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Martin-Molinero cda769df74
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Add Nikkei 225 index support (#8529) 
- Add Osaka exchange for nikkei index. Adding regression test
- Improve default market resolution
2025-01-14 17:08:36 -03:00
..
Alphas
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Benchmarks
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CapacityTests
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Properties
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RegressionTests
Collective2 - No index option (#8494)
2025-01-08 16:58:31 -03:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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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
AddBetaIndicatorNewAssetsRegressionAlgorithm.cs
Fix bug in beta value computation (#8466)
2024-12-20 18:22:04 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Fix bug in beta value computation (#8466)
2024-12-20 18:22:04 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -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
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
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AdjustedVolumeRegressionAlgorithm.cs
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AlgorithmModeAndDeploymentTargetAlgorithm.cs
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AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
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AsynchronousUniverseRegressionAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
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AuxiliaryDataHandlersRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
BaseFrameworkRegressionAlgorithm.cs
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BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicSetAccountCurrencyWithAmountAlgorithm.cs
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BasicTemplateAlgorithm.cs
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BasicTemplateAxosAlgorithm.cs
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BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
Let delistings through for internal subscriptions (#8398)
2024-11-25 11:41:02 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Fix delisting time handling in SubscriptionDataReader (#8470)
2025-01-13 10:22:14 -04:00
BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
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BasicTemplateCryptoFutureHourlyAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
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BasicTemplateEurexFuturesAlgorithm.cs
Let delistings through for internal subscriptions (#8398)
2024-11-25 11:41:02 -03:00
BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
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BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
BasicTemplateFuturesAlgorithm.cs
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BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
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BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
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BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
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BasicTemplateFuturesHourlyAlgorithm.cs
Let delistings through for internal subscriptions (#8398)
2024-11-25 11:41:02 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
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BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Fix delisting time handling in SubscriptionDataReader (#8470)
2025-01-13 10:22:14 -04:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Fix delisting time handling in SubscriptionDataReader (#8470)
2025-01-13 10:22:14 -04:00
BasicTemplateHourlyAlgorithm.cs
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BasicTemplateIndexAlgorithm.cs
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BasicTemplateIndexDailyAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
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BasicTemplateIndexOptionsAlgorithm.cs
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BasicTemplateIndexOptionsDailyAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Fix 0DTE index options selection (#8418)
2024-11-20 09:18:11 -04:00
BasicTemplateIndiaAlgorithm.cs
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BasicTemplateIndiaIndexAlgorithm.cs
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BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
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
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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
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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
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
BasicTemplateTradableIndexAlgorithm.cs
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BinanceCashAccountFeeRegressionAlgorithm.cs
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BinanceMarginAccountFeeRegressionAlgorithm.cs
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BitfinexCashAccountFeeRegressionAlgorithm.cs
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BitfinexMarginAccountFeeRegressionAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
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BrokerageActivityEventHandlingAlgorithm.cs
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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BybitCryptoFuturesRegressionAlgorithm.cs
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BybitCryptoRegressionAlgorithm.cs
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BybitCustomDataCryptoRegressionAlgorithm.cs
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CallbackCommandRegressionAlgorithm.cs
Enhance command support (#8348)
2024-09-30 16:01:08 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
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CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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ClassicRangeConsolidatorAlgorithm.cs
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ClassicRangeConsolidatorWithTickAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
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CoarseFineAsyncUniverseRegressionAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
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CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
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Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
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Collective2SignalExportDemonstrationAlgorithm.cs
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ComboLegLimitOrderAlgorithm.cs
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
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ComboOrdersFillModelAlgorithm.cs
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ComboOrderTicketDemoAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
CompleteOrderTagUpdateAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateDifferentTickTypesRegressionAlgorithm.cs
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ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs
Fix bug when consolidating hourly bars into daily ones (#8442)
2024-12-06 14:42:40 -05:00
ConsolidateRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ConsolidateScanRegressionAlgorithm.cs
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ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
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ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
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ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
Let delistings through for internal subscriptions (#8398)
2024-11-25 11:41:02 -03:00
ContinuousFutureRegressionAlgorithm.cs
Let delistings through for internal subscriptions (#8398)
2024-11-25 11:41:02 -03:00
ContinuousFutureRolloverBaseRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
ConvertToFrameworkAlgorithm.cs
…
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
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CorrelationTypeComparisonRegressionAlgorithm.cs
Fix correlation type (#8426)
2024-11-26 14:05:49 -03:00
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
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CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
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CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBrokerageModelRegressionAlgorithm.cs
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CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
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CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataObjectStoreRegressionAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
Fix: Broken Regression Algorithms (#8366)
2024-10-10 11:36:18 -03:00
CustomDataRegressionAlgorithm.cs
Fix: Broken Regression Algorithms (#8366)
2024-10-10 11:36:18 -03:00
CustomDataTypeHistoryAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
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CustomDataUniverseRegressionAlgorithm.cs
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CustomDataUniverseScheduledRegressionAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
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CustomDataZipFileEntryNamesRegressionAlgorithm.cs
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CustomDataZipFileRegressionAlgorithm.cs
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CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
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CustomDataZippedObjectStoreRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomOptionAssignmentRegressionAlgorithm.cs
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CustomOptionExerciseModelRegressionAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
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CustomPortfolioOptimizerRegressionAlgorithm.cs
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CustomSecurityDataFilterRegressionAlgorithm.cs
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CustomSecurityInitializerAlgorithm.cs
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CustomShortableProviderRegressionAlgorithm.cs
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CustomUniverseImmediateSelectionRegressionAlgorithm.cs
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CustomUniverseSelectionModelRegressionAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
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CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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CustomVolatilityModelAlgorithm.cs
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CustomWarmUpPeriodIndicatorAlgorithm.cs
…
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
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DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
…
DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
…
DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
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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
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Let delistings through for internal subscriptions (#8398)
2024-11-25 11:41:02 -03:00
DelistedIndexOptionDivestedRegression.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
DelistingEventsAlgorithm.cs
…
DelistingFutureOptionDailyRegressionAlgorithm.cs
…
DelistingFutureOptionRegressionAlgorithm.cs
…
DescendingCustomDataObjectStoreRegressionAlgorithm.cs
Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352)
2024-10-07 18:16:33 -03:00
DisplacedMovingAverageRibbon.cs
…
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
…
DropboxUniverseSelectionAlgorithm.cs
…
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
…
DuplicateOptionAssignmentRegressionAlgorithm.cs
…
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DynamicSecurityDataRegressionAlgorithm.cs
…
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
…
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
…
EmitInsightNoAlphaModelAlgorithm.cs
…
EmitInsightsAlgorithm.cs
…
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
…
EquityMarginCallAlgorithm.cs
…
EquitySplitHoldingsDailyRegressionAlgorithm.cs
…
EquitySplitHoldingsHourRegressionAlgorithm.cs
…
EquitySplitHoldingsMinuteRegressionAlgorithm.cs
…
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
…
EquityTradeAndQuotesRegressionAlgorithm.cs
…
ETFConstituentsFrameworkAlgorithm.cs
…
ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
…
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
…
ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
…
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
…
FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
…
FillForwardStrictEndTimeHourRegressionAlgorithm.cs
…
FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
…
FillOutsideHoursHourResolutionAlgorithm.cs
…
FillOutsideHoursMinuteResolutionAlgorithm.cs
…
FillOutsideHoursSecondResolutionAlgorithm.cs
…
FillOutsideHoursTickResolutionAlgorithm.cs
…
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
…
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
…
ForexMultiResolutionRegressionAlgorithm.cs
…
ForwardDataOnlyFillModelAlgorithm.cs
…
FractionalQuantityRegressionAlgorithm.cs
…
FreePortfolioValueFixedRegressionAlgorithm.cs
…
FreePortfolioValueRegressionAlgorithm.cs
…
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
…
FundamentalCustomSelectionTimeRegressionAlgorithm.cs
…
FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
…
FundamentalRegressionAlgorithm.cs
…
FundamentalUniverseSelectionRegressionAlgorithm.cs
…
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
…
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
FutureOptionHourlyRegressionAlgorithm.cs
…
FutureOptionIndicatorsRegressionAlgorithm.cs
Greeks calculation on expiration date (#8465)
2024-12-13 18:23:31 -04:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
…
FuturesDailySettlementShortRegressionAlgorithm.cs
…
FuturesExpiredContractRegression.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FuturesFrameworkRegressionAlgorithm.cs
…
FutureSharingTickerRegressionAlgorithm.cs
…
FuturesMomentumAlgorithm.cs
…
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
…
HistoryAlgorithm.cs
…
HistoryAuxiliaryDataRegressionAlgorithm.cs
…
HistoryProviderManagerRegressionAlgorithm.cs
…
HistoryTickRegressionAlgorithm.cs
…
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
…
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
HSIFutureDailyRegressionAlgorithm.cs
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
HSIFutureHourRegressionAlgorithm.cs
Add Nikkei 225 index support (#8529)
2025-01-14 17:08:36 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
ImmediateExecutionModelWorksWithBinanceFeeModel.cs
Fix bug ImmediateExecutionModel when using Crypto (#8355)
2024-10-07 16:46:37 -03:00
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
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionChainApisConsistencyRegressionAlgorithm.cs
Fix 0DTE index options selection (#8418)
2024-11-20 09:18:11 -04:00
IndexOptionIndicatorsRegressionAlgorithm.cs
Greeks calculation on expiration date (#8465)
2024-12-13 18:23:31 -04:00
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionModelsConsistencyRegressionAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionScaledStrikeRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
IndexSecurityCanBeTradableRegressionAlgorithm.cs
Fix bug in Index security (#8472)
2024-12-23 16:32:25 -03:00
IndexSecurityIsNotTradableRegressionAlgorithm.cs
Fix bug in Index security (#8472)
2024-12-23 16:32:25 -03:00
IndiaDataRegressionAlgorithm.cs
…
IndicatorHistoryAlgorithm.cs
…
IndicatorHistoryRegressionAlgorithm.cs
…
IndicatorSelectorsWorkWithDifferentOptions.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
IndicatorSuiteAlgorithm.cs
…
IndicatorVolatilityModelAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
…
IndicatorWithRenkoBarsRegressionAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
…
InsightScoringRegressionAlgorithm.cs
…
InsightTagAlphaRegressionAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
…
InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
…
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
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
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
…
MACDTrendAlgorithm.cs
…
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
…
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
…
MarketImpactSlippageModelRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
…
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
…
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
…
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MeanReversionPortfolioAlgorithm.cs
…
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
…
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiResolutionConsolidators.cs
…
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
…
NikkeiIndexRegressionAlgorithm.cs
Add Nikkei 225 index support (#8529)
2025-01-14 17:08:36 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
NonDynamicOptionsFilterRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
NoUniverseSelectorRegressionAlgorithm.cs
…
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
OptionChainApisConsistencyRegressionAlgorithm.cs
Fix 0DTE index options selection (#8418)
2024-11-20 09:18:11 -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
OptionChainsMultipleFullDataRegressionAlgorithm.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
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
OptionEquityCallBackspreadRegressionAlgorithm.cs
Add Backspread Option Strategies (#8312)
2024-09-26 16:57:20 -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
OptionEquityPutBackspreadRegressionAlgorithm.cs
Add Backspread Option Strategies (#8312)
2024-09-26 16:57:20 -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
OptionEquityShortCallBackspreadRegressionAlgorithm.cs
Add Backspread Option Strategies (#8312)
2024-09-26 16:57:20 -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
OptionEquityShortPutBackspreadRegressionAlgorithm.cs
Add Backspread Option Strategies (#8312)
2024-09-26 16:57:20 -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
OptionExerciseOnExpiryAndNonTradableDateRegressionAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
OptionExerciseOnExpiryAndNonTradableDateWithOptionSelectionRegressionAlgorithm.cs
Fix delisting time handling in SubscriptionDataReader (#8470)
2025-01-13 10:22:14 -04:00
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
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
OptionIndicatorsRegressionAlgorithm.cs
Greeks calculation on expiration date (#8465)
2024-12-13 18:23:31 -04:00
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
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Fix 0DTE index options selection (#8418)
2024-11-20 09:18:11 -04:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Fix 0DTE index options selection (#8418)
2024-11-20 09:18:11 -04:00
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
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -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
…
OrderSubmissionDataRegressionAlgorithm.cs
…
OrderTicketAssignmentDemoAlgorithm.cs
…
OrderTicketDemoAlgorithm.cs
…
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
…
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
…
PeriodConsolidatorRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
…
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
…
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
…
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
…
PortfolioTargetTagsRegressionAlgorithm.cs
…
ProcessSplitSymbolsRegressionAlgorithm.cs
…
QuantConnect.Algorithm.CSharp.csproj
Update pythonnet to net9 (#8475)
2024-12-20 18:21:44 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RangeConsolidatorAlgorithm.cs
…
RangeConsolidatorWithTickAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
…
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
…
RegisterIndicatorRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
RegressionAlgorithm.cs
…
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
RiskParityPortfolioAlgorithm.cs
…
RiskParityPortfolioWeightsCheckAlgorithm.cs
…
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
…
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
…
ScaledRawHistoryAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseRegressionAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
…
SectorExposureRiskFrameworkAlgorithm.cs
…
SectorWeightingFrameworkAlgorithm.cs
…
SecurityCustomPropertiesAlgorithm.cs
…
SecuritySeederRegressionAlgorithm.cs
…
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
…
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
…
SetCashOnDataRegressionAlgorithm.cs
…
SetCustomSettlementModelRegressionAlgorithm.cs
…
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
…
SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingsFutureRegressionAlgorithm.cs
…
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
…
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsRegressionAlgorithm.cs
…
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
…
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
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SparseDataRegressionAlgorithm.cs
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SplitEquityRegressionAlgorithm.cs
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SplitOnTradeBuilderRegressionAlgorithm.cs
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SplitPartialShareRegressionAlgorithm.cs
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SpreadExecutionModelRegressionAlgorithm.cs
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StableCoinsRegressionAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
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StartingCapitalRegressionAlgorithm.cs
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StatisticsResultsAlgorithm.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.cs
Fix warming up bug QCAlgorithm.WarmUpIndicator() (#8431)
2024-11-29 16:35:37 -03:00
StopLimitOrderRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StrictEndTimeLowerResolutionFillForwardRegressionAlgorithm.cs
Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)
2024-11-29 09:52:01 -04:00
StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm.cs
Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)
2024-11-29 09:52:01 -04:00
StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
TickDataFilteringAlgorithm.cs
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TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
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TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
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TrailingStopOrderRegressionAlgorithm.cs
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TrailingStopRiskFrameworkRegressionAlgorithm.cs
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TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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TwoLegCurrencyConversionRegressionAlgorithm.cs
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UniverseOnlyRegressionAlgorithm.cs
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UniverseSelectedRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
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UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
2024-09-11 15:15:51 -04:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
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UniverseUnchangedRegressionAlgorithm.cs
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UnregisterIndicatorRegressionAlgorithm.cs
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UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
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UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
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UserDefinedUniverseAlgorithm.cs
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VolatilityModelsWithRawDataAlgorithm.cs
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VolumeRenkoConsolidatorAlgorithm.cs
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VolumeShareSlippageModelAlgorithm.cs
Add example on volume share slippage model (#8437)
2024-12-09 15:37:35 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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WarmUpAfterInitializeRegression.cs
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WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
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WarmupDailyResolutionRegressionAlgorithm.cs
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WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
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WarmupDataTypesRegressionAlgorithm.cs
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WarmupFutureRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountRegressionAlgorithm.cs
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WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
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WarmupLowerResolutionOptionRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
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WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
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WarmupMinuteResolutionRegressionAlgorithm.cs
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WarmupOptionRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
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WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
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WarmupSelectionBarCountRegressionAlgorithm.cs
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WarmupSelectionRegressionAlgorithm.cs
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WarmupTrainRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroDTEIndexOptionsRegressionAlgorithm.cs
Fix 0DTE index options selection (#8418)
2024-11-20 09:18:11 -04:00
ZeroDTEOptionsRegressionAlgorithm.cs
Fix 0DTE index options selection (#8418)
2024-11-20 09:18:11 -04:00
ZeroedBenchmarkRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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