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Jhonathan Abreu 756a61b8e0 ShortCallCalendarSpread and ShortPutCalendarSpread strategies helper factory methods (#7304) 
* Add ShortCallCalendarSpread and ShortCalendarPutSpread strategies helper factory methods

* Housekeeping
2023-06-08 15:22:45 -04:00
..
Cfd
Update CoinApi symbol mapping + symbol properties database (#4888)
2020-11-23 19:15:31 -03:00
CryptoFuture
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
Cryptos
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CurrencyConversion
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
Forex
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
FutureOption
Adds FuturesOptionsUnderlyingMapper and FuturesListing (#5142)
2021-01-12 06:12:00 -08:00
Futures
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
Index
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
IndexOption
Expand Index option support (#6849)
2023-01-12 16:39:02 -03:00
Options
ShortCallCalendarSpread and ShortPutCalendarSpread strategies helper factory methods (#7304)
2023-06-08 15:22:45 -04:00
Positions
Fix position group order quantity calculation for delta/target buying power (#7230)
2023-05-26 17:22:58 -04:00
AccountCurrencyImmediateSettlementModelTests.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
BaseVolatilityModelTests.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
BrokerageModelSecurityInitializerTests.cs
Refactor Api (#5251)
2021-06-07 11:37:44 -03:00
BuyingPowerModelComparator.cs
Fix position group order quantity calculation for delta/target buying power (#7230)
2023-05-26 17:22:58 -04:00
BuyingPowerModelTests.cs
BuyingPowerModel Fixes (#5996)
2021-10-20 16:37:20 -03:00
CashAmountTests.cs
Fix OrderFee round trip serialization
2020-04-03 19:11:29 -03:00
CashBookTests.cs
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
CashBuyingPowerModelTests.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
CashTests.cs
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
DelayedSettlementModelTests.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
DynamicSecurityDataTests.cs
Bump pythonNet version 2.0.12 (#6310)
2022-05-02 14:38:50 -03:00
ErrorCurrencyConverterTests.cs
Add ICurrencyConverter to Security constructors
2018-10-10 11:17:12 -04:00
FakeOrderProcessor.cs
Fix combo order prechecks (#6953)
2023-02-10 19:11:45 -03:00
FutureFilterTests.cs
Add new Market.CFE (#5391)
2021-08-31 19:34:14 -03:00
FutureMarginBuyingPowerModelTests.cs
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
FutureOptionMarginBuyingPowerModelTests.cs
Support extended market hours for futures (#6522)
2022-08-18 10:56:44 -03:00
IdentityCurrencyConverterTests.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
ImmediateSettlementModelTests.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
IndicatorVolatilityModelTests.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
LocalMarketHoursTests.cs
Fix LocalMarketHours.GetMarketClose for extended market hours (#6516)
2022-07-29 12:31:10 -03:00
MarginCallModelTests.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MarketHoursDatabaseTests.cs
IsOption Use Underlying Holidays and Early Closes if Empty (#7007)
2023-02-24 12:49:51 -03:00
OptionFilterTests.cs
Expand Filtering of Contracts by type to Futures (#4891)
2020-11-04 20:55:33 -03:00
OptionMarginBuyingPowerModelTests.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionPriceModelTests.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
OptionStrategyPositionGroupBuyingPowerModelTests.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
PatternDayTradingMarginBuyingPowerModelTests.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
PriceVariationModelsTests.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
ProcessVolatilityHistoryRequirementsTests.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
RelativeStandardDeviationVolatilityModelTests.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
SecurityCacheProviderTests.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
SecurityCacheTests.cs
CryptoFutures adjustments (#6836)
2023-01-05 18:07:01 -03:00
SecurityDatabaseKeyTests.cs
Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)
2021-03-09 10:52:14 -03:00
SecurityDefinitionSymbolResolverTests.cs
Symbol to industry-standard security identifier conversion (#6893)
2023-02-10 13:12:13 -03:00
SecurityDefinitionTests.cs
Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL (#5922)
2021-09-10 19:16:18 -07:00
SecurityExchangeHoursTests.cs
Fix LocalMarketHours.GetMarketClose for extended market hours (#6516)
2022-07-29 12:31:10 -03:00
SecurityHoldingTests.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
SecurityIdentifierTests.cs
Minor fix CrunchDAO Symbology (#7276)
2023-05-25 17:51:40 -03:00
SecurityManagerTests.cs
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
SecurityMarginModelTests.cs
Refactor Settlement Model API (#7225)
2023-05-01 11:23:31 -03:00
SecurityPortfolioManagerTests.cs
Add SetAccountCurrency() override (#7284)
2023-06-01 17:44:45 -03:00
SecurityPortfolioModelTests.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SecurityPositionGroupBuyingPowerModelTests.cs
Fix position group order quantity calculation for delta/target buying power (#7230)
2023-05-26 17:22:58 -04:00
SecurityServiceTests.cs
Add basic template Atreyu algorithm (#5872)
2021-08-23 18:24:44 -03:00
SecurityTests.cs
Reconcile the Market Opening for Futures and Scheduled Events (#6397)
2022-06-15 13:47:00 -03:00
SecurityTransactionManagerTests.cs
Add Overload in SecurityTransactionManager Methods to Support Python Functions (#6068)
2021-11-26 16:15:54 -03:00
StandardDeviationOfReturnsVolatilityModelTests.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
SubscriptionDataConfigTests.cs
CompositeDataQueueHandler handles duplicate configs (#6101)
2021-12-09 14:53:04 -03:00
SymbolPropertiesDatabaseTests.cs
Remove unsupported HKFE from MHDB (#6990)
2023-02-20 20:19:42 -03:00
TestAccountCurrencyProvider.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
TestDefaultMarginCallModel.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
TradingCalendarTests.cs
Add Useful Error Message on TradingCalendar (#5588)
2021-05-24 11:09:29 -03:00
UniverseManagerTests.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00