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Grzegorz Wodnicki 3f818dc878
Benchmarks / build (push) Has been cancelled
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correlation as lean indicator #6983 (#7543) 
* correlation as lean indicator #6983

* correlation as lean indicator #6983, added SPY QQQ test and Spearman test

* correlation as lean indicator #6983

* correlation as lean indicator #6983, fixes after review

* correlation as lean indicator #6983, fixes after review

* correlation as lean indicator #6983, fixes after review

* correlation as lean indicator #6983, added AcceptsQuoteBarsAsInput Test

* Minor review changes

---------

Co-authored-by: Grzegorz Wodnicki <info@funchips.co.uk>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2023-11-13 20:40:14 -03:00
..
Alphas
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
Benchmarks
…
CapacityTests
…
Properties
…
RegressionTests
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddAlphaModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
…
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
…
AddBetaIndicatorRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
…
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
…
AddRemoveOptionUniverseRegressionAlgorithm.cs
…
AddRemoveSecurityCacheRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddRiskManagementAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
…
AddUniverseSelectionModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AdjustedVolumeRegressionAlgorithm.cs
…
AlgorithmModeAndDeploymentTargetAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
…
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
…
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AsynchronousUniverseRegressionAlgorithm.cs
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BaseFrameworkRegressionAlgorithm.cs
…
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicSetAccountCurrencyWithAmountAlgorithm.cs
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BasicTemplateAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateAtreyuAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateCryptoAlgorithm.cs
…
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
…
BasicTemplateCryptoFutureHourlyAlgorithm.cs
…
BasicTemplateDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFutureOptionAlgorithm.cs
…
BasicTemplateFutureRolloverAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
…
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
…
BasicTemplateFuturesHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndexAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndexDailyAlgorithm.cs
…
BasicTemplateIndexHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
…
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndiaAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateIntrinioEconomicData.cs
…
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
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BasicTemplateOptionsAlgorithm.cs
…
BasicTemplateOptionsDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
…
BasicTemplateOptionsFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
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BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
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
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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BybitCryptoFuturesRegressionAlgorithm.cs
Bybit futures backtesting support (#7530)
2023-10-26 20:03:10 -03:00
BybitCryptoRegressionAlgorithm.cs
Bybit futures backtesting support (#7530)
2023-10-26 20:03:10 -03:00
BybitCustomDataCryptoRegressionAlgorithm.cs
Fix using custom data with Bybit brokerage model (#7547)
2023-10-31 14:19:17 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ClassicRangeConsolidatorAlgorithm.cs
…
ClassicRangeConsolidatorWithTickAlgorithm.cs
…
ClassicRenkoConsolidatorAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CoarseFineAsyncUniverseRegressionAlgorithm.cs
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
CoarseFundamentalTop3Algorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
…
CoarseSelectionTimeRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ComboLegLimitOrderAlgorithm.cs
…
ComboLimitOrderAlgorithm.cs
…
ComboMarketOrderAlgorithm.cs
…
ComboOrderAlgorithm.cs
…
ComboOrdersFillModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ComboOrderTicketDemoAlgorithm.cs
…
CompleteOrderTagUpdateAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
…
ConsolidateRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
…
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
…
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
…
ContinuousFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
…
ConvertToFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
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CoveredAndProtectiveCallStrategiesAlgorithm.cs
…
CoveredAndProtectivePutStrategiesAlgorithm.cs
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CoveredCallComboLimitOrderAlgorithm.cs
…
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
…
CustomBenchmarkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBrokerageModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomBuyingPowerModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataBitcoinAlgorithm.cs
…
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomDataNIFTYAlgorithm.cs
…
CustomDataObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomDataPropertiesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataTypeHistoryAlgorithm.cs
…
CustomDataUniverseAlgorithm.cs
…
CustomDataUniverseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
Solve missing bug with TimeZones (#7511)
2023-10-11 15:44:39 -03:00
CustomDataZippedObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomModelsAlgorithm.cs
Adds SimpleCustomFillModel to CustomModelsAlgorithm (#7498)
2023-10-04 18:07:32 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomPartialFillModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
…
CustomVolatilityModelAlgorithm.cs
…
CustomWarmUpPeriodIndicatorAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
…
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
…
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultFutureChainRegressionAlgorithm.cs
…
DefaultMarginComboOrderRegressionAlgorithm.cs
…
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
…
DefaultOptionPriceModelRegressionAlgorithm.cs
…
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DelistedIndexOptionDivestedRegression.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DelistingEventsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Remove wrong Holiday from MHDB (#7503)
2023-10-09 20:49:37 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Remove wrong Holiday from MHDB (#7503)
2023-10-09 20:49:37 -03:00
DisplacedMovingAverageRibbon.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DropboxUniverseSelectionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
…
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EmitInsightsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EquityMarginCallAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FillOutsideHoursDailyResolutionAlgorithm.cs
…
FillOutsideHoursHourResolutionAlgorithm.cs
…
FillOutsideHoursMinuteResolutionAlgorithm.cs
…
FillOutsideHoursSecondResolutionAlgorithm.cs
…
FillOutsideHoursTickResolutionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
…
ForwardDataOnlyFillModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FractionalQuantityRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FundamentalRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
FundamentalUniverseSelectionRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesExpiredContractRegression.cs
…
FuturesExtendedMarketHoursRegressionAlgorithm.cs
…
FuturesFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
HistoryAlgorithm.cs
Default market hours to Always Open for base securities without subscription (#7509)
2023-10-11 15:36:38 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
…
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
…
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
…
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionModelsConsistencyRegressionAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndiaDataRegressionAlgorithm.cs
…
IndicatorHistoryAlgorithm.cs
…
IndicatorSuiteAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndicatorVolatilityModelAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Updates Beta Indicator (#7533)
2023-10-24 19:57:47 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
InsightScoringRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
InsightTagAlphaRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
InsightWeightingFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IronCondorStrategyAlgorithm.cs
…
IsMarketOpenCheckAlgorithm.cs
…
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
…
LargeQuantityOptionStrategyAlgorithm.cs
…
LeveragePrecedenceRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
LimitFillRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
…
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongAndShortButterflyCallStrategiesAlgorithm.cs
…
LongAndShortButterflyPutStrategiesAlgorithm.cs
…
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
…
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
…
LongAndShortStraddleStrategiesAlgorithm.cs
…
LongAndShortStrangleStrategiesAlgorithm.cs
…
LongOnlyAlphaStreamAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MACDTrendAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MarketImpactSlippageModelRegressionAlgorithm.cs
Slippage model by market impact factors (#7513)
2023-10-27 17:43:44 -03:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
…
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MeanReversionPortfolioAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedCallStrategyAlgorithm.cs
…
NakedPutStrategyAlgorithm.cs
…
NakedShortOptionStrategyOverMarginAlgorithm.cs
…
NamedArgumentsRegression.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
…
NullMarginComboOrderRegressionAlgorithm.cs
…
NullMarginMultipleOrdersRegressionAlgorithm.cs
…
NullOptionAssignmentRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
…
OptionAssignmentRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
…
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadRegressionAlgorithm.cs
…
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
…
OptionEquityBearPutSpreadRegressionAlgorithm.cs
…
OptionEquityBullCallSpreadRegressionAlgorithm.cs
…
OptionEquityBullPutSpreadRegressionAlgorithm.cs
…
OptionEquityCallButterflyRegressionAlgorithm.cs
…
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityCoveredCallRegressionAlgorithm.cs
…
OptionEquityCoveredPutRegressionAlgorithm.cs
…
OptionEquityIronCondorRegressionAlgorithm.cs
…
OptionEquityPutButterflyRegressionAlgorithm.cs
…
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
…
OptionEquityShortButterflyCallRegressionAlgorithm.cs
…
OptionEquityShortButterflyPutRegressionAlgorithm.cs
…
OptionEquityStraddleRegressionAlgorithm.cs
…
OptionEquityStrangleRegressionAlgorithm.cs
…
OptionEquityStrategyMatcherRegressionAlgorithm.cs
…
OptionExerciseAssignRegressionAlgorithm.cs
…
OptionExerciseRegressionAlgorithm.cs
…
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
…
OptionGreeksRegressionAlgorithm.cs
…
OptionModelsConsistencyRegressionAlgorithm.cs
…
OptionNoTimeInUniverseRegressionAlgorithm.cs
…
OptionOpenInterestRegressionAlgorithm.cs
…
OptionOrdersOnSplitRegressionAlgorithm.cs
Invalidate option orders during a stock split (#7550)
2023-11-01 17:07:04 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionRenameRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionsExpiredContractRegression.cs
…
OptionShortCallMarginCallEventsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
…
OptionSplitRegressionAlgorithm.cs
…
OptionStrategyFactoryMethodsBaseAlgorithm.cs
…
OptionStrategyMarginCallEventsAlgorithm.cs
…
OptionSymbolCanonicalRegressionAlgorithm.cs
…
OptionTimeSliceRegressionAlgorithm.cs
…
OrderImmutabilityRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OrderTicketAssignmentDemoAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
OrderTicketDemoAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ParameterizedAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
…
PeriodConsolidatorRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
correlation as lean indicator #6983 (#7543)
2023-11-13 20:40:14 -03:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
QuantConnect.Algorithm.CSharp.csproj
Bump Pythonnet version to 2.0.24 (#7539)
2023-10-27 10:02:08 -04:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RangeConsolidatorAlgorithm.cs
…
RangeConsolidatorWithTickAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
…
RiskParityPortfolioAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
…
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
…
ScaledRawHistoryAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
SectorWeightingFrameworkAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
SecurityCustomPropertiesAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SecuritySeederRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
…
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetCashOnDataRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
…
SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingsFutureRegressionAlgorithm.cs
…
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitEquityRegressionAlgorithm.cs
…
SplitOnTradeBuilderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SplitPartialShareRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
StartingCapitalRegressionAlgorithm.cs
…
StatisticsResultsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
StopLimitOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
…
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
…
TickDataFilteringAlgorithm.cs
…
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
TrailingStopOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
…
UniverseOnlyRegressionAlgorithm.cs
…
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
…
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
…
VolumeRenkoConsolidatorAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmUpAfterInitializeRegression.cs
…
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
…
WarmupDailyResolutionRegressionAlgorithm.cs
…
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
…
WarmupDataTypesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupFutureRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
…
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
…
WarmupOptionRegressionAlgorithm.cs
…
WarmupOptionResolutionRegressionAlgorithm.cs
…
WarmupScheduledEventsRegressionAlgorithm.cs
…
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
…
WarmupSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
WarmupTrainRegressionAlgorithm.cs
…
WeeklyUniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
…
ZeroFeeRegressionAlgorithm.cs
…