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Ricardo Andrés Marino Rojas ad663ded2c
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Fix bug in FrontMonth() option filter (#8044) 
* First draft of the solution

* Nit changes

* Fix bugs

* Nit changes

* More nit changes
2024-05-20 20:04:31 -03:00
..
Alphas
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Benchmarks
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CapacityTests
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Properties
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RegressionTests
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AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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AddAndRemoveOptionContractRegressionAlgorithm.cs
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AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
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AddBetaIndicatorRegressionAlgorithm.cs
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AddFutureContractWithContinuousRegressionAlgorithm.cs
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AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
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AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
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AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
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AddOptionContractExpiresRegressionAlgorithm.cs
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AddOptionContractFromUniverseRegressionAlgorithm.cs
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AddOptionContractTwiceRegressionAlgorithm.cs
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AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
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AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityCacheRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
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AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
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AdjustedVolumeRegressionAlgorithm.cs
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AlgorithmModeAndDeploymentTargetAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
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AsynchronousUniverseRegressionAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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AuxiliaryDataHandlersRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
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BaseFrameworkRegressionAlgorithm.cs
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BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicSetAccountCurrencyWithAmountAlgorithm.cs
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BasicTemplateAlgorithm.cs
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BasicTemplateAxosAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
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BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
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BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
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BasicTemplateCryptoFutureHourlyAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
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BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
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BasicTemplateFuturesAlgorithm.cs
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BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
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BasicTemplateFuturesFrameworkAlgorithm.cs
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BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesHistoryAlgorithm.cs
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BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
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BasicTemplateFuturesHourlyAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
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BasicTemplateHourlyAlgorithm.cs
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BasicTemplateIndexAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
BasicTemplateIndiaAlgorithm.cs
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BasicTemplateIndiaIndexAlgorithm.cs
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BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
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BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsConsolidationAlgorithm.cs
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BasicTemplateOptionsDailyAlgorithm.cs
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BasicTemplateOptionsFilterUniverseAlgorithm.cs
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BasicTemplateOptionsFrameworkAlgorithm.cs
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BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionsHourlyAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
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BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
BasicTemplateTradableIndexAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
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BinanceMarginAccountFeeRegressionAlgorithm.cs
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BitfinexCashAccountFeeRegressionAlgorithm.cs
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BitfinexMarginAccountFeeRegressionAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
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BrokerageActivityEventHandlingAlgorithm.cs
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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BybitCryptoFuturesRegressionAlgorithm.cs
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BybitCryptoRegressionAlgorithm.cs
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BybitCustomDataCryptoRegressionAlgorithm.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRangeConsolidatorAlgorithm.cs
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ClassicRangeConsolidatorWithTickAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
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CoarseFineAsyncUniverseRegressionAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
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CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
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CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
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Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
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Collective2SignalExportDemonstrationAlgorithm.cs
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ComboLegLimitOrderAlgorithm.cs
Round combo order prices (#8024)
2024-05-15 14:57:30 -04:00
ComboLimitOrderAlgorithm.cs
Round combo order prices (#8024)
2024-05-15 14:57:30 -04:00
ComboMarketOrderAlgorithm.cs
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ComboOrderAlgorithm.cs
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ComboOrdersFillModelAlgorithm.cs
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ComboOrderTicketDemoAlgorithm.cs
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CompleteOrderTagUpdateAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateDifferentTickTypesRegressionAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
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ConsolidateScanRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
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ContinuousFutureBackMonthRegressionAlgorithm.cs
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ContinuousFutureHistoryRegressionAlgorithm.cs
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ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
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ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
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ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
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ContinuousFutureRegressionAlgorithm.cs
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ContinuousFuturesDailyRegressionAlgorithm.cs
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ConvertToFrameworkAlgorithm.cs
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CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
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CoveredAndProtectiveCallStrategiesAlgorithm.cs
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CoveredAndProtectivePutStrategiesAlgorithm.cs
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CoveredCallComboLimitOrderAlgorithm.cs
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CryptoBaseCurrencyFeeRegressionAlgorithm.cs
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CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBrokerageModelRegressionAlgorithm.cs
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CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
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CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataObjectStoreRegressionAlgorithm.cs
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CustomDataPropertiesRegressionAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
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CustomDataTypeHistoryAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
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CustomDataUniverseRegressionAlgorithm.cs
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CustomDataUniverseScheduledRegressionAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
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CustomDataZipFileEntryNamesRegressionAlgorithm.cs
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CustomDataZipFileRegressionAlgorithm.cs
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CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
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CustomDataZippedObjectStoreRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomOptionAssignmentRegressionAlgorithm.cs
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CustomOptionExerciseModelRegressionAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
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CustomPortfolioOptimizerRegressionAlgorithm.cs
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CustomSecurityDataFilterRegressionAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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CustomShortableProviderRegressionAlgorithm.cs
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CustomUniverseImmediateSelectionRegressionAlgorithm.cs
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CustomUniverseSelectionModelRegressionAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
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CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
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DailyAlgorithm.cs
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DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
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DefaultFutureChainRegressionAlgorithm.cs
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DefaultMarginComboOrderRegressionAlgorithm.cs
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DefaultMarginMultipleOrdersRegressionAlgorithm.cs
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DefaultOptionPriceModelRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
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DelistedFutureLiquidateDailyRegressionAlgorithm.cs
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DelistedFutureLiquidateRegressionAlgorithm.cs
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DelistedIndexOptionDivestedRegression.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
DelistingEventsAlgorithm.cs
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DelistingFutureOptionDailyRegressionAlgorithm.cs
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DelistingFutureOptionRegressionAlgorithm.cs
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DisplacedMovingAverageRibbon.cs
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DividendAlgorithm.cs
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DividendRegressionAlgorithm.cs
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DropboxBaseDataUniverseSelectionAlgorithm.cs
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DropboxUniverseSelectionAlgorithm.cs
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DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
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DuplicateOptionAssignmentRegressionAlgorithm.cs
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DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
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DynamicSecurityDataRegressionAlgorithm.cs
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EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
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EmaCrossFuturesFrontMonthAlgorithm.cs
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EmaCrossUniverseSelectionAlgorithm.cs
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EmaCrossUniverseSelectionFrameworkAlgorithm.cs
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EmitInsightCryptoCashAccountType.cs
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EmitInsightNoAlphaModelAlgorithm.cs
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EmitInsightsAlgorithm.cs
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EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
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EquityMarginCallAlgorithm.cs
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EquitySplitHoldingsDailyRegressionAlgorithm.cs
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EquitySplitHoldingsHourRegressionAlgorithm.cs
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EquitySplitHoldingsMinuteRegressionAlgorithm.cs
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EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
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EquityTradeAndQuotesRegressionAlgorithm.cs
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ETFConstituentsFrameworkAlgorithm.cs
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ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
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ETFGlobalRotationAlgorithm.cs
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EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
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ExtendedMarketTradingRegressionAlgorithm.cs
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FeeModelNotUsingAccountCurrency.cs
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FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
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FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
FillForwardStrictEndTimeHourRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
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FillOutsideHoursDailyResolutionAlgorithm.cs
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FillOutsideHoursHourResolutionAlgorithm.cs
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FillOutsideHoursMinuteResolutionAlgorithm.cs
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FillOutsideHoursSecondResolutionAlgorithm.cs
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FillOutsideHoursTickResolutionAlgorithm.cs
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FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
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ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
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ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
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ForexMultiResolutionRegressionAlgorithm.cs
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ForwardDataOnlyFillModelAlgorithm.cs
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FractionalQuantityRegressionAlgorithm.cs
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FreePortfolioValueFixedRegressionAlgorithm.cs
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FreePortfolioValueRegressionAlgorithm.cs
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FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
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FundamentalCustomSelectionTimeRegressionAlgorithm.cs
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FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
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FundamentalRegressionAlgorithm.cs
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FundamentalUniverseSelectionRegressionAlgorithm.cs
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FutureChainInternalSubscriptionsRegressionAlgorithm.cs
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FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
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FutureMarketOpenAndCloseRegressionAlgorithm.cs
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FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
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FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
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FutureNoTimeInUniverseRegressionAlgorithm.cs
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FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
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FutureOptionCallITMExpiryRegressionAlgorithm.cs
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FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
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FutureOptionCallOTMExpiryRegressionAlgorithm.cs
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FutureOptionDailyRegressionAlgorithm.cs
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FutureOptionHourlyRegressionAlgorithm.cs
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FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
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FutureOptionPutITMExpiryRegressionAlgorithm.cs
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FutureOptionPutOTMExpiryRegressionAlgorithm.cs
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FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
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FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
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FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
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FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
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FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
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FuturesDailySettlementLongRegressionAlgorithm.cs
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FuturesDailySettlementShortRegressionAlgorithm.cs
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FuturesExpiredContractRegression.cs
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FuturesExtendedMarketHoursRegressionAlgorithm.cs
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FuturesFrameworkRegressionAlgorithm.cs
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FutureSharingTickerRegressionAlgorithm.cs
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FuturesMomentumAlgorithm.cs
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FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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GetParameterRegressionAlgorithm.cs
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HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
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HistoryAlgorithm.cs
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HistoryAuxiliaryDataRegressionAlgorithm.cs
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HistoryProviderManagerRegressionAlgorithm.cs
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HistoryTickRegressionAlgorithm.cs
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HistoryWithCustomDataSourceRegressionAlgorithm.cs
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HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
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HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
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HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
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HistoryWithSymbolChangesRegressionAlgorithm.cs
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HourResolutionMappingEventRegressionAlgorithm.cs
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HourReverseSplitRegressionAlgorithm.cs
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HourSplitRegressionAlgorithm.cs
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ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
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InceptionDateSelectionRegressionAlgorithm.cs
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IndexOptionBearCallSpreadAlgorithm.cs
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IndexOptionBearPutSpreadAlgorithm.cs
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IndexOptionBullCallSpreadAlgorithm.cs
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IndexOptionBullPutSpreadAlgorithm.cs
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IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
IndexOptionCallButterflyAlgorithm.cs
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IndexOptionCallCalendarSpreadAlgorithm.cs
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IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
IndexOptionIronCondorAlgorithm.cs
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IndexOptionModelsConsistencyRegressionAlgorithm.cs
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IndexOptionPutButterflyAlgorithm.cs
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IndexOptionPutCalendarSpreadAlgorithm.cs
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IndexOptionPutITMExpiryRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
IndexOptionScaledStrikeRegressionAlgorithm.cs
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IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
IndiaDataRegressionAlgorithm.cs
…
IndicatorHistoryAlgorithm.cs
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IndicatorSuiteAlgorithm.cs
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IndicatorVolatilityModelAlgorithm.cs
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IndicatorWarmupAlgorithm.cs
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IndicatorWithRenkoBarsRegressionAlgorithm.cs
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IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
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InsightScoringRegressionAlgorithm.cs
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InsightTagAlphaRegressionAlgorithm.cs
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InsightWeightingFrameworkAlgorithm.cs
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InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
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InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
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IronCondorStrategyAlgorithm.cs
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IsMarketOpenCheckAlgorithm.cs
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IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
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LargeQuantityOptionStrategyAlgorithm.cs
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LeveragePrecedenceRegressionAlgorithm.cs
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LimitFillRegressionAlgorithm.cs
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LimitIfTouchedRegressionAlgorithm.cs
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LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
…
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
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LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongAndShortButterflyCallStrategiesAlgorithm.cs
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LongAndShortButterflyPutStrategiesAlgorithm.cs
…
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
…
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
…
LongAndShortStraddleStrategiesAlgorithm.cs
…
LongAndShortStrangleStrategiesAlgorithm.cs
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LongOnlyAlphaStreamAlgorithm.cs
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MacdAlphaModelFrameworkRegressionAlgorithm.cs
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MACDTrendAlgorithm.cs
…
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
…
MarketImpactSlippageModelRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
…
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
…
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
…
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
…
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MeanReversionPortfolioAlgorithm.cs
…
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedCallStrategyAlgorithm.cs
…
NakedPutStrategyAlgorithm.cs
…
NakedShortOptionStrategyOverMarginAlgorithm.cs
…
NamedArgumentsRegression.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
NonDynamicOptionsFilterRegressionAlgorithm.cs
…
NoUniverseSelectorRegressionAlgorithm.cs
…
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
…
NullMarginComboOrderRegressionAlgorithm.cs
…
NullMarginMultipleOrdersRegressionAlgorithm.cs
…
NullOptionAssignmentRegressionAlgorithm.cs
…
NumeraiSignalExportDemonstrationAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
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OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
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OnWarmupFinishedNoWarmup.cs
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OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
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OptionAssignmentRegressionAlgorithm.cs
…
OptionAssignmentStatisticsRegressionAlgorithm.cs
…
OptionChainConsistencyRegressionAlgorithm.cs
…
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
…
OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
…
OptionChainProviderAlgorithm.cs
…
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Fix bug in FrontMonth() option filter (#8044)
2024-05-20 20:04:31 -03:00
OptionChainUniverseImmediateSelectionRegressionAlgorithm.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
…
OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
…
OptionIndicatorsRegressionAlgorithm.cs
…
OptionModelsConsistencyRegressionAlgorithm.cs
…
OptionNoTimeInUniverseRegressionAlgorithm.cs
…
OptionOpenInterestRegressionAlgorithm.cs
…
OptionOrdersOnSplitRegressionAlgorithm.cs
…
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
…
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
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OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
OptionRenameDailyRegressionAlgorithm.cs
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OptionRenameRegressionAlgorithm.cs
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OptionsExpiredContractRegression.cs
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OptionShortCallMarginCallEventsAlgorithm.cs
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OptionsMarginCallEventsAlgorithmBase.cs
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OptionSplitRegressionAlgorithm.cs
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OptionStrategyFactoryMethodsBaseAlgorithm.cs
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OptionStrategyMarginCallEventsAlgorithm.cs
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OptionSymbolCanonicalRegressionAlgorithm.cs
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OptionTimeSliceRegressionAlgorithm.cs
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OrderImmutabilityRegressionAlgorithm.cs
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OrderSubmissionDataRegressionAlgorithm.cs
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OrderTicketAssignmentDemoAlgorithm.cs
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OrderTicketDemoAlgorithm.cs
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ParameterizedAlgorithm.cs
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PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
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PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
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PeriodConsolidatorRegressionAlgorithm.cs
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PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
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PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
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PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
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PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
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PortfolioTargetTagsRegressionAlgorithm.cs
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ProcessSplitSymbolsRegressionAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
Update Pythonnet version (#8021)
2024-05-15 09:11:52 -04:00
QuitAfterInitializationRegressionAlgorithm.cs
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QuitInInitializationRegressionAlgorithm.cs
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RangeConsolidatorAlgorithm.cs
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RangeConsolidatorWithTickAlgorithm.cs
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RawDataRegressionAlgorithm.cs
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RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
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RegisterIndicatorRegressionAlgorithm.cs
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RegressionAlgorithm.cs
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RegressionChannelAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RevertComboOrderPositionsAlgorithm.cs
Round combo order prices (#8024)
2024-05-15 14:57:30 -04:00
RiskParityPortfolioAlgorithm.cs
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RiskParityPortfolioWeightsCheckAlgorithm.cs
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RollingWindowAlgorithm.cs
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RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
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RsiAlphaModelFrameworkRegressionAlgorithm.cs
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SamcoBasicTemplateOptionsAlgorithm.cs
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ScaledFillForwardDataRegressionAlgorithm.cs
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ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
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ScaledRawHistoryAlgorithm.cs
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ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
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ScheduledQueuingAlgorithm.cs
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ScheduledUniverseRegressionAlgorithm.cs
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ScheduledUniverseSelectionModelRegressionAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SecurityCustomPropertiesAlgorithm.cs
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SecuritySeederRegressionAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
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SetCashOnDataRegressionAlgorithm.cs
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SetCustomSettlementModelRegressionAlgorithm.cs
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SetDataNormalizationModeOnAddSecurityAlgorithm.cs
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SetEquityDataNormalizationModeOnAddEquity.cs
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SetHoldingsFutureRegressionAlgorithm.cs
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SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
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SetHoldingsRegressionAlgorithm.cs
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ShortableProviderOrdersRejectedRegressionAlgorithm.cs
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SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
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SmaCrossUniverseSelectionAlgorithm.cs
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SparseDataRegressionAlgorithm.cs
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SplitEquityRegressionAlgorithm.cs
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SplitOnTradeBuilderRegressionAlgorithm.cs
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SplitPartialShareRegressionAlgorithm.cs
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SpreadExecutionModelRegressionAlgorithm.cs
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StableCoinsRegressionAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
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StartingCapitalRegressionAlgorithm.cs
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StatisticsResultsAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
StopLimitOrderRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
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TickDataFilteringAlgorithm.cs
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TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
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TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
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TrailingStopOrderRegressionAlgorithm.cs
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TrailingStopRiskFrameworkRegressionAlgorithm.cs
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TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
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UniverseOnlyRegressionAlgorithm.cs
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UniverseSelectedRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
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UniverseSelectionSymbolCacheRemovalRegressionTest.cs
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UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
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UniverseUnchangedRegressionAlgorithm.cs
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UnregisterIndicatorRegressionAlgorithm.cs
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UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
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UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
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UserDefinedUniverseAlgorithm.cs
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VolatilityModelsWithRawDataAlgorithm.cs
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VolumeRenkoConsolidatorAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
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WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
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WarmupDailyResolutionRegressionAlgorithm.cs
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WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
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WarmupFutureRegressionAlgorithm.cs
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WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
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WarmupLowerResolutionSelectionRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
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WarmupMinuteResolutionRegressionAlgorithm.cs
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WarmupOptionRegressionAlgorithm.cs
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WarmupOptionResolutionRegressionAlgorithm.cs
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WarmupScheduledEventsRegressionAlgorithm.cs
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WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
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WarmupTrainRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroedBenchmarkRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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