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Jhonathan Abreu 2e20b4803d
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Accounting for the position quantity in margin requirements (#7161) 
* Invalidate option strategies orders when short selling over margin

When shorting an option strategy with margin requirements that cannot be
met, the order should be invalidated. The buying power model is now able
to detect said situation and result in unssuficient buying power.

The OptionsMarginModel now uses the parameters instance values instead
of the security holdings to compute margin requirements. This fixes the
situation when calculation buying power for a first time position with
no holdings.

* Add and fix unit tests

* Update regression algorithms

* Peer review
2023-04-03 18:51:05 -03:00
..
Alphas
…
Benchmarks
…
CapacityTests
…
Properties
…
RegressionTests
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddAlphaModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRiskManagementAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddUniverseSelectionModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BaseFrameworkRegressionAlgorithm.cs
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateAtreyuAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCryptoAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFutureOptionAlgorithm.cs
…
BasicTemplateFutureRolloverAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexDailyAlgorithm.cs
…
BasicTemplateIndexHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
…
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndiaAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIntrinioEconomicData.cs
…
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
BasicTemplateOptionsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFundamentalTop3Algorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ComboLegLimitOrderAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
ComboLimitOrderAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
ComboMarketOrderAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
ComboOrderAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
ComboOrderTicketDemoAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121)
2023-03-23 12:23:42 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConsolidateRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
…
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConvertToFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBenchmarkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataBitcoinAlgorithm.cs
…
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataTypeHistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomModelsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
CustomVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistedIndexOptionDivestedRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistingEventsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DisplacedMovingAverageRibbon.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DropboxUniverseSelectionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmitInsightsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
FeeModelNotUsingAccountCurrency.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ForexMultiResolutionRegressionAlgorithm.cs
Minor fill forward enumerator fix (#7068)
2023-03-15 10:18:43 -03:00
FractionalQuantityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesExpiredContractRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Updates HistoricalReturnsAlphaModel to Cancel Insights Not Emit Flat (#7151)
2023-03-29 16:03:27 -03:00
HistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
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
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -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
IndicatorVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -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
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -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
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -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
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Update MaximumDrawdownPercentPerSecurity model to cancel insights (#7103)
2023-03-23 11:11:27 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Update MaximumDrawdownPercentPortfolio model to cancel insights (#7105)
2023-03-23 12:02:04 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Add regression test for MaximumSectorExposureRiskManagementModel (#7123)
2023-03-23 12:37:30 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121)
2023-03-23 12:23:42 -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
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -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
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -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
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -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
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -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
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -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
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -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 Portfolio Construction Models to Use Insight Manager (#7077)
2023-03-17 18:00:43 -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
…
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
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
RiskParityPortfolioAlgorithm.cs
Change python optimizer to Newton, added unit tests and regression test (#7085)
2023-03-17 15:23:31 -03:00
RollingWindowAlgorithm.cs
…
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Refactor RsiAlphaModel (#7125)
2023-03-28 16:07:08 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScaledRawHistoryAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -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
Avoid Invalid historical data piping in StandardDeviationExecutionModel (#7086)
2023-03-23 12:24:42 -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
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Update TrailingStopRiskManagementModel model to cancel insights (#7131)
2023-03-23 15:29:04 -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
…
VolatilityModelsWithRawDataAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
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
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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
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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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
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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
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WarmupScheduledEventsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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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