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Louis Szeto e39cec40f5
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Implement dividend yield model (#7758) 
* dividend yield plug-in model interface

* dividend yield model python wrapper

* Implement symbol dividend yield models

* unit tests on dividend yield provider

* Update IV indicator

* IV indicator unit tests

* update Delta indicator

* Delta indicator unit tests

* update helper method

* Nit

* Address peer review

* Address 2nd peer review

* readability

* Regression tests

* dividend yield model

* Address review

* Fix unit tests

* Minor fix

* Fix tests

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-02-27 12:39:46 -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
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
AccordVectorMachinesAlgorithm.cs
Adds AccordVectorMachinesAlgorithm algorithm
2019-07-19 20:13:13 +01:00
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddAlphaModelAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
AddOptionContractExpiresRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddRiskManagementAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddUniverseSelectionModelAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AlgorithmModeAndDeploymentTargetAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Add Python version of AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs (#7766)
2024-02-07 11:46:48 -03:00
AsynchronousUniverseRegressionAlgorithm.cs
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
BaseFrameworkRegressionAlgorithm.cs
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
Changes to start and end dates so open source project data can be used
2019-05-16 09:25:27 -07:00
BasicSetAccountCurrencyAlgorithm.cs
feat: gdax -> coinbase (#7633)
2024-01-05 16:57:19 -03:00
BasicSetAccountCurrencyWithAmountAlgorithm.cs
feat: gdax -> coinbase (#7633)
2024-01-05 16:57:19 -03:00
BasicTemplateAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateAxosAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateCfdAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateContinuousFutureAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateCryptoAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
BasicTemplateCryptoFutureAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateDailyAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateFillForwardAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
BasicTemplateForexAlgorithm.cs
Merge branch 'master' into minor-algo-fix
2017-09-20 08:29:56 -04:00
BasicTemplateFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateFutureOptionAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateFutureRolloverAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fixes and Improvements
2020-04-28 16:29:15 -03:00
BasicTemplateFuturesDailyAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesHistoryAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesHourlyAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
BasicTemplateHourlyAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateIndexAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateIndiaAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -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
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionEquityStrategyAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
BasicTemplateOptionsAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
BasicTemplateOptionsConsolidationAlgorithm.cs
Add CSharp version of BasicTemplateOptionsConsolidationAlgorithm (#7756)
2024-02-07 11:46:41 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionsHourlyAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
BasicTemplateOptionTradesAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
BasicTemplateTradableIndexAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
BrokerageModelAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
BubbleAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BybitCryptoFuturesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
BybitCryptoRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
BybitCustomDataCryptoRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
CfdTimeZonesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -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
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CoarseFineAsyncUniverseRegressionAlgorithm.cs
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
CoarseFineFundamentalComboAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
CoarseFineFundamentalRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
CoarseFundamentalTop3Algorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
Flexible trading days per year property (#7690)
2024-01-17 14:45:57 -03:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ComboLegLimitOrderAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
ComboLimitOrderAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
ComboMarketOrderAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
ComboOrderAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
ComboOrdersFillModelAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
ComboOrderTicketDemoAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
CompleteOrderTagUpdateAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ConsolidateRegressionAlgorithm.cs
Improve consolidator scan (#7789)
2024-02-16 17:22:49 -03:00
ConsolidateScanRegressionAlgorithm.cs
Improve consolidator scan (#7789)
2024-02-16 17:22:49 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
ConstituentsUniverseDataGeneratorAlgorithm.cs
Revert qc500 constituent - Fix data order
2019-11-20 19:47:19 -03:00
ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ConstituentsUniverseRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
One-time warning for mismatching canonical/contracts security models (#7452)
2023-09-06 10:57:16 -04:00
ContinuousFutureRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ConvertToFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CoveredAndProtectiveCallStrategiesAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
CoveredCallComboLimitOrderAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomBenchmarkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Handle/filter new brokerage-side orders (#7706)
2024-01-23 12:01:03 -04:00
CustomBrokerageModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
Handle/filter new brokerage-side orders (#7706)
2024-01-23 12:01:03 -04:00
CustomBuyingPowerModelAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomChartingAlgorithm.cs
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
CustomDataBenchmarkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataBitcoinAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataNIFTYAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
CustomDataObjectStoreRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataPropertiesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataTypeHistoryAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataUniverseAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
CustomDataUniverseRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomDataZippedObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomFrameworkModelsAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
CustomMarginInterestRateModelAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomModelsAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomPartialFillModelAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomSecurityInitializerAlgorithm.cs
Implements custom seed function to CustomSecurityInitializerAlgorithm
2018-09-17 18:28:59 +01:00
CustomShortableProviderRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomUniverseImmediateSelectionRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
CustomVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DailyAlgorithm.cs
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
DataConsolidationAlgorithm.cs
Adding unit tests
2020-02-17 11:28:34 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
DefaultMarginComboOrderRegressionAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
DelistedIndexOptionDivestedRegression.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DelistingEventsAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
DelistingFutureOptionRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
DisplacedMovingAverageRibbon.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DividendRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DropboxUniverseSelectionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Improve consolidator scan (#7789)
2024-02-16 17:22:49 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
EmaCrossUniverseSelectionAlgorithm.cs
Add price and split factors to CoarseFundamental class
2018-06-01 12:19:06 +02:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
Address reviews
2019-04-03 21:55:44 -03:00
EmitInsightCryptoCashAccountType.cs
feat: gdax -> coinbase (#7633)
2024-01-05 16:57:19 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
EmitInsightsAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
EquityMarginCallAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
feat: ETFConstituentsModel overloading constructor (#7598)
2023-12-01 17:20:52 -03:00
ETFGlobalRotationAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
Rebase - Improve exception message
2019-04-03 22:00:27 -03:00
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
FeeModelNotUsingAccountCurrency.cs
feat: gdax -> coinbase (#7633)
2024-01-05 16:57:19 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FillOutsideHoursMinuteResolutionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FillOutsideHoursSecondResolutionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FillOutsideHoursTickResolutionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FilteredIdentityAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
FinancialAdvisorDemoAlgorithm.cs
Refactor OrderProperties class to IOrderProperties interface
2017-10-26 18:22:11 +02:00
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ForexMultiResolutionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ForwardDataOnlyFillModelAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FractionalQuantityRegressionAlgorithm.cs
Flexible trading days per year property (#7690)
2024-01-17 14:45:57 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
Add PyObject Constructor Overload for FuncRiskFreeRateInterestRateModel (#7625)
2023-12-14 11:04:42 -03:00
FundamentalRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FundamentalUniverseSelectionRegressionAlgorithm.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
FuturesExpiredContractRegression.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FuturesFrameworkRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FutureSharingTickerRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FuturesMomentumAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
FuzzyInferenceAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
Fix invalid currency pairs in G10CurrencySelectionModel
2019-04-25 21:47:32 +02:00
GetParameterRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Improve consolidator scan (#7789)
2024-02-16 17:22:49 -03:00
HistoryAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HistoryTickRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HourReverseSplitRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
HourSplitRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Call Spread (#6942)
2023-02-09 16:06:12 -03:00
IndexOptionBearPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Put Spread (#6943)
2023-02-09 16:07:00 -03:00
IndexOptionBullCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Call Spread (#6944)
2023-02-09 16:07:43 -03:00
IndexOptionBullPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Put Spread (#6945)
2023-02-09 16:10:14 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionCallButterflyAlgorithm.cs
OptionStrategies for Index Option Call Butterfly (#6949)
2023-02-10 10:42:07 -03:00
IndexOptionCallCalendarSpreadAlgorithm.cs
Add example algo of call & put calendar spread with SPXW (#6907)
2023-02-02 12:33:17 -08:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionIronCondorAlgorithm.cs
Add SPXW Iron Condor example algorithm (#6880)
2023-02-02 12:26:34 -08:00
IndexOptionModelsConsistencyRegressionAlgorithm.cs
Fix race condition in OptionModelsConsistency algorithms regarding log handler (#7482)
2023-09-22 12:01:33 -04:00
IndexOptionPutButterflyAlgorithm.cs
OptionStrategies for put butterfly index weeklies example (#6950)
2023-02-10 10:42:40 -03:00
IndexOptionPutCalendarSpreadAlgorithm.cs
OptionStrategies for put calendar spread index weeklies example (#6951)
2023-02-10 10:44:47 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndiaDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndicatorHistoryAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndicatorSuiteAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndicatorVolatilityModelAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndicatorWarmupAlgorithm.cs
Renamed IndicatorWarmupRegressionAlgorithm
2018-06-28 11:56:23 -04:00
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
InsightScoringRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
InsightTagAlphaRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
InsightWeightingFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IronCondorStrategyAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
IsMarketOpenCheckAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
LeveragePrecedenceRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
LimitFillRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
LiquidETFUniverseFrameworkAlgorithm.cs
Addresses Peer-Review
2019-11-07 22:26:46 +00:00
LiveFeaturesAlgorithm.cs
Add example algorithm on brokerage activities (#7214)
2023-04-27 14:17:58 -03:00
LongAndShortButterflyCallStrategiesAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
LongAndShortStraddleStrategiesAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
LongAndShortStrangleStrategiesAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
LongOnlyAlphaStreamAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MACDTrendAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarginCallEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MarginRemainingRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarketImpactSlippageModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarketOnOpenOnCloseAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MeanReversionPortfolioAlgorithm.cs
Fix bug in GetLastKnownPrices() method (#7649)
2023-12-29 13:24:18 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MissingTickDataAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
MovingAverageCrossAlgorithm.cs
Rename tag strategy examples to strategy example
2017-09-22 14:33:11 -04:00
MultipleSymbolConsolidationAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
NakedCallStrategyAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
NakedPutStrategyAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
NamedArgumentsRegression.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
NonDynamicOptionsFilterRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Update Numerai Demo Algorithms (#7233)
2023-05-03 20:16:34 -03:00
ObjectStoreExampleAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OnEndOfDayRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OnOrderEventExceptionRegression.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OnWarmupFinishedNoWarmup.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OpeningBreakoutAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
OpenInterestFuturesRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
OptionAssignmentRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
Add missing constructor in OptionChainedUniverseSelectionModel (#7741)
2024-02-05 15:56:29 -03:00
OptionChainProviderAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionChainUniverseImmediateSelectionRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
Add regression algorithms for this bug fix
2018-05-25 22:06:28 +02:00
OptionDelistedDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionExerciseRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionExpiryDateOnHolidayCase.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
OptionExpiryDateTodayRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionGreeksRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionIndicatorsRegressionAlgorithm.cs
Implement dividend yield model (#7758)
2024-02-27 12:39:46 -03:00
OptionModelsConsistencyRegressionAlgorithm.cs
Fix race condition in OptionModelsConsistency algorithms regarding log handler (#7482)
2023-09-22 12:01:33 -04:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionOrdersOnSplitRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionRenameDailyRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionRenameRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionsExpiredContractRegression.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionSplitRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -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
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OrderTicketAssignmentDemoAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
OrderTicketDemoAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ParameterizedAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
correlation as lean indicator #6983 (#7543)
2023-11-13 20:40:14 -03:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
QuantConnect.Algorithm.CSharp.csproj
Bump pythonnet version to 2.0.26 (#7616)
2023-12-08 13:38:39 -04:00
QuitAfterInitializationRegressionAlgorithm.cs
fix docs (#6285)
2022-04-08 17:44:01 -03:00
QuitInInitializationRegressionAlgorithm.cs
Added checking if algorithm is stopped in initialize method (#6282)
2022-04-06 19:56:18 -03:00
RangeConsolidatorAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
RangeConsolidatorWithTickAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
RawDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
RawPricesCoarseUniverseAlgorithm.cs
Consistency fix
2018-05-10 15:47:51 +01:00
RawPricesUniverseRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
RegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
RegressionChannelAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
ResolutionSwitchingAlgorithm.cs
Address review - Remove SampleAssetPrices from IResultHandlers
2020-01-16 14:03:55 -08:00
RevertComboOrderPositionsAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
RiskParityPortfolioAlgorithm.cs
Fix bug in GetLastKnownPrices() method (#7649)
2023-12-29 13:24:18 -03:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Fix bug in GetLastKnownPrices() method (#7649)
2023-12-29 13:24:18 -03:00
RollingWindowAlgorithm.cs
Dont chain algorithm indicator helper methods
2018-07-06 05:28:17 -04:00
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Improve consolidator scan (#7789)
2024-02-16 17:22:49 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScaledRawHistoryAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ScheduledEventsAlgorithm.cs
Adds an Overload to DateRules.Every method that Accepts a Single DayOfWeek Object
2019-02-26 22:28:43 +00:00
ScheduledEventsOrderRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SectorWeightingFrameworkAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SecurityCustomPropertiesAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SecuritySeederRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
feat: gdax -> coinbase (#7633)
2024-01-05 16:57:19 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SetCashOnDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SetCustomSettlementModelRegressionAlgorithm.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
SetEquityDataNormalizationModeOnAddEquity.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SetHoldingsRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
Fixes WarmUpIndicator Overload Inconsistency (#6246)
2022-03-10 10:59:16 -03:00
SparseDataRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SplitEquityRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SplitPartialShareRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
StableCoinsRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
StartingCapitalRegressionAlgorithm.cs
feat: gdax -> coinbase (#7633)
2024-01-05 16:57:19 -03:00
StatisticsResultsAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
StopLimitOrderRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
StressSymbols.cs
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
StressSymbolsAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
SwitchDataModeRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
TickDataFilteringAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
TiingoPriceAlgorithm.cs
Add TiingoNews.HistoricalCrawlOffset - Rename
2019-10-02 13:11:31 -03:00
TimeInForceAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
TrailingStopOrderRegressionAlgorithm.cs
Fix currency formatting (#7723)
2024-01-25 12:20:05 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Price adjustment mode Order property (#7582)
2023-11-17 16:09:03 -04:00
TrainingExampleAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
TrainingInitializeRegressionAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
TwoLegCurrencyConversionRegressionAlgorithm.cs
feat: gdax -> coinbase (#7633)
2024-01-05 16:57:19 -03:00
UniverseOnlyRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
UniverseSelectionDefinitionsAlgorithm.cs
Fix bug in UniverseSelection.Top() method (#7647)
2023-12-28 14:49:30 -03:00
UniverseSelectionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UpdateOrderLiveTestAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
UpdateOrderRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
UserDefinedUniverseAlgorithm.cs
Tidy and add tags
2017-09-20 17:14:44 -04:00
VolatilityModelsWithRawDataAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
VolumeRenkoConsolidatorAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmUpAfterInitializeRegression.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
WarmupConversionRatesRegressionAlgorithm.cs
feat: gdax -> coinbase (#7633)
2024-01-05 16:57:19 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupFutureRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
WarmupHistoryAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
WarmupIndicatorRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupOptionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WarmupTrainRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ZeroFeeRegressionAlgorithm.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00