Roman Yavnikov 340b40c6ce Fix: AUD(6A) FOP expiration (#9139) ...

* fix: AUD(6A) FOP expiration

* feat: add 6A to FOP expiry delta
refactor: rename variable to project pattern naming

* remove: AUD fop expiry delta
test:fix: use flexible reference data in  FutureAndOptionMapping

* test:fix: AUD in GetUnderlyingSymbolFromFutureOption

2025-12-19 15:52:06 +02:00

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Cfd

Add implicit security to symbol (#9032)

2025-10-13 17:58:57 -03:00

Crypto

Add implicit security to symbol (#9032)

2025-10-13 17:58:57 -03:00

CryptoFuture

Add implicit security to symbol (#9032)

2025-10-13 17:58:57 -03:00

CurrencyConversion

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Equity

Add implicit security to symbol (#9032)

2025-10-13 17:58:57 -03:00

Forex

Add implicit security to symbol (#9032)

2025-10-13 17:58:57 -03:00

Future

Fix: AUD(6A) FOP expiration (#9139)

2025-12-19 15:52:06 +02:00

FutureOption

Fix: AUD(6A) FOP expiration (#9139)

2025-12-19 15:52:06 +02:00

Index

Add implicit security to symbol (#9032)

2025-10-13 17:58:57 -03:00

IndexOption

Add implicit security to symbol (#9032)

2025-10-13 17:58:57 -03:00

Interfaces

Replace /// with <summary> (#9095)

2025-11-24 17:09:39 -04:00

Option

Avoid unnecessary Python wrapper creation for pure C# models (#9106)

2025-12-08 18:01:31 -03:00

Positions

Improve portfolio margin chart (#9011)

2025-10-03 17:56:27 -03:00

Volatility

Enable daily precise end time by default (#8254)

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

AccountCurrencyImmediateSettlementModel.cs

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AccountEvent.cs

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AdjustedPriceVariationModel.cs

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ApplyFundsSettlementModelParameters.cs

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BaseSecurityDatabase.cs

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

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

BrokerageModelSecurityInitializer.cs

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BuyingPower.cs

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BuyingPowerModel.cs

Fix half of the CA1051 warnings (#8137)

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

BuyingPowerModelExtensions.cs

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BuyingPowerParameters.cs

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Cash.cs

Seed securities by default (#9045)

2025-11-18 13:05:56 -04:00

CashAmount.cs

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CashBook.cs

ExtendedDictionary improvements (#8723)

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

CashBookUpdatedEventArgs.cs

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CashBuyingPowerModel.cs

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CompositeSecurityInitializer.cs

Fix setting brokerage model after adding security initializer (#9048)

2025-10-20 16:32:59 -04:00

ConstantBuyingPowerModel.cs

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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

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DelayedSettlementModel.cs

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DynamicSecurityData.cs

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EmptyContractFilter.cs

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

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

EquityPriceVariationModel.cs

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ErrorCurrencyConverter.cs

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FuncSecurityDerivativeFilter.cs

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

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

FuncSecurityInitializer.cs

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FuncSecuritySeeder.cs

Support new Pythonnet delegates auto conversion (#8913)

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

GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs

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GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs

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GetMaximumOrderQuantityResult.cs

Fix minor warnings (#8190)

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

GetMinimumPriceVariationParameters.cs

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HasSufficientBuyingPowerForOrderParameters.cs

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HasSufficientBuyingPowerForOrderResult.cs

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IBaseCurrencySymbol.cs

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IBuyingPowerModel.cs

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IChainUniverseData.cs

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

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

IContinuousSecurity.cs

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ICurrencyConverter.cs

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IdentityCurrencyConverter.cs

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IDerivativeSecurity.cs

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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

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IMarginInterestRateModel.cs

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ImmediateSettlementModel.cs

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InitialMargin.cs

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InitialMarginParameters.cs

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InitialMarginRequiredForOrderParameters.cs

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IOrderEventProvider.cs

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IOrderProcessor.cs

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IOrderProvider.cs

Async orders in execution models (#8872)

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

IPriceVariationModel.cs

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IRegisteredSecurityDataTypesProvider.cs

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ISecurityInitializer.cs

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ISecurityPortfolioModel.cs

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ISecurityProvider.cs

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ISecuritySeeder.cs

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ISettlementModel.cs

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LocalMarketHours.cs

Fix for multiple market closes in date (#8509)

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

MaintenanceMargin.cs

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MaintenanceMarginParameters.cs

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MarginCallOrdersParameters.cs

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MarginInterestRateParameters.cs

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MarketHoursDatabase.cs

Initial solution (#8772)

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

MarketHoursSegment.cs

Minor performance improvement for session tracking (#8990)

2025-09-25 18:58:41 -03:00

MarketHoursState.cs

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NullBuyingPowerModel.cs

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OptionInitialMargin.cs

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PatternDayTradingMarginModel.cs

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ProjectedHoldings.cs

Async orders in execution models (#8872)

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

RegisteredSecurityDataTypesProvider.cs

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ReservedBuyingPowerForPosition.cs

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ReservedBuyingPowerForPositionParameters.cs

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ScanSettlementModelParameters.cs

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Security.cs

Avoid unnecessary Python wrapper creation for pure C# models (#9106)

2025-12-08 18:01:31 -03:00

SecurityCache.cs

Minor fix to handle all tick security updates (#9117)

2025-12-08 17:41:28 -03:00

SecurityCacheDataStoredEventArgs.cs

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SecurityCacheProvider.cs

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SecurityDatabaseKey.cs

Fix half of the CA1051 warnings (#8137)

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

SecurityDataFilter.cs

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SecurityDataFilterPythonWrapper.cs

PEP8 style algorithm API (#7909)

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

SecurityDefinition.cs

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SecurityDefinitionSymbolResolver.cs

Consolidate Configuration.Get usages (#7796)

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

SecurityEventArgs.cs

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SecurityExchange.cs

Remove universe selection on extended market dates (#8160)

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

SecurityExchangeHours.cs

Minor performance improvement for session tracking (#8990)

2025-09-25 18:58:41 -03:00

SecurityHolding.cs

Python performance improvement (#9052)

2025-10-21 12:34:52 -03:00

SecurityHoldingQuantityChangedEventArgs.cs

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SecurityManager.cs

ExtendedDictionary improvements (#8723)

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

SecurityMarginModel.cs

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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

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SecurityService.cs

Seed securities by default (#9045)

2025-11-18 13:05:56 -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

Use proper extended dictionary types for public properties (#9119)

2025-12-09 13:01:29 -03:00

UniverseManagerChanged.cs

Refactor user define universe handling (#9088)

2025-11-18 12:29:05 -03:00

UnsettledCashAmount.cs

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