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Jhonathan Abreu c8890c3da9 Multiple option position groups liquidation (#7221) 
* Fix multiple option strategies liquidation

When holding multiple position groups of the same underlying, reverting
one of the groups was not possible because of the presence of the other
position groups, which caused no matching groups to be formed for the
order.

* Make OptionStrategyPositionGroupResolver not group single position

* Revert make OptionStrategyPositionGroupResolver not group single position
2023-04-27 14:29:30 -03:00
..
Alphas
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Benchmarks
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CapacityTests
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Properties
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RegressionTests
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AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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AddAndRemoveOptionContractRegressionAlgorithm.cs
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AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
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AddBetaIndicatorRegressionAlgorithm.cs
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AddFutureContractWithContinuousRegressionAlgorithm.cs
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AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
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AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
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AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
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AddOptionContractExpiresRegressionAlgorithm.cs
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AddOptionContractFromUniverseRegressionAlgorithm.cs
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AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
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AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityCacheRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
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AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
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AdjustedVolumeRegressionAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
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AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
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AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
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AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
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BaseFrameworkRegressionAlgorithm.cs
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BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicTemplateAlgorithm.cs
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BasicTemplateAtreyuAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
Feature 7182 missing python version crypto future algorithms (#7206)
2023-04-24 11:27:38 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Feature 7182 missing python version crypto future algorithms (#7206)
2023-04-24 11:27:38 -03:00
BasicTemplateDailyAlgorithm.cs
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BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateFuturesAlgorithm.cs
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BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
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BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesHistoryAlgorithm.cs
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BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
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BasicTemplateFuturesHourlyAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateHourlyAlgorithm.cs
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BasicTemplateIndexAlgorithm.cs
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BasicTemplateIndexDailyAlgorithm.cs
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BasicTemplateIndexHourlyAlgorithm.cs
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BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIndexOptionsDailyAlgorithm.cs
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BasicTemplateIndexOptionsHourlyAlgorithm.cs
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BasicTemplateIndiaAlgorithm.cs
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BasicTemplateIndiaIndexAlgorithm.cs
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BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
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BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsDailyAlgorithm.cs
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BasicTemplateOptionsFilterUniverseAlgorithm.cs
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BasicTemplateOptionsFrameworkAlgorithm.cs
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BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionsHourlyAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
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BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
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BinanceCashAccountFeeRegressionAlgorithm.cs
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BinanceMarginAccountFeeRegressionAlgorithm.cs
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BitfinexCashAccountFeeRegressionAlgorithm.cs
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BitfinexMarginAccountFeeRegressionAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
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BrokerageActivityEventHandlingAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
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CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
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Collective2SignalExportDemonstrationAlgorithm.cs
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ComboLegLimitOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboLimitOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboMarketOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboOrderAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboOrderTicketDemoAlgorithm.cs
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CompleteOrderTagUpdateAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
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ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
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ContinuousFutureRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
ConvertToFrameworkAlgorithm.cs
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CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
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CoveredCallComboLimitOrderAlgorithm.cs
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CrunchDAOPortfolioSignalExportDemonstrationAlgorithm.cs
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CrunchDAOSignalExportDemonstrationAlgorithm.cs
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CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
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CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
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CustomDataTypeHistoryAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomOptionAssignmentRegressionAlgorithm.cs
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CustomOptionExerciseModelRegressionAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
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CustomSecurityDataFilterRegressionAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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CustomShortableProviderRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
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CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
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DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
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DefaultFutureChainRegressionAlgorithm.cs
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DefaultOptionPriceModelRegressionAlgorithm.cs
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DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
DelistedIndexOptionDivestedRegression.cs
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DelistingEventsAlgorithm.cs
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DelistingFutureOptionDailyRegressionAlgorithm.cs
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DelistingFutureOptionRegressionAlgorithm.cs
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DisplacedMovingAverageRibbon.cs
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DividendAlgorithm.cs
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DividendRegressionAlgorithm.cs
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DropboxBaseDataUniverseSelectionAlgorithm.cs
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DropboxUniverseSelectionAlgorithm.cs
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DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
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DynamicSecurityDataRegressionAlgorithm.cs
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EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
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EmaCrossFuturesFrontMonthAlgorithm.cs
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EmaCrossUniverseSelectionAlgorithm.cs
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EmaCrossUniverseSelectionFrameworkAlgorithm.cs
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EmitInsightCryptoCashAccountType.cs
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EmitInsightNoAlphaModelAlgorithm.cs
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EmitInsightsAlgorithm.cs
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EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
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EquityMarginCallAlgorithm.cs
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EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
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EquityTradeAndQuotesRegressionAlgorithm.cs
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ETFConstituentsFrameworkAlgorithm.cs
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ETFGlobalRotationAlgorithm.cs
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EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
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ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
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ExtendedMarketTradingRegressionAlgorithm.cs
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FeeModelNotUsingAccountCurrency.cs
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FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
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FillForwardUntilExpiryRegressionAlgorithm.cs
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FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
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ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
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ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
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ForexMultiResolutionRegressionAlgorithm.cs
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FractionalQuantityRegressionAlgorithm.cs
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FreePortfolioValueRegressionAlgorithm.cs
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FutureChainInternalSubscriptionsRegressionAlgorithm.cs
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FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
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FutureMarketOpenAndCloseRegressionAlgorithm.cs
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FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
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FutureMarketOpenConsolidatorRegressionAlgorithm.cs
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FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
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FutureNoTimeInUniverseRegressionAlgorithm.cs
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FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
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FutureOptionCallITMExpiryRegressionAlgorithm.cs
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FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
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FutureOptionCallOTMExpiryRegressionAlgorithm.cs
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FutureOptionDailyRegressionAlgorithm.cs
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FutureOptionHourlyRegressionAlgorithm.cs
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FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
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FutureOptionPutITMExpiryRegressionAlgorithm.cs
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FutureOptionPutOTMExpiryRegressionAlgorithm.cs
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FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
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FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
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FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
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FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
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FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
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FuturesExpiredContractRegression.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
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FutureSharingTickerRegressionAlgorithm.cs
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FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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GetParameterRegressionAlgorithm.cs
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HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
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HistoryAlgorithm.cs
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HistoryProviderManagerRegressionAlgorithm.cs
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HistoryTickRegressionAlgorithm.cs
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HistoryWithCustomDataSourceRegressionAlgorithm.cs
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HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
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HourResolutionMappingEventRegressionAlgorithm.cs
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HourReverseSplitRegressionAlgorithm.cs
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HourSplitRegressionAlgorithm.cs
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ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
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InceptionDateSelectionRegressionAlgorithm.cs
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IndexOptionBearCallSpreadAlgorithm.cs
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IndexOptionBearPutSpreadAlgorithm.cs
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IndexOptionBullCallSpreadAlgorithm.cs
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IndexOptionBullPutSpreadAlgorithm.cs
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IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
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IndexOptionCallButterflyAlgorithm.cs
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IndexOptionCallCalendarSpreadAlgorithm.cs
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IndexOptionCallITMExpiryRegressionAlgorithm.cs
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IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
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IndexOptionCallOTMExpiryRegressionAlgorithm.cs
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IndexOptionIronCondorAlgorithm.cs
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IndexOptionPutButterflyAlgorithm.cs
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IndexOptionPutCalendarSpreadAlgorithm.cs
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IndexOptionPutITMExpiryRegressionAlgorithm.cs
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IndexOptionPutOTMExpiryRegressionAlgorithm.cs
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IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
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IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
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IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
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IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
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IndiaDataRegressionAlgorithm.cs
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IndicatorSuiteAlgorithm.cs
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IndicatorVolatilityModelAlgorithm.cs
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IndicatorWarmupAlgorithm.cs
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IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
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InsightScoringRegressionAlgorithm.cs
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InsightWeightingFrameworkAlgorithm.cs
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InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
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InternalSubscriptionHistoryRequestAlgorithm.cs
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LargeQuantityOptionStrategyAlgorithm.cs
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LeveragePrecedenceRegressionAlgorithm.cs
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LimitFillRegressionAlgorithm.cs
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LimitIfTouchedRegressionAlgorithm.cs
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LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
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LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
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LiveFeaturesAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
LongOnlyAlphaStreamAlgorithm.cs
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MacdAlphaModelFrameworkRegressionAlgorithm.cs
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MACDTrendAlgorithm.cs
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MappedBenchmarkRegressionAlgorithm.cs
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MarginCallClosedMarketRegressionAlgorithm.cs
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MarginCallEventsAlgorithm.cs
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MarginRemainingRegressionAlgorithm.cs
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MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
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MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
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MarketOnCloseOrderBufferRegressionAlgorithm.cs
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MarketOnOpenOnCloseAlgorithm.cs
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MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
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MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
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MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
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MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
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MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
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MeanReversionPortfolioAlgorithm.cs
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MeanVarianceOptimizationFrameworkAlgorithm.cs
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MinimumOrderMarginRegressionAlgorithm.cs
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MinimumOrderSizeRegressionAlgorithm.cs
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MissingTickDataAlgorithm.cs
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MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
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MultiUniverseSharedSecurityRegressionAlgorithm.cs
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NakedShortOptionStrategyOverMarginAlgorithm.cs
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NamedArgumentsRegression.cs
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NoMarginCallExpectedRegressionAlgorithm.cs
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NoMinimumOrderMarginRegressionAlgorithm.cs
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NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
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NullOptionAssignmentRegressionAlgorithm.cs
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NumeraiPortfolioSignalExportDemonstrationAlgorithm.cs
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NumeraiSignalExportDemonstrationAlgorithm.cs
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ObjectStoreExampleAlgorithm.cs
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OnEndOfDayAddDataRegressionAlgorithm.cs
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OnEndOfDayRegressionAlgorithm.cs
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OnOrderEventExceptionRegression.cs
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OnWarmupFinishedNoWarmup.cs
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OnWarmupFinishedRegressionAlgorithm.cs
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OpeningBreakoutAlgorithm.cs
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OpenInterestFuturesRegressionAlgorithm.cs
Modify OpenInterestFutureUniverseSelectionModel to work with Python (#7220)
2023-04-27 10:04:10 -03:00
OptionAssignmentRegressionAlgorithm.cs
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OptionChainConsistencyRegressionAlgorithm.cs
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OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
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OptionChainProviderAlgorithm.cs
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OptionChainSubscriptionRemovalRegressionAlgorithm.cs
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OptionChainUniverseRemovalRegressionAlgorithm.cs
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OptionDataNullReferenceRegressionAlgorithm.cs
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OptionDelistedDataRegressionAlgorithm.cs
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OptionEquityBaseStrategyRegressionAlgorithm.cs
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OptionEquityBearCallSpreadRegressionAlgorithm.cs
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OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
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OptionEquityBearPutSpreadRegressionAlgorithm.cs
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OptionEquityBullCallSpreadRegressionAlgorithm.cs
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OptionEquityBullPutSpreadRegressionAlgorithm.cs
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OptionEquityCallButterflyRegressionAlgorithm.cs
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OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
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OptionEquityCoveredCallRegressionAlgorithm.cs
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OptionEquityCoveredPutRegressionAlgorithm.cs
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OptionEquityIronCondorRegressionAlgorithm.cs
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OptionEquityPutButterflyRegressionAlgorithm.cs
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OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
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OptionEquityShortButterflyCallRegressionAlgorithm.cs
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OptionEquityShortButterflyPutRegressionAlgorithm.cs
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OptionEquityStraddleRegressionAlgorithm.cs
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OptionEquityStrangleRegressionAlgorithm.cs
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OptionEquityStrategyMatcherRegressionAlgorithm.cs
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OptionExerciseAssignRegressionAlgorithm.cs
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OptionExerciseRegressionAlgorithm.cs
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OptionExpiryDateOnHolidayCase.cs
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OptionExpiryDateTodayRegressionAlgorithm.cs
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OptionNoTimeInUniverseRegressionAlgorithm.cs
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OptionOpenInterestRegressionAlgorithm.cs
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OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
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OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
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OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
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OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
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OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionRenameDailyRegressionAlgorithm.cs
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OptionRenameRegressionAlgorithm.cs
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OptionsExpiredContractRegression.cs
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OptionShortCallMarginCallEventsAlgorithm.cs
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OptionsMarginCallEventsAlgorithmBase.cs
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OptionSplitRegressionAlgorithm.cs
…
OptionStrategyMarginCallEventsAlgorithm.cs
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OptionSymbolCanonicalRegressionAlgorithm.cs
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OptionTimeSliceRegressionAlgorithm.cs
…
OrderImmutabilityRegressionAlgorithm.cs
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OrderSubmissionDataRegressionAlgorithm.cs
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OrderTicketDemoAlgorithm.cs
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ParameterizedAlgorithm.cs
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PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
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PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
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PeriodConsolidatorRegressionAlgorithm.cs
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PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
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PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
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PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
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PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
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ProcessSplitSymbolsRegressionAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
…
QuitAfterInitializationRegressionAlgorithm.cs
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QuitInInitializationRegressionAlgorithm.cs
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RawDataRegressionAlgorithm.cs
…
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
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RegisterIndicatorRegressionAlgorithm.cs
…
RegressionAlgorithm.cs
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RegressionChannelAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RevertComboOrderPositionsAlgorithm.cs
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RiskParityPortfolioAlgorithm.cs
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RollingWindowAlgorithm.cs
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RsiAlphaModelFrameworkRegressionAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
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ScaledFillForwardDataRegressionAlgorithm.cs
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ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
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ScaledRawHistoryAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SecuritySeederRegressionAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
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SetCashOnDataRegressionAlgorithm.cs
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SetDataNormalizationModeOnAddSecurityAlgorithm.cs
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SetEquityDataNormalizationModeOnAddEquity.cs
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SetHoldingsFutureRegressionAlgorithm.cs
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SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitOnTradeBuilderRegressionAlgorithm.cs
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SplitPartialShareRegressionAlgorithm.cs
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SpreadExecutionModelRegressionAlgorithm.cs
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StableCoinsRegressionAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
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StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
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TickDataFilteringAlgorithm.cs
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TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
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TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
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TrailingStopRiskFrameworkRegressionAlgorithm.cs
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TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
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UniverseSelectionSymbolCacheRemovalRegressionTest.cs
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UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
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UniverseUnchangedRegressionAlgorithm.cs
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UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
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UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
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UserDefinedUniverseAlgorithm.cs
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VolatilityModelsWithRawDataAlgorithm.cs
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VolumeRenkoConsolidatorAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
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WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
…
WarmupDailyResolutionRegressionAlgorithm.cs
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WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
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WarmupFutureRegressionAlgorithm.cs
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WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
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WarmupLowerResolutionSelectionRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
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WarmupMinuteResolutionRegressionAlgorithm.cs
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WarmupOptionRegressionAlgorithm.cs
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WarmupOptionResolutionRegressionAlgorithm.cs
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WarmupScheduledEventsRegressionAlgorithm.cs
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WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
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WarmupTrainRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroedBenchmarkRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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