github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
16636
quantconnect--lean/Algorithm.CSharp
T
History
Martin-Molinero 6351773a01
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Option universe resolution improvements (#8324) 
* Option universe improvements

- Improvement for resolution handling of option universes, affecting
  performance in live mode. Adding regression algorithm

* Minor fix for research test
2024-09-16 10:22:58 -03:00
..
Alphas
…
Benchmarks
…
CapacityTests
…
Properties
…
RegressionTests
Option universe resolution improvements (#8324)
2024-09-16 10:22:58 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
…
AddAlphaModelAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddBetaIndicatorRegressionAlgorithm.cs
…
AddFutureContractWithContinuousRegressionAlgorithm.cs
…
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
…
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddOptionContractTwiceRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
…
AddRemoveSecurityRegressionAlgorithm.cs
…
AddRiskManagementAlgorithm.cs
…
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddUniverseSelectionModelAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
AdjustedVolumeRegressionAlgorithm.cs
…
AlgorithmModeAndDeploymentTargetAlgorithm.cs
…
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
AsynchronousUniverseRegressionAlgorithm.cs
…
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
…
AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
…
AutomaticIndicatorWarmupRegressionAlgorithm.cs
…
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
AuxiliaryDataHandlersRegressionAlgorithm.cs
…
BacktestingBrokerageRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BaseFrameworkRegressionAlgorithm.cs
…
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
…
BasicSetAccountCurrencyWithAmountAlgorithm.cs
…
BasicTemplateAlgorithm.cs
…
BasicTemplateAxosAlgorithm.cs
…
BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateCryptoAlgorithm.cs
…
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
…
BasicTemplateCryptoFutureHourlyAlgorithm.cs
…
BasicTemplateDailyAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateEurexFuturesAlgorithm.cs
Euro Stoxx 50 Index and Index Futures support (#8278)
2024-09-12 10:00:16 -04:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
…
BasicTemplateFutureOptionAlgorithm.cs
…
BasicTemplateFutureRolloverAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateFuturesAlgorithm.cs
…
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
…
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
…
BasicTemplateFuturesHistoryAlgorithm.cs
…
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
…
BasicTemplateFuturesHourlyAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
…
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
…
BasicTemplateIndexOptionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateIndiaAlgorithm.cs
…
BasicTemplateIndiaIndexAlgorithm.cs
…
BasicTemplateIntrinioEconomicData.cs
…
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateOptionsAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateOptionsConsolidationAlgorithm.cs
…
BasicTemplateOptionsDailyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BasicTemplateTradableIndexAlgorithm.cs
…
BinanceCashAccountFeeRegressionAlgorithm.cs
…
BinanceMarginAccountFeeRegressionAlgorithm.cs
…
BitfinexCashAccountFeeRegressionAlgorithm.cs
…
BitfinexMarginAccountFeeRegressionAlgorithm.cs
…
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
…
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
BybitCryptoFuturesRegressionAlgorithm.cs
…
BybitCryptoRegressionAlgorithm.cs
…
BybitCustomDataCryptoRegressionAlgorithm.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
…
CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
…
ClassicRangeConsolidatorAlgorithm.cs
…
ClassicRangeConsolidatorWithTickAlgorithm.cs
…
ClassicRenkoConsolidatorAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CoarseFineAsyncUniverseRegressionAlgorithm.cs
…
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CoarseFundamentalTop3Algorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
…
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
…
Collective2SignalExportDemonstrationAlgorithm.cs
…
ComboLegLimitOrderAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
ComboLimitOrderAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
ComboMarketOrderAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
ComboOrderAlgorithm.cs
…
ComboOrdersFillModelAlgorithm.cs
…
ComboOrderTicketDemoAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
CompleteOrderTagUpdateAlgorithm.cs
…
CompositeAlphaModelFrameworkAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
…
ConfidenceWeightedFrameworkAlgorithm.cs
…
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
…
ConsolidateRegressionAlgorithm.cs
…
ConsolidateScanRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
…
ContinuousFutureBackMonthRegressionAlgorithm.cs
…
ContinuousFutureHistoryRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
…
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
…
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
…
ContinuousFutureRegressionAlgorithm.cs
…
ContinuousFuturesDailyRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ConvertToFrameworkAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
…
CoveredAndProtectiveCallStrategiesAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
…
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
…
CustomBenchmarkAlgorithm.cs
…
CustomBenchmarkRegressionAlgorithm.cs
…
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBrokerageModelRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
…
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
…
CustomDataBitcoinAlgorithm.cs
…
CustomDataIndicatorExtensionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataObjectStoreRegressionAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
…
CustomDataRegressionAlgorithm.cs
…
CustomDataTypeHistoryAlgorithm.cs
…
CustomDataUniverseAlgorithm.cs
…
CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
…
CustomDataUniverseRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomDataUniverseScheduledRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
…
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
…
CustomDataZipFileEntryNamesRegressionAlgorithm.cs
…
CustomDataZipFileRegressionAlgorithm.cs
…
CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
…
CustomDataZippedObjectStoreRegressionAlgorithm.cs
…
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
…
CustomModelsAlgorithm.cs
…
CustomOptionAssignmentRegressionAlgorithm.cs
…
CustomOptionExerciseModelRegressionAlgorithm.cs
…
CustomPartialFillModelAlgorithm.cs
…
CustomPortfolioOptimizerRegressionAlgorithm.cs
…
CustomSecurityDataFilterRegressionAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomUniverseImmediateSelectionRegressionAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
…
CustomVolatilityModelAlgorithm.cs
…
CustomWarmUpPeriodIndicatorAlgorithm.cs
…
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
…
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultFutureChainRegressionAlgorithm.cs
…
DefaultMarginComboOrderRegressionAlgorithm.cs
…
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
…
DefaultOptionPriceModelRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
…
DelistedIndexOptionDivestedRegression.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
DelistingEventsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
…
DisplacedMovingAverageRibbon.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DropboxUniverseSelectionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
…
DuplicateOptionAssignmentRegressionAlgorithm.cs
…
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
EmitInsightsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
…
EquityMarginCallAlgorithm.cs
…
EquitySplitHoldingsDailyRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
EquitySplitHoldingsHourRegressionAlgorithm.cs
…
EquitySplitHoldingsMinuteRegressionAlgorithm.cs
…
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
…
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
…
ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FillForwardStrictEndTimeHourRegressionAlgorithm.cs
…
FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
…
FillOutsideHoursMinuteResolutionAlgorithm.cs
…
FillOutsideHoursSecondResolutionAlgorithm.cs
…
FillOutsideHoursTickResolutionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
…
ForwardDataOnlyFillModelAlgorithm.cs
…
FractionalQuantityRegressionAlgorithm.cs
Fix: Coinbase MinimumOrderSize tests based on new SPDB data (#8276)
2024-08-23 11:47:45 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FundamentalCustomSelectionTimeRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FundamentalRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
FundamentalUniverseSelectionRegressionAlgorithm.cs
…
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
…
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionDailyRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionIndicatorsRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
…
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
…
FuturesDailySettlementLongRegressionAlgorithm.cs
…
FuturesDailySettlementShortRegressionAlgorithm.cs
…
FuturesExpiredContractRegression.cs
…
FuturesExtendedMarketHoursRegressionAlgorithm.cs
…
FuturesFrameworkRegressionAlgorithm.cs
…
FutureSharingTickerRegressionAlgorithm.cs
…
FuturesMomentumAlgorithm.cs
…
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
HistoryAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
HistoryAuxiliaryDataRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
…
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
…
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionIndicatorsRegressionAlgorithm.cs
Dividend yield calculation fix (#8264)
2024-08-19 09:30:05 -04:00
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionModelsConsistencyRegressionAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionScaledStrikeRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndiaDataRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
IndicatorHistoryAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
IndicatorHistoryRegressionAlgorithm.cs
Minor indicator history fix (#8270)
2024-08-22 16:48:26 -03:00
IndicatorSelectorsWorkWithDifferentOptions.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
IndicatorSuiteAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
IndicatorVolatilityModelAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
IndicatorWarmupAlgorithm.cs
…
IndicatorWithRenkoBarsRegressionAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
…
InsightScoringRegressionAlgorithm.cs
…
InsightTagAlphaRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
InsightWeightingFrameworkAlgorithm.cs
…
InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
IronCondorStrategyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
IsMarketOpenCheckAlgorithm.cs
…
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
…
LargeQuantityOptionStrategyAlgorithm.cs
Option universe resolution improvements (#8324)
2024-09-16 10:22:58 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedRegressionAlgorithm.cs
…
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
…
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongAndShortButterflyCallStrategiesAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
LongAndShortStraddleStrategiesAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
LongAndShortStrangleStrategiesAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
LongOnlyAlphaStreamAlgorithm.cs
…
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
MACDTrendAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
…
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
MarketImpactSlippageModelRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
…
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
…
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
…
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MeanReversionPortfolioAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiResolutionConsolidators.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedCallStrategyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
NakedPutStrategyAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
NamedArgumentsRegression.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
NonDynamicOptionsFilterRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
NoUniverseSelectorRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
…
NumeraiSignalExportDemonstrationAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
…
OptionAssignmentRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
OptionChainConsistencyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Option universe resolution improvements (#8324)
2024-09-16 10:22:58 -03:00
OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionChainFullDataRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
OptionChainProviderAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionChainUniverseImmediateSelectionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallLadderRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBearPutLadderRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBoxSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBullCallLadderRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBullPutLadderRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityConversionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityIronButterflyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityJellyRollRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityProtectiveCollarRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityReverseConversionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityShortBoxSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityShortIronButterflyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityShortIronCondorRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityShortJellyRollRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionExerciseRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionGreeksRegressionAlgorithm.cs
…
OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionIndicatorsRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionModelsConsistencyRegressionAlgorithm.cs
…
OptionNoTimeInUniverseRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionOpenInterestRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionOrdersOnSplitRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionRenameDailyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionRenameRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionResolutionRegressionAlgorithm.cs
Option universe resolution improvements (#8324)
2024-09-16 10:22:58 -03:00
OptionsExpiredContractRegression.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
…
OptionSplitRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFactoryMethodsBaseAlgorithm.cs
…
OptionStrategyFilteringUniverseBaseAlgorithm.cs
…
OptionStrategyFilteringUniverseBoxSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseCallButterflyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseCallCalendarSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseCallLadderRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseCallSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseConversionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseIronCondorRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseJellyRollRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseProtectiveCollarRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniversePutButterflyRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniversePutCalendarSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniversePutLadderRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniversePutSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseSingleCallRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseSinglePutRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseStraddleRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyFilteringUniverseStrangleRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
…
OptionSymbolCanonicalRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
OptionTimeSliceRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
OptionUniverseFilterGreeksRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionUniverseFilterOptionsDataLinqRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionUniverseFilterOptionsDataRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionUniverseHistoryRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
…
OrderTicketAssignmentDemoAlgorithm.cs
…
OrderTicketDemoAlgorithm.cs
…
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
…
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
…
PeriodConsolidatorRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
…
ProcessSplitSymbolsRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
QuantConnect.Algorithm.CSharp.csproj
…
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RangeConsolidatorAlgorithm.cs
…
RangeConsolidatorWithTickAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
RegisterIndicatorRegressionAlgorithm.cs
…
RegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
RiskParityPortfolioAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
…
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
…
ScaledRawHistoryAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseRegressionAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
…
SectorExposureRiskFrameworkAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
SectorWeightingFrameworkAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
SecurityCustomPropertiesAlgorithm.cs
…
SecuritySeederRegressionAlgorithm.cs
…
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
…
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
SetCashOnDataRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
SetCustomSettlementModelRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
…
SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingsFutureRegressionAlgorithm.cs
…
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
…
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitEquityRegressionAlgorithm.cs
…
SplitOnTradeBuilderRegressionAlgorithm.cs
…
SplitPartialShareRegressionAlgorithm.cs
…
SpreadExecutionModelRegressionAlgorithm.cs
…
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
…
StartingCapitalRegressionAlgorithm.cs
…
StatisticsResultsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
StopLimitOrderRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
…
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
TickDataFilteringAlgorithm.cs
…
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
…
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
TrailingStopOrderRegressionAlgorithm.cs
…
TrailingStopRiskFrameworkRegressionAlgorithm.cs
…
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
…
UniverseOnlyRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
UniverseSelectedRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
UniverseSelectionRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
…
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
…
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
VolumeRenkoConsolidatorAlgorithm.cs
…
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
…
WarmUpAfterInitializeRegression.cs
…
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
…
WarmupDailyResolutionRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
…
WarmupDataTypesRegressionAlgorithm.cs
…
WarmupFutureRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
…
WarmupOptionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
…
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupSelectionRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupTrainRegressionAlgorithm.cs
…
WeeklyUniverseSelectionRegressionAlgorithm.cs
…
ZeroDTEOptionsRegressionAlgorithm.cs
Fix: adjust option expiry reference date (#8322)
2024-09-13 18:22:26 -04:00
ZeroedBenchmarkRegressionAlgorithm.cs
…
ZeroFeeRegressionAlgorithm.cs
…