github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
15585
quantconnect--lean/Common
T
History
Jhonathan Abreu bdcb6d9474
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Account for premium in options strategies margin (#7290) 
* Account for premium in option strategies margin

* Minor fixes

* Add OptionInitialMargin class to separate strategies margin and premium

* Minor fix

* Minor fix

* Cleanup, docs and other minor changes

* Minor changes

* Minor changes

* Minor changes

* Address peer review
2023-06-05 12:58:48 -03:00
..
Algorithm/Framework
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
Api
Remove Alpha Licence References (#7275)
2023-05-25 12:51:33 -03:00
Benchmarks
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Brokerages
Add TriggerPrice field when applying a split (#7279)
2023-05-30 13:36:49 -03:00
Commands
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Data
Python history improvements (#7283)
2023-05-31 10:22:21 -03:00
Exceptions
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Indicators
Move small namespaces' messages to 'Messages' folder (#6930)
2023-02-09 19:17:40 -03:00
Interfaces
Add SetAccountCurrency() override (#7284)
2023-06-01 17:44:45 -03:00
Messages
Fix position group order quantity calculation for delta/target buying power (#7230)
2023-05-26 17:22:58 -04:00
Notifications
Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931)
2023-02-09 19:23:39 -03:00
Optimizer
Minor optimizer improvement (#7179)
2023-04-12 15:35:54 -03:00
Orders
Add TriggerPrice field when applying a split (#7279)
2023-05-30 13:36:49 -03:00
Packets
Add live log limit to controls (#7162)
2023-04-04 13:57:38 -03:00
Parameters
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
Python
Python history improvements (#7283)
2023-05-31 10:22:21 -03:00
Scheduling
Fix Train method during warmup (#6416)
2022-06-21 10:05:27 -03:00
Securities
Account for premium in options strategies margin (#7290)
2023-06-05 12:58:48 -03:00
Statistics
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
Storage
Object Store Improvements (#6605)
2022-08-31 20:50:00 -03:00
Util
Python history improvements (#7283)
2023-05-31 10:22:21 -03:00
AlgorithmConfiguration.cs
Add algorithm parameters to result (#6878)
2023-02-09 12:55:30 -03:00
AlgorithmImports.py
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
AlgorithmSettings.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
BinaryComparison.cs
…
BinaryComparisonExtensions.cs
…
CapacityEstimate.cs
Round Capacity Estimate for Runtime Statistics (#5688)
2021-06-21 21:06:09 -03:00
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
Add tick type to data downloader get (price data) call in order for a… (#6057)
2021-11-22 12:00:16 -03:00
DataMonitorReport.cs
Data monitor (#6725)
2022-11-09 17:38:34 -03:00
DataProviderEvents.cs
…
DocumentationAttribute.cs
Add file and line number to documentation attribute (#6122)
2021-12-20 17:30:04 -08:00
Exchange.cs
Add missing exchanges (#7011)
2023-02-24 16:31:51 -03:00
Expiry.cs
…
ExtendedDictionary.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
Extensions.cs
Python history improvements (#7283)
2023-05-31 10:22:21 -03:00
Field.cs
…
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
Add tick type to data downloader get (price data) call in order for a… (#6057)
2021-11-22 12:00:16 -03:00
IIsolatorLimitResultProvider.cs
…
Isolator.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
IsolatorLimitResult.cs
Refactors scheduled events to execute on main thread
2019-10-19 14:52:34 -04:00
IsolatorLimitResultProvider.cs
…
ITimeProvider.cs
…
LocalTimeKeeper.cs
Remove usage of Lazy<DateTime> in LocalTimeKeeper
2017-12-29 01:12:58 +01:00
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
Pandas Mapper Recursion Bug Fix (#5848)
2021-08-10 20:32:09 -03:00
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
…
RealTimeSynchronizedTimer.cs
…
Result.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SecurityIdentifier.cs
Minor fix CrunchDAO Symbology (#7276)
2023-05-25 17:51:40 -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
Multiple Symbol Selection Universe (#7273)
2023-05-25 15:23:18 -03:00
SymbolCache.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
SymbolCapacity.cs
Make continuous future untradable (#6252)
2022-03-14 14:23:26 -03:00
SymbolJsonConverter.cs
SymbolJsonConverter improvements (#5683)
2021-06-21 21:02:46 -03:00
SymbolRepresentation.cs
Minor fix CrunchDAO Symbology (#7276)
2023-05-25 17:51:40 -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
Adds TimeUpdated event on LocalTimeKeeper
2015-07-13 15:12:49 -04:00
TimeZoneOffsetProvider.cs
Add note for TimeZoneOffsetProvider StartTime (#5469)
2021-04-08 18:00:17 -03:00
TimeZones.cs
Indian stock markets support & Zerodha brokerage implementation (#4873)
2021-03-08 18:51:54 -03:00
TradingCalendar.cs
Move QuantConnect namespace's messages to Messages folder (#6924)
2023-02-10 10:41:05 -03:00
TradingDay.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00