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Ricardo Andrés Marino Rojas 3712786301
Benchmarks / build (push) Has been cancelled
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Enable custom Python optimizer in C# MeanVarianceOptimizationPortfolioConstructionModel (#7274) 
* Solve bug and add regression test

The bug was raised because, when trying to use C#
MeanVarianceOptimizationPortfolioConstructionModel from a Python
algorithm, there wasn't a constructor that accepted a portfolio optimizer
as a PyObject. Additionally, there wasn't also a Python Wrapper to wrapp
that portfolio optimizer.

- Add PortfolioOptimizerPythonWrapper.cs
- Add constructor in
  MeanVarianceOptimizationPortfolioConstructionModel.cs that accepts
  portfolio optimizer as a PyObject
- Add regression algorithms to cover the changes

* Improve constructor overload implementation

* Change implementation to follow API pattern

* Enhance implementation and add unit tests

* Enhance implementation and add more unit tests

* Enhance implementation
2023-05-25 10:15:56 -03:00
..
Alphas
…
Benchmarks
…
CapacityTests
…
Properties
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RegressionTests
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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AddAndRemoveOptionContractRegressionAlgorithm.cs
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AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
…
AddBetaIndicatorRegressionAlgorithm.cs
…
AddFutureContractWithContinuousRegressionAlgorithm.cs
…
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
…
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
…
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
…
AddOptionContractFromUniverseRegressionAlgorithm.cs
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AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
…
AddRemoveSecurityCacheRegressionAlgorithm.cs
…
AddRemoveSecurityRegressionAlgorithm.cs
…
AddRiskManagementAlgorithm.cs
…
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
…
AddUniverseSelectionModelAlgorithm.cs
…
AddUniverseSelectionModelCoarseAlgorithm.cs
…
AdjustedVolumeRegressionAlgorithm.cs
…
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
…
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
…
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
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AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
…
AutomaticIndicatorWarmupRegressionAlgorithm.cs
…
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BaseFrameworkRegressionAlgorithm.cs
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BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
…
BasicTemplateAlgorithm.cs
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BasicTemplateAtreyuAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateCryptoAlgorithm.cs
…
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
…
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
…
BasicTemplateFutureOptionAlgorithm.cs
…
BasicTemplateFutureRolloverAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
BasicTemplateFuturesAlgorithm.cs
…
BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
…
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
…
BasicTemplateFuturesHistoryAlgorithm.cs
…
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
…
BasicTemplateFuturesHourlyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
…
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
BasicTemplateIndexDailyAlgorithm.cs
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BasicTemplateIndexHourlyAlgorithm.cs
…
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
…
BasicTemplateIndexOptionsHourlyAlgorithm.cs
…
BasicTemplateIndiaAlgorithm.cs
…
BasicTemplateIndiaIndexAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
…
BasicTemplateOptionsAlgorithm.cs
…
BasicTemplateOptionsDailyAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
…
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
…
BasicTemplateOptionStrategyAlgorithm.cs
…
BasicTemplateOptionTradesAlgorithm.cs
…
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
…
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
…
BinanceCashAccountFeeRegressionAlgorithm.cs
…
BinanceMarginAccountFeeRegressionAlgorithm.cs
…
BitfinexCashAccountFeeRegressionAlgorithm.cs
…
BitfinexMarginAccountFeeRegressionAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
…
BrokerageActivityEventHandlingAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
…
ClassicRenkoConsolidatorAlgorithm.cs
…
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
…
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
…
CoarseFundamentalTop3Algorithm.cs
…
CoarseNoLookAheadBiasAlgorithm.cs
…
CoarseSelectionTimeRegressionAlgorithm.cs
…
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Improves Export Signal Algorithms (#7210)
2023-05-01 12:14:54 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Improves Export Signal Algorithms (#7210)
2023-05-01 12:14:54 -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
…
CompositeAlphaModelFrameworkAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
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
…
ConstituentsUniverseRegressionAlgorithm.cs
…
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Fix continuous futures back month contracts (#7175)
2023-04-11 17:42:46 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
…
ContinuousFutureRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Add dataMappingMode parameter to History methods (#7204)
2023-04-21 17:24:14 -03:00
ConvertToFrameworkAlgorithm.cs
…
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
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CoveredCallComboLimitOrderAlgorithm.cs
…
CrunchDAOPortfolioSignalExportDemonstrationAlgorithm.cs
Improves Export Signal Algorithms (#7210)
2023-05-01 12:14:54 -03:00
CrunchDAOSignalExportDemonstrationAlgorithm.cs
Improves Export Signal Algorithms (#7210)
2023-05-01 12:14:54 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
…
CustomBenchmarkAlgorithm.cs
…
CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBrokerageModelRegressionAlgorithm.cs
Solve bugs in BrokerageModelPythonWrapper.cs (#7229)
2023-05-02 15:09:16 -03:00
CustomBuyingPowerModelAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
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CustomDataTypeHistoryAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUniverseRegressionAlgorithm.cs
Custom data universe selection market hours (#7270)
2023-05-24 13:50:43 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
…
CustomModelsAlgorithm.cs
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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
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CustomPortfolioOptimizerRegressionAlgorithm.cs
Enable custom Python optimizer in C# MeanVarianceOptimizationPortfolioConstructionModel (#7274)
2023-05-25 10:15:56 -03:00
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
…
CustomUniverseSelectionRegressionAlgorithm.cs
…
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
…
CustomVolatilityModelAlgorithm.cs
…
CustomWarmUpPeriodIndicatorAlgorithm.cs
…
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
…
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
…
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultFutureChainRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
…
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DelistedIndexOptionDivestedRegression.cs
…
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
DisplacedMovingAverageRibbon.cs
…
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
Custom data universe selection market hours (#7270)
2023-05-24 13:50:43 -03:00
DropboxUniverseSelectionAlgorithm.cs
…
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
…
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
…
EmitInsightsAlgorithm.cs
…
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
…
EquityMarginCallAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
…
ETFConstituentsFrameworkAlgorithm.cs
…
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
…
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
…
ForwardDataOnlyFillModelAlgorithm.cs
Add forward data only fill model example (#7232)
2023-05-03 16:16:03 -03:00
FractionalQuantityRegressionAlgorithm.cs
…
FreePortfolioValueRegressionAlgorithm.cs
…
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
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
…
FutureOptionCallITMExpiryRegressionAlgorithm.cs
…
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
…
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
…
FutureOptionDailyRegressionAlgorithm.cs
…
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
…
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
…
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
…
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
…
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
…
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
…
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
…
FuturesDailySettlementLongRegressionAlgorithm.cs
Daily future cash settlement (#7226)
2023-05-01 11:25:37 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Daily future cash settlement (#7226)
2023-05-01 11:25:37 -03:00
FuturesExpiredContractRegression.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
FutureSharingTickerRegressionAlgorithm.cs
…
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Updates HistoricalReturnsAlphaModel to Cancel Insights Not Emit Flat (#7151)
2023-03-29 16:03:27 -03:00
HistoryAlgorithm.cs
…
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
…
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
…
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
…
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
…
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
…
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
…
IndiaDataRegressionAlgorithm.cs
…
IndicatorSuiteAlgorithm.cs
…
IndicatorVolatilityModelAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
…
InsightScoringRegressionAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
…
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
LargeQuantityOptionStrategyAlgorithm.cs
…
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
…
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
…
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
MACDTrendAlgorithm.cs
…
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Account for time zone on MOC orders time buffer check (#7174)
2023-04-11 17:42:34 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnOpenOnCloseAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
…
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
…
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
…
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MeanReversionPortfolioAlgorithm.cs
…
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedShortOptionStrategyOverMarginAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
…
NullOptionAssignmentRegressionAlgorithm.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Update Numerai Demo Algorithms (#7233)
2023-05-03 20:16:34 -03:00
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
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
…
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
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
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
…
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
Short straddle and strangle strategies (#7264)
2023-05-23 13:39:41 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Short straddle and strangle strategies (#7264)
2023-05-23 13:39:41 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
…
OptionExerciseAssignRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionExerciseRegressionAlgorithm.cs
…
OptionExpiryDateOnHolidayCase.cs
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OptionExpiryDateTodayRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
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OptionOpenInterestRegressionAlgorithm.cs
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OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
…
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
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OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
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OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionRenameDailyRegressionAlgorithm.cs
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OptionRenameRegressionAlgorithm.cs
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OptionsExpiredContractRegression.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
OptionSplitRegressionAlgorithm.cs
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OptionStrategyMarginCallEventsAlgorithm.cs
Short straddle and strangle strategies (#7264)
2023-05-23 13:39:41 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
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OptionTimeSliceRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
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
Add extendedMarket parameter to History methods (#7191)
2023-04-20 10:41:32 -03:00
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
Expire Instead of Clear Insights In Base PCM In OnSecuritiesChanged (#7251)
2023-05-18 11:20:17 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
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QuitAfterInitializationRegressionAlgorithm.cs
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QuitInInitializationRegressionAlgorithm.cs
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RawDataRegressionAlgorithm.cs
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RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
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RegisterIndicatorRegressionAlgorithm.cs
…
RegressionAlgorithm.cs
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RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
RiskParityPortfolioAlgorithm.cs
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RollingWindowAlgorithm.cs
…
RsiAlphaModelFrameworkRegressionAlgorithm.cs
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SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
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ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
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ScaledRawHistoryAlgorithm.cs
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ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
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ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SecuritySeederRegressionAlgorithm.cs
…
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
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SetCashOnDataRegressionAlgorithm.cs
…
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
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SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingsFutureRegressionAlgorithm.cs
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SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsRegressionAlgorithm.cs
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ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitOnTradeBuilderRegressionAlgorithm.cs
…
SplitPartialShareRegressionAlgorithm.cs
…
SpreadExecutionModelRegressionAlgorithm.cs
…
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
…
StartingCapitalRegressionAlgorithm.cs
…
StopLossOnOrderEventRegressionAlgorithm.cs
…
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
…
TickDataFilteringAlgorithm.cs
Add Missing Python Version of TickDataFilteringAlgorithm (#7219) (#7222)
2023-05-10 19:48:54 -03:00
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
…
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
…
TrailingStopRiskFrameworkRegressionAlgorithm.cs
…
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
…
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
…
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
…
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
…
UniverseUnchangedRegressionAlgorithm.cs
…
UnregisterIndicatorRegressionAlgorithm.cs
Implement UnregisterIndicator helper method (#7271)
2023-05-24 17:35:02 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
…
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
…
UserDefinedUniverseAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
…
VolumeRenkoConsolidatorAlgorithm.cs
…
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
…
WarmUpAfterInitializeRegression.cs
…
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
…
WarmupDailyResolutionRegressionAlgorithm.cs
…
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
…
WarmupDataTypesRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
WarmupFutureRegressionAlgorithm.cs
…
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
…
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
…
WarmupOptionRegressionAlgorithm.cs
…
WarmupOptionResolutionRegressionAlgorithm.cs
…
WarmupScheduledEventsRegressionAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
…
WarmupSelectionRegressionAlgorithm.cs
…
WarmupTrainRegressionAlgorithm.cs
…
WeeklyUniverseSelectionRegressionAlgorithm.cs
…
ZeroedBenchmarkRegressionAlgorithm.cs
…
ZeroFeeRegressionAlgorithm.cs
…