Ashutosh 3f6a907485 Models All Index Futures Listed in CME (#7722) ...

* Models All Index Futures Listed in CME

We added:
NIY, ENY, FT1, FT5, E3G, FTU, TPD, TPY

* Models All Index Futures Listed in CME

We added international index futures:
NIY, ENY, FT5, FT1, E3G, FTU, TPD and TPY

* Remove unused imports

* Address peer review:
- Corrected serial contract logic
- Corrected minimum price fluctuation
- Corrected “Yen” to “JPY”

Added equity index futures:
RX, ESG, RS1 and SDA

2024-01-29 13:29:12 -03:00

..

Cfd

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

Crypto

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

CryptoFuture

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

CurrencyConversion

Unsettled cash conversion rate update (#6961)

2023-02-14 18:19:25 -03:00

Equity

Shortable modeling improvements (#7579)

2023-11-16 16:25:56 -03:00

Forex

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

Future

Models All Index Futures Listed in CME (#7722)

2024-01-29 13:29:12 -03:00

FutureOption

Merge branches 7501 and 7506 (#7605)

2023-12-04 18:09:57 -03:00

Index

Index.IsTradable Can Be Set (#7610)

2023-12-06 21:02:10 -03:00

IndexOption

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

Interfaces

Add missing license banner

2019-08-16 18:07:30 -03:00

Option

Implied Volatility Indicator for Options (#7680)

2024-01-18 13:50:49 -03:00

Positions

Option strategy position group buying power calculation for single securities (#7308)

2023-06-13 10:34:08 -03:00

Volatility

Modernization of syntax used in argument check exceptions (#7380)

2023-07-17 14:53:17 -03:00

AccountCurrencyImmediateSettlementModel.cs

Refactor Settlement Model API (#7225)

2023-05-01 11:23:31 -03:00

AccountEvent.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

AdjustedPriceVariationModel.cs

Add GetMinimumPriceVariationParameters

2019-08-01 21:52:08 +02:00

ApplyFundsSettlementModelParameters.cs

Refactor Settlement Model API (#7225)

2023-05-01 11:23:31 -03:00

BrokerageModelSecurityInitializer.cs

Shortable modeling improvements (#7579)

2023-11-16 16:25:56 -03:00

BuyingPower.cs

Revert GetBuyingPower removal

2020-02-24 14:06:16 -03:00

BuyingPowerModel.cs

FreePortfolioValuePercentage Trailing Behavior (#7272)

2023-05-25 18:48:04 -03:00

BuyingPowerModelExtensions.cs

Alpha Streams Improvements. Python Imports (#5874)

2021-08-24 11:15:48 -03:00

BuyingPowerParameters.cs

Revert GetBuyingPower removal

2020-02-24 14:06:16 -03:00

Cash.cs

Minor live logging improvements (#7240)

2023-05-12 18:13:37 -03:00

CashAmount.cs

Alpha holdings state (#5770)

2021-08-19 13:56:18 -03:00

CashBook.cs

Performance Securities & CashBook Collections (#7050)

2023-03-06 15:39:32 -03:00

CashBookUpdatedEventArgs.cs

Portfolio.UnsettledCashBook update when quote currency is not the account currency (#6871)

2023-02-09 12:53:52 -03:00

CashBuyingPowerModel.cs

Trailing stop orders (#7402)

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

CompositeSecurityInitializer.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

ConstantBuyingPowerModel.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

ContractSecurityFilterUniverse.cs

Remove dynamic options filter behavior (#7620)

2023-12-14 10:56:52 -03:00

ConvertibleCashAmount.cs

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -03:00

DefaultMarginCallModel.cs

Support overriding position group margin requirements (#7286)

2023-05-31 19:53:50 -03:00

DelayedSettlementModel.cs

Refactor Settlement Model API (#7225)

2023-05-01 11:23:31 -03:00

DynamicSecurityData.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

EmptyContractFilter.cs

Remove dynamic options filter behavior (#7620)

2023-12-14 10:56:52 -03:00

EquityPriceVariationModel.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

ErrorCurrencyConverter.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

FuncSecurityDerivativeFilter.cs

Async universe selection (#7556)

2023-11-06 18:46:20 -03:00

FuncSecurityInitializer.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

FuncSecuritySeeder.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

GetMaximumOrderQuantityResult.cs

Refactor GetMaximumOrderQuantityForTargetBuyingPower

2020-02-04 18:41:15 -03:00

GetMinimumPriceVariationParameters.cs

Add GetMinimumPriceVariationParameters

2019-08-01 21:52:08 +02:00

HasSufficientBuyingPowerForOrderParameters.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

HasSufficientBuyingPowerForOrderResult.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

IBaseCurrencySymbol.cs

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -03:00

IBuyingPowerModel.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

IContinuousSecurity.cs

Continuous Futures Refactor. Live Mappings (#6076)

2021-11-30 21:38:50 -03:00

ICurrencyConverter.cs

Refactor previous commits

2018-12-13 11:30:40 -03:00

IdentityCurrencyConverter.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

IDerivativeSecurity.cs

Add missing license banner

2019-08-16 18:07:30 -03:00

IDerivativeSecurityFilter.cs

Async universe selection (#7556)

2023-11-06 18:46:20 -03:00

IDerivativeSecurityFilterUniverse.cs

Remove dynamic options filter behavior (#7620)

2023-12-14 10:56:52 -03:00

IMarginCallModel.cs

Refactor BuyingPowerModel

2020-02-04 18:41:15 -03:00

IMarginInterestRateModel.cs

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -03:00

ImmediateSettlementModel.cs

Refactor Settlement Model API (#7225)

2023-05-01 11:23:31 -03:00

InitialMargin.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

InitialMarginParameters.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

InitialMarginRequiredForOrderParameters.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

IOrderEventProvider.cs

Add Order and OrderEvents to AlphaPacket

2020-03-31 20:53:19 -03:00

IOrderProcessor.cs

Use BusyBlockingCollection in BrokerageTransactionHandler

2015-12-09 23:04:14 -05:00

IOrderProvider.cs

Combo orders (#6813)

2023-01-06 17:58:43 -03:00

IPriceVariationModel.cs

Add GetMinimumPriceVariationParameters

2019-08-01 21:52:08 +02:00

IRegisteredSecurityDataTypesProvider.cs

Performance improvements

2019-10-17 10:26:37 -03:00

ISecurityInitializer.cs

Disable automatic security seeding

2017-12-22 21:49:14 +01:00

ISecurityPortfolioModel.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

ISecurityProvider.cs

Convert IHoldingsProvider into ISecurityProvider

2015-12-16 20:47:08 -05:00

ISecuritySeeder.cs

Disable automatic security seeding

2017-12-22 21:49:14 +01:00

ISettlementModel.cs

Refactor Settlement Model API (#7225)

2023-05-01 11:23:31 -03:00

LocalMarketHours.cs

Add extendedMarket parameter to History methods (#7191)

2023-04-20 10:41:32 -03:00

MaintenanceMargin.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

MaintenanceMarginParameters.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

MarginCallOrdersParameters.cs

Handle margin call orders for position groups (#7137)

2023-04-10 12:42:08 -03:00

MarginInterestRateParameters.cs

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -03:00

MarketHoursDatabase.cs

Fix bug in LiveTradingRealTimeHandler (#7696)

2024-01-24 11:59:09 -03:00

MarketHoursSegment.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

MarketHoursState.cs

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

NullBuyingPowerModel.cs

Adds NullBuyingPowerModel (#6977)

2023-02-20 19:50:24 -03:00

OptionInitialMargin.cs

Options premium in margin calculations (#7294)

2023-06-06 13:07:32 -03:00

PatternDayTradingMarginModel.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

RegisteredSecurityDataTypesProvider.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

ReservedBuyingPowerForPosition.cs

Address reviews

2020-02-04 18:41:15 -03:00

ReservedBuyingPowerForPositionParameters.cs

Renaming Context to Parameters

2018-11-29 15:02:09 -03:00

ScanSettlementModelParameters.cs

Refactor Settlement Model API (#7225)

2023-05-01 11:23:31 -03:00

Security.cs

Add SetSettlementModel() method (#7684)

2024-01-09 19:38:17 -03:00

SecurityCache.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

SecurityCacheDataStoredEventArgs.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

SecurityCacheProvider.cs

Daily future cash settlement (#7226)

2023-05-01 11:25:37 -03:00

SecurityDatabaseKey.cs

MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)

2023-05-30 11:54:28 -03:00

SecurityDataFilter.cs

Strip out block quote section header comments

2015-06-13 16:04:27 -04:00

SecurityDataFilterPythonWrapper.cs

Implement SecurityDataFilterPythonWrapper.cs (#7201)

2023-04-20 10:45:59 -03:00

SecurityDefinition.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

SecurityDefinitionSymbolResolver.cs

refactor: Globals.DataFolder -> Globals.GetDataFolderPath() (#7685)

2024-01-09 19:34:13 -03:00

SecurityEventArgs.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

SecurityExchange.cs

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

SecurityExchangeHours.cs

Fix bug in LiveTradingRealTimeHandler (#7696)

2024-01-24 11:59:09 -03:00

SecurityHolding.cs

Fix typo (#7460)

2023-09-07 19:27:34 -03:00

SecurityHoldingQuantityChangedEventArgs.cs

Option Margin Strategies (#5511)

2021-04-30 18:45:27 -03:00

SecurityManager.cs

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

SecurityMarginModel.cs

Address reviews

2020-02-04 18:41:15 -03:00

SecurityPortfolioManager.cs

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

SecurityPortfolioModel.cs

Fix win/loss count statistics for options assignments (#7354)

2023-07-10 10:20:29 -03:00

SecurityPriceVariationModel.cs

Add GetMinimumPriceVariationParameters

2019-08-01 21:52:08 +02:00

SecurityService.cs

Index.IsTradable Can Be Set (#7610)

2023-12-06 21:02:10 -03:00

SecurityTransactionManager.cs

Fix win/loss count statistics for options assignments (#7354)

2023-07-10 10:20:29 -03:00

SymbolProperties.cs

feat: gdax -> coinbase (#7633)

2024-01-05 16:57:19 -03:00

SymbolPropertiesDatabase.cs

refactor: Globals.DataFolder -> Globals.GetDataFolderPath() (#7685)

2024-01-09 19:34:13 -03:00

UniverseManager.cs

Future and option universe selection improvements (#7313)

2023-06-13 10:32:26 -03:00

UnsettledCashAmount.cs

Added Settlement models

2015-11-11 22:18:34 -05:00