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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
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
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -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
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BaseFrameworkRegressionAlgorithm.cs
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateAtreyuAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
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
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
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
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFutureOptionAlgorithm.cs
…
BasicTemplateFutureRolloverAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateFuturesAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -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
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
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
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
BasicTemplateIndexDailyAlgorithm.cs
…
BasicTemplateIndexHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
…
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndiaAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
BasicTemplateIntrinioEconomicData.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
BasicTemplateOptionsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFundamentalTop3Algorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Minor regression test update after EMA merge (#7177)
2023-04-11 18:26:48 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Minor regression test update after EMA merge (#7177)
2023-04-11 18:26:48 -03:00
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
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121)
2023-03-23 12:23:42 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConsolidateRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
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
Fix continuous futures back month contracts (#7175)
2023-04-11 17:42:46 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
…
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
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
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
CrunchDAOPortfolioSignalExportDemonstrationAlgorithm.cs
Minor regression test update after EMA merge (#7177)
2023-04-11 18:26:48 -03:00
CrunchDAOSignalExportDemonstrationAlgorithm.cs
Minor regression test update after EMA merge (#7177)
2023-04-11 18:26:48 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBenchmarkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataBitcoinAlgorithm.cs
…
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataTypeHistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomModelsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Implement OptionExerciseModelPythonWrapper.cs (#7193)
2023-04-18 16:54:53 -03:00
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityDataFilterRegressionAlgorithm.cs
Implement SecurityDataFilterPythonWrapper.cs (#7201)
2023-04-20 10:45:59 -03:00
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
CustomVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
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
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
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmitInsightsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
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
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -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
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -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
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Updates HistoricalReturnsAlphaModel to Cancel Insights Not Emit Flat (#7151)
2023-03-29 16:03:27 -03:00
HistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryTickRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
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
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
HourReverseSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
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
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -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
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
LongOnlyAlphaStreamAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -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
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Account for time zone on MOC orders time buffer check (#7174)
2023-04-11 17:42:34 -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
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Update MaximumDrawdownPercentPerSecurity model to cancel insights (#7103)
2023-03-23 11:11:27 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Update MaximumDrawdownPercentPortfolio model to cancel insights (#7105)
2023-03-23 12:02:04 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Add regression test for MaximumSectorExposureRiskManagementModel (#7123)
2023-03-23 12:37:30 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121)
2023-03-23 12:23:42 -03:00
MeanReversionPortfolioAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MissingTickDataAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
NamedArgumentsRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
NumeraiPortfolioSignalExportDemonstrationAlgorithm.cs
Minor regression test update after EMA merge (#7177)
2023-04-11 18:26:48 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Minor regression test update after EMA merge (#7177)
2023-04-11 18:26:48 -03:00
ObjectStoreExampleAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnEndOfDayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnOrderEventExceptionRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnWarmupFinishedNoWarmup.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Modify OpenInterestFutureUniverseSelectionModel to work with Python (#7220)
2023-04-27 10:04:10 -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
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionExerciseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionRenameRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionsExpiredContractRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
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
Add extendedMarket parameter to History methods (#7191)
2023-04-20 10:41:32 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Refactor Portfolio Construction Models to Use Insight Manager (#7077)
2023-03-17 18:00:43 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
QuantConnect.Algorithm.CSharp.csproj
…
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
RiskParityPortfolioAlgorithm.cs
Change python optimizer to Newton, added unit tests and regression test (#7085)
2023-03-17 15:23:31 -03:00
RollingWindowAlgorithm.cs
…
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Refactor RsiAlphaModel (#7125)
2023-03-28 16:07:08 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScaledRawHistoryAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SectorWeightingFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SecuritySeederRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetCashOnDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SplitPartialShareRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StableCoinsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Avoid Invalid historical data piping in StandardDeviationExecutionModel (#7086)
2023-03-23 12:24:42 -03:00
StartingCapitalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SwitchDataModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TickDataFilteringAlgorithm.cs
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TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Add extendedMarket parameter to History methods (#7191)
2023-04-20 10:41:32 -03:00
TiingoPriceAlgorithm.cs
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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
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TwoLegCurrencyConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
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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
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UpdateOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UserDefinedUniverseAlgorithm.cs
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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
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WarmupConversionRatesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
WarmupFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
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WarmupMinuteResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
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WarmupScheduledEventsRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupTrainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ZeroFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00