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Martin-Molinero ee683933a3
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Feature Perpetual Crypto Futures (#6807) 
* WIP

* Add base currency cash

* Symbol properties and data processing

* Add basic template algorithm

* Add hourly crypto future algorithm

* Minor fixes after live trading testing

* CoinApiDataQueueHandler CryptoFuture support

* Address reviews

* Fix regression algorithms after update
2022-12-30 13:58:11 -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
…
RegressionTests
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
…
AddAlphaModelAlgorithm.cs
…
AddAndRemoveOptionContractRegressionAlgorithm.cs
…
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
…
AddBetaIndicatorRegressionAlgorithm.cs
…
AddFutureContractWithContinuousRegressionAlgorithm.cs
…
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
…
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
…
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
…
AddOptionContractExpiresRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
…
AddOptionContractTwiceRegressionAlgorithm.cs
…
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Fix ppply options filter on market open only when using OnlyApplyFilterAtMarketOpen (#6731)
2022-11-10 12:46:09 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
…
AddRemoveSecurityCacheRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
…
AddUniverseSelectionModelAlgorithm.cs
…
AddUniverseSelectionModelCoarseAlgorithm.cs
…
AdjustedVolumeRegressionAlgorithm.cs
…
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
…
AlphaStreamsBasicTemplateAlgorithm.cs
…
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
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AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
…
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
…
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
…
AutomaticIndicatorWarmupRegressionAlgorithm.cs
…
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
…
BacktestingBrokerageRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
…
BasicTemplateAlgorithm.cs
…
BasicTemplateAtreyuAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
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BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
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BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
BasicTemplateDailyAlgorithm.cs
…
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
…
BasicTemplateFutureOptionAlgorithm.cs
…
BasicTemplateFutureRolloverAlgorithm.cs
Basic template algorithm for continuous futures rollover (#6803)
2022-12-20 11:37:32 -03:00
BasicTemplateFuturesAlgorithm.cs
…
BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
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BasicTemplateFuturesFrameworkAlgorithm.cs
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BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesHistoryAlgorithm.cs
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BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
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BasicTemplateFuturesHourlyAlgorithm.cs
…
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
…
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
…
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
…
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndexDailyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -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
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
Fix Options Strategies Names (#6715)
2022-10-31 15:17:07 -03:00
BasicTemplateOptionsAlgorithm.cs
…
BasicTemplateOptionsDailyAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
…
BasicTemplateOptionStrategyAlgorithm.cs
…
BasicTemplateOptionTradesAlgorithm.cs
…
BinanceCashAccountFeeRegressionAlgorithm.cs
…
BinanceMarginAccountFeeRegressionAlgorithm.cs
…
BitfinexCashAccountFeeRegressionAlgorithm.cs
…
BitfinexMarginAccountFeeRegressionAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
…
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
CallingRFromCSharp.cs
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CancelOpenOrdersRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
…
ClassicRenkoConsolidatorAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
…
CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
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ContinuousFutureBackMonthRegressionAlgorithm.cs
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ContinuousFutureHistoryRegressionAlgorithm.cs
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ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
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ContinuousFutureRegressionAlgorithm.cs
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ConvertToFrameworkAlgorithm.cs
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CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
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CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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CustomUniverseSelectionModelRegressionAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
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CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
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DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
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DefaultOptionPriceModelRegressionAlgorithm.cs
Removes Volatility Model Warm Up Requirement (#6752)
2022-11-18 14:34:56 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
…
DelistedFutureLiquidateRegressionAlgorithm.cs
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DelistedIndexOptionDivestedRegression.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
DisplacedMovingAverageRibbon.cs
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
DividendAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
…
DropboxUniverseSelectionAlgorithm.cs
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DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
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DynamicSecurityDataRegressionAlgorithm.cs
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EmaCrossFuturesFrontMonthAlgorithm.cs
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EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
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EmitInsightCryptoCashAccountType.cs
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EmitInsightNoAlphaModelAlgorithm.cs
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EmitInsightsAlgorithm.cs
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EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
…
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
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ETFConstituentsFrameworkAlgorithm.cs
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ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
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ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
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ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
FractionalQuantityRegressionAlgorithm.cs
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FreePortfolioValueRegressionAlgorithm.cs
…
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
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FutureMarketOpenAndCloseRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
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FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionDailyRegressionAlgorithm.cs
…
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
…
FutureOptionPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
FuturesExpiredContractRegression.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
…
FutureSharingTickerRegressionAlgorithm.cs
…
FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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GetParameterRegressionAlgorithm.cs
…
HistoryAlgorithm.cs
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HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
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HistoryWithCustomDataSourceRegressionAlgorithm.cs
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HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
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HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
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HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
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HistoryWithSymbolChangesRegressionAlgorithm.cs
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HourResolutionMappingEventRegressionAlgorithm.cs
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HourReverseSplitRegressionAlgorithm.cs
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HourSplitRegressionAlgorithm.cs
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ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
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InceptionDateSelectionRegressionAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
IndiaDataRegressionAlgorithm.cs
…
IndicatorSuiteAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
…
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
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LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
…
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongOnlyAlphaStreamAlgorithm.cs
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MACDTrendAlgorithm.cs
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MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
…
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
…
MeanReversionPortfolioAlgorithm.cs
…
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
NamedArgumentsRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
…
OptionAssignmentRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
…
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
…
OptionEquityCoveredPutRegressionAlgorithm.cs
…
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
…
OptionEquityStrangleRegressionAlgorithm.cs
…
OptionEquityStrategyMatcherRegressionAlgorithm.cs
…
OptionExerciseAssignRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionExerciseRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
…
OptionNoTimeInUniverseRegressionAlgorithm.cs
Normalize time in universe behavior (#6693)
2022-10-14 15:13:59 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Allows Market-On-Close Orders Outside Buffer Period (#6769)
2022-12-08 19:46:58 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
…
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
…
OptionSymbolCanonicalRegressionAlgorithm.cs
…
OptionTimeSliceRegressionAlgorithm.cs
…
OrderImmutabilityRegressionAlgorithm.cs
…
OrderSubmissionDataRegressionAlgorithm.cs
…
OrderTicketDemoAlgorithm.cs
…
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
…
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
…
PeriodConsolidatorRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
…
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
…
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
…
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
…
ProcessSplitSymbolsRegressionAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
…
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
…
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
…
RegisterIndicatorRegressionAlgorithm.cs
…
RegressionAlgorithm.cs
…
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RiskParityPortfolioAlgorithm.cs
…
RollingWindowAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
…
SectorExposureRiskFrameworkAlgorithm.cs
…
SectorWeightingFrameworkAlgorithm.cs
…
SecuritySeederRegressionAlgorithm.cs
…
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
…
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
…
SetCashOnDataRegressionAlgorithm.cs
…
SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingsFutureRegressionAlgorithm.cs
…
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
…
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
…
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitPartialShareRegressionAlgorithm.cs
…
SpreadExecutionModelRegressionAlgorithm.cs
…
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
…
StartingCapitalRegressionAlgorithm.cs
…
StopLossOnOrderEventRegressionAlgorithm.cs
…
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
…
TickDataFilteringAlgorithm.cs
…
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
…
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
…
TrailingStopRiskFrameworkAlgorithm.cs
…
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Reset trailing stop model highwater mark upon security liquidation (#6724)
2022-11-07 17:46:46 -03:00
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
…
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
…
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
…
UniverseUnchangedRegressionAlgorithm.cs
…
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
…
UserDefinedUniverseAlgorithm.cs
…
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
…
WarmUpAfterInitializeRegression.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
…
WarmupDailyResolutionRegressionAlgorithm.cs
…
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
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WarmupFutureRegressionAlgorithm.cs
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WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
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WarmupLowerResolutionSelectionRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
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WarmupMinuteResolutionRegressionAlgorithm.cs
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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
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WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
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WarmupTrainRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroedBenchmarkRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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