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Martin-Molinero de10a1d669
Benchmarks / build (push) Has been cancelled
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Remove securities from algorithm collection (#7573) 
- Once a security has been delisted or no longer selected by any
  universe it will be remove from the main algorithm securities
  collection but kept in the new Complete collection, this improves
  performance in long running backtests where security collection can
  get enumerated in different cases
- Minor refactor for security exchange local time to avoid having to set
  it explicitly
2023-11-15 17:09:43 -03:00
..
Alphas
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
Benchmarks
Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)
2023-09-08 19:41:52 -03:00
CapacityTests
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
RegressionTests
Remove securities from algorithm collection (#7573)
2023-11-15 17:09:43 -03:00
AccordVectorMachinesAlgorithm.cs
…
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
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Remove securities from algorithm collection (#7573)
2023-11-15 17:09:43 -03:00
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
Deployment target and running mode algorithm properties (#7337)
2023-07-03 09:55:21 -04:00
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
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
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
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
Feature 7182 missing python version crypto future algorithms (#7206)
2023-04-24 11:27:38 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Feature 7182 missing python version crypto future algorithms (#7206)
2023-04-24 11:27:38 -03:00
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
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
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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
BasicTemplateOptionsAlgorithm.cs
…
BasicTemplateOptionsDailyAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
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
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
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
…
BinanceMarginAccountFeeRegressionAlgorithm.cs
…
BitfinexCashAccountFeeRegressionAlgorithm.cs
…
BitfinexMarginAccountFeeRegressionAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
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
…
CfdTimeZonesRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
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
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
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
Multiple option position groups liquidation (#7221)
2023-04-27 14:29:30 -03:00
ComboOrdersFillModelAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -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
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
Solve bug in Tick Consolidator for Quote and Trade Tick types (#7475)
2023-09-21 11:31:16 -03:00
ConsolidateRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
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
Fix continuous futures back month contracts (#7175)
2023-04-11 17:42:46 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
…
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
One-time warning for mismatching canonical/contracts security models (#7452)
2023-09-06 10:57:16 -04:00
ContinuousFutureRegressionAlgorithm.cs
Remove securities from algorithm collection (#7573)
2023-11-15 17:09:43 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)
2023-05-30 11:54:28 -03:00
ConvertToFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Solve bug in Tick Consolidator for Quote and Trade Tick types (#7475)
2023-09-21 11:31:16 -03:00
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
…
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
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
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
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
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
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
CustomVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
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
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
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
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
Remove securities from algorithm collection (#7573)
2023-11-15 17:09:43 -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
Avoid adding extra index subscriptions in AddOptionContract (#7479)
2023-09-21 11:30:05 -03:00
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
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
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
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
Minor fill forward enumerator fix (#7068)
2023-03-15 10:18:43 -03:00
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
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
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
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
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
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
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
Fix race condition in OptionModelsConsistency algorithms regarding log handler (#7482)
2023-09-22 12:01:33 -04:00
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
Indicators history rolling window (#7314)
2023-06-13 15:07:09 -03:00
IndicatorSuiteAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
IndicatorVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
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
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
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
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
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
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
Account for time zone on MOC orders time buffer check (#7174)
2023-04-11 17:42:34 -03:00
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
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Fix Equity MOO and MOC orders fill for tick subscriptions (#7315)
2023-06-15 11:02:55 -04:00
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
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
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
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
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Update Numerai Demo Algorithms (#7233)
2023-05-03 20:16:34 -03:00
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
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
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
Accounting for the position quantity in margin requirements (#7161)
2023-04-03 18:51:05 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -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
Fix race condition in OptionModelsConsistency algorithms regarding log handler (#7482)
2023-09-22 12:01:33 -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
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
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
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
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -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
Chain Providers will filter expired (#7267)
2023-05-23 18:33:07 -03:00
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
Add extendedMarket parameter to History methods (#7191)
2023-04-20 10:41:32 -03:00
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
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
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
Approximate order price for options when using IB Fee model (#7436)
2023-08-23 09:56:23 -03:00
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
Minor fix for automatically added option underlying (#7311)
2023-06-09 19:03:35 -03:00
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
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScaledRawHistoryAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
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
FreePortfolioValuePercentage Trailing Behavior (#7272)
2023-05-25 18:48:04 -03:00
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
Trailing stop orders (#7402)
2023-07-28 17:49:58 -04:00
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
Add Missing Python Version of TickDataFilteringAlgorithm (#7219) (#7222)
2023-05-10 19:48:54 -03:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Add extendedMarket parameter to History methods (#7191)
2023-04-20 10:41:32 -03:00
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
Updated UniverseDefinitions.ETF|Index overloads for Python compatibility. (#7480)
2023-09-21 18:12:27 -03:00
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
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
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
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
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
Fix contract security filter universe (#7374)
2023-07-12 20:46:17 -03:00
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
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
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
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
…