Martin-Molinero 575f17c6ec Order command improvements (#6584) ...

- Create SubmitOrderRequest method in algorithm API to reduce
  duplication of code and responsability.
- Add order command tests for different failure and success cases
- Fix null reference exception in equity fill model, when there is no
  data for an asset.

2022-08-25 15:53:11 -03:00

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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

Support market orders for futures and FOPs on extended hours (#6575)

2022-08-24 11:04:52 -03:00

FutureOption

Support market orders for futures and FOPs on extended hours (#6575)

2022-08-24 11:04:52 -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

docs: Readability improvements (#6545)

2022-08-12 16:56:26 -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

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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

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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

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DynamicSecurityData.cs

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EquityPriceVariationModel.cs

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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

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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

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IDerivativeSecurity.cs

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IDerivativeSecurityFilter.cs

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IDerivativeSecurityFilterUniverse.cs

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IMarginCallModel.cs

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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

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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

Fix LocalMarketHours.GetMarketClose for extended market hours (#6516)

2022-07-29 12:31:10 -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

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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

Fix live future and option universe selection daily resolution (#6482)

2022-07-13 19:10:13 -03:00

ReservedBuyingPowerForPosition.cs

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ReservedBuyingPowerForPositionParameters.cs

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Security.cs

Order command improvements (#6584)

2022-08-25 15:53:11 -03:00

SecurityCache.cs

Order command improvements (#6584)

2022-08-25 15:53:11 -03:00

SecurityCacheDataStoredEventArgs.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

SecurityCacheProvider.cs

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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

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SecurityExchangeHours.cs

Fix checking market open for post market segments (#6500)

2022-07-22 10:57:01 -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

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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

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UnsettledCashAmount.cs

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