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Jhonathan Abreu f9104801d9 Fix runtime error when an option universe is removed and re-added in the same time step (#9626) 
* Fix universe subscription exception when option universe is removed and re-added in the same time step

* Remove incorrect issue reference from comments

* Use RegressionTestException in regression algorithm

* Clean up stale universe members when universe is removed and re-added in the same time step

* Convert regression algorithms to C# and centralize universe selection data handling

* Simplify fix by parking colliding universe subscription requests and re-issuing them on removal

* Restore universe subscription request invariant exception

* Report parked universe subscription requests as successfully added
2026-07-20 21:43:01 +00:00
..
Alphas
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
Benchmarks
FixComposer Assembly Resolution (#9066)
2025-10-28 09:26:12 -03:00
CapacityTests
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
Properties
…
RegressionTests
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddAlphaModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddFutureUniverseSelectionModelRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -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
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddRiskManagementAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
AddUniverseSelectionModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AlgorithmModeAndDeploymentTargetAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Convert daily resolution market orders to MarketOnClose/MarketOnOpen (#9534)
2026-06-16 13:08:57 -03:00
AsynchronousUniverseRegressionAlgorithm.cs
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Make DataDictionary ordered by key (symbol) (#9105)
2025-12-01 12:44:22 -04:00
AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AutomaticSeedBaseRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
AuxiliaryDataHandlersRegressionAlgorithm.cs
Fix DataManager creating invalid data type subscriptions (#9379)
2026-04-14 10:32:47 -05:00
BacktestingAsynchronousOrdersRegressionAlgorithm.cs
Adjust async orders handling in backtesting (#8979)
2025-09-18 11:53:28 -04:00
BacktestingBrokerageRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BaseFrameworkRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
BasicPythonIntegrationTemplateAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateAxosAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateCfdAlgorithm.cs
…
BasicTemplateContinuousFutureAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateCryptoAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
BasicTemplateDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateEurexFuturesAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFillForwardAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
BasicTemplateForexAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
BasicTemplateFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFutureOptionAlgorithm.cs
Fix bug for NQX index options (#7824)
2024-03-13 11:42:55 -03:00
BasicTemplateFutureRolloverAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
BasicTemplateFuturesDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
BasicTemplateIndexOptionsDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndiaAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateIntrinioEconomicData.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
BasicTemplateLibrary.cs
…
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
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BasicTemplateTradableIndexAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
BinanceCryptoFutureBnfcrCollateralRegressionAlgorithm.cs
fix: support BNFCR alternative collateral in CryptoFutureMarginModel for Binance (#9373)
2026-04-13 23:24:40 +03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
BrokerageActivityEventHandlingAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
BrokerageModelAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
BubbleAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
BybitCryptoFuturesRegressionAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -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
Adds BroadcastCommand Method (#8617)
2025-03-07 17:48:10 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRangeConsolidatorAlgorithm.cs
1/4 of the changes of RegressionTestException (#8100)
2024-06-24 15:23:33 -03:00
ClassicRangeConsolidatorWithTickAlgorithm.cs
1/4 of the changes of RegressionTestException (#8100)
2024-06-24 15:23:33 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFineAsyncUniverseRegressionAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
CoarseFineFundamentalComboAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
CoarseFineFundamentalRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseFundamentalTop3Algorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CoarseSelectionsAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CoarseSelectionTimeRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CoinbaseCryptoYearMarketTradingRegressionAlgorithm.cs
Market orders wait for fresh data instead of filling on stale prices (#9535)
2026-06-18 11:59:19 -03:00
Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
Collective2SignalExportDemonstrationAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ComboOrderTicketDemoAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ConsolidateDifferentTickTypesRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ConsolidateScanRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidateWithSizeAttributeRegressionAlgorithm.cs
Add tag to RemoveSecurity method (#8928)
2025-08-15 10:40:35 -03:00
ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegressionAlgorithm.cs
Ensure AdvanceTime() runs only after full algorithm initialization (#9284)
2026-02-20 16:12:03 -03:00
ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConsolidatorRollingWindowRegressionAlgorithm.cs
Add built-in rolling window to all consolidators (#9366)
2026-07-07 16:12:46 -05:00
ConsolidatorStartTimeRegressionAlgorithm.cs
Add Consolidator Optional Start time (#9034)
2025-10-14 11:04:21 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
1/4 of the changes of RegressionTestException (#8100)
2024-06-24 15:23:33 -03:00
ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConstituentsUniverseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)
2025-10-24 17:18:20 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ContinuousFutureRolloverBaseRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithIntialSeedRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ConvertToFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CorrelationTypeComparisonRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
CryptoFutureLeverageBasedMarginRegressionAlgorithm.cs
Fix crypto future margin model to reflect margin used (#9235)
2026-01-27 13:40:36 -04:00
CustomBenchmarkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
CustomBrokerageModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs
1/4 of the changes of RegressionTestException (#8100)
2024-06-24 15:23:33 -03:00
CustomBuyingPowerModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomChartingAlgorithm.cs
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
CustomDataAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomDataBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataBitcoinAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
CustomDataMultiFileObjectStoreRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataNIFTYAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
CustomDataObjectStoreRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataPropertiesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataSecurityCacheGetDataRegressionAlgorithm.cs
Support CustomData in SecurityCache.GetData(PyObject type) method (#9036)
2025-10-16 10:37:00 -03:00
CustomDataTypeHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUniverseAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataUniverseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataUniverseScheduledRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataUsingMapFileRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomDataZipFileEntryNamesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataZipFileRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomDataZipFileSpecificEntryRegressionAlgorithm.cs
Sourcing remote zipped custom data (#7976)
2024-04-26 12:15:01 -04:00
CustomDataZippedObjectStoreRegressionAlgorithm.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomModelsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomOptionAssignmentRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomOptionExerciseModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomOptionPriceModelRegressionAlgorithm.cs
Add Python overload for OptionPriceModelResult (#9277)
2026-02-10 16:48:57 -03:00
CustomPartialFillModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomPortfolioOptimizerRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomSecurityDataFilterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomSecurityInitializerAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
CustomShortableProviderRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomSignalExportDemonstrationAlgorithm.cs
Adds Custom Signal Export Example (#8674)
2025-04-09 10:14:21 -03:00
CustomUniverseImmediateSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomUniverseSelectionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
CustomVolatilityModelAlgorithm.cs
Fix CA1829 warning (#8188)
2024-07-10 14:08:28 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DailyAlgorithm.cs
…
DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
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
DailyResolutionMarketOrderConversionRegressionAlgorithm.cs
Convert daily resolution market orders to MarketOnClose/MarketOnOpen (#9534)
2026-06-16 13:08:57 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm.cs
Add regression algo for indicator updates: Resolution.Daily vs TimeSpan.FromDays(1) (#8646)
2025-03-25 15:57:02 -03:00
DailyResolutionVsTimeSpanRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyResolutionVsTimeSpanWithSecondEquityAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
DataConsolidationAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm.cs
Track securities addition and removal notifications (#9097)
2025-11-28 10:37:31 -04:00
DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistedIndexOptionDivestedRegression.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistingEventsAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DescendingCustomDataObjectStoreRegressionAlgorithm.cs
Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352)
2024-10-07 18:16:33 -03:00
DisplacedMovingAverageRibbon.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DropboxUniverseSelectionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DuplicateOptionAssignmentRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
DYDXCryptoFuturesRegressionAlgorithm.cs
Fix dydx holdings value (#9243)
2026-01-26 16:29:19 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
EmitInsightNoAlphaModelAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EmitInsightsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquityMarginCallAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquityOptionsUniverseSettingsRegressionAlgorithm.cs
Fix DataManager creating invalid data type subscriptions (#9379)
2026-04-14 10:32:47 -05:00
EquitySplitHoldingsDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquitySplitHoldingsHourRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquitySplitHoldingsMinuteRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs
feat: ETFConstituentsModel overloading constructor (#7598)
2023-12-01 17:20:52 -03:00
ETFGlobalRotationAlgorithm.cs
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ExecutionModelOrderEventsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FeeModelNotUsingAccountCurrency.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardFromWarmUpRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeDailyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeHourRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursDailyResolutionAlgorithm.cs
Market orders wait for fresh data instead of filling on stale prices (#9535)
2026-06-18 11:59:19 -03:00
FillOutsideHoursHourResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursMinuteResolutionAlgorithm.cs
Market orders wait for fresh data instead of filling on stale prices (#9535)
2026-06-18 11:59:19 -03:00
FillOutsideHoursSecondResolutionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FillOutsideHoursTickResolutionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
FilteredIdentityAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
FinancialAdvisorDemoAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FractionalQuantityRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FreePortfolioValueFixedRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FuncRiskFreeRateInterestRateModelWithPythonLambda.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FundamentalCustomSelectionTimeRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FundamentalCustomSelectionTimeWarmupRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FundamentalRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FundamentalUniverseSelectionRegressionAlgorithm.cs
Add algorithm status statistic (#8095)
2024-06-24 14:19:32 -03:00
FutureChainInternalSubscriptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionChainFullDataRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
FutureOptionChainsMultipleFullDataRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
FutureOptionContinuousFutureRegressionAlgorithm.cs
Support Future Options for Continuous Futures (#9022)
2025-10-13 18:20:12 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Market orders wait for fresh data instead of filling on stale prices (#9535)
2026-06-18 11:59:19 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Market orders wait for fresh data instead of filling on stale prices (#9535)
2026-06-18 11:59:19 -03:00
FutureOptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureOptionWithFutureFilterRegressionAlgorithm.cs
Support Future Options for Continuous Futures (#9022)
2025-10-13 18:20:12 -03:00
FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm.cs
Use universe settings when adding derivatives (#9309)
2026-03-03 12:18:10 -04:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FuturesAutomaticSeedRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
FuturesChainFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesChainsMultipleFullDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesDailySettlementLongRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesDailySettlementShortRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesExpiredContractRegression.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FuturesMomentumAlgorithm.cs
…
FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
FutureUniverseHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
FutureUniverseOpenInterestRegressionAlgorithm.cs
Set security cache open interest from chain universe data (#9601)
2026-07-09 17:15:12 -03:00
FuzzyInferenceAlgorithm.cs
Fix minor warnings (#8190)
2024-07-10 14:17:27 -03:00
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
HistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryAuxiliaryDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
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
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HourMarketOrderFillsAtBarCloseRegressionAlgorithm.cs
Market orders wait for fresh data instead of filling on stale prices (#9535)
2026-06-18 11:59:19 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
HourResolutionMarketOrderStalePriceRegressionAlgorithm.cs
Assert fill price and fresh hour bar in stale price regression algorithm (#9550)
2026-06-19 14:49:55 -03:00
HourReverseSplitRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HourSplitRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
HSIFutureDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
HSIFutureHourRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
ImmediateExecutionModelWorksWithBinanceFeeModel.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
InceptionDateSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
…
IndexOptionBearPutSpreadAlgorithm.cs
…
IndexOptionBullCallSpreadAlgorithm.cs
…
IndexOptionBullPutSpreadAlgorithm.cs
…
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallButterflyAlgorithm.cs
…
IndexOptionCallCalendarSpreadAlgorithm.cs
…
IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionChainApisConsistencyRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
IndexOptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndexOptionIronCondorAlgorithm.cs
…
IndexOptionModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
IndexOptionPutButterflyAlgorithm.cs
…
IndexOptionPutCalendarSpreadAlgorithm.cs
…
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionScaledStrikeRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndexOptionsUniverseSettingsRegressionAlgorithm.cs
Use universe settings when adding derivatives (#9309)
2026-03-03 12:18:10 -04:00
IndexOptionUniverseOpenInterestRegressionAlgorithm.cs
Set security cache open interest from chain universe data (#9601)
2026-07-09 17:15:12 -03:00
IndexSecurityCanBeTradableRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
IndexSecurityIsNotTradableRegressionAlgorithm.cs
Fix bug in Index security (#8472)
2024-12-23 16:32:25 -03:00
IndiaDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorBasedOptionPricingModelIndexOptionRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
IndicatorBasedOptionPricingModelRegressionAlgorithm.cs
Source option price model data from securities instead of slice (#9315)
2026-03-04 10:25:14 -04:00
IndicatorHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndicatorSelectorsWorkWithDifferentOptions.cs
Avoid emitting overlapping fill forwarded data (#9107)
2025-12-05 10:05:40 -04:00
IndicatorSuiteAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IndicatorVolatilityModelAlgorithm.cs
Add Python version of IndicatorVolatilityModelAlgorithm (#9580)
2026-07-02 15:00:06 -03:00
IndicatorWarmupAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
IndicatorWithRenkoBarsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
InsightScoringRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InsightTagAlphaRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InsightWeightingFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InsufficientMarginOrderUpdateRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
IronCondorStrategyAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
IsMarketOpenCheckAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
LimitFillRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
LiquidateRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Python syntax algorithms fixes (#8916)
2025-08-11 10:55:00 -04:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MacdAlphaModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MACDTrendAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm.cs
Fix symbol changed events emission time (#8552)
2025-01-23 18:29:28 -04:00
ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs
Add ContractMultiplier setter to Cfd via CfdSymbolProperties (#9328)
2026-04-08 10:47:47 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarginCallEventsAlgorithm.cs
Fix sign of order quantity in example algorithm OnMarginCall(). (#8251)
2024-08-12 17:40:51 -03:00
MarginRemainingRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarketHourAwareIntradayConsolidationRegressionAlgorithm.cs
Market hours aware intraday consolidation (#9530)
2026-06-17 11:09:55 -03:00
MarketImpactSlippageModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarketOnCloseOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MarketOrderStaleDataFillRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MeanReversionPortfolioAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
MissingTickDataAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
MultipleUniverseSelectionOrderRegressionAlgorithm.cs
Add deterministic counter to universe symbol ticker for stable sort order (#9487)
2026-05-14 09:35:01 -03:00
MultiResolutionConsolidators.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NikkeiIndexRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NonDynamicOptionsFilterRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
NoUniverseSelectorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
NumeraiSignalExportDemonstrationAlgorithm.cs
Adds Custom Signal Export Example (#8674)
2025-04-09 10:14:21 -03:00
ObjectStoreExampleAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnEndOfDayInternalSecurityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnEndOfDayRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OnOrderEventExceptionRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedNoWarmup.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OnWarmupFinishedScheduledUniverseRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
OpeningBreakoutAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
OpenInterestFuturesRegressionAlgorithm.cs
Minor fix to handle all tick security updates (#9117)
2025-12-08 17:41:28 -03:00
OptionAssignmentRegressionAlgorithm.cs
Fix trade statistics for option assignment underlying fills (#9627)
2026-07-20 14:37:51 -04:00
OptionAssignmentStatisticsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -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
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionExerciseOnExpiryAndNonTradableDateWithOptionSelectionRegressionAlgorithm.cs
Fix delisting time handling in SubscriptionDataReader (#8470)
2025-01-13 10:22:14 -04:00
OptionExerciseRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
OptionExpiryDateOnHolidayCase.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
OptionExpiryDateTodayRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionFilterReturnsNullRegressionAlgorithm.cs
Allow option filter functions to return None/null (#9608)
2026-07-10 16:20:51 -04:00
OptionGreeksRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionIndicatorsMirrorContractsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionIndicatorsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionModelsConsistencyRegressionAlgorithm.cs
Standardize trade count statistic (#7827)
2024-03-06 14:52:34 -03:00
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
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionRenameDailyRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionRenameRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -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
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
OptionsExpiredContractRegression.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
OptionShortCallMarginCallEventsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OptionsMarginCallEventsAlgorithmBase.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
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
Option Strategy Filter Universe (#8088)
2024-07-01 13:58:30 -03:00
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
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionUniverseFilterOptionsDataLinqRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionUniverseFilterOptionsDataRegressionAlgorithm.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
OptionUniverseHistoryRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OptionUniverseOpenInterestRegressionAlgorithm.cs
Set security cache open interest from chain universe data (#9601)
2026-07-09 17:15:12 -03:00
OptionUniverseRemovedAndReAddedMemberCleanupRegressionAlgorithm.cs
Fix runtime error when an option universe is removed and re-added in the same time step (#9626)
2026-07-20 21:43:01 +00:00
OptionUniverseRemovedAndReAddedRegressionAlgorithm.cs
Fix runtime error when an option universe is removed and re-added in the same time step (#9626)
2026-07-20 21:43:01 +00:00
OrderImmutabilityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OrderTicketAssignmentDemoAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
OrderTicketDemoAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ParameterizedAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Refactor some unit and regression tests for speed improvements (#8970)
2025-09-12 10:15:09 -04:00
PeriodConsolidatorRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PersistentCustomDataUniverseRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
PortfolioTargetTagsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
QLOptionPricingModelRegressionAlgorithm.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
QuantConnect.Algorithm.CSharp.csproj
Update QuantConnect.pythonnet to 2.0.64 (#9623)
2026-07-16 11:25:22 -04:00
QuitAfterInitializationRegressionAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
QuitInInitializationRegressionAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
RangeConsolidatorAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RangeConsolidatorWithTickAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
RawDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RegisterIndicatorAndConsolidatorWithoutSubscriptionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
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
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
RestingMarketOrderFillsAtBarOpenRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RevertComboOrderPositionsAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
RiskParityPortfolioAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RiskParityPortfolioWeightsCheckAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RollingWindowAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
Default option filter now includes weeklies to prevent empty chains (#9162)
2025-12-31 10:11:46 -03:00
RsiAlphaModelFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
RuntimeCurrencyConversionSeedingRegressionAlgorithm.cs
Seed runtime-added currency conversion rates immediately (#9568)
2026-07-01 12:40:54 -03:00
SamcoBasicTemplateOptionsAlgorithm.cs
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
ScaledRawHistoryAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ScheduledEventsAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
ScheduledEventsOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SectorWeightingFrameworkAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityCustomPropertiesAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SecurityInitializationOnReAdditionForEquityRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SecurityInitializationOnReAdditionForManuallyAddedFutureContractRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
SecurityInitializationOnReAdditionForManuallyAddedOptionRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
SecurityInitializationOnReAdditionForSelectedOptionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecurityInitializationOnReAdditionForUniverseSelectionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SecuritySeederRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Market hours aware intraday consolidation (#9530)
2026-06-17 11:09:55 -03:00
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
Market hours aware intraday consolidation (#9530)
2026-06-17 11:09:55 -03:00
SecurityToSymbolRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetCashOnDataRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetCustomSettlementModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingReturnsOrderTicketsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetHoldingsAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
SetHoldingsFutureRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SetHoldingsRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ShortInterestFeeRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SingleLotOptionStrategyMarginCallRegressionAlgorithm.cs
Fix margin call handling for single-lot option strategy position groups (#9612)
2026-07-13 15:17:19 -04:00
SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
Refactor AutomaticIndicatorWarmUp settings (#8111)
2024-06-26 17:02:48 -03:00
SparseDataRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SplitEquityRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SplitPartialShareRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
StableCoinsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
StartingCapitalRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
StatisticsResultsAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
StochasticIndicatorAndSubIndicatorsWarmUpRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StopLimitOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
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
Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
2024-08-06 10:15:56 -03:00
StrictEndTimeLowerResolutionFillForwardRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm.cs
Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)
2024-11-29 09:52:01 -04:00
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
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
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorithm.cs
Fix problem with IsSubscriptionValidForConsolidator() method (#8754)
2025-05-09 16:42:25 -03:00
TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Fix ScheduledUniverse emitting triggers past end time (#9490)
2026-05-19 13:12:35 -05:00
TotalPortfolioValueRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TradingNotAddedEquitiesRegressionAlgorithm.cs
Add securities when trading non added securities (#9312)
2026-03-03 17:09:21 -04:00
TradingNotAddedOptionsRegressionAlgorithm.cs
Wait for fresh data before filling market orders on stale data (#9563)
2026-07-01 11:22:50 -04:00
TrailingStopOrderAsyncRegressionAlgorithm.cs
Support asynchronous non-market orders (#8946)
2025-09-10 08:29:50 -04:00
TrailingStopOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
TrainingExampleAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
TrainingInitializeRegressionAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
TwoLegCurrencyConversionRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
UniverseOnlyRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectedRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
UniverseSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Refactor user define universe handling (#9088)
2025-11-18 12:29:05 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UnregisterIndicatorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
UpdateOrderLiveTestAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
UpdateOrderRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
UserDefinedUniverseAlgorithm.cs
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VBaseSignalExportDemonstrationAlgorithm.cs
Follow up: Fix weights calculation in VBaseSignalExport (#9281)
2026-02-12 09:42:45 -03:00
VolatilityModelsWithRawDataAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
VolumeRenkoConsolidatorAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
VolumeShareSlippageModelAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
WarmUpAfterInitializeRegression.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
WarmupConversionRatesRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
WarmupDailyResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
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
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
WarmupHistoryAlgorithm.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
WarmupIndicatorRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
…
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
…
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Fix warnings part 8 (#8113)
2024-06-28 10:10:30 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupOptionRegressionAlgorithm.cs
Increase option strike digits precision to 6 (#9086)
2025-11-18 16:23:29 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
Daily options contracts valid open interest values (#8450)
2024-12-12 14:50:59 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
…
WarmupSelectionBarCountRegressionAlgorithm.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
WarmupSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
WarmupTrainRegressionAlgorithm.cs
Seed securities by default (#9045)
2025-11-18 13:05:56 -04:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
YearlyUniverseSelectionScheduleRegressionAlgorithm.cs
Compute probabilistic Sharpe ratio on excess returns (#9583)
2026-07-06 16:24:52 -03:00
ZeroDTEIndexOptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroDTEOptionsRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00
ZeroFeeRegressionAlgorithm.cs
Add MaxDrawdownRecovery metric (#8865)
2025-07-17 16:32:23 -03:00