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quantconnect--lean/Common/Securities
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Martin-Molinero 3b65f4b9a1
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Fix micro crude oil future expiration (#6614) 
* Fix micro crude oil future expiration

- Fix micro crude oil future expiration. Adding unit test

* Add MicroCL for ExpiriesPriorMonth
2022-09-07 21:06:28 -03:00
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Cfd
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Crypto
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CurrencyConversion
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Equity
Lean exchange improvements (#5932)
2021-09-20 13:50:15 -03:00
Forex
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Future
Fix micro crude oil future expiration (#6614)
2022-09-07 21:06:28 -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
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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
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BuyingPower.cs
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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
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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
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CompositeSecurityInitializer.cs
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ConstantBuyingPowerModel.cs
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ContractSecurityFilterUniverse.cs
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DefaultMarginCallModel.cs
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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
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GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs
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GetMaximumOrderQuantityResult.cs
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GetMinimumPriceVariationParameters.cs
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HasSufficientBuyingPowerForOrderParameters.cs
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HasSufficientBuyingPowerForOrderResult.cs
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IBaseCurrencySymbol.cs
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IBuyingPowerModel.cs
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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
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InitialMarginParameters.cs
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InitialMarginRequiredForOrderParameters.cs
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IOrderEventProvider.cs
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IOrderProcessor.cs
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IOrderProvider.cs
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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
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MaintenanceMarginParameters.cs
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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
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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
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SecurityCacheProvider.cs
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SecurityDatabaseKey.cs
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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
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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
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SecurityManager.cs
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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
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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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