-04-21 23:14:21 +01:00
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
Updates SPY Market Data (#5493)
2021-04-19 13:31:01 -03:00
OpeningBreakoutAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
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
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
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
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
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -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
Update regression statistics for OptionExpiryDateOnHolidayCase
2019-01-23 21:29:07 +01:00
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
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
QuandlImporterAlgorithm.cs
Remove Hard-Coded Token from QuandlImporterAlgorithm
2019-08-20 16:21:35 -07:00
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
Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)
2021-05-13 20:25:19 -03:00
RegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
RegressionChannelAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
RenkoConsolidatorAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ResolutionSwitchingAlgorithm.cs
Address review - Remove SampleAssetPrices from IResultHandlers
2020-01-16 14:03:55 -08:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
ScaledFillForwardDataRegressionAlgorithm.cs
Updates Equity Market Data (#5576)
2021-06-17 14:04:51 -03:00
ScheduledEventsAlgorithm.cs
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
ScheduledEventsOrderRegressionAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
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
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
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
Addresses Review
2019-04-18 23:29:51 +01:00
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
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
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
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
Add TiingoNews.HistoricalCrawlOffset - Rename
2019-10-02 13:11:31 -03:00
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
TrailingStopRiskFrameworkAlgorithm.cs
Adjust Volume for Splits (#5525)
2021-05-17 16:47:44 -03:00
TrainingExampleAlgorithm.cs
Adds Examples for Train Feature
2019-10-28 17:49:53 +00:00
TrainingInitializeRegressionAlgorithm.cs
Use Train Helper Method Instead of Schedule.TrainingNow
2019-10-28 18:13:59 +00:00
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
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
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Get Best Effort Price For Fill Price (#5855)
2021-08-12 10:16:20 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Fixes Market On Open Fill of Equity Fill Model (#5679)
2021-08-05 12:53:04 -03:00
WarmUpAfterInitializeRegression.cs
Refactors Capacity Estimation and moves estimation to main event loop (#5351)
2021-03-02 18:46:31 -03:00
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
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