quantconnect--lean

Auxiliary

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

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

Consolidators

Fix invalid time on Session working bar (#9300 )

2026-02-24 11:57:35 -05:00

Custom

Fix minor warnings (#8190 )

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

Fundamental

Fix fundamental security direct access timestamp (#9255 )

2026-01-30 11:41:24 -03:00

Market

Add GetSafeTheta to handle decimal overflow (#9348 )

2026-04-07 13:09:42 -03:00

Shortable

Fix CS1570 and CS1572 warnings (#8187 )

2024-07-10 11:16:16 -03:00

UniverseSelection

Add GetSafeTheta to handle decimal overflow (#9348 )

2026-04-07 13:09:42 -03:00

BaseData.cs

Use StubsIgnore attribute in some methods (#8708 )

2025-04-21 16:27:37 -04:00

BaseDataRequest.cs

Enable daily precise end time by default (#8254 )

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

Channel.cs

Modernization of syntax used in argument check exceptions (#7380 )

2023-07-17 14:53:17 -03:00

ConsolidatorWrapper.cs

Ensure AdvanceTime() runs only after full algorithm initialization (#9284 )

2026-02-20 16:12:03 -03:00

ConstantDividendYieldModel.cs

Dividend yield calculation fix (#8264 )

2024-08-19 09:30:05 -04:00

ConstantRiskFreeRateInterestRateModel.cs

Risk-Free Interest Rate Model (#7594 )

2023-11-22 16:17:34 -04:00

DataAggregatorInitializeParameters.cs

Daily data time adjustment (#8001 )

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

DataHistory.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

DataMonitor.cs

Object store dispose hang (#8925 )

2025-08-13 18:18:48 -03:00

DataQueueHandlerSubscriptionManager.cs

feat: make virtual Subscribe() in DataQueueHandlerSubscriptionManager

2025-08-29 18:36:11 +03:00

DiskDataCacheProvider.cs

Handle Windows reserved filenames (#7784 )

2024-03-13 19:05:57 -03:00

DividendYieldProvider.cs

File-based options universe (#8212 )

2024-09-09 12:39:31 -03:00

DownloaderExtensions.cs

Options/Index Options hour/daily resolution required data only download (#7898 )

2024-04-04 18:18:33 -03:00

DynamicData.cs

Add indicator helper methods for base Algorithm (#8076 )

2024-07-01 13:27:47 -03:00

EventBasedDataQueueHandlerSubscriptionManager.cs

Fix half of the CA1051 warnings (#8137 )

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

FileFormat.cs

Update enum values in comments (#6460 )

2022-07-05 10:29:28 -03:00

FuncRiskFreeRateInterestRateModel.cs

Support new Pythonnet delegates auto conversion (#8913 )

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

GetSetPropertyDynamicMetaObject.cs

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HistoryExtensions.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

HistoryProviderBase.cs

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HistoryProviderInitializeParameters.cs

Daily data time adjustment (#8001 )

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

HistoryRequest.cs

Disable extended market hours for universe history requests (#8670 )

2025-04-02 14:11:38 -03:00

HistoryRequestFactory.cs

Minor fix for period history api (#9001 )

2025-09-30 09:51:40 -04:00

IBaseData.cs

Add StubsAvoidImplicitsAttribute to avoid generating implicit types in stubs (#8718 )

2025-04-23 14:22:14 -03:00

IDataAggregator.cs

Daily data time adjustment (#8001 )

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

IDividendYieldModel.cs

Dividend yield calculation fix (#8264 )

2024-08-19 09:30:05 -04:00

IndexedBasedData.cs

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IndicatorHistory.cs

Add indicator helper methods for base Algorithm (#8076 )

2024-07-01 13:27:47 -03:00

InterestRateProvider.cs

Minor thread safety interest rate provider fix (#8119 )

2024-07-02 13:19:04 -03:00

IRiskFreeInterestRateModel.cs

Risk-Free Interest Rate Model (#7594 )

2023-11-22 16:17:34 -04:00

ISubscriptionEnumeratorFactory.cs

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ISymbolProvider.cs

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

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

LeanDataWriter.cs

Minor fix for lean data writer merge policy (#8952 )

2025-09-03 12:25:18 -03:00

Slice.cs

Minor slice.AllData api change (#9130 )

2025-12-15 10:25:00 -03:00

SliceExtensions.cs

Add more options to Field class (#8228 )

2024-08-07 19:08:34 -03:00

SubscriptionDataConfig.cs

Disable extended market hours for universe history requests (#8670 )

2025-04-02 14:11:38 -03:00

SubscriptionDataConfigExtensions.cs

Refactor user define universe handling (#9088 )

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

SubscriptionDataConfigList.cs

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SubscriptionDataSource.cs

Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352 )

2024-10-07 18:16:33 -03:00

SubscriptionManager.cs

Ensure AdvanceTime() runs only after full algorithm initialization (#9284 )

2026-02-20 16:12:03 -03:00