Martin-Molinero 4d55493000 Future and option universe selection improvements (#7313) ...

* Normalize universe selection future and option creation

- Normalize universe selection future and option creation to include
  canonical securities enabling continuous future support

* Update existing regression algorithms

* Self review

* Address review

* Extra regression test check

2023-06-13 10:32:26 -03:00

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DataProviderDataFetchedEventArgs.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

IAccountCurrencyProvider.cs

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IAlgorithm.cs

Future and option universe selection improvements (#7313)

2023-06-13 10:32:26 -03:00

IAlgorithmSettings.cs

FreePortfolioValuePercentage Trailing Behavior (#7272)

2023-05-25 18:48:04 -03:00

IAlgorithmSubscriptionManager.cs

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IApi.cs

Add project id for api notification (#7144)

2023-03-27 15:59:51 -03:00

IBrokerage.cs

Add support for brokerage side new orders (#7228)

2023-05-02 16:21:19 -03:00

IBrokerageCashSynchronizer.cs

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IBrokerageFactory.cs

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IBusyCollection.cs

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IDataCacheProvider.cs

Option selection improvements (#6144)

2022-01-10 11:18:28 -03:00

IDataChannelProvider.cs

Removes References To Built-in Custom Data Implementations (#5793)

2021-08-02 19:24:45 -03:00

IDataMonitor.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

IDataPermissionManager.cs

Rename data permissions (#5753)

2021-07-09 22:59:14 -03:00

IDataProvider.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

IDataProviderEvents.cs

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IDataQueueHandler.cs

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IDataQueueUniverseProvider.cs

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IDownloadProvider.cs

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IExtendedDictionary.cs

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IFactorFileProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

IFutureChainProvider.cs

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IHistoryProvider.cs

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IJobQueueHandler.cs

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IMapFileProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

IMessagingHandler.cs

Minor refactor messaging handler (#6472)

2022-07-11 16:24:26 -03:00

IObjectStore.cs

Object Store Improvements (#6605)

2022-08-31 20:50:00 -03:00

IOptionChainProvider.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

IOptionPrice.cs

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IOrderProperties.cs

Indian Market support for backtesting and live deploys through Zerodha (#5710)

2021-07-02 11:06:47 -03:00

IPriceProvider.cs

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IPrimaryExchangeProvider.cs

Add basic template Atreyu algorithm (#5872)

2021-08-23 18:24:44 -03:00

IRegressionAlgorithmDefinition.cs

Feature improve regression tests (#6245)

2022-03-15 16:51:15 -03:00

IRegressionResearchDefinition.cs

Feature support CI of research environment for LEAN (#6237)

2022-03-04 17:40:41 -03:00

ISecurityInitializerProvider.cs

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ISecurityPrice.cs

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ISecurityService.cs

Fix FutureOptionMarginModel Margin Requirements (#5570)

2021-05-18 14:04:30 -03:00

IShortableProvider.cs

Implement ShortableProviderPythonWrapper.cs (#7209)

2023-04-25 19:55:44 -03:00

ISignalExportTarget.cs

Add Feature Signal Exports feature (#7145)

2023-04-11 17:45:07 -03:00

IStreamReader.cs

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ISubscriptionDataConfigProvider.cs

Implement UnregisterIndicator helper method (#7271)

2023-05-24 17:35:02 -03:00

ISubscriptionDataConfigService.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

ITimeInForceHandler.cs

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ITimeKeeper.cs

Refactor alpha statistics phase I (#7055)

2023-03-10 13:12:23 -03:00

ITradeBuilder.cs

Apply splits to TradeBuilder (#7020)

2023-03-02 15:15:40 -03:00

MessagingHandlerInitializeParameters.cs

Minor refactor messaging handler (#6472)

2022-07-11 16:24:26 -03:00

ObjectStoreErrorRaisedEventArgs.cs

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