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quantconnect--lean/Common
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Jhonathan Abreu 6e7b69da44
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Short call/put calendar spreads (#7269) 
* Add short call calendar spread strategy and review margin calculation

* Add short Put calendar spread strategy and fixed naked short options margin calculation

* Minor changes

* Minor changes

* Minor changes
2023-05-24 13:09:31 -03:00
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Algorithm/Framework
Fix Collective2 future & option symbology (#7262)
2023-05-22 19:11:45 -03:00
Api
Fix api account deserialization (#7172)
2023-04-10 12:38:38 -03:00
Benchmarks
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Brokerages
Improve Tradier Brokerage Model (#7256)
2023-05-22 14:59:44 -03:00
Commands
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Data
Add contractDepthOffset parameter to History methods (#7213)
2023-04-27 14:31:42 -03:00
Exceptions
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Indicators
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Interfaces
Add support for brokerage side new orders (#7228)
2023-05-02 16:21:19 -03:00
Messages
Improve Tradier Brokerage Model (#7256)
2023-05-22 14:59:44 -03:00
Notifications
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Optimizer
Minor optimizer improvement (#7179)
2023-04-12 15:35:54 -03:00
Orders
Improve handling of invalid order update & cancel (#7247)
2023-05-18 10:37:03 -03:00
Packets
Add live log limit to controls (#7162)
2023-04-04 13:57:38 -03:00
Parameters
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Properties
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Python
Solve bugs in BrokerageModelPythonWrapper.cs (#7229)
2023-05-02 15:09:16 -03:00
Scheduling
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Securities
Short call/put calendar spreads (#7269)
2023-05-24 13:09:31 -03:00
Statistics
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
Storage
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Util
Downloader Data Provider Improvements (#7159)
2023-03-31 18:29:55 -03:00
AlgorithmConfiguration.cs
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AlgorithmImports.py
Implement OptionExerciseModelPythonWrapper.cs (#7193)
2023-04-18 16:54:53 -03:00
AlgorithmSettings.cs
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BinaryComparison.cs
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BinaryComparisonExtensions.cs
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CapacityEstimate.cs
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Chart.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
ChartPoint.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Currencies.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
DataDownloaderGetParameters.cs
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DataMonitorReport.cs
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DataProviderEvents.cs
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DocumentationAttribute.cs
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Exchange.cs
Add missing exchanges (#7011)
2023-02-24 16:31:51 -03:00
Expiry.cs
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ExtendedDictionary.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Extensions.cs
Cache folder usage improvements (#7200)
2023-04-20 11:24:19 -03:00
Field.cs
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Global.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
Globals.cs
Remove 'data-directory' usage (#7241)
2023-05-12 18:24:12 -03:00
IDataDownloader.cs
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IIsolatorLimitResultProvider.cs
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Isolator.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
IsolatorLimitResult.cs
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IsolatorLimitResultProvider.cs
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ITimeProvider.cs
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LocalTimeKeeper.cs
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Market.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
OS.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
PandasMapper.py
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Parse.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
QuantConnect.csproj
Bump to pythonNet 2.0.18 (#7036)
2023-03-03 13:11:03 -03:00
RealTimeProvider.cs
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RealTimeSynchronizedTimer.cs
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Result.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SecurityIdentifier.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Series.cs
Chart Series Settings Lost (#6997)
2023-02-21 13:07:56 -03:00
SeriesSampler.cs
Chart Series Settings Lost (#6997)
2023-02-21 13:07:56 -03:00
StringExtensions.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Symbol.cs
Minor debugging improvements (#6954)
2023-02-13 10:49:10 -03:00
SymbolCache.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
SymbolCapacity.cs
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SymbolJsonConverter.cs
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SymbolRepresentation.cs
Fix Collective2 future & option symbology (#7262)
2023-05-22 19:11:45 -03:00
SymbolValueJsonConverter.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Time.cs
Fix api account deserialization (#7172)
2023-04-10 12:38:38 -03:00
TimeKeeper.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TimeUpdatedEventArgs.cs
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TimeZoneOffsetProvider.cs
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TimeZones.cs
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TradingCalendar.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
TradingDay.cs
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