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Martin-Molinero 552511ef58
Benchmarks / build (push) Has been cancelled
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Fix dydx holdings value (#9243) 
- dYdX crypto futures holdings value behaves like normal positions qtty
  * price
2026-01-26 16:29:19 -03:00
..
Alphas
…
Benchmarks
FixComposer Assembly Resolution (#9066)
2025-10-28 09:26:12 -03:00
CapacityTests
…
Properties
…
RegressionTests
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
…
AddAlphaModelAlgorithm.cs
…
AddAndRemoveOptionContractRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
AddBetaIndicatorNewAssetsRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
AddBetaIndicatorRegressionAlgorithm.cs
…
AddFutureContractWithContinuousRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
…
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs
Fix data normalization mode requirement for adding FOP contracts (#9002)
2025-09-30 14:54:04 -04:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AddFutureUniverseSelectionModelRegressionAlgorithm.cs
…
AddOptionContractExpiresRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddOptionUniverseSelectionModelRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
…
AddRemoveOptionUniverseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
AddRiskManagementAlgorithm.cs
…
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddUniverseSelectionModelAlgorithm.cs
…
AddUniverseSelectionModelCoarseAlgorithm.cs
…
AdjustedVolumeRegressionAlgorithm.cs
…
AlgorithmModeAndDeploymentTargetAlgorithm.cs
…
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
…
AsynchronousUniverseRegressionAlgorithm.cs
…
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
…
AutomaticIndicatorWarmupRegressionAlgorithm.cs
…
AutomaticSeedBaseRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
…
AuxiliaryDataHandlersRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
BacktestingAsynchronousOrdersRegressionAlgorithm.cs
Adjust async orders handling in backtesting (#8979)
2025-09-18 11:53:28 -04:00
BacktestingBrokerageRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BaseFrameworkRegressionAlgorithm.cs
…
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicSetAccountCurrencyWithAmountAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateAlgorithm.cs
…
BasicTemplateAxosAlgorithm.cs
…
BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
…
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
…
BasicTemplateCryptoAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
…
BasicTemplateCryptoFutureHourlyAlgorithm.cs
…
BasicTemplateDailyAlgorithm.cs
…
BasicTemplateEurexFuturesAlgorithm.cs
…
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
…
BasicTemplateFutureOptionAlgorithm.cs
…
BasicTemplateFutureRolloverAlgorithm.cs
…
BasicTemplateFuturesAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
BasicTemplateFuturesFrameworkAlgorithm.cs
…
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
…
BasicTemplateFuturesHistoryAlgorithm.cs
…
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
…
BasicTemplateFuturesHourlyAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
BasicTemplateHourlyAlgorithm.cs
…
BasicTemplateIndexAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateIndiaAlgorithm.cs
…
BasicTemplateIndiaIndexAlgorithm.cs
…
BasicTemplateIntrinioEconomicData.cs
…
BasicTemplateLibrary.cs
Add python examples, improve comments
2018-01-15 18:55:06 -05:00
BasicTemplateMultiAssetAlgorithm.cs
…
BasicTemplateOptionEquityStrategyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
BasicTemplateOptionsAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
BasicTemplateOptionsConsolidationAlgorithm.cs
…
BasicTemplateOptionsDailyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
BasicTemplateOptionTradesAlgorithm.cs
…
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BasicTemplateTradableIndexAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
…
BrokerageActivityEventHandlingAlgorithm.cs
…
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
…
BybitCryptoFuturesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BybitCryptoRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BybitCustomDataCryptoRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CallbackCommandRegressionAlgorithm.cs
…
CancelOpenOrdersRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
…
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
…
ClassicRangeConsolidatorAlgorithm.cs
…
ClassicRangeConsolidatorWithTickAlgorithm.cs
…
ClassicRenkoConsolidatorAlgorithm.cs
…
ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs
…
ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs
…
ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs
…
CoarseFineAsyncUniverseRegressionAlgorithm.cs
…
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
…
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
…
CoarseFundamentalTop3Algorithm.cs
…
CoarseNoLookAheadBiasAlgorithm.cs
…
CoarseSelectionsAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CoarseSelectionTimeRegressionAlgorithm.cs
…
CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
Collective2SignalExportDemonstrationAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ComboLegLimitOrderAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
ComboLegLimitOrderAsyncAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ComboLimitOrderAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
ComboLimitOrderAsyncAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ComboMarketOrderAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
ComboOrderAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
ComboOrdersFillModelAlgorithm.cs
…
ComboOrderTicketDemoAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
CompleteOrderTagUpdateAlgorithm.cs
…
CompositeAlphaModelFrameworkAlgorithm.cs
…
CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs
…
CompositeRiskManagementModelFrameworkAlgorithm.cs
…
ConfidenceWeightedFrameworkAlgorithm.cs
…
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs
…
ConsolidateRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
ConsolidateScanRegressionAlgorithm.cs
…
ConsolidateWithSizeAttributeRegressionAlgorithm.cs
…
ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
…
ConsolidatorStartTimeRegressionAlgorithm.cs
Add Consolidator Optional Start time (#9034)
2025-10-14 11:04:21 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
…
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
…
ContinuousFutureBackMonthRegressionAlgorithm.cs
…
ContinuousFutureHistoryRegressionAlgorithm.cs
…
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
…
ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)
2025-10-24 17:18:20 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
…
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
…
ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
…
ContinuousFutureRegressionAlgorithm.cs
…
ContinuousFutureRolloverBaseRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
…
ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
…
ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithIntialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
…
ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
…
ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
…
ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
…
ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
…
ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
…
ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFuturesDailyRegressionAlgorithm.cs
…
ConvertToFrameworkAlgorithm.cs
…
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
…
CorrelationTypeComparisonRegressionAlgorithm.cs
…
CoveredAndProtectiveCallStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CoveredAndProtectivePutStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
…
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
…
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
…
CustomBenchmarkAlgorithm.cs
…
CustomBenchmarkRegressionAlgorithm.cs
…
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBrokerageModelRegressionAlgorithm.cs
…
CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
…
CustomChartingAlgorithm.cs
…
CustomDataAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomDataBenchmarkRegressionAlgorithm.cs
…
CustomDataBitcoinAlgorithm.cs
…
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataObjectStoreRegressionAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomDataRegressionAlgorithm.cs
…
CustomDataSecurityCacheGetDataRegressionAlgorithm.cs
Support CustomData in SecurityCache.GetData(PyObject type) method (#9036)
2025-10-16 10:37:00 -03:00
CustomDataTypeHistoryAlgorithm.cs
…
CustomDataUniverseAlgorithm.cs
…
CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
…
CustomDataUniverseRegressionAlgorithm.cs
…
CustomDataUniverseScheduledRegressionAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
…
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomDataZipFileEntryNamesRegressionAlgorithm.cs
…
CustomDataZipFileRegressionAlgorithm.cs
…
CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
…
CustomDataZippedObjectStoreRegressionAlgorithm.cs
…
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
…
CustomModelsAlgorithm.cs
…
CustomOptionAssignmentRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CustomPartialFillModelAlgorithm.cs
…
CustomPortfolioOptimizerRegressionAlgorithm.cs
…
CustomSecurityDataFilterRegressionAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomShortableProviderRegressionAlgorithm.cs
…
CustomSignalExportDemonstrationAlgorithm.cs
…
CustomUniverseImmediateSelectionRegressionAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
…
CustomUniverseSelectionRegressionAlgorithm.cs
…
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
…
CustomVolatilityModelAlgorithm.cs
…
CustomWarmUpPeriodIndicatorAlgorithm.cs
…
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm.cs
…
DailyResolutionVsTimeSpanRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm.cs
…
DailyResolutionVsTimeSpanWithSecondEquityAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm.cs
…
DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
…
DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
…
DefaultFutureChainRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DefaultMarginComboOrderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DefaultMarginMultipleOrdersRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
…
DefaultSchedulingSymbolRegressionAlgorithm.cs
Improve schedule rules symbol handling (#8930)
2025-08-15 14:59:11 -03:00
DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)
2025-10-24 17:18:20 -03:00
DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DelistedIndexOptionDivestedRegression.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DelistingEventsAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
DescendingCustomDataObjectStoreRegressionAlgorithm.cs
…
DisplacedMovingAverageRibbon.cs
…
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
…
DropboxBaseDataUniverseSelectionAlgorithm.cs
…
DropboxUniverseSelectionAlgorithm.cs
…
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
…
DuplicateOptionAssignmentRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
…
DYDXCryptoFuturesRegressionAlgorithm.cs
Fix dydx holdings value (#9243)
2026-01-26 16:29:19 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
…
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
…
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
EmitInsightNoAlphaModelAlgorithm.cs
…
EmitInsightsAlgorithm.cs
…
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
…
EquityMarginCallAlgorithm.cs
…
EquitySplitHoldingsDailyRegressionAlgorithm.cs
…
EquitySplitHoldingsHourRegressionAlgorithm.cs
…
EquitySplitHoldingsMinuteRegressionAlgorithm.cs
…
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
…
ETFConstituentsFrameworkAlgorithm.cs
…
ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
…
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
ExecutionModelOrderEventsRegressionAlgorithm.cs
Add algorithm as parameter to IExecutionModel.OnOrderEvent (#8996)
2025-09-26 17:01:00 -04:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
…
ExtendedMarketTradingRegressionAlgorithm.cs
…
FeeModelNotUsingAccountCurrency.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
…
FillForwardFromWarmUpRegressionAlgorithm.cs
…
FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
…
FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
…
FillForwardStrictEndTimeHourRegressionAlgorithm.cs
…
FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
…
FillForwardUntilExpiryRegressionAlgorithm.cs
…
FillOutsideHoursDailyResolutionAlgorithm.cs
…
FillOutsideHoursHourResolutionAlgorithm.cs
…
FillOutsideHoursMinuteResolutionAlgorithm.cs
…
FillOutsideHoursSecondResolutionAlgorithm.cs
…
FillOutsideHoursTickResolutionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
…
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ForexMultiResolutionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ForwardDataOnlyFillModelAlgorithm.cs
…
FractionalQuantityRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FreePortfolioValueFixedRegressionAlgorithm.cs
…
FreePortfolioValueRegressionAlgorithm.cs
…
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
…
FundamentalCustomSelectionTimeRegressionAlgorithm.cs
…
FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
…
FundamentalRegressionAlgorithm.cs
…
FundamentalUniverseSelectionRegressionAlgorithm.cs
…
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
…
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseRegressionAlgorithm.cs
…
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
…
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
…
FutureNoTimeInUniverseRegressionAlgorithm.cs
…
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionChainFullDataRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionChainsMultipleFullDataRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionContinuousFutureRegressionAlgorithm.cs
Support Future Options for Continuous Futures (#9022)
2025-10-13 18:20:12 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionIndicatorsRegressionAlgorithm.cs
…
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionWithFutureFilterRegressionAlgorithm.cs
Support Future Options for Continuous Futures (#9022)
2025-10-13 18:20:12 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FuturesAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FuturesChainFullDataRegressionAlgorithm.cs
…
FuturesChainsMultipleFullDataRegressionAlgorithm.cs
…
FuturesDailySettlementLongRegressionAlgorithm.cs
…
FuturesDailySettlementShortRegressionAlgorithm.cs
…
FuturesExpiredContractRegression.cs
…
FuturesExtendedMarketHoursRegressionAlgorithm.cs
…
FuturesFrameworkRegressionAlgorithm.cs
…
FutureSharingTickerRegressionAlgorithm.cs
…
FuturesMomentumAlgorithm.cs
…
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
…
FutureUniverseHistoryRegressionAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
…
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
…
HistoryAlgorithm.cs
…
HistoryAuxiliaryDataRegressionAlgorithm.cs
…
HistoryProviderManagerRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
HistoryTickRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
…
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
…
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
…
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
…
HistoryWithSymbolChangesRegressionAlgorithm.cs
…
HourResolutionMappingEventRegressionAlgorithm.cs
…
HourReverseSplitRegressionAlgorithm.cs
…
HourSplitRegressionAlgorithm.cs
…
HSIFutureDailyRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
HSIFutureHourRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
ImmediateExecutionModelWorksWithBinanceFeeModel.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
InceptionDateSelectionRegressionAlgorithm.cs
…
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionChainApisConsistencyRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
IndexOptionIndicatorsRegressionAlgorithm.cs
…
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionModelsConsistencyRegressionAlgorithm.cs
…
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionScaledStrikeRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IndexSecurityCanBeTradableRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
IndexSecurityIsNotTradableRegressionAlgorithm.cs
…
IndiaDataRegressionAlgorithm.cs
…
IndicatorHistoryAlgorithm.cs
…
IndicatorHistoryRegressionAlgorithm.cs
…
IndicatorSelectorsWorkWithDifferentOptions.cs
Avoid emitting overlapping fill forwarded data (#9107)
2025-12-05 10:05:40 -04:00
IndicatorSuiteAlgorithm.cs
…
IndicatorVolatilityModelAlgorithm.cs
…
IndicatorWarmupAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
IndicatorWithRenkoBarsRegressionAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
…
InsightScoringRegressionAlgorithm.cs
…
InsightTagAlphaRegressionAlgorithm.cs
…
InsightWeightingFrameworkAlgorithm.cs
…
InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
InsufficientMarginOrderUpdateRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
IronCondorStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IsMarketOpenCheckAlgorithm.cs
…
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
…
LargeQuantityOptionStrategyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
…
LimitFillRegressionAlgorithm.cs
…
LimitIfTouchedAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
LimitIfTouchedRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
LiquidateRegressionAlgorithm.cs
…
LiquidateUsingSetHoldingsRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
…
LongAndShortButterflyCallStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortButterflyPutStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortStraddleStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongAndShortStrangleStrategiesAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
LongOnlyAlphaStreamAlgorithm.cs
…
MacdAlphaModelFrameworkRegressionAlgorithm.cs
…
MACDTrendAlgorithm.cs
…
ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm.cs
…
ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
…
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
…
MappedBenchmarkRegressionAlgorithm.cs
…
MarginCallClosedMarketRegressionAlgorithm.cs
…
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
…
MarketImpactSlippageModelRegressionAlgorithm.cs
…
MarketOnCloseOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
…
MarketOnCloseOrderBufferRegressionAlgorithm.cs
…
MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
MarketOnCloseOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOnOpenOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
MarketOnOpenOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
…
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
…
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
…
MeanReversionPortfolioAlgorithm.cs
…
MeanVarianceOptimizationFrameworkAlgorithm.cs
…
MinimumOrderMarginRegressionAlgorithm.cs
…
MinimumOrderSizeRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MissingTickDataAlgorithm.cs
…
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiResolutionConsolidators.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
…
NakedCallStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
NakedPutStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
NakedShortOptionStrategyOverMarginAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NamedArgumentsRegression.cs
…
NikkeiIndexRegressionAlgorithm.cs
…
NoMarginCallExpectedRegressionAlgorithm.cs
…
NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
…
NoMinimumOrderMarginRegressionAlgorithm.cs
…
NonDynamicOptionsFilterRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NoUniverseSelectorRegressionAlgorithm.cs
…
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NullMarginComboOrderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
NullMarginMultipleOrdersRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NullOptionAssignmentRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
…
ObjectStoreExampleAlgorithm.cs
…
OnEndOfDayAddDataRegressionAlgorithm.cs
…
OnEndOfDayInternalSecurityRegressionAlgorithm.cs
…
OnEndOfDayRegressionAlgorithm.cs
…
OnOrderEventExceptionRegression.cs
…
OnWarmupFinishedNoWarmup.cs
…
OnWarmupFinishedRegressionAlgorithm.cs
…
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
OptionAssignmentRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainApisConsistencyRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
OptionChainConsistencyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionChainedUniverseSelectionModelRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionChainFullDataRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainIncludeWeeklysByDefaultRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionChainProviderAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainsMultipleFullDataRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionChainUniverseImmediateSelectionRegressionAlgorithm.cs
…
OptionChainUniverseRemovalRegressionAlgorithm.cs
…
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
…
OptionEquityBaseStrategyRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionEquityBearCallLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBearPutLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBoxSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBullCallLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBullPutLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCallBackspreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityConversionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityIronButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityJellyRollRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityProtectiveCollarRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityPutBackspreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityReverseConversionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortBoxSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortCallBackspreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortIronButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortIronCondorRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortJellyRollRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityShortPutBackspreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExerciseOnExpiryAndNonTradableDateRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExerciseOnExpiryAndNonTradableDateWithOptionSelectionRegressionAlgorithm.cs
…
OptionExerciseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
…
OptionGreeksRegressionAlgorithm.cs
…
OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
…
OptionIndicatorsRegressionAlgorithm.cs
…
OptionModelsConsistencyRegressionAlgorithm.cs
…
OptionNoTimeInUniverseRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionOrdersOnSplitRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
…
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
…
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
…
OptionRenameDailyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionRenameRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionResolutionRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionsAutomaticSeedRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionsExpiredContractRegression.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
…
OptionSplitRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionSplitWarmupRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionStrategyFactoryMethodsBaseAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionStrategyFilteringUniverseBaseAlgorithm.cs
…
OptionStrategyFilteringUniverseBoxSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseCallButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseCallCalendarSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseCallLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseCallSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseConversionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseIronCondorRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseJellyRollRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseProtectiveCollarRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniversePutButterflyRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniversePutCalendarSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniversePutLadderRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniversePutSpreadRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseSingleCallRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseSinglePutRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseStraddleRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyFilteringUniverseStrangleRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionStrategyMarginCallEventsAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
OptionUniverseFilterGreeksRegressionAlgorithm.cs
…
OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.cs
…
OptionUniverseFilterOptionsDataLinqRegressionAlgorithm.cs
…
OptionUniverseFilterOptionsDataRegressionAlgorithm.cs
…
OptionUniverseHistoryRegressionAlgorithm.cs
…
OrderImmutabilityRegressionAlgorithm.cs
…
OrderSubmissionDataRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
OrderTicketAssignmentDemoAlgorithm.cs
Adjust async orders handling in backtesting (#8979)
2025-09-18 11:53:28 -04:00
OrderTicketDemoAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ParameterizedAlgorithm.cs
…
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
…
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
PeriodConsolidatorRegressionAlgorithm.cs
…
PersistentCustomDataUniverseRegressionAlgorithm.cs
…
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
…
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
…
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
…
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
…
PortfolioTargetTagsRegressionAlgorithm.cs
…
ProcessSplitSymbolsRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
QuantConnect.Algorithm.CSharp.csproj
net10 fix: Update clr-loader (#9166)
2025-12-29 19:07:35 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RangeConsolidatorAlgorithm.cs
…
RangeConsolidatorWithTickAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
…
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
…
RegisterIndicatorRegressionAlgorithm.cs
…
RegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
RegressionChannelAlgorithm.cs
…
RemoveUnderlyingRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
ResolutionSwitchingAlgorithm.cs
…
RevertComboOrderPositionsAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
RiskParityPortfolioAlgorithm.cs
…
RiskParityPortfolioWeightsCheckAlgorithm.cs
…
RollingWindowAlgorithm.cs
…
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
…
ScaledFillForwardDataRegressionAlgorithm.cs
…
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
…
ScaledRawHistoryAlgorithm.cs
…
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
…
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseRegressionAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
…
SectorExposureRiskFrameworkAlgorithm.cs
…
SectorWeightingFrameworkAlgorithm.cs
…
SecurityCustomPropertiesAlgorithm.cs
…
SecurityInitializationOnReAdditionForEquityRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SecurityInitializationOnReAdditionForManuallyAddedFutureContractRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SecurityInitializationOnReAdditionForManuallyAddedOptionRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
SecurityInitializationOnReAdditionForSelectedOptionRegressionAlgorithm.cs
…
SecurityInitializationOnReAdditionForUniverseSelectionRegressionAlgorithm.cs
…
SecuritySeederRegressionAlgorithm.cs
…
SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionExtendedMarketHoursRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionRegressionAlgorithm.cs
Disable OHLC session tracking by default (#9046)
2025-10-17 15:59:50 -03:00
SecuritySessionWithChangeOfResolutionRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
SecuritySessionWithDailyResolutionRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionWithFutureContractRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
SecuritySessionWithFuturesExtendedMarketHoursRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionWithFuturesRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecuritySessionWithOptionRegressionAlgorithm.cs
Track OHLCV for Current Trading Day (#8922)
2025-09-19 12:25:24 -05:00
SecurityToSymbolRegressionAlgorithm.cs
Add implicit security to symbol (#9032)
2025-10-13 17:58:57 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SetCashOnDataRegressionAlgorithm.cs
…
SetCustomSettlementModelRegressionAlgorithm.cs
…
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
…
SetEquityDataNormalizationModeOnAddEquity.cs
…
SetHoldingReturnsOrderTicketsRegressionAlgorithm.cs
…
SetHoldingsAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
SetHoldingsFutureRegressionAlgorithm.cs
…
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
…
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
…
SetHoldingsRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
…
ShortInterestFeeRegressionAlgorithm.cs
Add ShortMarginInterestRateModel (#9028)
2025-10-13 12:35:03 -03:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
…
SplitEquityRegressionAlgorithm.cs
…
SplitOnTradeBuilderRegressionAlgorithm.cs
…
SplitPartialShareRegressionAlgorithm.cs
…
SpreadExecutionModelRegressionAlgorithm.cs
…
StableCoinsRegressionAlgorithm.cs
…
StandardDeviationExecutionModelRegressionAlgorithm.cs
…
StartingCapitalRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
StatisticsResultsAlgorithm.cs
…
StochasticIndicatorAndSubIndicatorsWarmUpRegressionAlgorithm.cs
…
StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.cs
…
StopLimitOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StopLimitOrderRegressionAsyncAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StopLossOnOrderEventRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StopMarketOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StopMarketOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StrictEndTimeLowerResolutionFillForwardRegressionAlgorithm.cs
…
StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
…
SwitchDataModeRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
TickDataFilteringAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
TickQuoteBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
…
TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm.cs
…
TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
…
TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorithm.cs
…
TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorithm.cs
…
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
…
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
…
TotalPortfolioValueRegressionAlgorithm.cs
…
TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter.cs
…
TrailingStopOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
TrailingStopOrderRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
…
TrainingExampleAlgorithm.cs
…
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
UniverseOnlyRegressionAlgorithm.cs
…
UniverseSelectedRegressionAlgorithm.cs
…
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
…
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
…
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
UniverseUnchangedRegressionAlgorithm.cs
…
UnregisterIndicatorRegressionAlgorithm.cs
…
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
…
UserDefinedUniverseAlgorithm.cs
…
VBaseSignalExportDemonstrationAlgorithm.cs
Add VBaseSignalExport (#8954)
2025-09-24 12:47:32 -03:00
VolatilityModelsWithRawDataAlgorithm.cs
…
VolumeRenkoConsolidatorAlgorithm.cs
…
VolumeShareSlippageModelAlgorithm.cs
…
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
…
WarmUpAfterInitializeRegression.cs
…
WarmupAlgorithm.cs
…
WarmupConversionRatesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
WarmupDailyResolutionRegressionAlgorithm.cs
…
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
WarmupFutureRegressionAlgorithm.cs
…
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
…
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
…
WarmupMinuteResolutionRegressionAlgorithm.cs
…
WarmupOptionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
…
WarmupScheduledEventsRegressionAlgorithm.cs
…
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
…
WarmupSelectionRegressionAlgorithm.cs
…
WarmupTrainRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
…
YearlyUniverseSelectionScheduleRegressionAlgorithm.cs
Trigger initial selection for a yearly schedule (#9149)
2025-12-19 16:45:37 -03:00
ZeroDTEIndexOptionsRegressionAlgorithm.cs
…
ZeroDTEOptionsRegressionAlgorithm.cs
…
ZeroedBenchmarkRegressionAlgorithm.cs
…
ZeroFeeRegressionAlgorithm.cs
…