Jhonathan Abreu e13214135a Add support for some CME currencies FOPs (#8939) ...

* Add support for some CME currencies FOPs

Support ADU (6A), GBU (6B), CAU (6C), EUU (6E), JPU (6J), CHU (6S)

* Cleanup

* Consider holidays in FOPs expiry function

2025-08-25 18:02:07 -04:00

..

Cfd

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

Crypto

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

CryptoFuture

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

CurrencyConversion

Unsettled cash conversion rate update (#6961)

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

Equity

Fix: UnsettledCash Handling in Lean and Refactor PerformCashSync from Brokerage (#8726)

2025-04-28 13:35:47 -03:00

Forex

Add CFD support for IB brokerage model (#7861)

2024-03-25 16:58:17 -04:00

Future

Add support for DAX EUREX futures (#8732)

2025-04-29 16:06:50 -04:00

FutureOption

Add support for some CME currencies FOPs (#8939)

2025-08-25 18:02:07 -04:00

Index

Support DAX EUREX indices (#8761)

2025-05-09 15:11:10 -03:00

IndexOption

RUT index options support (#8542)

2025-01-22 11:56:42 -03:00

Interfaces

Add missing license banner

2019-08-16 18:07:30 -03:00

Option

Support new Pythonnet delegates auto conversion (#8913)

2025-08-07 09:40:06 -04:00

Positions

ExtendedDictionary improvements (#8723)

2025-05-02 11:02:06 -04:00

Volatility

Enable daily precise end time by default (#8254)

2024-08-14 12:49:56 -03:00

AccountCurrencyImmediateSettlementModel.cs

Delayed Settlement Cash Not Freed for Removed Assets (#7727)

2024-02-05 15:12:51 -03:00

AccountEvent.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

AdjustedPriceVariationModel.cs

Add GetMinimumPriceVariationParameters

2019-08-01 21:52:08 +02:00

ApplyFundsSettlementModelParameters.cs

Refactor Settlement Model API (#7225)

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

BaseSecurityDatabase.cs

Dynamic market hours for time and date rules (#8541)

2025-01-31 15:00:14 -04:00

BrokerageModelSecurityInitializer.cs

Shortable modeling improvements (#7579)

2023-11-16 16:25:56 -03:00

BuyingPower.cs

Revert GetBuyingPower removal

2020-02-24 14:06:16 -03:00

BuyingPowerModel.cs

Fix half of the CA1051 warnings (#8137)

2024-07-03 15:43:17 -03:00

BuyingPowerModelExtensions.cs

Alpha Streams Improvements. Python Imports (#5874)

2021-08-24 11:15:48 -03:00

BuyingPowerParameters.cs

Revert GetBuyingPower removal

2020-02-24 14:06:16 -03:00

Cash.cs

Minor live logging improvements (#7240)

2023-05-12 18:13:37 -03:00

CashAmount.cs

Delayed Settlement Cash Not Freed for Removed Assets (#7727)

2024-02-05 15:12:51 -03:00

CashBook.cs

ExtendedDictionary improvements (#8723)

2025-05-02 11:02:06 -04:00

CashBookUpdatedEventArgs.cs

Portfolio.UnsettledCashBook update when quote currency is not the account currency (#6871)

2023-02-09 12:53:52 -03:00

CashBuyingPowerModel.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

CompositeSecurityInitializer.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

ConstantBuyingPowerModel.cs

Option Margin Strategies (#5511)

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

ContractSecurityFilterUniverse.cs

Support new Pythonnet delegates auto conversion (#8913)

2025-08-07 09:40:06 -04:00

ConvertibleCashAmount.cs

Fix index option cash profit (#8520)

2025-01-13 12:52:12 -03:00

DefaultMarginCallModel.cs

Support overriding position group margin requirements (#7286)

2023-05-31 19:53:50 -03:00

DelayedSettlementModel.cs

Delayed Settlement Cash Not Freed for Removed Assets (#7727)

2024-02-05 15:12:51 -03:00

DynamicSecurityData.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

EmptyContractFilter.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

EquityPriceVariationModel.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

ErrorCurrencyConverter.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

FuncSecurityDerivativeFilter.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

FuncSecurityInitializer.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

FuncSecuritySeeder.cs

Support new Pythonnet delegates auto conversion (#8913)

2025-08-07 09:40:06 -04:00

GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

GetMaximumOrderQuantityResult.cs

Fix minor warnings (#8190)

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

GetMinimumPriceVariationParameters.cs

Add GetMinimumPriceVariationParameters

2019-08-01 21:52:08 +02:00

HasSufficientBuyingPowerForOrderParameters.cs

Option Margin Strategies (#5511)

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

HasSufficientBuyingPowerForOrderResult.cs

Option Margin Strategies (#5511)

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

IBaseCurrencySymbol.cs

Feature Perpetual Crypto Futures (#6807)

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

IBuyingPowerModel.cs

Option Margin Strategies (#5511)

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

IChainUniverseData.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

IContinuousSecurity.cs

Continuous Futures Refactor. Live Mappings (#6076)

2021-11-30 21:38:50 -03:00

ICurrencyConverter.cs

Refactor previous commits

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

IdentityCurrencyConverter.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

IDerivativeSecurity.cs

Add missing license banner

2019-08-16 18:07:30 -03:00

IDerivativeSecurityFilter.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

IDerivativeSecurityFilterUniverse.cs

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

IMarginCallModel.cs

Refactor BuyingPowerModel

2020-02-04 18:41:15 -03:00

IMarginInterestRateModel.cs

Feature Perpetual Crypto Futures (#6807)

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

ImmediateSettlementModel.cs

Delayed Settlement Cash Not Freed for Removed Assets (#7727)

2024-02-05 15:12:51 -03:00

InitialMargin.cs

Option Margin Strategies (#5511)

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

InitialMarginParameters.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

InitialMarginRequiredForOrderParameters.cs

Option Margin Strategies (#5511)

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

IOrderEventProvider.cs

Add Order and OrderEvents to AlphaPacket

2020-03-31 20:53:19 -03:00

IOrderProcessor.cs

Use BusyBlockingCollection in BrokerageTransactionHandler

2015-12-09 23:04:14 -05:00

IOrderProvider.cs

Async orders in execution models (#8872)

2025-07-21 13:11:03 -04:00

IPriceVariationModel.cs

Add GetMinimumPriceVariationParameters

2019-08-01 21:52:08 +02:00

IRegisteredSecurityDataTypesProvider.cs

Performance improvements

2019-10-17 10:26:37 -03:00

ISecurityInitializer.cs

Disable automatic security seeding

2017-12-22 21:49:14 +01:00

ISecurityPortfolioModel.cs

Clean up using directives

2015-09-01 22:17:35 -04:00

ISecurityProvider.cs

Convert IHoldingsProvider into ISecurityProvider

2015-12-16 20:47:08 -05:00

ISecuritySeeder.cs

Disable automatic security seeding

2017-12-22 21:49:14 +01:00

ISettlementModel.cs

Delayed Settlement Cash Not Freed for Removed Assets (#7727)

2024-02-05 15:12:51 -03:00

LocalMarketHours.cs

Fix for multiple market closes in date (#8509)

2025-01-09 12:56:37 -03:00

MaintenanceMargin.cs

Option Margin Strategies (#5511)

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

MaintenanceMarginParameters.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

MarginCallOrdersParameters.cs

Handle margin call orders for position groups (#7137)

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

MarginInterestRateParameters.cs

Feature Perpetual Crypto Futures (#6807)

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

MarketHoursDatabase.cs

Initial solution (#8772)

2025-06-03 14:35:59 -04:00

MarketHoursSegment.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

MarketHoursState.cs

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

NullBuyingPowerModel.cs

Adds NullBuyingPowerModel (#6977)

2023-02-20 19:50:24 -03:00

OptionInitialMargin.cs

Options premium in margin calculations (#7294)

2023-06-06 13:07:32 -03:00

PatternDayTradingMarginModel.cs

Option Margin Strategies (#5511)

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

ProjectedHoldings.cs

Async orders in execution models (#8872)

2025-07-21 13:11:03 -04:00

RegisteredSecurityDataTypesProvider.cs

Move Securities namespace's messages to Messages folder (#6922)

2023-02-10 11:31:11 -03:00

ReservedBuyingPowerForPosition.cs

Address reviews

2020-02-04 18:41:15 -03:00

ReservedBuyingPowerForPositionParameters.cs

Renaming Context to Parameters

2018-11-29 15:02:09 -03:00

ScanSettlementModelParameters.cs

Refactor Settlement Model API (#7225)

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

Security.cs

Fix MarginCalls outside of regular market hours (#8696)

2025-04-17 16:00:47 -03:00

SecurityCache.cs

Add python SecurityCache.GetData method (#8724)

2025-04-28 11:46:31 -03:00

SecurityCacheDataStoredEventArgs.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

SecurityCacheProvider.cs

Daily future cash settlement (#7226)

2023-05-01 11:25:37 -03:00

SecurityDatabaseKey.cs

Fix half of the CA1051 warnings (#8137)

2024-07-03 15:43:17 -03:00

SecurityDataFilter.cs

Strip out block quote section header comments

2015-06-13 16:04:27 -04:00

SecurityDataFilterPythonWrapper.cs

PEP8 style algorithm API (#7909)

2024-04-12 17:29:15 -03:00

SecurityDefinition.cs

New Fundamental Data (#7490)

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

SecurityDefinitionSymbolResolver.cs

Consolidate Configuration.Get usages (#7796)

2024-02-20 13:37:22 -03:00

SecurityEventArgs.cs

Option Margin Strategies (#5511)

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

SecurityExchange.cs

Remove universe selection on extended market dates (#8160)

2024-07-08 11:58:50 -03:00

SecurityExchangeHours.cs

Improve SecurityExchangeHours exception messages (#8741)

2025-05-02 14:02:05 -03:00

SecurityHolding.cs

Fix bug ImmediateExecutionModel when using Crypto (#8355)

2024-10-07 16:46:37 -03:00

SecurityHoldingQuantityChangedEventArgs.cs

Option Margin Strategies (#5511)

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

SecurityManager.cs

ExtendedDictionary improvements (#8723)

2025-05-02 11:02:06 -04:00

SecurityMarginModel.cs

Address reviews

2020-02-04 18:41:15 -03:00

SecurityPortfolioManager.cs

ExtendedDictionary improvements (#8723)

2025-05-02 11:02:06 -04:00

SecurityPortfolioModel.cs

Fix index option cash profit (#8520)

2025-01-13 12:52:12 -03:00

SecurityPriceVariationModel.cs

Add GetMinimumPriceVariationParameters

2019-08-01 21:52:08 +02:00

SecurityService.cs

Security initialization on re-addition (#8681)

2025-04-09 16:26:05 -04:00

SecurityTransactionManager.cs

Support new Pythonnet delegates auto conversion (#8913)

2025-08-07 09:40:06 -04:00

SymbolProperties.cs

Dynamic market hours for time and date rules (#8541)

2025-01-31 15:00:14 -04:00

SymbolPropertiesDatabase.cs

Dynamic market hours for time and date rules (#8541)

2025-01-31 15:00:14 -04:00

UniverseManager.cs

Fix most of CA1725 warnings (#8154)

2024-07-05 16:19:56 -03:00

UnsettledCashAmount.cs

Added Settlement models

2015-11-11 22:18:34 -05:00