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Alexandre Catarino 7e27ab74bb
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
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Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457) 
* Deprecates IAlgorithmSettings.DataSubscriptionLimit

We will let the brokerage check and notify users that they have subscribed to datafeeds beyond their quota.

* Removes Unit Test

Also remove usage in `EmptyEquityAndOptions400Benchmark`.
2023-09-08 19:41:52 -03:00
..
Alphas
…
Benchmarks
Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)
2023-09-08 19:41:52 -03:00
CapacityTests
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Properties
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RegressionTests
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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AddAndRemoveOptionContractRegressionAlgorithm.cs
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AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
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AddBetaIndicatorRegressionAlgorithm.cs
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AddFutureContractWithContinuousRegressionAlgorithm.cs
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AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
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AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
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AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
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AddOptionContractExpiresRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
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AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityCacheRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
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AddUniverseSelectionModelAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
AdjustedVolumeRegressionAlgorithm.cs
…
AlgorithmModeAndDeploymentTargetAlgorithm.cs
Deployment target and running mode algorithm properties (#7337)
2023-07-03 09:55:21 -04:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
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AlphaStreamsBasicTemplateAlgorithm.cs
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AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
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AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
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AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
…
AutomaticIndicatorWarmupRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
BaseFrameworkRegressionAlgorithm.cs
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BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
Add SetAccountCurrency() override (#7284)
2023-06-01 17:44:45 -03:00
BasicSetAccountCurrencyWithAmountAlgorithm.cs
Add SetAccountCurrency() override (#7284)
2023-06-01 17:44:45 -03:00
BasicTemplateAlgorithm.cs
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BasicTemplateAtreyuAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
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BasicTemplateCryptoFutureHourlyAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
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BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFutureOptionAlgorithm.cs
…
BasicTemplateFutureRolloverAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
BasicTemplateFuturesAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Bug chain selection improvements (#7376)
2023-07-13 20:34:45 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Bug chain selection improvements (#7376)
2023-07-13 20:34:45 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
BasicTemplateIndexDailyAlgorithm.cs
…
BasicTemplateIndexHourlyAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIndexOptionsDailyAlgorithm.cs
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BasicTemplateIndexOptionsHourlyAlgorithm.cs
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BasicTemplateIndiaAlgorithm.cs
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BasicTemplateIndiaIndexAlgorithm.cs
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BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsDailyAlgorithm.cs
Fix contract security filter universe (#7374)
2023-07-12 20:46:17 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
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BasicTemplateOptionsFrameworkAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
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BinanceCashAccountFeeRegressionAlgorithm.cs
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BinanceMarginAccountFeeRegressionAlgorithm.cs
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BitfinexCashAccountFeeRegressionAlgorithm.cs
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BitfinexMarginAccountFeeRegressionAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRangeConsolidatorAlgorithm.cs
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
ClassicRangeConsolidatorWithTickAlgorithm.cs
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Collective2 module modernization and finalization (#7448)
2023-08-30 13:48:10 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Collective2 module modernization and finalization (#7448)
2023-08-30 13:48:10 -03:00
ComboLegLimitOrderAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
ComboLimitOrderAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
ComboMarketOrderAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
ComboOrderAlgorithm.cs
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ComboOrdersFillModelAlgorithm.cs
Add support for Fill models with COMBO orders in Python (#7446)
2023-08-29 10:06:32 -03:00
ComboOrderTicketDemoAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CompleteOrderTagUpdateAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ConsolidateRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
…
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
…
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
One-time warning for mismatching canonical/contracts security models (#7452)
2023-09-06 10:57:16 -04:00
ContinuousFutureRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ConvertToFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
…
CoveredAndProtectiveCallStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
…
CustomBenchmarkAlgorithm.cs
…
CustomBenchmarkRegressionAlgorithm.cs
…
CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBrokerageModelRegressionAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
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CustomChartingAlgorithm.cs
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
…
CustomDataRegressionAlgorithm.cs
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CustomDataTypeHistoryAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUniverseRegressionAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
…
CustomModelsAlgorithm.cs
…
CustomOptionAssignmentRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
Fix CustomPartialFillModelAlgorithmFails.cs/py (#7321)
2023-06-20 09:46:11 -04:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
…
CustomUniverseSelectionRegressionAlgorithm.cs
…
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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CustomVolatilityModelAlgorithm.cs
…
CustomWarmUpPeriodIndicatorAlgorithm.cs
…
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
…
DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultFutureChainRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
DefaultMarginComboOrderRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
…
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Bug chain selection improvements (#7376)
2023-07-13 20:34:45 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Fix contract security filter universe (#7374)
2023-07-12 20:46:17 -03:00
DelistedIndexOptionDivestedRegression.cs
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DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
Bug chain selection improvements (#7376)
2023-07-13 20:34:45 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
DisplacedMovingAverageRibbon.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
DropboxUniverseSelectionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
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DynamicSecurityDataRegressionAlgorithm.cs
…
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
EmitInsightsAlgorithm.cs
…
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
EquityMarginCallAlgorithm.cs
…
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ETFConstituentsFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
…
ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursMinuteResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursSecondResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FillOutsideHoursTickResolutionAlgorithm.cs
Fix IsExchangeIpen bar check in FillModel and EquityFillModel (#7363)
2023-07-10 18:41:17 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
…
ForwardDataOnlyFillModelAlgorithm.cs
…
FractionalQuantityRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FreePortfolioValueRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionDailyRegressionAlgorithm.cs
…
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
…
FutureOptionPutITMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
…
FuturesDailySettlementShortRegressionAlgorithm.cs
…
FuturesExpiredContractRegression.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
FuturesFrameworkRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Add missing GC future auxiliary data (#7312)
2023-06-09 19:43:34 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
HistoryAlgorithm.cs
…
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
…
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
…
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
…
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionModelsConsistencyRegressionAlgorithm.cs
One-time warning for mismatching canonical/contracts security models (#7452)
2023-09-06 10:57:16 -04:00
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
…
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
…
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
…
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
…
IndiaDataRegressionAlgorithm.cs
…
IndicatorHistoryAlgorithm.cs
Indicators history rolling window (#7314)
2023-06-13 15:07:09 -03:00
IndicatorSuiteAlgorithm.cs
Fix indicator name generation method (#7335)
2023-06-27 16:03:43 -03:00
IndicatorVolatilityModelAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
…
InsightScoringRegressionAlgorithm.cs
…
InsightTagAlphaRegressionAlgorithm.cs
Insight and PortfolioTarget tag (#7456)
2023-09-07 16:59:01 -04:00
InsightWeightingFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
IronCondorStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
IsMarketOpenCheckAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
…
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongAndShortButterflyCallStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortStraddleStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongAndShortStrangleStrategiesAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
LongOnlyAlphaStreamAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MACDTrendAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
Fix Equity MOO and MOC orders fill for tick subscriptions (#7315)
2023-06-15 11:02:55 -04:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Fix Equity MOO and MOC orders fill for tick subscriptions (#7315)
2023-06-15 11:02:55 -04:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
…
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MeanReversionPortfolioAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedCallStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NakedPutStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
OptionAssignmentRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
…
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Respect minimum time in universe always (#7379)
2023-07-17 14:57:29 -03:00
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
OptionExerciseRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionGreeksRegressionAlgorithm.cs
Change default American Option Pricing model to Binomial CRR model (#7426)
2023-08-18 14:34:46 -03:00
OptionModelsConsistencyRegressionAlgorithm.cs
One-time warning for mismatching canonical/contracts security models (#7452)
2023-09-06 10:57:16 -04:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Respect minimum time in universe always (#7379)
2023-07-17 14:57:29 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Respect minimum time in universe always (#7379)
2023-07-17 14:57:29 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionRenameDailyRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionRenameRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionsExpiredContractRegression.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionSplitRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionStrategyFactoryMethodsBaseAlgorithm.cs
ShortButterflyCall and ShortButterflyPut strategies helper factory methods (#7302)
2023-06-08 11:55:48 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionTimeSliceRegressionAlgorithm.cs
…
OrderImmutabilityRegressionAlgorithm.cs
…
OrderSubmissionDataRegressionAlgorithm.cs
…
OrderTicketAssignmentDemoAlgorithm.cs
Make order ticket available from order event (#7316)
2023-06-15 11:11:06 -04:00
OrderTicketDemoAlgorithm.cs
Trailing stop orders (#7402)
2023-07-28 17:49:58 -04:00
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
…
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
…
PeriodConsolidatorRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Insight and PortfolioTarget tag (#7456)
2023-09-07 16:59:01 -04:00
ProcessSplitSymbolsRegressionAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
Dependency update and cleanup (#7411)
2023-08-01 19:26:20 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RangeConsolidatorAlgorithm.cs
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
RangeConsolidatorWithTickAlgorithm.cs
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
RawDataRegressionAlgorithm.cs
…
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
…
RegisterIndicatorRegressionAlgorithm.cs
…
RegressionAlgorithm.cs
…
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
RiskParityPortfolioAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
…
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
…
ScaledRawHistoryAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SectorWeightingFrameworkAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SecurityCustomPropertiesAlgorithm.cs
Security cache dynamic collection for custom properties (#7327)
2023-06-27 10:39:20 -04:00
SecuritySeederRegressionAlgorithm.cs
…
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SetCashOnDataRegressionAlgorithm.cs
…
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
…
SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingsFutureRegressionAlgorithm.cs
…
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
…
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
…
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitEquityRegressionAlgorithm.cs
Trailing stop orders (#7402)
2023-07-28 17:49:58 -04:00
SplitOnTradeBuilderRegressionAlgorithm.cs
…
SplitPartialShareRegressionAlgorithm.cs
…
SpreadExecutionModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
StartingCapitalRegressionAlgorithm.cs
…
StatisticsResultsAlgorithm.cs
Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343)
2023-07-03 14:40:31 -03:00
StopLimitOrderRegressionAlgorithm.cs
Fix updating StopLimitOrder.StopTriggered flag globally (#7407)
2023-08-08 16:37:47 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
…
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
…
TickDataFilteringAlgorithm.cs
…
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
…
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
TrailingStopOrderRegressionAlgorithm.cs
Trailing stop orders (#7402)
2023-07-28 17:49:58 -04:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
…
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
…
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
…
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
…
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
…
UniverseUnchangedRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
…
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
…
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Trailing stop orders (#7402)
2023-07-28 17:49:58 -04:00
UserDefinedUniverseAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
…
VolumeRenkoConsolidatorAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
WarmUpAfterInitializeRegression.cs
…
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
…
WarmupDailyResolutionRegressionAlgorithm.cs
…
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
…
WarmupDataTypesRegressionAlgorithm.cs
…
WarmupFutureRegressionAlgorithm.cs
…
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Fix contract security filter universe (#7374)
2023-07-12 20:46:17 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
…
WarmupOptionRegressionAlgorithm.cs
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Respect minimum time in universe always (#7379)
2023-07-17 14:57:29 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
…
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
…
WarmupSelectionRegressionAlgorithm.cs
…
WarmupTrainRegressionAlgorithm.cs
…
WeeklyUniverseSelectionRegressionAlgorithm.cs
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
…
ZeroFeeRegressionAlgorithm.cs
…