Martin-Molinero 24820fe92c Minor future margin model improvements (#7306) ...

- Refresh margin requirements daily
- Refactor margin requirements so they are fetch once per future symbol

2023-06-12 10:46:41 -03:00

..

EmptyFutureChainProvider.cs

Adds IFutureChainProvider interface with base implementations

2017-12-04 14:16:59 +00:00

Future.cs

Daily future cash settlement (#7226)

2023-05-01 11:25:37 -03:00

FutureCache.cs

Daily future cash settlement (#7226)

2023-05-01 11:25:37 -03:00

FutureExchange.cs

Renames the folder Futures to Future

2017-05-18 14:19:56 -04:00

FutureExpirationCycles.cs

Continuous futures (#6034)

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

FutureFilterUniverse.cs

Expand Filtering of Contracts by type to Futures (#4891)

2020-11-04 20:55:33 -03:00

FutureHolding.cs

Daily future cash settlement (#7226)

2023-05-01 11:25:37 -03:00

FutureMarginModel.cs

Minor future margin model improvements (#7306)

2023-06-12 10:46:41 -03:00

Futures.cs

Remove unsupported HKFE from MHDB (#6990)

2023-02-20 20:19:42 -03:00

FutureSettlementModel.cs

Daily future cash settlement (#7226)

2023-05-01 11:25:37 -03:00

FuturesExpiryFunctions.cs

Updated MHDB and CME currencies futures expiry functions (#7166)

2023-04-05 14:49:42 -03:00

FuturesExpiryUtilityFunctions.cs

Fix micro crude oil future expiration (#6614)

2022-09-07 21:06:28 -03:00

FuturesListings.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

FutureSymbol.cs

Fixes weeklies parsing, causing certain futures to be inaccessible in QCAlgorithm (#4936)

2020-11-20 11:58:49 -03:00

MarginRequirementsEntry.cs

Refactor MarginRequirementEntry. Update margins (#6210)

2022-02-15 20:24:28 -03:00