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Alexandre Catarino 99848a1221 Adds NullBuyingPowerModel (#6977) 
* Adds NullBuyingPowerModel

The `NullBuyingPowerModel` considers that we have sufficient buying power for all orders.

Adds example using a bull call spread since a equity buy and hold would not show the impact of this model in the position group buing power model.

* Define NullBuyingPowerModel.GetMaintenanceMargin

The `NullBuyingPowerModel.GetMaintenanceMargin` returns a `MaintenanceMargin` of zero. It means the total margin used is always zero and margin calls will not be triggered.

This feature is inspired on the  `ConstantBuyingPowerModel`. We don't inherit from that class, because `ConstantBuyingPowerModel.GetInitialMarginRequirement` gives us very small initial margin that leads to a very large quantity if we use `SetHoldings` or `CalculateOrderQuantity`
2023-02-20 19:50:24 -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
…
Properties
…
RegressionTests
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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AddAndRemoveOptionContractRegressionAlgorithm.cs
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AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
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AddBetaIndicatorRegressionAlgorithm.cs
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AddFutureContractWithContinuousRegressionAlgorithm.cs
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AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
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AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
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AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
…
AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityCacheRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
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AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
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AdjustedVolumeRegressionAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
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AlphaStreamsBasicTemplateAlgorithm.cs
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AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
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AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
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AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicTemplateAlgorithm.cs
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BasicTemplateAtreyuAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateCryptoAlgorithm.cs
…
BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
BasicTemplateDailyAlgorithm.cs
…
BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesHistoryAlgorithm.cs
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BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
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BasicTemplateFuturesHourlyAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIndexOptionsDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -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
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
BasicTemplateOptionsAlgorithm.cs
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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
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BasicTemplateOptionsHourlyAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
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BinanceMarginAccountFeeRegressionAlgorithm.cs
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BitfinexCashAccountFeeRegressionAlgorithm.cs
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BitfinexMarginAccountFeeRegressionAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CallingRFromCSharp.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
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CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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ComboLegLimitOrderAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
ComboLimitOrderAlgorithm.cs
Combo limit orders price calculation (#6858)
2023-01-13 18:02:25 -03:00
ComboMarketOrderAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
ComboOrderAlgorithm.cs
Combo limit orders price calculation (#6858)
2023-01-13 18:02:25 -03:00
ComboOrderTicketDemoAlgorithm.cs
Combo limit orders price calculation (#6858)
2023-01-13 18:02:25 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
Make Consolidate Calendar overload with tick type public (#6957)
2023-02-13 16:01:30 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
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ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
ContinuousFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Fix future daily price scale factor update (#6963)
2023-02-14 20:09:59 -03:00
ConvertToFrameworkAlgorithm.cs
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CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Fix quote tick python consolidate call (#6876)
2023-01-26 18:22:34 -08:00
CoveredCallComboLimitOrderAlgorithm.cs
Combo orders reduced size validation (#6864)
2023-01-16 21:11:08 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
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
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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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
CustomDataTypeHistoryAlgorithm.cs
Custom data type history API usage in Python (#6971)
2023-02-20 16:21:37 -03:00
CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
Add Security.SetMarginInterestRateModel methods and its python wrapper (#6879)
2023-02-06 07:57:55 -08:00
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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DefaultFutureChainRegressionAlgorithm.cs
Fix default future chain universe selection (#6958)
2023-02-13 15:56:48 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
DelistedIndexOptionDivestedRegression.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
DisplacedMovingAverageRibbon.cs
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
DividendAlgorithm.cs
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DividendRegressionAlgorithm.cs
Saves Dividend Payments to Security Holdings (#6830)
2023-01-03 18:37:00 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
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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
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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
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
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EquityTradeAndQuotesRegressionAlgorithm.cs
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ETFConstituentsFrameworkAlgorithm.cs
Add ETF universe selection model and example algos (#6604)
2022-09-07 21:32:51 -03:00
ETFGlobalRotationAlgorithm.cs
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EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
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ExtendedMarketTradingRegressionAlgorithm.cs
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FeeModelNotUsingAccountCurrency.cs
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FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
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FillForwardUntilExpiryRegressionAlgorithm.cs
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FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
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ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
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ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
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FractionalQuantityRegressionAlgorithm.cs
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FreePortfolioValueRegressionAlgorithm.cs
…
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
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FutureMarketOpenAndCloseRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
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
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FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
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
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
…
FutureSharingTickerRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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GetParameterRegressionAlgorithm.cs
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HistoryAlgorithm.cs
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HistoryProviderManagerRegressionAlgorithm.cs
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HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
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HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
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HourResolutionMappingEventRegressionAlgorithm.cs
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HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
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ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
…
IndexOptionBearCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Call Spread (#6942)
2023-02-09 16:06:12 -03:00
IndexOptionBearPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Put Spread (#6943)
2023-02-09 16:07:00 -03:00
IndexOptionBullCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Call Spread (#6944)
2023-02-09 16:07:43 -03:00
IndexOptionBullPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Put Spread (#6945)
2023-02-09 16:10:14 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionCallButterflyAlgorithm.cs
OptionStrategies for Index Option Call Butterfly (#6949)
2023-02-10 10:42:07 -03:00
IndexOptionCallCalendarSpreadAlgorithm.cs
Add example algo of call & put calendar spread with SPXW (#6907)
2023-02-02 12:33:17 -08:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionIronCondorAlgorithm.cs
Add SPXW Iron Condor example algorithm (#6880)
2023-02-02 12:26:34 -08:00
IndexOptionPutButterflyAlgorithm.cs
OptionStrategies for put butterfly index weeklies example (#6950)
2023-02-10 10:42:40 -03:00
IndexOptionPutCalendarSpreadAlgorithm.cs
OptionStrategies for put calendar spread index weeklies example (#6951)
2023-02-10 10:44:47 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
IndiaDataRegressionAlgorithm.cs
…
IndicatorSuiteAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Symbol to industry-standard security identifier conversion (#6893)
2023-02-10 13:12:13 -03:00
InsightWeightingFrameworkAlgorithm.cs
…
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
LargeQuantityOptionStrategyAlgorithm.cs
Algorithm asserting options stategy orders with large quantities (#6843)
2023-01-09 14:21:16 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
…
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
LongOnlyAlphaStreamAlgorithm.cs
…
MACDTrendAlgorithm.cs
…
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
…
MissingTickDataAlgorithm.cs
Patch for missing tick data in history call (#6932)
2023-02-06 13:50:59 -08:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Fix security cache reset (#6959)
2023-02-14 12:09:27 -03:00
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Adds NullBuyingPowerModel (#6977)
2023-02-20 19:50:24 -03:00
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
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
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
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OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
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OptionEquityCoveredCallRegressionAlgorithm.cs
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OptionEquityCoveredPutRegressionAlgorithm.cs
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OptionEquityIronCondorRegressionAlgorithm.cs
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OptionEquityPutButterflyRegressionAlgorithm.cs
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OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
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OptionEquityShortButterflyCallRegressionAlgorithm.cs
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OptionEquityShortButterflyPutRegressionAlgorithm.cs
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OptionEquityStraddleRegressionAlgorithm.cs
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OptionEquityStrangleRegressionAlgorithm.cs
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OptionEquityStrategyMatcherRegressionAlgorithm.cs
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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
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OptionExpiryDateTodayRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
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
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionRenameDailyRegressionAlgorithm.cs
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OptionRenameRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionsExpiredContractRegression.cs
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OptionSplitRegressionAlgorithm.cs
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OptionSymbolCanonicalRegressionAlgorithm.cs
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OptionTimeSliceRegressionAlgorithm.cs
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OrderImmutabilityRegressionAlgorithm.cs
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OrderSubmissionDataRegressionAlgorithm.cs
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OrderTicketDemoAlgorithm.cs
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ParameterizedAlgorithm.cs
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PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
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PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
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PeriodConsolidatorRegressionAlgorithm.cs
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PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
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PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
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PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
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PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
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ProcessSplitSymbolsRegressionAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
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QuitAfterInitializationRegressionAlgorithm.cs
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QuitInInitializationRegressionAlgorithm.cs
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RawDataRegressionAlgorithm.cs
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RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
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RegisterIndicatorRegressionAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
RegressionAlgorithm.cs
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RegressionChannelAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RiskParityPortfolioAlgorithm.cs
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RollingWindowAlgorithm.cs
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SamcoBasicTemplateOptionsAlgorithm.cs
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ScaledFillForwardDataRegressionAlgorithm.cs
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ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
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ScheduledQueuingAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SecuritySeederRegressionAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
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SetCashOnDataRegressionAlgorithm.cs
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Set DataNormalizationMode on AddSecurity method (#6845)
2023-01-10 13:03:00 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
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SetHoldingsFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsRegressionAlgorithm.cs
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ShortableProviderOrdersRejectedRegressionAlgorithm.cs
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SmaCrossUniverseSelectionAlgorithm.cs
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SparseDataRegressionAlgorithm.cs
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SplitPartialShareRegressionAlgorithm.cs
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SpreadExecutionModelRegressionAlgorithm.cs
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StableCoinsRegressionAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
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StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
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TickDataFilteringAlgorithm.cs
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TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
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TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
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TrailingStopRiskFrameworkAlgorithm.cs
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TrailingStopRiskFrameworkRegressionAlgorithm.cs
Reset trailing stop model highwater mark upon security liquidation (#6724)
2022-11-07 17:46:46 -03:00
TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
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UniverseSelectionSymbolCacheRemovalRegressionTest.cs
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UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
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UniverseUnchangedRegressionAlgorithm.cs
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UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
UserDefinedUniverseAlgorithm.cs
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VolumeRenkoConsolidatorAlgorithm.cs
Volume Renko Consolidator & Bar (#6888)
2023-02-09 10:46:02 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
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WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
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WarmupDailyResolutionRegressionAlgorithm.cs
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WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
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WarmupFutureRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
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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