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Ronit Jain f129ab1a09
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Feature implement ExchangeInfoDownloader (#6213) 
* add gdax exchange info downloader

* add downloader method to program]

* fetch currency description

* change definition to include headers

* use extension method to make request

* remove log from test

* replace WebRequest

* cleanup

* use relevant name

* implement IExchangeInfoDownloader for bitfinex, initial commit

* add default values

* use default market value

* use correct attribute for lotsize

* don't skip missing values

* handle multiple downloaders

* add gdax and bitfinex exchange downloader

* follow LEAN data directory structure

* update SPDB

* order tickers

* order tickers

* add exchange info downloader test template

* delete files

* update SPDB

* use currency mapping

* update bitfinex symbols

* update currency mapping

* sort result after old currency symbols are used

* use market of the respective brokerage

* no more unknown symbol

* change minimum order size value

* direct conversion possible

* update bitfinex symbols

* change user-agent

* add test for indirect conversion

* update stats
2022-02-22 13:00:54 -03:00
..
Alphas
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
Benchmarks
…
CapacityTests
…
Properties
…
RegressionTests
Feature Daily/Hourly Options Support (#6017)
2021-11-11 20:05:31 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
…
AddAlphaModelAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Handle security added and removed in the same loop (#6120)
2021-12-21 11:59:45 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Renaming requested changes (#6072)
2021-11-24 09:58:37 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Do not send internal SecurityChanges to Algorithm (#6118)
2021-12-21 20:24:32 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
…
AddOptionContractTwiceRegressionAlgorithm.cs
Minor fixes (#6093)
2021-12-03 12:54:49 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
…
AddRiskManagementAlgorithm.cs
…
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Fix for Add & Remove option contract case (#6172)
2022-01-28 14:13:21 -03:00
AddUniverseSelectionModelAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
Add new CustomWeight, AlphaModel for AlphaStreams (#6052)
2021-11-15 14:33:16 -03:00
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
Add new CustomWeight, AlphaModel for AlphaStreams (#6052)
2021-11-15 14:33:16 -03:00
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
…
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
…
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
Fixes GetBuyingPowerModel Method of DefaultBrokerageModel (#6215)
2022-02-17 19:41:55 -03:00
BasicTemplateAlgorithm.cs
…
BasicTemplateAtreyuAlgorithm.cs
Minor fixes (#6093)
2021-12-03 12:54:49 -03:00
BasicTemplateContinuousFutureAlgorithm.cs
Fix daily auxiliary data points emission time (#6186)
2022-02-04 21:06:45 -03:00
BasicTemplateCryptoAlgorithm.cs
…
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateDailyAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
…
BasicTemplateFuturesAlgorithm.cs
Fix daily auxiliary data points emission time (#6186)
2022-02-04 21:06:45 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
GetLastKnownPrices python data (#6191)
2022-02-08 15:37:05 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
…
BasicTemplateFuturesHourlyAlgorithm.cs
GetLastKnownPrices python data (#6191)
2022-02-08 15:37:05 -03:00
BasicTemplateHourlyAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BasicTemplateIndexAlgorithm.cs
Feature Index Option Low Resolution Support (#6075)
2021-11-26 13:11:35 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Fix low resolution index TradeBar parsing (#6081)
2021-11-29 12:59:16 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Fix low resolution index TradeBar parsing (#6081)
2021-11-29 12:59:16 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
Feature Index Option Low Resolution Support (#6075)
2021-11-26 13:11:35 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
Feature Index Option Low Resolution Support (#6075)
2021-11-26 13:11:35 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Feature Index Option Low Resolution Support (#6075)
2021-11-26 13:11:35 -03:00
BasicTemplateIndiaAlgorithm.cs
Add account currency and IRegressionAlgorithmDefinition (#6159)
2022-01-19 18:25:57 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Add account currency and IRegressionAlgorithmDefinition (#6159)
2022-01-19 18:25:57 -03:00
BasicTemplateIntrinioEconomicData.cs
…
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
…
BasicTemplateOptionsAlgorithm.cs
…
BasicTemplateOptionsDailyAlgorithm.cs
GetLastKnownPrices python data (#6191)
2022-02-08 15:37:05 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
GetLastKnownPrices python data (#6191)
2022-02-08 15:37:05 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
…
BasicTemplateOptionTradesAlgorithm.cs
…
BinanceCashAccountFeeRegressionAlgorithm.cs
Adjust virtual position in margin accounts (#6214)
2022-02-16 15:25:47 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Adjust virtual position in margin accounts (#6214)
2022-02-16 15:25:47 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Adjust virtual position in margin accounts (#6214)
2022-02-16 15:25:47 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Adjust virtual position in margin accounts (#6214)
2022-02-16 15:25:47 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
CallingRFromCSharp.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
Change Default Market of CFD to OANDA (#6107)
2021-12-13 17:58:57 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CoarseFundamentalTop3Algorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
…
CoarseSelectionTimeRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Continuous Futures Refactor. Live Mappings (#6076)
2021-11-30 21:38:50 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Continuous Futures Refactor. Live Mappings (#6076)
2021-11-30 21:38:50 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Do not send internal SecurityChanges to Algorithm (#6118)
2021-12-21 20:24:32 -03:00
ContinuousFutureRegressionAlgorithm.cs
Do not send internal SecurityChanges to Algorithm (#6118)
2021-12-21 20:24:32 -03:00
ConvertToFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
Adjust virtual position in margin accounts (#6214)
2022-02-16 15:25:47 -03:00
CustomBenchmarkAlgorithm.cs
…
CustomBenchmarkRegressionAlgorithm.cs
…
CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBitcoinAlgorithm.cs
…
CustomDataIndicatorExtensionsAlgorithm.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomDataRegressionAlgorithm.cs
GetLastKnownPrices python data (#6191)
2022-02-08 15:37:05 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomModelsAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomUniverseSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Feature 5988 WarmUpIndicator() method for indicators written in Python (#6027)
2021-10-28 20:29:22 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DelistedFutureLiquidateRegressionAlgorithm.cs
Continuous Futures Refactor. Live Mappings (#6076)
2021-11-30 21:38:50 -03:00
DelistedIndexOptionDivestedRegression.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
DelistingEventsAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
DisplacedMovingAverageRibbon.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DividendAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DropboxUniverseSelectionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
EmitInsightsAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
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EquityTradeAndQuotesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ETFGlobalRotationAlgorithm.cs
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ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FractionalQuantityRegressionAlgorithm.cs
BuyingPowerModel Fixes (#5996)
2021-10-20 16:37:20 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
FuturesExpiredContractRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
HistoryAlgorithm.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Feature implement ExchangeInfoDownloader (#6213)
2022-02-22 13:00:54 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
IndiaDataRegressionAlgorithm.cs
Add account currency and IRegressionAlgorithmDefinition (#6159)
2022-01-19 18:25:57 -03:00
IndicatorSuiteAlgorithm.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
IndicatorWarmupAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
…
InternalSubscriptionHistoryRequestAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongOnlyAlphaStreamAlgorithm.cs
…
MACDTrendAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnOpenOnCloseAlgorithm.cs
…
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
…
MeanVarianceOptimizationFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
NamedArgumentsRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
Refactor GetFilePath() (#6164)
2022-02-04 16:58:25 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
…
OptionAssignmentRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
…
OptionEquityCoveredPutRegressionAlgorithm.cs
…
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
…
OptionEquityStrangleRegressionAlgorithm.cs
…
OptionEquityStrategyMatcherRegressionAlgorithm.cs
…
OptionExerciseAssignRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
OptionExerciseRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionOpenInterestRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
Feature Daily/Hourly Options Support (#6017)
2021-11-11 20:05:31 -03:00
OptionRenameRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionsExpiredContractRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionSplitRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
OrderTicketDemoAlgorithm.cs
Add Overload in SecurityTransactionManager Methods to Support Python Functions (#6068)
2021-11-26 16:15:54 -03:00
ParameterizedAlgorithm.cs
Bug: Config.TryGetValue returns true if key is not found (#6128)
2021-12-28 12:19:46 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
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PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
QuantConnect.Algorithm.CSharp.csproj
Update to pythonNet 2.0.11 (#6131)
2021-12-27 15:49:24 -03:00
RawDataRegressionAlgorithm.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
RegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
RegressionChannelAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RollingWindowAlgorithm.cs
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SamcoBasicTemplateOptionsAlgorithm.cs
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ScaledFillForwardDataRegressionAlgorithm.cs
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ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
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ScheduledQueuingAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SectorWeightingFrameworkAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SecuritySeederRegressionAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SetCashOnDataRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsRegressionAlgorithm.cs
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ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
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SparseDataRegressionAlgorithm.cs
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SplitPartialShareRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
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StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
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TickDataFilteringAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
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TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
TrailingStopRiskFrameworkAlgorithm.cs
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TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
Fixes GetBuyingPowerModel Method of DefaultBrokerageModel (#6215)
2022-02-17 19:41:55 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
Refactor Delistings Processing (#6059)
2021-11-17 17:43:35 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
UserDefinedUniverseAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
Fixes GetBuyingPowerModel Method of DefaultBrokerageModel (#6215)
2022-02-17 19:41:55 -03:00
WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Algorithm Sampling and Statistics Fixes (#5936)
2021-10-05 19:31:25 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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