Martin-Molinero 2cb239a330 Fix price left over split cash adjustment (#5780) ...

- After a split if there are left over shares we model them getting sold
  using the new price. Adding unit and regression test

2021-07-19 13:18:10 -03:00

..

Cfd

Update CoinApi symbol mapping + symbol properties database (#4888)

2020-11-23 19:15:31 -03:00

Cryptos

Binance Brokerage implementation (#4688)

2020-09-28 15:57:10 -03:00

CurrencyConversion

Support 2-leg currency conversions (#5552)

2021-05-20 13:19:39 -03:00

Forex

Update CoinApi symbol mapping + symbol properties database (#4888)

2020-11-23 19:15:31 -03:00

FutureOption

Adds FuturesOptionsUnderlyingMapper and FuturesListing (#5142)

2021-01-12 06:12:00 -08:00

Futures

Indian stock markets support & Zerodha brokerage implementation (#4873)

2021-03-08 18:51:54 -03:00

Index

Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)

2021-03-12 20:46:23 -03:00

Options

fixed problems with testcasesource (#5722)

2021-07-06 12:04:04 -03:00

Positions

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

AccountCurrencyImmediateSettlementModelTests.cs

Add SecurityCacheProvider

2019-10-22 13:46:57 -03:00

BrokerageModelSecurityInitializerTests.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

BuyingPowerModelComparator.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

BuyingPowerModelTests.cs

BuyingPowerModel GetMaximumOrder Adjustments (#5756)

2021-07-09 19:37:48 -03:00

CashAmountTests.cs

Fix OrderFee round trip serialization

2020-04-03 19:11:29 -03:00

CashBookTests.cs

Support 2-leg currency conversions (#5552)

2021-05-20 13:19:39 -03:00

CashBuyingPowerModelTests.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

CashTests.cs

Update Binance symbols in symbol properties database (#5759)

2021-07-12 13:28:28 -03:00

DelayedSettlementModelTests.cs

Add SecurityCacheProvider

2019-10-22 13:46:57 -03:00

DynamicSecurityDataTests.cs

Refactor python algorithm import (#5657)

2021-06-15 19:06:06 -03:00

ErrorCurrencyConverterTests.cs

Add ICurrencyConverter to Security constructors

2018-10-10 11:17:12 -04:00

FakeOrderProcessor.cs

Subscriptions will track Universe requests

2018-11-08 13:02:11 -03:00

FutureFilterTests.cs

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

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

FutureMarginBuyingPowerModelTests.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

FutureOptionMarginBuyingPowerModelTests.cs

Fixes OverflowException in FuturesOptionsMarginModel (#5629)

2021-06-04 21:24:19 -03:00

IdentityCurrencyConverterTests.cs

Refactor previous commits

2018-12-13 11:30:40 -03:00

ImmediateSettlementModelTests.cs

Add SecurityCacheProvider

2019-10-22 13:46:57 -03:00

LocalMarketHoursTests.cs

Add LocalMarketHours.MarketDuration and SecurityExchangeHours.RegularMarketDuration

2018-08-07 11:21:11 -04:00

MarginCallModelTests.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

MarketHoursDatabaseTests.cs

Allow Custom Security Properties and MarketHours (#5100)

2021-01-14 11:34:02 -03:00

OptionFilterTests.cs

Expand Filtering of Contracts by type to Futures (#4891)

2020-11-04 20:55:33 -03:00

OptionMarginBuyingPowerModelTests.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

OptionPriceModelTests.cs

Fix Warnings V2 (#5436)

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

PatternDayTradingMarginBuyingPowerModelTests.cs

MaximumOrderQuantity Bug Fix (#5727)

2021-07-02 18:52:15 -03:00

PriceVariationModelsTests.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

ProcessVolatilityHistoryRequirementsTests.cs

Refactor Volatility Models

2018-10-29 16:57:23 -03:00

RelativeStandardDeviationVolatilityModelTests.cs

Add SecurityCacheProvider

2019-10-22 13:46:57 -03:00

SecurityCacheProviderTests.cs

Address reviews

2019-10-22 13:47:45 -03:00

SecurityCacheTests.cs

Refactors SecurityCache to Support Access to Tick of Different Type (#4621)

2020-08-24 10:37:50 -03:00

SecurityDatabaseKeyTests.cs

Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)

2021-03-09 10:52:14 -03:00

SecurityExchangeHoursTests.cs

Reduce Travis Log (#5039)

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

SecurityHoldingTests.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

SecurityIdentifierTests.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

SecurityManagerTests.cs

Add SecurityCacheProvider

2019-10-22 13:46:57 -03:00

SecurityMarginModelTests.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

SecurityPortfolioManagerTests.cs

Fix price left over split cash adjustment (#5780)

2021-07-19 13:18:10 -03:00

SecurityPortfolioModelTests.cs

Fix FutureOptionMarginModel Margin Requirements (#5570)

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

SecurityServiceTests.cs

Refactor IPrimaryExchangeProvider.GetPrimaryExchange (#5302)

2021-02-17 12:43:41 -03:00

SecurityTests.cs

Add SecurityCacheProvider

2019-10-22 13:46:57 -03:00

StandardDeviationOfReturnsVolatilityModelTests.cs

Adds StandardDeviationOfReturns configurability and improves greeks warmup for Futures/Index Options (#5495)

2021-04-28 19:05:00 -03:00

SubscriptionDataConfigTests.cs

Use ConcurrentSet<T> for SubscriptionDataConfig.Consolidators

2019-09-25 02:28:20 -04:00

SymbolPropertiesDatabaseTests.cs

Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)

2021-03-09 10:52:14 -03:00

TestAccountCurrencyProvider.cs

Refactor previous commits

2018-12-13 11:30:40 -03:00

TestDefaultMarginCallModel.cs

Refactor BuyingPowerModel

2020-02-04 18:41:15 -03:00

TradingCalendarTests.cs

Add Useful Error Message on TradingCalendar (#5588)

2021-05-24 11:09:29 -03:00

UniverseManagerTests.cs

Remove SecurityInitializer from Universe Selection (#5418)

2021-05-28 14:53:13 -03:00