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quantconnect--lean/Common/Securities
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Jhonathan Abreu bf4b08e202
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Fix: adjust option expiry reference date (#8322) 
* Fix: adjust option expiry reference date

* Add universe files

* Update data and other minor changes

* Minor changes

* Add regression algorithm summary
2024-09-13 18:22:26 -04:00
..
Cfd
Add null slippage model (#7580)
2023-11-16 16:03:37 -03:00
Crypto
Add null slippage model (#7580)
2023-11-16 16:03:37 -03:00
CryptoFuture
Add null slippage model (#7580)
2023-11-16 16:03:37 -03:00
CurrencyConversion
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
Equity
Shortable modeling improvements (#7579)
2023-11-16 16:25:56 -03:00
Forex
Add CFD support for IB brokerage model (#7861)
2024-03-25 16:58:17 -04:00
Future
Euro Stoxx 50 Index and Index Futures support (#8278)
2024-09-12 10:00:16 -04:00
FutureOption
Fix bug for NQX index options (#7824)
2024-03-13 11:42:55 -03:00
Index
Index.IsTradable Can Be Set (#7610)
2023-12-06 21:02:10 -03:00
IndexOption
Fix: refresh symbol properties using right type for security. (#8087)
2024-06-11 13:50:33 -04:00
Interfaces
…
Option
Fix: adjust option expiry reference date (#8322)
2024-09-13 18:22:26 -04:00
Positions
Fix minor warnings (#8190)
2024-07-10 14:17:27 -03:00
Volatility
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
AccountCurrencyImmediateSettlementModel.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
AccountEvent.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
AdjustedPriceVariationModel.cs
…
ApplyFundsSettlementModelParameters.cs
Refactor Settlement Model API (#7225)
2023-05-01 11:23:31 -03:00
BrokerageModelSecurityInitializer.cs
Shortable modeling improvements (#7579)
2023-11-16 16:25:56 -03:00
BuyingPower.cs
…
BuyingPowerModel.cs
Fix half of the CA1051 warnings (#8137)
2024-07-03 15:43:17 -03:00
BuyingPowerModelExtensions.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
BuyingPowerParameters.cs
…
Cash.cs
Minor live logging improvements (#7240)
2023-05-12 18:13:37 -03:00
CashAmount.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
CashBook.cs
Performance Securities & CashBook Collections (#7050)
2023-03-06 15:39:32 -03:00
CashBookUpdatedEventArgs.cs
Portfolio.UnsettledCashBook update when quote currency is not the account currency (#6871)
2023-02-09 12:53:52 -03:00
CashBuyingPowerModel.cs
Trailing stop orders (#7402)
2023-07-28 17:49:58 -04:00
CompositeSecurityInitializer.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
ConstantBuyingPowerModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
ContractSecurityFilterUniverse.cs
Fix: adjust option expiry reference date (#8322)
2024-09-13 18:22:26 -04:00
ConvertibleCashAmount.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
DefaultMarginCallModel.cs
Support overriding position group margin requirements (#7286)
2023-05-31 19:53:50 -03:00
DelayedSettlementModel.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
DynamicSecurityData.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
EmptyContractFilter.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
EquityPriceVariationModel.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
ErrorCurrencyConverter.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
FuncSecurityDerivativeFilter.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
FuncSecurityInitializer.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
FuncSecuritySeeder.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs
Filter out small orders based on Setting (#5776)
2021-07-19 13:17:51 -03:00
GetMaximumOrderQuantityResult.cs
Fix minor warnings (#8190)
2024-07-10 14:17:27 -03:00
GetMinimumPriceVariationParameters.cs
…
HasSufficientBuyingPowerForOrderParameters.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
HasSufficientBuyingPowerForOrderResult.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
IBaseCurrencySymbol.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
IBuyingPowerModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
IContinuousSecurity.cs
Continuous Futures Refactor. Live Mappings (#6076)
2021-11-30 21:38:50 -03:00
ICurrencyConverter.cs
…
IdentityCurrencyConverter.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
IDerivativeSecurity.cs
…
IDerivativeSecurityFilter.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
IDerivativeSecurityFilterUniverse.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
IMarginCallModel.cs
…
IMarginInterestRateModel.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
ImmediateSettlementModel.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
InitialMargin.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
InitialMarginParameters.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
InitialMarginRequiredForOrderParameters.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
IOrderEventProvider.cs
…
IOrderProcessor.cs
…
IOrderProvider.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
IPriceVariationModel.cs
…
IRegisteredSecurityDataTypesProvider.cs
…
ISecurityInitializer.cs
…
ISecurityPortfolioModel.cs
…
ISecurityProvider.cs
…
ISecuritySeeder.cs
…
ISettlementModel.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
ISymbol.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
LocalMarketHours.cs
Remove universe selection on extended market dates (#8160)
2024-07-08 11:58:50 -03:00
MaintenanceMargin.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
MaintenanceMarginParameters.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
MarginCallOrdersParameters.cs
Handle margin call orders for position groups (#7137)
2023-04-10 12:42:08 -03:00
MarginInterestRateParameters.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -03:00
MarketHoursDatabase.cs
Fix half of the CA1051 warnings (#8137)
2024-07-03 15:43:17 -03:00
MarketHoursSegment.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
MarketHoursState.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
NullBuyingPowerModel.cs
Adds NullBuyingPowerModel (#6977)
2023-02-20 19:50:24 -03:00
OptionInitialMargin.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
PatternDayTradingMarginModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
RegisteredSecurityDataTypesProvider.cs
Move Securities namespace's messages to Messages folder (#6922)
2023-02-10 11:31:11 -03:00
ReservedBuyingPowerForPosition.cs
…
ReservedBuyingPowerForPositionParameters.cs
…
ScanSettlementModelParameters.cs
Refactor Settlement Model API (#7225)
2023-05-01 11:23:31 -03:00
Security.cs
Fix: refresh symbol properties using right type for security. (#8087)
2024-06-11 13:50:33 -04:00
SecurityCache.cs
Holdings price adjustment after split (#7985)
2024-05-01 17:42:43 -04:00
SecurityCacheDataStoredEventArgs.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
SecurityCacheProvider.cs
Daily future cash settlement (#7226)
2023-05-01 11:25:37 -03:00
SecurityDatabaseKey.cs
Fix half of the CA1051 warnings (#8137)
2024-07-03 15:43:17 -03:00
SecurityDataFilter.cs
…
SecurityDataFilterPythonWrapper.cs
PEP8 style algorithm API (#7909)
2024-04-12 17:29:15 -03:00
SecurityDefinition.cs
New Fundamental Data (#7490)
2023-10-25 15:47:42 -03:00
SecurityDefinitionSymbolResolver.cs
Consolidate Configuration.Get usages (#7796)
2024-02-20 13:37:22 -03:00
SecurityEventArgs.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
SecurityExchange.cs
Remove universe selection on extended market dates (#8160)
2024-07-08 11:58:50 -03:00
SecurityExchangeHours.cs
Remove universe selection on extended market dates (#8160)
2024-07-08 11:58:50 -03:00
SecurityHolding.cs
Minor improvement to Invested holdings flag (#8221)
2024-07-23 10:27:40 -03:00
SecurityHoldingQuantityChangedEventArgs.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
SecurityManager.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
SecurityMarginModel.cs
…
SecurityPortfolioManager.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
SecurityPortfolioModel.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
SecurityPriceVariationModel.cs
…
SecurityService.cs
Throw exception when base currency not found (#8289)
2024-09-04 12:14:53 -03:00
SecurityTransactionManager.cs
Fix win/loss count statistics for options assignments (#7354)
2023-07-10 10:20:29 -03:00
SymbolProperties.cs
Fix bug for NQX index options (#7824)
2024-03-13 11:42:55 -03:00
SymbolPropertiesDatabase.cs
Make SPDB dynamic with periodic updates (#8083)
2024-06-07 15:48:27 -03:00
UniverseManager.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
UnsettledCashAmount.cs
…