Jhonathan Abreu f8ca85cb5d Risk-Free Interest Rate Model (#7594) ...

* Implement risk free interest rate as an algorithm model

* Use risk free insterest rate model in Sharpe Ratio indicator

* Address peer review

Also added python wrapper

* Take pyobject as interest rate model in Sharpe Ratio indicator

* Minor fix

* Minor fix

* Address peer review

2023-11-22 16:17:34 -04:00

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DataProviderDataFetchedEventArgs.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

IAccountCurrencyProvider.cs

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IAlgorithm.cs

Risk-Free Interest Rate Model (#7594)

2023-11-22 16:17:34 -04:00

IAlgorithmSettings.cs

Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)

2023-09-08 19:41:52 -03:00

IAlgorithmSubscriptionManager.cs

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IApi.cs

Add project id for api notification (#7144)

2023-03-27 15:59:51 -03:00

IBrokerage.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

IBrokerageCashSynchronizer.cs

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IBrokerageFactory.cs

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IBusyCollection.cs

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IDataCacheProvider.cs

Option selection improvements (#6144)

2022-01-10 11:18:28 -03:00

IDataChannelProvider.cs

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IDataMonitor.cs

Revert "Store traded securities' subscriptions in results (#7567)" (#7578)

2023-11-15 21:01:15 -03:00

IDataPermissionManager.cs

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IDataProvider.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

IDataProviderEvents.cs

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IDataQueueHandler.cs

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IDataQueueUniverseProvider.cs

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IDownloadProvider.cs

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IExtendedDictionary.cs

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IFactorFileProvider.cs

Continuous futures (#6034)

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

IFutureChainProvider.cs

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IHistoryProvider.cs

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IJobQueueHandler.cs

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IMapFileProvider.cs

Continuous futures (#6034)

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

IMessagingHandler.cs

Minor refactor messaging handler (#6472)

2022-07-11 16:24:26 -03:00

IObjectStore.cs

Object Store Improvements (#6605)

2022-08-31 20:50:00 -03:00

IOptionChainProvider.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

IOptionPrice.cs

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IOrderProperties.cs

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IPriceProvider.cs

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IPrimaryExchangeProvider.cs

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IRegressionAlgorithmDefinition.cs

Feature improve regression tests (#6245)

2022-03-15 16:51:15 -03:00

IRegressionResearchDefinition.cs

Feature support CI of research environment for LEAN (#6237)

2022-03-04 17:40:41 -03:00

ISecurityInitializerProvider.cs

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ISecurityPrice.cs

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ISecurityService.cs

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IShortableProvider.cs

Implement ShortableProviderPythonWrapper.cs (#7209)

2023-04-25 19:55:44 -03:00

ISignalExportTarget.cs

Add Feature Signal Exports feature (#7145)

2023-04-11 17:45:07 -03:00

IStreamReader.cs

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ISubscriptionDataConfigProvider.cs

Implement UnregisterIndicator helper method (#7271)

2023-05-24 17:35:02 -03:00

ISubscriptionDataConfigService.cs

Continuous futures (#6034)

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

ITimeInForceHandler.cs

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ITimeKeeper.cs

Refactor alpha statistics phase I (#7055)

2023-03-10 13:12:23 -03:00

ITradeBuilder.cs

Revert trade builder api change (#7365)

2023-07-11 10:54:29 -04:00

MessagingHandlerInitializeParameters.cs

Minor refactor messaging handler (#6472)

2022-07-11 16:24:26 -03:00

ObjectStoreErrorRaisedEventArgs.cs

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