github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
14833
quantconnect--lean/Algorithm.CSharp
T
History
Louis Szeto b34cea4458 Calculate Option Greeks with Implied Volatility (#6720) 
* Using IV to calculate Greeks, and remove single-step stochastic approximation

* Correct calculation for theta, vega, rho

* Add calculation from Black Calculator and peer review

* Address peer review and added unit test

* Update some tests and correct vega/eho

* Fix Unit Test and Improve Comments

Fixes `IndexOptionCallITMGreeksExpiryRegressionAlgorithm` since `Vega` was really non-zero.

* Fix regression test and add IV calculation

* refactor and bug fixing on peer review

* refactor and bug fixing on peer review

* for rerun test

* add warning on IV estimation not coveraged and edit speed unit test to not exceed 2s per 1000 iteration

* update logging

* update logging and description

* Add default option pricing models and unit tests

* address review

* Added Fed interest rate as risk-free rate with unit tests and set as default for option greeks calculation, added regression algorithms, addressed peer review

* refactor structure of interest rate

* Skip Saturday and Sunday

* regression test fix

* peer review

* Fixes Interest Rate Provider Logic

* Minor tweaks

* Fix start date

* Minor test tweak

* Update interest rates

* Fix unit tests

* Add minor log

Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2022-11-17 13:35:42 -03:00
..
Alphas
docs(VixDualThrustAlpha): readability improvements (#6632)
2022-09-19 13:17:18 -03:00
Benchmarks
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
CapacityTests
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
RegressionTests
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
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 IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -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
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Fix ppply options filter on market open only when using OnlyApplyFilterAtMarketOpen (#6731)
2022-11-10 12:46:09 -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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -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
Changes to start and end dates so open source project data can be used
2019-05-16 09:25:27 -07:00
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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateCryptoAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateDailyAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
BasicTemplateFillForwardAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BasicTemplateForexAlgorithm.cs
Merge branch 'master' into minor-algo-fix
2017-09-20 08:29:56 -04:00
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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fixes and Improvements
2020-04-28 16:29:15 -03:00
BasicTemplateFuturesDailyAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -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
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
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
docs(BasicTemplateIndiaIndexAlgorithm): readability fixups (#6633)
2022-09-19 13:16:54 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
docs(BasicTemplateIndiaIndexAlgorithm): readability fixups (#6633)
2022-09-19 13:16:54 -03:00
BasicTemplateIntrinioEconomicData.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionEquityStrategyAlgorithm.cs
Fix Options Strategies Names (#6715)
2022-10-31 15:17:07 -03:00
BasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -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
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionsHourlyAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionTradesAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BubbleAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
CallingRFromCSharp.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CancelOpenOrdersRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
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
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
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
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
ConstituentsUniverseDataGeneratorAlgorithm.cs
Revert qc500 constituent - Fix data order
2019-11-20 19:47:19 -03:00
ConstituentsUniverseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ConvertToFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomBuyingPowerModelAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomChartingAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
CustomDataBenchmarkRegressionAlgorithm.cs
Fix bug with SetBenchmark() using custom data (#6304)
2022-04-27 13:58:10 -03:00
CustomDataBitcoinAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
CustomDataNIFTYAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
CustomDataPropertiesRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataUniverseAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUsingMapFileRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomModelsAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
CustomPartialFillModelAlgorithm.cs
Adds CustomPartialFillModelAlgorithm
2020-04-13 18:50:03 +01:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
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
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
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
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
DataConsolidationAlgorithm.cs
Adding unit tests
2020-02-17 11:28:34 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -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
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Support market orders for futures and FOPs on extended hours (#6575)
2022-08-24 11:04:52 -03:00
DisplacedMovingAverageRibbon.cs
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
DropboxUniverseSelectionAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
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
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
EmaCrossUniverseSelectionAlgorithm.cs
Add price and split factors to CoarseFundamental class
2018-06-01 12:19:06 +02:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -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
ETFConstituentsFrameworkAlgorithm.cs
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
ETFGlobalRotationAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Forbid european options exercise before expiry (#6734)
2022-11-11 19:32:44 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
Rebase - Improve exception message
2019-04-03 22:00:27 -03:00
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
Tidy and add tags
2017-09-20 17:14:44 -04:00
FinancialAdvisorDemoAlgorithm.cs
Refactor OrderProperties class to IOrderProperties interface
2017-10-26 18:22:11 +02:00
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
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FuturesExpiredContractRegression.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FuturesMomentumAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
FuzzyInferenceAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
GetParameterRegressionAlgorithm.cs
Fix 'GetParameter()' ambiguous call error when no default parameter is provided (#6541)
2022-08-11 18:45:00 -03:00
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
HistoryTickRegressionAlgorithm.cs
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -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
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -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
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
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
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -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
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
InsightWeightingFrameworkAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Restrict index and cash-settled options exercise in IB brokerage (#6744)
2022-11-15 11:03:43 -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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
Addresses Peer-Review
2019-11-07 22:26:46 +00:00
LiveFeaturesAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
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
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
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
Tidy and add tags
2017-09-20 17:14:44 -04:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
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
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
MovingAverageCrossAlgorithm.cs
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
MultipleSymbolConsolidationAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
OpenInterestFuturesRegressionAlgorithm.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
OptionAssignmentRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -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
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionDelistedDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionExerciseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionExpiryDateOnHolidayCase.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
OptionExpiryDateTodayRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
OptionOpenInterestRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
docs: excersizing -> exercising (#6559)
2022-08-18 11:00:26 -03:00
OptionRenameDailyRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionRenameRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
OptionsExpiredContractRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OptionSplitRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -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
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Period timespan consolidation improvements (#6408)
2022-06-20 15:14:44 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
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
Fix python memory leak (#6579)
2022-08-24 18:24:07 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
QuitInInitializationRegressionAlgorithm.cs
Added checking if algorithm is stopped in initialize method (#6282)
2022-04-06 19:56:18 -03:00
RawDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
RawPricesCoarseUniverseAlgorithm.cs
Consistency fix
2018-05-10 15:47:51 +01:00
RawPricesUniverseRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
RegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
RegressionChannelAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
ResolutionSwitchingAlgorithm.cs
Address review - Remove SampleAssetPrices from IResultHandlers
2020-01-16 14:03:55 -08:00
RiskParityPortfolioAlgorithm.cs
Addition of Risk Parity Portfolio Construction Model (#6577)
2022-08-26 12:23:31 -03:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
SamcoBasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ScheduledEventsAlgorithm.cs
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
ScheduledEventsOrderRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -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
Fixes WarmUpIndicator Overload Inconsistency (#6246)
2022-03-10 10:59:16 -03:00
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -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
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
StressSymbolsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
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
Tidy and add tags
2017-09-20 17:14:44 -04:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Include trades and quotes in tick history request (#6595)
2022-08-30 19:03:11 -03:00
TiingoPriceAlgorithm.cs
Add TiingoNews.HistoricalCrawlOffset - Rename
2019-10-02 13:11:31 -03:00
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
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Reset trailing stop model highwater mark upon security liquidation (#6724)
2022-11-07 17:46:46 -03:00
TrainingExampleAlgorithm.cs
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
TrainingInitializeRegressionAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
TwoLegCurrencyConversionRegressionAlgorithm.cs
User Account currency symbol for fees and capacity (#6359)
2022-05-27 16:36:44 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
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
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UserDefinedUniverseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
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
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
WarmupHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
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
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -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