Martin-Molinero a66f279852 Fix some incorrect future expirations (#9184) ...

- Some future expiry functions were missing to account for holidays,
  adding unit test reproducing issue

2026-01-02 12:58:29 -03:00

..

Cfd

Update CoinApi symbol mapping + symbol properties database (#4888)

2020-11-23 19:15:31 -03:00

CryptoFuture

Bybit futures backtesting support (#7530)

2023-10-26 20:03:10 -03:00

Cryptos

feat: gdax -> coinbase (#7633)

2024-01-05 16:57:19 -03:00

CurrencyConversion

Improve consolidator scan (#7789)

2024-02-16 17:22:49 -03:00

Forex

Feature Perpetual Crypto Futures (#6807)

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

FutureOption

fix: several Futures Currencies: 6B, 6M, 6J, 6E, 6C (#9155)

2025-12-24 17:39:50 +02:00

Futures

Fix some incorrect future expirations (#9184)

2026-01-02 12:58:29 -03:00

Index

Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)

2021-03-12 20:46:23 -03:00

IndexOption

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

Options

Fix log timestamp & minor cleanup (#9124)

2025-12-11 13:44:30 -03:00

Positions

Fix position group order quantity calculation for delta/target buying power (#7230)

2023-05-26 17:22:58 -04:00

AccountCurrencyImmediateSettlementModelTests.cs

FreePortfolioValuePercentage Trailing Behavior (#7272)

2023-05-25 18:48:04 -03:00

BaseVolatilityModelTests.cs

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -03:00

BrokerageModelSecurityInitializerTests.cs

Daily data time adjustment (#8001)

2024-05-20 17:28:03 -03:00

BuyingPowerModelComparator.cs

Fix position group order quantity calculation for delta/target buying power (#7230)

2023-05-26 17:22:58 -04:00

BuyingPowerModelTests.cs

BuyingPowerModel Fixes (#5996)

2021-10-20 16:37:20 -03:00

CashAmountTests.cs

Fix OrderFee round trip serialization

2020-04-03 19:11:29 -03:00

CashBookTests.cs

Unsettled cash conversion rate update (#6961)

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

CashBuyingPowerModelTests.cs

feat: gdax -> coinbase (#7633)

2024-01-05 16:57:19 -03:00

CashTests.cs

Prioritize CryptoFuture data feeds for dYdX (#9178)

2025-12-31 13:19:58 -03:00

DelayedSettlementModelTests.cs

FreePortfolioValuePercentage Trailing Behavior (#7272)

2023-05-25 18:48:04 -03:00

DynamicSecurityDataTests.cs

Add Pythonnet's ClrBubbledException interpreter (#7523)

2023-10-20 11:26:47 -03:00

ErrorCurrencyConverterTests.cs

Add ICurrencyConverter to Security constructors

2018-10-10 11:17:12 -04:00

FakeOrderProcessor.cs

Async orders in execution models (#8872)

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

FutureFilterTests.cs

Default option filter now includes weeklies to prevent empty chains (#9162)

2025-12-31 10:11:46 -03:00

FutureMarginBuyingPowerModelTests.cs

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

FutureOptionMarginBuyingPowerModelTests.cs

Support asynchronous non-market orders (#8946)

2025-09-10 08:29:50 -04:00

IdentityCurrencyConverterTests.cs

Refactor previous commits

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

ImmediateSettlementModelTests.cs

FreePortfolioValuePercentage Trailing Behavior (#7272)

2023-05-25 18:48:04 -03:00

IndicatorVolatilityModelTests.cs

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -03:00

LocalMarketHoursTests.cs

Fix LocalMarketHours.GetMarketClose for extended market hours (#6516)

2022-07-29 12:31:10 -03:00

MarginCallModelTests.cs

Fix index option cash profit (#8520)

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

MarketHoursDatabaseTests.cs

Initial solution (#8772)

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

OptionFilterTests.cs

Default option filter now includes weeklies to prevent empty chains (#9162)

2025-12-31 10:11:46 -03:00

OptionMarginBuyingPowerModelTests.cs

Fix bug for NQX index options (#7824)

2024-03-13 11:42:55 -03:00

OptionPriceModelTests.cs

QCAlgorithm's OptionChain() api refactor (#8334)

2024-10-04 12:26:15 -04:00

OptionStrategyFilterTests.cs

Fix: adjust option expiry reference date (#8322)

2024-09-13 18:22:26 -04:00

OptionStrategyPositionGroupBuyingPowerModelTests.cs

OptionStrategies for Iron Butterfly (#8072)

2024-06-28 10:07:39 -03:00

PatternDayTradingMarginBuyingPowerModelTests.cs

Merge branches 7501 and 7506 (#7605)

2023-12-04 18:09:57 -03:00

PriceVariationModelsTests.cs

Update SPDB and add unit test (#7613)

2023-12-06 20:39:40 -03:00

ProcessVolatilityHistoryRequirementsTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

RelativeStandardDeviationVolatilityModelTests.cs

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -03:00

SecurityCacheProviderTests.cs

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

SecurityCacheTests.cs

Add python SecurityCache.GetData method (#8724)

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

SecurityDatabaseKeyTests.cs

Adds backwards compatibility for MHDB and SPDB for new SecurityTypes (#5373)

2021-03-09 10:52:14 -03:00

SecurityDefinitionSymbolResolverTests.cs

New Fundamental Data (#7490)

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

SecurityDefinitionTests.cs

New Fundamental Data (#7490)

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

SecurityExchangeHoursTests.cs

Fix futures history request error (#8678)

2025-04-11 13:37:14 -03:00

SecurityHoldingTests.cs

Option Margin Strategies (#5511)

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

SecurityIdentifierTests.cs

Increase option strike digits precision to 6 (#9086)

2025-11-18 16:23:29 -03:00

SecurityManagerTests.cs

Improve consolidator scan (#7789)

2024-02-16 17:22:49 -03:00

SecurityMarginModelTests.cs

Refactor Settlement Model API (#7225)

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

SecurityPortfolioManagerTests.cs

Improve cash assignment event message (#9051)

2025-10-23 11:54:00 -05:00

SecurityPortfolioModelTests.cs

Fix index option cash profit (#8520)

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

SecurityPositionGroupBuyingPowerModelTests.cs

Fix position group order quantity calculation for delta/target buying power (#7230)

2023-05-26 17:22:58 -04:00

SecurityServiceTests.cs

Security re-addition tidy up (#8656)

2025-04-04 16:28:15 -04:00

SecurityTests.cs

Add security Set (#8491)

2025-01-02 17:31:23 -03:00

SecurityTransactionManagerTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

StandardDeviationOfReturnsVolatilityModelTests.cs

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -03:00

SubscriptionDataConfigTests.cs

CompositeDataQueueHandler handles duplicate configs (#6101)

2021-12-09 14:53:04 -03:00

SymbolPropertiesDatabaseTests.cs

Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)

2025-10-24 17:18:20 -03:00

TestAccountCurrencyProvider.cs

Refactor previous commits

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

TestDefaultMarginCallModel.cs

Handle margin call orders for position groups (#7137)

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

TradingCalendarTests.cs

Add Useful Error Message on TradingCalendar (#5588)

2021-05-24 11:09:29 -03:00

UniverseManagerTests.cs

Refactor user define universe handling (#9088)

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