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Jhonathan Abreu 5436c72fad
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Handle margin call orders for position groups (#7137) 
* Handle position group margin calls

* Minor changes

* Update regression algorithms

* Minor changes

* Minor changes

* Added regression algorithm

* Peer review

* Peer review

* Peer review

* Peer review

* Minor changes

* Minor changes

* Add unit test

* Allow sufficient buying power when closing position group

* Add unit test

* Improve regression algorithms
2023-04-10 12:42:08 -03:00
..
Alphas
docs(VixDualThrustAlpha): readability improvements (#6632)
2022-09-19 13:17:18 -03:00
Benchmarks
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
CapacityTests
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
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
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
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
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
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
Fixes and Improvements
2020-04-28 16:29:15 -03:00
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
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
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
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
ConstituentsUniverseDataGeneratorAlgorithm.cs
Revert qc500 constituent - Fix data order
2019-11-20 19:47:19 -03:00
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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
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
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
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
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
CustomChartingAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
CustomDataBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataBitcoinAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
CustomDataNIFTYAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
CustomOptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
CustomPartialFillModelAlgorithm.cs
Adds CustomPartialFillModelAlgorithm
2020-04-13 18:50:03 +01:00
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
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
DataConsolidationAlgorithm.cs
Adding unit tests
2020-02-17 11:28:34 -03:00
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
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
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
EquityMarginCallAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -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
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Remove internal subscriptions from future chain (#7169)
2023-04-05 18:23:04 -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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
FuzzyInferenceAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
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
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Call Spread (#6942)
2023-02-09 16:06:12 -03:00
IndexOptionBearPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Put Spread (#6943)
2023-02-09 16:07:00 -03:00
IndexOptionBullCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Call Spread (#6944)
2023-02-09 16:07:43 -03:00
IndexOptionBullPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Put Spread (#6945)
2023-02-09 16:10:14 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallButterflyAlgorithm.cs
OptionStrategies for Index Option Call Butterfly (#6949)
2023-02-10 10:42:07 -03:00
IndexOptionCallCalendarSpreadAlgorithm.cs
Add example algo of call & put calendar spread with SPXW (#6907)
2023-02-02 12:33:17 -08:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
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
Add SPXW Iron Condor example algorithm (#6880)
2023-02-02 12:26:34 -08:00
IndexOptionPutButterflyAlgorithm.cs
OptionStrategies for put butterfly index weeklies example (#6950)
2023-02-10 10:42:40 -03:00
IndexOptionPutCalendarSpreadAlgorithm.cs
OptionStrategies for put calendar spread index weeklies example (#6951)
2023-02-10 10:44:47 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
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
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -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
Addresses Peer-Review
2019-11-07 22:26:46 +00:00
LiveFeaturesAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
LongOnlyAlphaStreamAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Refactor MACD Alpha Model (#7140)
2023-04-04 17:22:15 -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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
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
NullOptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
OpenInterestFuturesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
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
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
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
OptionShortCallMarginCallEventsAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
OptionSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -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
Bump to pythonNet 2.0.18 (#7036)
2023-03-03 13:11:03 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
QuitInInitializationRegressionAlgorithm.cs
Added checking if algorithm is stopped in initialize method (#6282)
2022-04-06 19:56:18 -03:00
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
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
ResolutionSwitchingAlgorithm.cs
Address review - Remove SampleAssetPrices from IResultHandlers
2020-01-16 14:03:55 -08:00
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
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
Fixes WarmUpIndicator Overload Inconsistency (#6246)
2022-03-10 10:59:16 -03:00
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
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
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
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
TwoLegCurrencyConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
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
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
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
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
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
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
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
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
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
IsOption Use Underlying Holidays and Early Closes if Empty (#7007)
2023-02-24 12:49:51 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
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