github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
14397
quantconnect--lean/Algorithm.CSharp
T
History
Louis Szeto 9eb71e1543
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Mean Reversion Portfolio Construction Model (#6519) 
* MRP

* Fix bug

* Rename

* Provide virtual `GetPriceRelative` function to override for any variants in future

* SymbolData class within model

* Address peer review

* fix bug

* revise unit test and fix bug in python model

* revise unit test and fix bug in model

* Revise regression statistics

* Revise regression statistics

* Revise regression statistics

* Revise regression statistics

* Revise regression statistics

* Address peer review

* Updated unit tests according to peer review

* Address peer review
2022-08-04 11:20:11 -03:00
..
Alphas
…
Benchmarks
Add performance gh action (#6497)
2022-07-20 18:15:38 -03:00
CapacityTests
…
Properties
…
RegressionTests
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddAlphaModelAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Fix future chain data normalization mode (#6445)
2022-06-28 15:15:09 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddRiskManagementAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddUniverseSelectionModelAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AdjustedVolumeRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Period timespan consolidation improvements (#6408)
2022-06-20 15:14:44 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
BasicTemplateAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateAtreyuAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateCfdAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateContinuousFutureAlgorithm.cs
Fill model will use internal configurations (#6494)
2022-07-19 19:00:35 -03:00
BasicTemplateCryptoAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateDailyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateFutureOptionAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateFuturesAlgorithm.cs
Disable MOO orders for futures out of regular market hours (#6480)
2022-07-19 16:18:06 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Disable MOO orders for futures out of regular market hours (#6480)
2022-07-19 16:18:06 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Disable MOO orders for futures out of regular market hours (#6480)
2022-07-19 16:18:06 -03:00
BasicTemplateHourlyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateIndexAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateIndexDailyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateIndiaAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
BasicTemplateIntrinioEconomicData.cs
…
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateOptionsAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
BinanceCashAccountFeeRegressionAlgorithm.cs
Extended currencies dictionary (#6368)
2022-06-02 17:31:38 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Extended currencies dictionary (#6368)
2022-06-02 17:31:38 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
CallingRFromCSharp.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CoarseFundamentalTop3Algorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ConsolidateRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Fill model will use internal configurations (#6494)
2022-07-19 19:00:35 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Fill model will use internal configurations (#6494)
2022-07-19 19:00:35 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Fill model will use internal configurations (#6494)
2022-07-19 19:00:35 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Fill model will use internal configurations (#6494)
2022-07-19 19:00:35 -03:00
ContinuousFutureRegressionAlgorithm.cs
Fill model will use internal configurations (#6494)
2022-07-19 19:00:35 -03:00
ConvertToFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CustomBenchmarkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomBenchmarkRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
Fix bug with SetBenchmark() using custom data (#6304)
2022-04-27 13:58:10 -03:00
CustomDataBitcoinAlgorithm.cs
…
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomModelsAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
Fix custom fine universe selection model (#6447)
2022-06-28 15:11:04 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomVolatilityModelAlgorithm.cs
C# Version of CustomVolatilityModelAlgorithm (#6373)
2022-06-03 19:47:39 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Add delisted futures and FOP regression algorithms with daily resolution (#6493)
2022-07-18 17:53:43 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Add delisted futures and FOP regression algorithms with daily resolution (#6493)
2022-07-18 17:53:43 -03:00
DelistedIndexOptionDivestedRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DelistingEventsAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Add delisted futures and FOP regression algorithms with daily resolution (#6493)
2022-07-18 17:53:43 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Add delisted futures and FOP regression algorithms with daily resolution (#6493)
2022-07-18 17:53:43 -03:00
DisplacedMovingAverageRibbon.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DividendAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DropboxUniverseSelectionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
EmitInsightsAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ETFGlobalRotationAlgorithm.cs
…
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FeeModelNotUsingAccountCurrency.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FractionalQuantityRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FreePortfolioValueRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionDailyRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FuturesExpiredContractRegression.cs
Removed mapped futures contract is non tradable (#6479)
2022-07-13 15:36:24 -03:00
FutureSharingTickerRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
HistoryAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Added configuration parameters to Python QCAlgorithm.History() method that takes custom data source type (#6448)
2022-07-05 13:14:08 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Add contractDepthOffset parameter to QCAlgorithm.History() (#6438)
2022-06-27 10:04:33 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Add OpenInterestAnnual (#6436)
2022-06-23 19:22:24 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Add data normalization mode parameter to QCAlgorithm.History() (#6435)
2022-06-23 17:02:50 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
HourReverseSplitRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
HourSplitRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndiaDataRegressionAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
IndicatorSuiteAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
IndicatorWarmupAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
LimitFillRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Adds Missing UpdateTriggerPrice Method (#6385)
2022-06-08 10:35:47 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Disable MOO orders for futures out of regular market hours (#6480)
2022-07-19 16:18:06 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongOnlyAlphaStreamAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
MACDTrendAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
MappedBenchmarkRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
MeanReversionPortfolioAlgorithm.cs
Mean Reversion Portfolio Construction Model (#6519)
2022-08-04 11:20:11 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
NamedArgumentsRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ObjectStoreExampleAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OnEndOfDayRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OnOrderEventExceptionRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OnWarmupFinishedNoWarmup.cs
OnWarmupFinished always called (#6413)
2022-06-20 14:24:12 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
OnWarmupFinished always called (#6413)
2022-06-20 14:24:12 -03:00
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
OptionAssignmentRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionChainProviderAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
OptionExerciseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
Fix greeks all being zero on expiration date (#6401)
2022-06-16 12:29:51 -03:00
OptionOpenInterestRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Detect unsupported option style in option price model (#6388)
2022-06-13 16:21:20 -04:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
OptionRenameDailyRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionRenameRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionsExpiredContractRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionSplitRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
OrderImmutabilityRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OrderTicketDemoAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ParameterizedAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Period timespan consolidation improvements (#6408)
2022-06-20 15:14:44 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
QuantConnect.Algorithm.CSharp.csproj
Avoid PythonNet runtime stash on shutdown (#6441)
2022-06-27 13:04:01 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
QuitInInitializationRegressionAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
RegisterIndicatorRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
RegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RollingWindowAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SectorWeightingFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SecuritySeederRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
SetCashOnDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Add data normalization mode parameter to AddEquity method (#6407)
2022-06-17 18:27:06 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SetHoldingsRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SplitPartialShareRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
StableCoinsRegressionAlgorithm.cs
Add missing StableCoins pairs in Crypto Exchanges (#6259)
2022-04-12 18:10:37 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
StartingCapitalRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
SwitchDataModeRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
TickDataFilteringAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
TrailingStopRiskFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
TrainingExampleAlgorithm.cs
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UniverseUnchangedRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
WarmUpAfterInitializeRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupFutureRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupOptionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupTrainRegressionAlgorithm.cs
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ZeroFeeRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00