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Alexandre Catarino aab5391d80
Regression Tests / build (push) Has been cancelled
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Fixes Limit Price Above/Below Open Case (#7060) 
* Adds Unit Test For Limit Price Above/Below Open

See `LimitOrderFillsAtOpenWithFavorableGap`

* Fixes Limit Price Above/Below Open

If we place a buy/sell limit order below/above the current market price in TWS it fills immediately, so we model this behavior by filling with the opening price of the first trade bar.

* Updates Regression Tests

The number of trades did not change as expected. The fills are better because orders are filling with the open price when the new condition is met.
2023-03-10 14:23:45 -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 alpha statistics phase I (#7055)
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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
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AddOptionContractExpiresRegressionAlgorithm.cs
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AddOptionContractFromUniverseRegressionAlgorithm.cs
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AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
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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
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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
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BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
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BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
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BasicTemplateCryptoFutureHourlyAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
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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
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BasicTemplateFuturesAlgorithm.cs
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BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
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BasicTemplateFuturesFrameworkAlgorithm.cs
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BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesHistoryAlgorithm.cs
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BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
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BasicTemplateFuturesHourlyAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
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BasicTemplateHourlyAlgorithm.cs
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BasicTemplateIndexAlgorithm.cs
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BasicTemplateIndexDailyAlgorithm.cs
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BasicTemplateIndexHourlyAlgorithm.cs
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BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIndexOptionsDailyAlgorithm.cs
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BasicTemplateIndexOptionsHourlyAlgorithm.cs
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BasicTemplateIndiaAlgorithm.cs
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BasicTemplateIndiaIndexAlgorithm.cs
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BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
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BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsDailyAlgorithm.cs
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BasicTemplateOptionsFilterUniverseAlgorithm.cs
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BasicTemplateOptionsFrameworkAlgorithm.cs
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BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionsHourlyAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
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BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
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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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CancelOpenOrdersRegressionAlgorithm.cs
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2023-03-10 13:12:23 -03:00
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
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ComboLimitOrderAlgorithm.cs
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ComboMarketOrderAlgorithm.cs
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ComboOrderAlgorithm.cs
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ComboOrderTicketDemoAlgorithm.cs
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CompleteOrderTagUpdateAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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2023-03-10 13:12:23 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
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ContinuousFutureBackMonthRegressionAlgorithm.cs
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ContinuousFutureHistoryRegressionAlgorithm.cs
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ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
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ContinuousFutureRegressionAlgorithm.cs
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ContinuousFuturesDailyRegressionAlgorithm.cs
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ConvertToFrameworkAlgorithm.cs
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CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
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CoveredCallComboLimitOrderAlgorithm.cs
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CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
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CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
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CustomDataTypeHistoryAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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CustomUniverseSelectionModelRegressionAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
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CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
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DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
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DefaultFutureChainRegressionAlgorithm.cs
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DefaultOptionPriceModelRegressionAlgorithm.cs
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DelistedFutureLiquidateDailyRegressionAlgorithm.cs
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DelistedFutureLiquidateRegressionAlgorithm.cs
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DelistedIndexOptionDivestedRegression.cs
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DelistingEventsAlgorithm.cs
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DelistingFutureOptionDailyRegressionAlgorithm.cs
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DelistingFutureOptionRegressionAlgorithm.cs
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DisplacedMovingAverageRibbon.cs
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DividendAlgorithm.cs
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DividendRegressionAlgorithm.cs
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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
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EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
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EquityTradeAndQuotesRegressionAlgorithm.cs
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ETFConstituentsFrameworkAlgorithm.cs
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ETFGlobalRotationAlgorithm.cs
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EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
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ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
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ExtendedMarketTradingRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
FeeModelNotUsingAccountCurrency.cs
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2023-03-10 13:12:23 -03:00
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
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FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
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FutureMarketOpenAndCloseRegressionAlgorithm.cs
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FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
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FutureMarketOpenConsolidatorRegressionAlgorithm.cs
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FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
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FutureNoTimeInUniverseRegressionAlgorithm.cs
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FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
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FutureOptionCallITMExpiryRegressionAlgorithm.cs
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FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
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FutureOptionCallOTMExpiryRegressionAlgorithm.cs
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FutureOptionDailyRegressionAlgorithm.cs
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FutureOptionHourlyRegressionAlgorithm.cs
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FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
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FutureOptionPutITMExpiryRegressionAlgorithm.cs
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FutureOptionPutOTMExpiryRegressionAlgorithm.cs
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FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
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FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
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FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
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FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
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FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
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FuturesExpiredContractRegression.cs
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FuturesExtendedMarketHoursRegressionAlgorithm.cs
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FutureSharingTickerRegressionAlgorithm.cs
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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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2023-03-10 13:12:23 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryTickRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourReverseSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndiaDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndicatorSuiteAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndicatorWarmupAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InsightScoringRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InsightWeightingFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LimitFillRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongOnlyAlphaStreamAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MACDTrendAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MeanReversionPortfolioAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MissingTickDataAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
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MultiUniverseSharedSecurityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NamedArgumentsRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ObjectStoreExampleAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnEndOfDayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnOrderEventExceptionRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnWarmupFinishedNoWarmup.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionAssignmentRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainProviderAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionExerciseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionRenameRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionsExpiredContractRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OrderTicketDemoAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
ParameterizedAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
QuantConnect.Algorithm.CSharp.csproj
…
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
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RawDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
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RiskParityPortfolioAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RollingWindowAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SectorWeightingFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SecuritySeederRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetCashOnDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SplitPartialShareRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StableCoinsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StartingCapitalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SwitchDataModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TickDataFilteringAlgorithm.cs
…
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrailingStopRiskFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrainingExampleAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolumeRenkoConsolidatorAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmUpAfterInitializeRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
…
WarmupDataTypesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
…
WarmupScheduledEventsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupTrainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ZeroFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00