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Jhonathan Abreu 546afd2a61
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Async orders in execution models (#8872) 
* Changed default async to true and passed target.Tag

* Make execution models place orders asynchronously if specified

* Add unit tests

* Execution model default to asynchronous orders.

Also, minor fixes for tickets remaining fill quantity potential race conditions

* Add SecurityHolding.UnrealizedQuantity property

It gets the holding quantity the security will have once all open orders are filled.
Added for thread safety reasons when execution models place asynchronous orders and need to calculate the actual quantity needed to reach the target of there are open orders

* Some cleanup

* Adjust projected holdings quantity on splits

* Minor fix

* More changes and cleanup

* Minor fix

* Improvements for thread safety

* Add IOrderProvider.GetProjectedHoldings to get projected holdings atomically

* Minor unit tests fix

* Add ProjectedHoldings DTO class

* Address peer review

---------

Co-authored-by: arthiondaena <arthiondaena@gmail.com>
2025-07-21 13:11:03 -04:00
..
Alphas
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Benchmarks
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
CapacityTests
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Properties
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RegressionTests
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddAlphaModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddBetaIndicatorNewAssetsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddFutureUniverseSelectionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddOptionUniverseSelectionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddRiskManagementAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddUniverseSelectionModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AlgorithmModeAndDeploymentTargetAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AsynchronousUniverseRegressionAlgorithm.cs
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AuxiliaryDataHandlersRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BaseFrameworkRegressionAlgorithm.cs
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BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicSetAccountCurrencyWithAmountAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateAxosAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateCfdAlgorithm.cs
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BasicTemplateContinuousFutureAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateCryptoAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateCryptoFutureAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateDailyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateEurexFuturesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFutureOptionAlgorithm.cs
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BasicTemplateFutureRolloverAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesDailyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateHourlyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndexAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndiaAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionEquityStrategyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionsConsolidationAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionsHourlyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionTradesAlgorithm.cs
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BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateTradableIndexAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
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BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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BybitCryptoFuturesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BybitCryptoRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BybitCustomDataCryptoRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CallbackCommandRegressionAlgorithm.cs
Adds BroadcastCommand Method (#8617)
2025-03-07 17:48:10 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRangeConsolidatorAlgorithm.cs
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ClassicRangeConsolidatorWithTickAlgorithm.cs
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ClassicRenkoConsolidatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFineAsyncUniverseRegressionAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFundamentalTop3Algorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ComboLegLimitOrderAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ComboLimitOrderAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ComboMarketOrderAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ComboOrderAlgorithm.cs
…
ComboOrdersFillModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ComboOrderTicketDemoAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateScanRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConstituentsUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
…
ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureRolloverBaseRegressionAlgorithm.cs
Fix price shifts around futures rollover date (#8371)
2024-10-21 09:38:00 -03:00
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConvertToFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CorrelationTypeComparisonRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoveredAndProtectiveCallStrategiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomBenchmarkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
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CustomBrokerageModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
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CustomBuyingPowerModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomChartingAlgorithm.cs
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CustomDataBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataNIFTYAlgorithm.cs
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CustomDataObjectStoreRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataPropertiesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataTypeHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUniverseScheduledRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataZipFileEntryNamesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataZipFileRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
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CustomDataZippedObjectStoreRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomMarginInterestRateModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomModelsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomPartialFillModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomSecurityInitializerAlgorithm.cs
…
CustomShortableProviderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomSignalExportDemonstrationAlgorithm.cs
Adds Custom Signal Export Example (#8674)
2025-04-09 10:14:21 -03:00
CustomUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomVolatilityModelAlgorithm.cs
…
CustomWarmUpPeriodIndicatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm.cs
Add regression algo for indicator updates: Resolution.Daily vs TimeSpan.FromDays(1) (#8646)
2025-03-25 15:57:02 -03:00
DailyResolutionVsTimeSpanRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyResolutionVsTimeSpanWithSecondEquityAlgorithm.cs
Add regression algo for indicator updates: Resolution.Daily vs TimeSpan.FromDays(1) (#8646)
2025-03-25 15:57:02 -03:00
DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DefaultMarginComboOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DelistedIndexOptionDivestedRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DelistingEventsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DescendingCustomDataObjectStoreRegressionAlgorithm.cs
Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352)
2024-10-07 18:16:33 -03:00
DisplacedMovingAverageRibbon.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DropboxUniverseSelectionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DuplicateOptionAssignmentRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EmitInsightsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquityMarginCallAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquitySplitHoldingsDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquitySplitHoldingsHourRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquitySplitHoldingsMinuteRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
…
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FeeModelNotUsingAccountCurrency.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardFromWarmUpRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeHourRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursMinuteResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursSecondResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursTickResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ForexMultiResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ForwardDataOnlyFillModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FractionalQuantityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalCustomSelectionTimeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalUniverseSelectionRegressionAlgorithm.cs
…
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionChainFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionChainsMultipleFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesChainFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesChainsMultipleFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesExpiredContractRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesMomentumAlgorithm.cs
…
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureUniverseHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryAuxiliaryDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryTickRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HourReverseSplitRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HourSplitRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HSIFutureDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HSIFutureHourRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
ImmediateExecutionModelWorksWithBinanceFeeModel.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionChainApisConsistencyRegressionAlgorithm.cs
Fix 0DTE index options selection (#8418)
2024-11-20 09:18:11 -04:00
IndexOptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionModelsConsistencyRegressionAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionScaledStrikeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexSecurityCanBeTradableRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexSecurityIsNotTradableRegressionAlgorithm.cs
Fix bug in Index security (#8472)
2024-12-23 16:32:25 -03:00
IndiaDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorSelectorsWorkWithDifferentOptions.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorSuiteAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorVolatilityModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorWarmupAlgorithm.cs
…
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsightScoringRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsightTagAlphaRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsightWeightingFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsufficientMarginOrderUpdateRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IronCondorStrategyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IsMarketOpenCheckAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LimitFillRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LiquidateRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LiquidateUsingSetHoldingsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongAndShortButterflyCallStrategiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LongAndShortStraddleStrategiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LongAndShortStrangleStrategiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LongOnlyAlphaStreamAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MACDTrendAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm.cs
Fix symbol changed events emission time (#8552)
2025-01-23 18:29:28 -04:00
ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketImpactSlippageModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MeanReversionPortfolioAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MissingTickDataAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiResolutionConsolidators.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NakedCallStrategyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NakedPutStrategyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NamedArgumentsRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NikkeiIndexRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NonDynamicOptionsFilterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NoUniverseSelectorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Adds Custom Signal Export Example (#8674)
2025-04-09 10:14:21 -03:00
ObjectStoreExampleAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnEndOfDayInternalSecurityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnEndOfDayRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnOrderEventExceptionRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedNoWarmup.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionAssignmentRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainApisConsistencyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainProviderAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainsMultipleFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
…
OptionEquityBearCallLadderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBearPutLadderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBoxSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBullCallLadderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBullPutLadderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityCallBackspreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityConversionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityIronButterflyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityJellyRollRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityProtectiveCollarRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityPutBackspreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityReverseConversionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityShortBoxSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityShortCallBackspreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityShortIronButterflyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityShortIronCondorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityShortJellyRollRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityShortPutBackspreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionExerciseOnExpiryAndNonTradableDateRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionExerciseOnExpiryAndNonTradableDateWithOptionSelectionRegressionAlgorithm.cs
Fix delisting time handling in SubscriptionDataReader (#8470)
2025-01-13 10:22:14 -04:00
OptionExerciseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionGreeksRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionModelsConsistencyRegressionAlgorithm.cs
…
OptionNoTimeInUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionOrdersOnSplitRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionRenameDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionRenameRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionsExpiredContractRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
…
OptionSplitRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFactoryMethodsBaseAlgorithm.cs
…
OptionStrategyFilteringUniverseBaseAlgorithm.cs
…
OptionStrategyFilteringUniverseBoxSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseCallButterflyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseCallCalendarSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseCallLadderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseCallSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseConversionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseIronCondorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseJellyRollRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseProtectiveCollarRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniversePutButterflyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniversePutCalendarSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniversePutLadderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniversePutSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseSingleCallRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseSinglePutRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseStraddleRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyFilteringUniverseStrangleRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
…
OptionSymbolCanonicalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionUniverseFilterGreeksRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -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
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OrderTicketAssignmentDemoAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OrderTicketDemoAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ParameterizedAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PersistentCustomDataUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Async orders in execution models (#8872)
2025-07-21 13:11:03 -04:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
QuantConnect.Algorithm.CSharp.csproj
ExtendedDictionary improvements (#8723)
2025-05-02 11:02:06 -04:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RangeConsolidatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RangeConsolidatorWithTickAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RawDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RegressionChannelAlgorithm.cs
…
RemoveUnderlyingRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RiskParityPortfolioAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
…
ScaledRawHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SectorWeightingFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityCustomPropertiesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityInitializationOnReAdditionForEquityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityInitializationOnReAdditionForManuallyAddedFutureContractRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityInitializationOnReAdditionForManuallyAddedOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityInitializationOnReAdditionForSelectedOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityInitializationOnReAdditionForUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecuritySeederRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetCashOnDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetCustomSettlementModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingReturnsOrderTicketsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SplitEquityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SplitPartialShareRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StableCoinsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StartingCapitalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StatisticsResultsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StochasticIndicatorAndSubIndicatorsWarmUpRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StopLimitOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StrictEndTimeLowerResolutionFillForwardRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm.cs
Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)
2024-11-29 09:52:01 -04:00
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SwitchDataModeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickDataFilteringAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickQuoteBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorithm.cs
Fix problem with IsSubscriptionValidForConsolidator() method (#8754)
2025-05-09 16:42:25 -03:00
TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TrailingStopOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Remove fill warnings from order tags (#8668)
2025-04-03 17:49:21 -03:00
TrainingExampleAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseOnlyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
VolumeRenkoConsolidatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
VolumeShareSlippageModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmUpAfterInitializeRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
…
WarmupDataTypesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupTrainRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroDTEIndexOptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroDTEOptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroFeeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00