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quantconnect--lean/Common/Securities
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Martin-Molinero 61e8c63acd
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Fix dydx camel case (#9223)
2026-01-14 11:55:29 -03:00
..
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 dYdXFutureMarginInterestRateModel (#9221)
2026-01-13 18:00:26 -03:00
CurrencyConversion
Unsettled cash conversion rate update (#6961)
2023-02-14 18:19:25 -03:00
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 some incorrect future expirations (#9184)
2026-01-02 12:58:29 -03:00
FutureOption
fix: several Futures Currencies: 6B, 6M, 6J, 6E, 6C (#9155)
2025-12-24 17:39:50 +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
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -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
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
Fix dydx camel case (#9223)
2026-01-14 11:55:29 -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
Fix setting brokerage model after adding security initializer (#9048)
2025-10-20 16:32:59 -04:00
ConstantBuyingPowerModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
ContractSecurityFilterUniverse.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
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
Minor performance improvement for session tracking (#8990)
2025-09-25 18:58:41 -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
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
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
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
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
Fix: RandomDataGenerator crashes when algorithm is null (#9211)
2026-01-12 14:50:01 -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
Added Settlement models
2015-11-11 22:18:34 -05:00