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quantconnect--lean/Tests/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
..
Cfd
Update CoinApi symbol mapping + symbol properties database (#4888)
2020-11-23 19:15:31 -03:00
Cryptos
Binance Brokerage implementation (#4688)
2020-09-28 15:57:10 -03:00
CurrencyConversion
Support 2-leg currency conversions (#5552)
2021-05-20 13:19:39 -03:00
Forex
Update CoinApi symbol mapping + symbol properties database (#4888)
2020-11-23 19:15:31 -03:00
FutureOption
Adds FuturesOptionsUnderlyingMapper and FuturesListing (#5142)
2021-01-12 06:12:00 -08:00
Futures
Fix micro crude oil future expiration (#6614)
2022-09-07 21:06:28 -03:00
Index
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
Options
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
Positions
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
AccountCurrencyImmediateSettlementModelTests.cs
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
BrokerageModelSecurityInitializerTests.cs
Refactor Api (#5251)
2021-06-07 11:37:44 -03:00
BuyingPowerModelComparator.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
BuyingPowerModelTests.cs
BuyingPowerModel Fixes (#5996)
2021-10-20 16:37:20 -03:00
CashAmountTests.cs
Fix OrderFee round trip serialization
2020-04-03 19:11:29 -03:00
CashBookTests.cs
Support 2-leg currency conversions (#5552)
2021-05-20 13:19:39 -03:00
CashBuyingPowerModelTests.cs
fix incorrect Kraken and Coinbase Pro fee values (#6071)
2021-11-24 16:57:20 -03:00
CashTests.cs
Extended currencies dictionary (#6368)
2022-06-02 17:31:38 -03:00
DelayedSettlementModelTests.cs
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
DynamicSecurityDataTests.cs
Bump pythonNet version 2.0.12 (#6310)
2022-05-02 14:38:50 -03:00
ErrorCurrencyConverterTests.cs
Add ICurrencyConverter to Security constructors
2018-10-10 11:17:12 -04:00
FakeOrderProcessor.cs
Subscriptions will track Universe requests
2018-11-08 13:02:11 -03:00
FutureFilterTests.cs
Add new Market.CFE (#5391)
2021-08-31 19:34:14 -03:00
FutureMarginBuyingPowerModelTests.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionMarginBuyingPowerModelTests.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
IdentityCurrencyConverterTests.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
ImmediateSettlementModelTests.cs
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
LocalMarketHoursTests.cs
Fix LocalMarketHours.GetMarketClose for extended market hours (#6516)
2022-07-29 12:31:10 -03:00
MarginCallModelTests.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
MarketHoursDatabaseTests.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
OptionFilterTests.cs
Expand Filtering of Contracts by type to Futures (#4891)
2020-11-04 20:55:33 -03:00
OptionMarginBuyingPowerModelTests.cs
BuyingPowerModel Fixes (#5996)
2021-10-20 16:37:20 -03:00
OptionPriceModelTests.cs
Detect unsupported option style in option price model (#6388)
2022-06-13 16:21:20 -04:00
PatternDayTradingMarginBuyingPowerModelTests.cs
MaximumOrderQuantity Bug Fix (#5727)
2021-07-02 18:52:15 -03:00
PriceVariationModelsTests.cs
Adds Futures Options Asset Class w/ IB Support (#4928)
2020-12-02 21:49:59 -03:00
ProcessVolatilityHistoryRequirementsTests.cs
Fixes HistoryProviderManager slice merging by using algortime for all slices (#6226)
2022-02-18 20:43:33 -03:00
RelativeStandardDeviationVolatilityModelTests.cs
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
SecurityCacheProviderTests.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
SecurityCacheTests.cs
Refactors SecurityCache to Support Access to Tick of Different Type (#4621)
2020-08-24 10:37:50 -03:00
SecurityDatabaseKeyTests.cs
Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)
2021-03-09 10:52:14 -03:00
SecurityDefinitionSymbolResolverTests.cs
Lazy loading of the SecurityDefinition file (#6024)
2021-10-27 14:57:50 -03:00
SecurityDefinitionTests.cs
Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL (#5922)
2021-09-10 19:16:18 -07:00
SecurityExchangeHoursTests.cs
Fix LocalMarketHours.GetMarketClose for extended market hours (#6516)
2022-07-29 12:31:10 -03:00
SecurityHoldingTests.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
SecurityIdentifierTests.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
SecurityManagerTests.cs
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
SecurityMarginModelTests.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
SecurityPortfolioManagerTests.cs
Fix price left over split cash adjustment (#5780)
2021-07-19 13:18:10 -03:00
SecurityPortfolioModelTests.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
SecurityServiceTests.cs
Add basic template Atreyu algorithm (#5872)
2021-08-23 18:24:44 -03:00
SecurityTests.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
SecurityTransactionManagerTests.cs
Add Overload in SecurityTransactionManager Methods to Support Python Functions (#6068)
2021-11-26 16:15:54 -03:00
StandardDeviationOfReturnsVolatilityModelTests.cs
Adds StandardDeviationOfReturns configurability and improves greeks warmup for Futures/Index Options (#5495)
2021-04-28 19:05:00 -03:00
SubscriptionDataConfigTests.cs
CompositeDataQueueHandler handles duplicate configs (#6101)
2021-12-09 14:53:04 -03:00
SymbolPropertiesDatabaseTests.cs
Feature implement ExchangeInfoDownloader (#6213)
2022-02-22 13:00:54 -03:00
TestAccountCurrencyProvider.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
TestDefaultMarginCallModel.cs
Refactor BuyingPowerModel
2020-02-04 18:41:15 -03:00
TradingCalendarTests.cs
Add Useful Error Message on TradingCalendar (#5588)
2021-05-24 11:09:29 -03:00
UniverseManagerTests.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00