quantconnect--lean

Cfd

Update CoinApi symbol mapping + symbol properties database (#4888 )

2020-11-23 19:15:31 -03:00

CryptoFuture

Bybit futures backtesting support (#7530 )

2023-10-26 20:03:10 -03:00

Cryptos

feat: gdax -> coinbase (#7633 )

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

CurrencyConversion

Improve consolidator scan (#7789 )

2024-02-16 17:22:49 -03:00

Forex

Feature Perpetual Crypto Futures (#6807 )

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

FutureOption

Bug add future option ozn (#7791 )

2024-02-16 19:13:04 -03:00

Futures

Fix minor warnings (#8190 )

2024-07-10 14:17:27 -03:00

Index

Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379 )

2021-03-12 20:46:23 -03:00

IndexOption

Expand Index option support (#6849 )

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

Options

Minor changes and test fixes

2024-08-28 12:18:52 -04:00

Positions

Fix position group order quantity calculation for delta/target buying power (#7230 )

2023-05-26 17:22:58 -04:00

AccountCurrencyImmediateSettlementModelTests.cs

FreePortfolioValuePercentage Trailing Behavior (#7272 )

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

BaseVolatilityModelTests.cs

Handle price discontinuity on volatility models (#7058 )

2023-03-13 13:11:30 -03:00

BrokerageModelSecurityInitializerTests.cs

Daily data time adjustment (#8001 )

2024-05-20 17:28:03 -03:00

BuyingPowerModelComparator.cs

Fix position group order quantity calculation for delta/target buying power (#7230 )

2023-05-26 17:22:58 -04:00

BuyingPowerModelTests.cs

BuyingPowerModel Fixes (#5996 )

2021-10-20 16:37:20 -03:00

CashAmountTests.cs

Fix OrderFee round trip serialization

2020-04-03 19:11:29 -03:00

CashBookTests.cs

Unsettled cash conversion rate update (#6961 )

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

CashBuyingPowerModelTests.cs

feat: gdax -> coinbase (#7633 )

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

CashTests.cs

Improve consolidator scan (#7789 )

2024-02-16 17:22:49 -03:00

DelayedSettlementModelTests.cs

FreePortfolioValuePercentage Trailing Behavior (#7272 )

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

DynamicSecurityDataTests.cs

Add Pythonnet's ClrBubbledException interpreter (#7523 )

2023-10-20 11:26:47 -03:00

ErrorCurrencyConverterTests.cs

Add ICurrencyConverter to Security constructors

2018-10-10 11:17:12 -04:00

FakeOrderProcessor.cs

Fix second half of the CA1051 warnings (#8140 )

2024-07-05 13:54:03 -03:00

FutureFilterTests.cs

Address peer review

2024-08-26 11:02:18 -04:00

FutureMarginBuyingPowerModelTests.cs

Remove securities from algorithm collection (#7573 )

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

FutureOptionMarginBuyingPowerModelTests.cs

Duplicate Futures.Energies (#8082 )

2024-06-06 19:39:05 -03:00

IdentityCurrencyConverterTests.cs

Refactor previous commits

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

ImmediateSettlementModelTests.cs

FreePortfolioValuePercentage Trailing Behavior (#7272 )

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

IndicatorVolatilityModelTests.cs

Handle price discontinuity on volatility models (#7058 )

2023-03-13 13:11:30 -03:00

LocalMarketHoursTests.cs

Fix LocalMarketHours.GetMarketClose for extended market hours (#6516 )

2022-07-29 12:31:10 -03:00

MarginCallModelTests.cs

FreePortfolioValuePercentage Trailing Behavior (#7272 )

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

MarketHoursDatabaseTests.cs

Fix bug in LiveTradingRealTimeHandler (#7696 )

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

OptionFilterTests.cs

Address peer review

2024-08-26 11:02:18 -04:00

OptionMarginBuyingPowerModelTests.cs

Fix bug for NQX index options (#7824 )

2024-03-13 11:42:55 -03:00

OptionPriceModelTests.cs

Fix bug for NQX index options (#7824 )

2024-03-13 11:42:55 -03:00

OptionStrategyFilterTests.cs

Address peer review

2024-08-26 11:02:18 -04:00

OptionStrategyPositionGroupBuyingPowerModelTests.cs

OptionStrategies for Iron Butterfly (#8072 )

2024-06-28 10:07:39 -03:00

PatternDayTradingMarginBuyingPowerModelTests.cs

Merge branches 7501 and 7506 (#7605 )

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

PriceVariationModelsTests.cs

Update SPDB and add unit test (#7613 )

2023-12-06 20:39:40 -03:00

ProcessVolatilityHistoryRequirementsTests.cs

Fix warnings part 5 (#8105 )

2024-06-26 10:11:36 -03:00

RelativeStandardDeviationVolatilityModelTests.cs

Handle price discontinuity on volatility models (#7058 )

2023-03-13 13:11:30 -03:00

SecurityCacheProviderTests.cs

Remove Quandl from LEAN (#6110 )

2022-01-12 12:10:20 -03:00

SecurityCacheTests.cs

New Fundamental Data (#7490 )

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

SecurityDatabaseKeyTests.cs

Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373 )

2021-03-09 10:52:14 -03:00

SecurityDefinitionSymbolResolverTests.cs

New Fundamental Data (#7490 )

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

SecurityDefinitionTests.cs

New Fundamental Data (#7490 )

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

SecurityExchangeHoursTests.cs

Fix CA1829 warning (#8188 )

2024-07-10 14:08:28 -03:00

SecurityHoldingTests.cs

Option Margin Strategies (#5511 )

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

SecurityIdentifierTests.cs

Fix label bug in QCAlgorihtm.Python.History() when requesting data for BaseCollection Datasets (#8093 )

2024-06-27 15:57:25 -03:00

SecurityManagerTests.cs

Improve consolidator scan (#7789 )

2024-02-16 17:22:49 -03:00

SecurityMarginModelTests.cs

Refactor Settlement Model API (#7225 )

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

SecurityPortfolioManagerTests.cs

Fix warnings part 5 (#8105 )

2024-06-26 10:11:36 -03:00

SecurityPortfolioModelTests.cs

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

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

SecurityPositionGroupBuyingPowerModelTests.cs

Fix position group order quantity calculation for delta/target buying power (#7230 )

2023-05-26 17:22:58 -04:00

SecurityServiceTests.cs

Improve consolidator scan (#7789 )

2024-02-16 17:22:49 -03:00

SecurityTests.cs

Minor improvement to Invested holdings flag (#8221 )

2024-07-23 10:27:40 -03:00

SecurityTransactionManagerTests.cs

Fix warnings part 5 (#8105 )

2024-06-26 10:11:36 -03:00

StandardDeviationOfReturnsVolatilityModelTests.cs

Handle price discontinuity on volatility models (#7058 )

2023-03-13 13:11:30 -03:00

SubscriptionDataConfigTests.cs

CompositeDataQueueHandler handles duplicate configs (#6101 )

2021-12-09 14:53:04 -03:00

SymbolPropertiesDatabaseTests.cs

Fix: Coinbase MinimumOrderSize tests based on new SPDB data (#8276 )

2024-08-23 11:47:45 -03:00

TestAccountCurrencyProvider.cs

Refactor previous commits

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

TestDefaultMarginCallModel.cs

Handle margin call orders for position groups (#7137 )

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

TradingCalendarTests.cs

Add Useful Error Message on TradingCalendar (#5588 )

2021-05-24 11:09:29 -03:00

UniverseManagerTests.cs

Remove SecurityInitializer from Universe Selection (#5418 )

2021-05-28 14:53:13 -03:00