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Alexandre Catarino 9069246519
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Fixes EquityFillModel.StopMarketFill (#7042) 
* Adds Unit Tests for Stop Market Fill

These unit tests covers new scenarios:
- Cannot trigger on quote data (QuoteBar or TickRype.Quote);
- Adds missing test for tick data (TickType.Trade)
- Unfavorable gap (see QuantConnect#4545)

* Fixes EquityFillModel StopMarketFill

Use the entire tick history to find the trigger price
Fill price is the stop price, unless there is an unfavorable gap (see #4545).

* Update Regression Tests

All regression tests keep the total trades. The difference are due to the time that the stop market orders are triggered and the prices that are filled. The `StopLossOnOrderEventRegressionAlgorithm` and the `UpdateOrderRegressionAlgorithm` observe the unfavorable gap case.

* Addresses Peer-Review

* Updates Regression Test

New `OrderListHash` because of the change in the fill on open case message.
2023-03-08 16:49:34 -03:00
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Alphas
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Benchmarks
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CapacityTests
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Properties
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RegressionTests
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddAlphaModelAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddRiskManagementAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddUniverseSelectionModelAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateAtreyuAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateCryptoAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateDailyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateHourlyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateIndexAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateIndexDailyAlgorithm.cs
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BasicTemplateIndexHourlyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIndexOptionsDailyAlgorithm.cs
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BasicTemplateIndexOptionsHourlyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateIndiaAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateOptionsAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionsHourlyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CancelOpenOrdersRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CoarseFundamentalTop3Algorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ComboLegLimitOrderAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ComboLimitOrderAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ComboMarketOrderAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ComboOrderAlgorithm.cs
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ComboOrderTicketDemoAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ConsolidateRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ContinuousFutureRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ConvertToFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomBenchmarkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomDataTypeHistoryAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomModelsAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomPartialFillModelAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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CustomUniverseSelectionModelRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DelistedIndexOptionDivestedRegression.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DelistingEventsAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DisplacedMovingAverageRibbon.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DividendAlgorithm.cs
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DividendRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DropboxUniverseSelectionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
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EmaCrossUniverseSelectionAlgorithm.cs
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EmaCrossUniverseSelectionFrameworkAlgorithm.cs
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EmitInsightCryptoCashAccountType.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
EmitInsightsAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ETFGlobalRotationAlgorithm.cs
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EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FeeModelNotUsingAccountCurrency.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FractionalQuantityRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FuturesExpiredContractRegression.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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GetParameterRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HistoryAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HistoryTickRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HourReverseSplitRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
HourSplitRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
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InceptionDateSelectionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
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IndexOptionBearPutSpreadAlgorithm.cs
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IndexOptionBullCallSpreadAlgorithm.cs
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IndexOptionBullPutSpreadAlgorithm.cs
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IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionCallButterflyAlgorithm.cs
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IndexOptionCallCalendarSpreadAlgorithm.cs
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IndexOptionCallITMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionIronCondorAlgorithm.cs
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IndexOptionPutButterflyAlgorithm.cs
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IndexOptionPutCalendarSpreadAlgorithm.cs
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IndexOptionPutITMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndiaDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndicatorSuiteAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
IndicatorWarmupAlgorithm.cs
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IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
InsightWeightingFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
LimitFillRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
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LiveFeaturesAlgorithm.cs
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LongOnlyAlphaStreamAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MACDTrendAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MarginCallEventsAlgorithm.cs
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MarginRemainingRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MarketOnOpenOnCloseAlgorithm.cs
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MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MeanReversionPortfolioAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Remove annualization in MeanVarianceOptimizationPCM (#7053)
2023-03-08 14:13:38 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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MissingTickDataAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
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MultiUniverseSharedSecurityRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
NamedArgumentsRegression.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ObjectStoreExampleAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OnEndOfDayRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OnOrderEventExceptionRegression.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OnWarmupFinishedNoWarmup.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OpeningBreakoutAlgorithm.cs
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OpenInterestFuturesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionAssignmentRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionChainProviderAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionChainUniverseRemovalRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
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OptionDelistedDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
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OptionEquityBearCallSpreadRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityBullCallSpreadRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityBullPutSpreadRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityCallButterflyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityCoveredCallRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityCoveredPutRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityIronCondorRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityPutButterflyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityStraddleRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityStrangleRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionEquityStrategyMatcherRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionExerciseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionExpiryDateOnHolidayCase.cs
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OptionExpiryDateTodayRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionNoTimeInUniverseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionOpenInterestRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
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OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionRenameDailyRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionRenameRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionsExpiredContractRegression.cs
Refactor Framework Statistics (#7041)
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OptionSplitRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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OptionTimeSliceRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
OrderTicketDemoAlgorithm.cs
Fixes EquityFillModel.StopMarketFill (#7042)
2023-03-08 16:49:34 -03:00
ParameterizedAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
QuantConnect.Algorithm.CSharp.csproj
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QuitAfterInitializationRegressionAlgorithm.cs
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QuitInInitializationRegressionAlgorithm.cs
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RawDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
RegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
RegressionChannelAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RiskParityPortfolioAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
RollingWindowAlgorithm.cs
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SamcoBasicTemplateOptionsAlgorithm.cs
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ScaledFillForwardDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ScheduledQueuingAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SectorWeightingFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SecuritySeederRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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SetCashOnDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SetHoldingsRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
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SparseDataRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SplitPartialShareRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
StableCoinsRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
StartingCapitalRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Fixes EquityFillModel.StopMarketFill (#7042)
2023-03-08 16:49:34 -03:00
StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
SwitchDataModeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
TickDataFilteringAlgorithm.cs
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TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
TrailingStopRiskFrameworkAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
TrainingExampleAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
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UniverseUnchangedRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
Fixes EquityFillModel.StopMarketFill (#7042)
2023-03-08 16:49:34 -03:00
UserDefinedUniverseAlgorithm.cs
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VolumeRenkoConsolidatorAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmUpAfterInitializeRegression.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupFutureRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
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WarmupMinuteResolutionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupOptionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
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WarmupScheduledEventsRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WarmupTrainRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00
ZeroFeeRegressionAlgorithm.cs
Refactor Framework Statistics (#7041)
2023-03-03 19:40:29 -03:00