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Martin-Molinero de10a1d669
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
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Python Virtual Environments / build (push) Has been cancelled
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
…
CapacityTests
…
Properties
…
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
…
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
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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
…
BasicSetAccountCurrencyAlgorithm.cs
…
BasicSetAccountCurrencyWithAmountAlgorithm.cs
…
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
…
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
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
…
BrokerageModelAlgorithm.cs
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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
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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
…
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
…
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
…
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
…
ContinuousFutureRegressionAlgorithm.cs
Remove securities from algorithm collection (#7573)
2023-11-15 17:09:43 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
…
ConvertToFrameworkAlgorithm.cs
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
…
CoveredAndProtectiveCallStrategiesAlgorithm.cs
…
CoveredAndProtectivePutStrategiesAlgorithm.cs
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CoveredCallComboLimitOrderAlgorithm.cs
…
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
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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
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
…
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
…