JosueNina 63209a3fd3 Add Python overload for OptionPriceModelResult (#9277) ...

* Add python overload for OptionPriceModelResult constructor

* Solve review comments

* Update regression algorithms

2026-02-10 16:48:57 -03:00

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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

Fix USDC binance crypto future and stable pairs (#9246)

2026-01-28 09:49:28 -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

Add Python overload for OptionPriceModelResult (#9277)

2026-02-10 16:48:57 -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

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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

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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

Fix USDC binance crypto future and stable pairs (#9246)

2026-01-28 09:49:28 -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

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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

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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

Feature Perpetual Crypto Futures (#6807)

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

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

Continuous Futures Refactor. Live Mappings (#6076)

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

ICurrencyConverter.cs

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IdentityCurrencyConverter.cs

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

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

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

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

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InitialMarginParameters.cs

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

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

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

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

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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

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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

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ReservedBuyingPowerForPositionParameters.cs

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ScanSettlementModelParameters.cs

Refactor Settlement Model API (#7225)

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

Security.cs

Fix fundamental security direct access timestamp (#9255)

2026-01-30 11:41:24 -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

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

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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

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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

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

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