github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
16467
quantconnect--lean/Algorithm.CSharp
T
History
Louis Szeto 39bfbccd44
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
Python Virtual Environments / build (push) Has been cancelled
Add Protective Collar to Option Strategies (#8025) 
* Add Protective Collar Option Strategy

* Add buying power model for Protective Collar

* Add unit test for Protective Collar

* Add regression test for Protective Collar

* Add unit test on position group buying power

* allow same strike for later abstraction

* minor bug fix

* Set up conversion option strategy

* add margin requirement

* add unit tests

* Add regression test

* add reverse conversion definition

* add reverse conversion and refactor conversion/collar margin model

* added/modified unit tests for conversion/reverse conversion

* minor bug fix on unit test, add regression test

* Address peer review

* update new set of IB testing data
2024-06-03 12:38:52 -03:00
..
Alphas
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
Benchmarks
Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)
2023-09-08 19:41:52 -03:00
CapacityTests
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
RegressionTests
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddAlphaModelAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddRiskManagementAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddUniverseSelectionModelAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AlgorithmModeAndDeploymentTargetAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -03:00
AsynchronousUniverseRegressionAlgorithm.cs
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
AuxiliaryDataHandlersRegressionAlgorithm.cs
Adding new algorithm data handling options (#7897)
2024-04-04 15:38:50 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BaseFrameworkRegressionAlgorithm.cs
Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
2023-03-22 11:21:30 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicSetAccountCurrencyWithAmountAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateAxosAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateCfdAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateContinuousFutureAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateCryptoAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateDailyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFutureOptionAlgorithm.cs
Fix bug for NQX index options (#7824)
2024-03-13 11:42:55 -03:00
BasicTemplateFutureRolloverAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFuturesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fixes and Improvements
2020-04-28 16:29:15 -03:00
BasicTemplateFuturesDailyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateHourlyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateIntrinioEconomicData.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionEquityStrategyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateOptionsAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateOptionsConsolidationAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Holdings price adjustment after split (#7985)
2024-05-01 17:42:43 -04:00
BasicTemplateOptionsHistoryAlgorithm.cs
Addresses Peer-Review
2020-02-12 22:28:45 +00:00
BasicTemplateOptionsHourlyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BasicTemplateOptionTradesAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BybitCryptoRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
BybitCustomDataCryptoRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
CfdTimeZonesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CoarseFineAsyncUniverseRegressionAlgorithm.cs
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CoarseFundamentalTop3Algorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ComboOrderAlgorithm.cs
Fix combo order quantity update (#7651)
2024-01-03 11:11:23 -04:00
ComboOrdersFillModelAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ComboOrderTicketDemoAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
ConsolidateRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ConsolidateScanRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -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
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
ConstituentsUniverseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
ContinuousFutureRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
ConvertToFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CoveredAndProtectiveCallStrategiesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomBenchmarkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Handle/filter new brokerage-side orders (#7706)
2024-01-23 12:01:03 -04:00
CustomBrokerageModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
Handle/filter new brokerage-side orders (#7706)
2024-01-23 12:01:03 -04:00
CustomBuyingPowerModelAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomChartingAlgorithm.cs
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
CustomDataBenchmarkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -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
Fix CurrentSlice python wrapper (#7932)
2024-04-16 18:38:53 -03:00
CustomDataNIFTYAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
CustomDataObjectStoreRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CustomDataPropertiesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomDataRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomDataTypeHistoryAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CustomDataUniverseAlgorithm.cs
Refactor universe historical data source (#7837)
2024-03-12 13:41:49 -03:00
CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CustomDataUniverseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomDataUniverseScheduledRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CustomDataZipFileEntryNamesRegressionAlgorithm.cs
Sourcing remote zipped custom data (#7976)
2024-04-26 12:15:01 -04:00
CustomDataZipFileRegressionAlgorithm.cs
Sourcing remote zipped custom data (#7976)
2024-04-26 12:15:01 -04:00
CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
Sourcing remote zipped custom data (#7976)
2024-04-26 12:15:01 -04:00
CustomDataZippedObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomModelsAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomPartialFillModelAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomUniverseImmediateSelectionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
CustomVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
DataConsolidationAlgorithm.cs
Adding unit tests
2020-02-17 11:28:34 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
DefaultMarginComboOrderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DelistedIndexOptionDivestedRegression.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
DelistingEventsAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DisplacedMovingAverageRibbon.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DividendAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
DividendRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DropboxUniverseSelectionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
DuplicateOptionAssignmentRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
EmitInsightsAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
EquityMarginCallAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
EquitySplitHoldingsDailyRegressionAlgorithm.cs
Holdings price adjustment after split (#7985)
2024-05-01 17:42:43 -04:00
EquitySplitHoldingsHourRegressionAlgorithm.cs
Holdings price adjustment after split (#7985)
2024-05-01 17:42:43 -04:00
EquitySplitHoldingsMinuteRegressionAlgorithm.cs
Holdings price adjustment after split (#7985)
2024-05-01 17:42:43 -04:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
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
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FeeModelNotUsingAccountCurrency.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -03:00
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
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FillOutsideHoursMinuteResolutionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FillOutsideHoursSecondResolutionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FillOutsideHoursTickResolutionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
ForexMultiResolutionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
ForwardDataOnlyFillModelAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FractionalQuantityRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FundamentalCustomSelectionTimeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FundamentalRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FundamentalUniverseSelectionRegressionAlgorithm.cs
Refactor universe historical data source (#7837)
2024-03-12 13:41:49 -03:00
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionIndicatorsRegressionAlgorithm.cs
Use SPY as default dividend yield for Index/Future greeks (#8056)
2024-05-28 15:48:21 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FuturesExpiredContractRegression.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
FuturesFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FuturesMomentumAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
FuzzyInferenceAlgorithm.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
HistoryAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
HistoryAuxiliaryDataRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
HistoryTickRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
HourReverseSplitRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
HourSplitRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -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
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -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
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
IndexOptionIndicatorsRegressionAlgorithm.cs
Use SPY as default dividend yield for Index/Future greeks (#8056)
2024-05-28 15:48:21 -03:00
IndexOptionIronCondorAlgorithm.cs
Add SPXW Iron Condor example algorithm (#6880)
2023-02-02 12:26:34 -08:00
IndexOptionModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
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
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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
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
Adding new algorithm data handling options (#7897)
2024-04-04 15:38:50 -03:00
IndicatorHistoryAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
IndicatorSuiteAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
IndicatorVolatilityModelAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
IndicatorWarmupAlgorithm.cs
…
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
InsightScoringRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
InsightTagAlphaRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
InsightWeightingFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
IronCondorStrategyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
IsMarketOpenCheckAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LimitFillRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LongAndShortStraddleStrategiesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LongAndShortStrangleStrategiesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
LongOnlyAlphaStreamAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MACDTrendAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
Update SPX MHDB to match Options (#8013)
2024-05-10 11:46:29 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarginCallEventsAlgorithm.cs
Update Algorithm.CSharp to respect CA1304 and CA1305
2019-09-12 15:30:45 -04:00
MarginRemainingRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarketImpactSlippageModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarketOnOpenOnCloseAlgorithm.cs
Add fillForward parameter to History methods (#7180)
2023-04-17 16:42:13 -03:00
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MeanReversionPortfolioAlgorithm.cs
Skip security initializer for benchmark security (#8012)
2024-05-09 18:09:34 -04:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
MissingTickDataAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
NakedCallStrategyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NakedPutStrategyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NamedArgumentsRegression.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NonDynamicOptionsFilterRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
NoUniverseSelectorRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Update Numerai Demo Algorithms (#7233)
2023-05-03 20:16:34 -03:00
ObjectStoreExampleAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OnEndOfDayRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OnOrderEventExceptionRegression.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OnWarmupFinishedNoWarmup.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OpeningBreakoutAlgorithm.cs
Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
2021-04-07 13:39:49 -03:00
OpenInterestFuturesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionAssignmentRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Holdings price adjustment after split (#7985)
2024-05-01 17:42:43 -04:00
OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionChainProviderAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Fix bug in FrontMonth() option filter (#8044)
2024-05-20 20:04:31 -03:00
OptionChainUniverseImmediateSelectionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityBoxSpreadRegressionAlgorithm.cs
Box Spread Option Strategy (#8041)
2024-05-30 11:41:20 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityConversionRegressionAlgorithm.cs
Add Protective Collar to Option Strategies (#8025)
2024-06-03 12:38:52 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityProtectiveCollarRegressionAlgorithm.cs
Add Protective Collar to Option Strategies (#8025)
2024-06-03 12:38:52 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityReverseConversionRegressionAlgorithm.cs
Add Protective Collar to Option Strategies (#8025)
2024-06-03 12:38:52 -03:00
OptionEquityShortBoxSpreadRegressionAlgorithm.cs
Box Spread Option Strategy (#8041)
2024-05-30 11:41:20 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionExerciseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionExpiryDateOnHolidayCase.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
OptionExpiryDateTodayRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionGreeksRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -03:00
OptionIndicatorsRegressionAlgorithm.cs
Use SPY as default dividend yield for Index/Future greeks (#8056)
2024-05-28 15:48:21 -03:00
OptionModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionOrdersOnSplitRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
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
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionRenameRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionsExpiredContractRegression.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
OptionSplitRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionStrategyFactoryMethodsBaseAlgorithm.cs
ShortButterflyCall and ShortButterflyPut strategies helper factory methods (#7302)
2023-06-08 11:55:48 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Holdings price adjustment after split (#7985)
2024-05-01 17:42:43 -04:00
OrderImmutabilityRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OrderTicketAssignmentDemoAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
OrderTicketDemoAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ParameterizedAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
correlation as lean indicator #6983 (#7543)
2023-11-13 20:40:14 -03:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Avoid duplicate data on FF resolution change (#8053)
2024-05-24 11:58:27 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
QuantConnect.Algorithm.CSharp.csproj
Update pythonnet to 2.0.38 (#8052)
2024-05-24 14:38:53 -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 Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
RangeConsolidatorWithTickAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
RawDataRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
RegressionAlgorithm.cs
Fix fill forward resolution adjustment on removal (#8049)
2024-05-24 10:15:26 -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
Round combo order prices (#8024)
2024-05-15 14:57:30 -04:00
RiskParityPortfolioAlgorithm.cs
Skip security initializer for benchmark security (#8012)
2024-05-09 18:09:34 -04:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Skip security initializer for benchmark security (#8012)
2024-05-09 18:09:34 -04:00
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScaledRawHistoryAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
ScheduledUniverseRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SectorWeightingFrameworkAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SecurityCustomPropertiesAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SecuritySeederRegressionAlgorithm.cs
Skip security initializer for benchmark security (#8012)
2024-05-09 18:09:34 -04:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SetCashOnDataRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SetCustomSettlementModelRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SetHoldingsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
Fixes WarmUpIndicator Overload Inconsistency (#6246)
2022-03-10 10:59:16 -03:00
SparseDataRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
SplitEquityRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SplitPartialShareRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
StableCoinsRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
StartingCapitalRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
StatisticsResultsAlgorithm.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
StopLimitOrderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
StressSymbols.cs
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
SwitchDataModeRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
TickDataFilteringAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
TiingoPriceAlgorithm.cs
Add TiingoNews.HistoricalCrawlOffset - Rename
2019-10-02 13:11:31 -03:00
TimeInForceAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
TrailingStopOrderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
TrainingExampleAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
TrainingInitializeRegressionAlgorithm.cs
Feature improve regression tests (#6245)
2022-03-15 16:51:15 -03:00
TwoLegCurrencyConversionRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UniverseOnlyRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
UniverseSelectedRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UniverseSelectionRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
VolumeRenkoConsolidatorAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
WarmUpAfterInitializeRegression.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
WarmupAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
WarmupConversionRatesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
WarmupFutureRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
WarmupOptionRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -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
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
WarmupTrainRegressionAlgorithm.cs
Add Starting and Ending KPI's (#7811)
2024-03-25 15:40:38 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00
ZeroFeeRegressionAlgorithm.cs
Api Clean up, Documentation and Standarization part two (#7964)
2024-04-26 13:17:34 -03:00