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quantconnect--lean/Common/Securities
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Louis Szeto c1db23250e
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
..
Cfd
Support 2-leg currency conversions (#5552)
2021-05-20 13:19:39 -03:00
Crypto
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
CurrencyConversion
Support 2-leg currency conversions (#5552)
2021-05-20 13:19:39 -03:00
Equity
Lean exchange improvements (#5932)
2021-09-20 13:50:15 -03:00
Forex
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
Future
Make continuous future untradable (#6252)
2022-03-14 14:23:26 -03:00
FutureOption
Feature 6208 add nyseliffe exchange to interactive brokers (#6209)
2022-03-04 15:24:17 -03:00
Index
Fix index live target exchange (#6000)
2021-10-20 17:26:25 -03:00
IndexOption
Fix FutureOptionMarginModel Margin Requirements (#5570)
2021-05-18 14:04:30 -03:00
Interfaces
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Option
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
Positions
Alpha holdings state (#5770)
2021-08-19 13:56:18 -03:00
Volatility
Feature 2839 black scholes data generator (#6135)
2022-01-10 17:21:03 -03:00
AccountCurrencyImmediateSettlementModel.cs
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AccountEvent.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
AdjustedPriceVariationModel.cs
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BrokerageModelSecurityInitializer.cs
Implements Easy To Borrow Reality Modeling (WIP) (#5159)
2021-01-14 13:33:44 -08:00
BuyingPower.cs
Revert GetBuyingPower removal
2020-02-24 14:06:16 -03:00
BuyingPowerModel.cs
BuyingPowerModel Fixes (#5996)
2021-10-20 16:37:20 -03:00
BuyingPowerModelExtensions.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
BuyingPowerParameters.cs
Revert GetBuyingPower removal
2020-02-24 14:06:16 -03:00
Cash.cs
Fix bug with Coinbase Pro Stable Pairs (#6362)
2022-06-01 17:19:41 -03:00
CashAmount.cs
Alpha holdings state (#5770)
2021-08-19 13:56:18 -03:00
CashBook.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
CashBuyingPowerModel.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
CompositeSecurityInitializer.cs
…
ConstantBuyingPowerModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
ContractSecurityFilterUniverse.cs
Expand Filtering of Contracts by type to Futures (#4891)
2020-11-04 20:55:33 -03:00
DefaultMarginCallModel.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
DelayedSettlementModel.cs
…
DynamicSecurityData.cs
SecurityCache performace improvements
2019-10-22 13:46:56 -03:00
EquityPriceVariationModel.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
ErrorCurrencyConverter.cs
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FuncSecurityDerivativeFilter.cs
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FuncSecurityInitializer.cs
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FuncSecuritySeeder.cs
Fix FuncSecuritySeeder for python (#5923)
2021-09-10 19:28:49 -03:00
GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
GetMaximumOrderQuantityResult.cs
Refactor GetMaximumOrderQuantityForTargetBuyingPower
2020-02-04 18:41:15 -03:00
GetMinimumPriceVariationParameters.cs
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HasSufficientBuyingPowerForOrderParameters.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
HasSufficientBuyingPowerForOrderResult.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
IBaseCurrencySymbol.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
IBuyingPowerModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
IContinuousSecurity.cs
Continuous Futures Refactor. Live Mappings (#6076)
2021-11-30 21:38:50 -03:00
ICurrencyConverter.cs
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IdentityCurrencyConverter.cs
…
IDerivativeSecurity.cs
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IDerivativeSecurityFilter.cs
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IDerivativeSecurityFilterUniverse.cs
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IMarginCallModel.cs
Refactor BuyingPowerModel
2020-02-04 18:41:15 -03:00
ImmediateSettlementModel.cs
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InitialMargin.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
InitialMarginParameters.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
InitialMarginRequiredForOrderParameters.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
IOrderEventProvider.cs
Add Order and OrderEvents to AlphaPacket
2020-03-31 20:53:19 -03:00
IOrderProcessor.cs
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IOrderProvider.cs
Address reviews
2020-02-26 10:47:54 -03:00
IPriceVariationModel.cs
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IRegisteredSecurityDataTypesProvider.cs
Performance improvements
2019-10-17 10:26:37 -03:00
ISecurityInitializer.cs
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ISecurityPortfolioModel.cs
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ISecurityProvider.cs
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ISecuritySeeder.cs
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ISettlementModel.cs
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LocalMarketHours.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
MaintenanceMargin.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
MaintenanceMarginParameters.cs
Fix FOPs maintenance margin requirements (#5559)
2021-05-14 14:02:56 -03:00
MarketHoursDatabase.cs
Alpha Streams improvements (#5876)
2021-08-27 13:50:45 -03:00
MarketHoursSegment.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
MarketHoursState.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
PatternDayTradingMarginModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
RegisteredSecurityDataTypesProvider.cs
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
ReservedBuyingPowerForPosition.cs
Address reviews
2020-02-04 18:41:15 -03:00
ReservedBuyingPowerForPositionParameters.cs
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Security.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
SecurityCache.cs
Fully reset security cache (#6277)
2022-04-01 15:00:29 -03:00
SecurityCacheDataStoredEventArgs.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
SecurityCacheProvider.cs
Address reviews
2019-10-22 13:47:45 -03:00
SecurityDatabaseKey.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
SecurityDataFilter.cs
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SecurityDefinition.cs
Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL (#5922)
2021-09-10 19:16:18 -07:00
SecurityDefinitionSymbolResolver.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
SecurityEventArgs.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
SecurityExchange.cs
Fix margin call on closed market
2020-02-05 18:53:51 -03:00
SecurityExchangeHours.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
SecurityHolding.cs
SecurityHolding -> impl. ToString() (#6014)
2021-10-25 11:07:34 -03:00
SecurityHoldingQuantityChangedEventArgs.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
SecurityManager.cs
Fix FutureOptionMarginModel Margin Requirements (#5570)
2021-05-18 14:04:30 -03:00
SecurityMarginModel.cs
Address reviews
2020-02-04 18:41:15 -03:00
SecurityPortfolioManager.cs
Fix price left over split cash adjustment (#5780)
2021-07-19 13:18:10 -03:00
SecurityPortfolioModel.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
SecurityPriceVariationModel.cs
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SecurityService.cs
Add basic template Atreyu algorithm (#5872)
2021-08-23 18:24:44 -03:00
SecurityTransactionManager.cs
Add Overload in SecurityTransactionManager Methods to Support Python Functions (#6068)
2021-11-26 16:15:54 -03:00
SymbolProperties.cs
Feature 5930 price magnifier (#5977)
2021-10-14 11:16:23 -03:00
SymbolPropertiesDatabase.cs
Feature 5930 price magnifier (#5977)
2021-10-14 11:16:23 -03:00
UniverseManager.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
UnsettledCashAmount.cs
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