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quantconnect--lean/Algorithm.CSharp
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AlexCatarino 7a9778f9fd Addresses Peer-Review 
- Do not reuse parameter variables `start` and `end`. Create new variables with meaningful names and rename them to `startUtc` and `endUtc`.
- Use `EachTradeableDayInTimeZone` to calculate `tradableDates`.
- Adds another test/assertion in the regression algorithms to ensure tests in the scheduled event were performed.
2020-05-29 14:56:10 +01:00
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Alphas
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AltData
Remove PsychSignal data
2020-05-11 18:48:13 -03:00
Benchmarks
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Properties
Add assembly descriptions (#4442)
2020-05-21 09:35:12 -07:00
AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddAlphaModelAlgorithm.cs
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AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddRiskManagementAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddUniverseSelectionModelAlgorithm.cs
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AddUniverseSelectionModelCoarseAlgorithm.cs
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app.config
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicTemplateAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BasicTemplateConstituentUniverseAlgorithm.cs
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BasicTemplateCryptoAlgorithm.cs
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BasicTemplateCryptoFrameworkAlgorithm.cs
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BasicTemplateDailyAlgorithm.cs
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BasicTemplateFillForwardAlgorithm.cs
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BasicTemplateForexAlgorithm.cs
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BasicTemplateFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BasicTemplateFuturesAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
Fixes and Improvements
2020-04-28 16:29:15 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Addresses Peer-Review
2020-05-29 14:56:10 +01:00
BasicTemplateIntrinioEconomicData.cs
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BasicTemplateLibrary.cs
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BasicTemplateMultiAssetAlgorithm.cs
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BasicTemplateOptionsAlgorithm.cs
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BasicTemplateOptionsFilterUniverseAlgorithm.cs
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BasicTemplateOptionsFrameworkAlgorithm.cs
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BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
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BasicTemplateOptionTradesAlgorithm.cs
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BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
BrokerageModelAlgorithm.cs
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BubbleAlgorithm.cs
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CallingRFromCSharp.cs
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CancelOpenOrdersRegressionAlgorithm.cs
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CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFundamentalTop3Algorithm.cs
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CoarseNoLookAheadBiasAlgorithm.cs
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CoarseSelectionTimeRegressionAlgorithm.cs
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CompositeAlphaModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ConsolidateRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
Address review
2020-04-24 19:04:41 -03:00
ConvertToFrameworkAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
CustomBenchmarkRegressionAlgorithm.cs
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CustomBrokerageMessageHandlerAlgorithm.cs
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CustomChartingAlgorithm.cs
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CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
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CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
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CustomDataAddDataRegressionAlgorithm.cs
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CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
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CustomDataUniverseAlgorithm.cs
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CustomDataUsingMapFileRegressionAlgorithm.cs
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CustomFrameworkModelsAlgorithm.cs
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CustomModelsAlgorithm.cs
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CustomPartialFillModelAlgorithm.cs
Adds CustomPartialFillModelAlgorithm
2020-04-13 18:50:03 +01:00
CustomSecurityInitializerAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
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CustomUniverseWithBenchmarkRegressionAlgorithm.cs
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DailyAlgorithm.cs
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DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
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DefaultResolutionRegressionAlgorithm.cs
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DelistingEventsAlgorithm.cs
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DisplacedMovingAverageRibbon.cs
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DividendAlgorithm.cs
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DropboxBaseDataUniverseSelectionAlgorithm.cs
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DropboxUniverseSelectionAlgorithm.cs
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DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
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DynamicSecurityDataAlgorithm.cs
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EmaCrossUniverseSelectionAlgorithm.cs
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EmaCrossUniverseSelectionFrameworkAlgorithm.cs
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EmitInsightCryptoCashAccountType.cs
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EmitInsightNoAlphaModelAlgorithm.cs
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EmitInsightsAlgorithm.cs
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EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
EstimizeDataAlgorithm.cs
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ETFGlobalRotationAlgorithm.cs
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ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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FeeModelNotUsingAccountCurrency.cs
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FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Address review
2020-04-24 19:04:41 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
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ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
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FractionalQuantityRegressionAlgorithm.cs
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FreePortfolioValueRegressionAlgorithm.cs
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FutureSharingTickerRegressionAlgorithm.cs
Address review
2020-04-28 16:29:54 -03:00
FuturesMomentumAlgorithm.cs
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FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
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HistoryAlgorithm.cs
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HistoryWithSymbolChangesRegressionAlgorithm.cs
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HourReverseSplitRegressionAlgorithm.cs
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HourSplitRegressionAlgorithm.cs
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InceptionDateSelectionRegressionAlgorithm.cs
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IndicatorSuiteAlgorithm.cs
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IndicatorWarmupAlgorithm.cs
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InsightWeightingFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
LimitFillRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
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LiveFeaturesAlgorithm.cs
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LongOnlyAlphaStreamAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MACDTrendAlgorithm.cs
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MarginCallClosedMarketRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MarginCallEventsAlgorithm.cs
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MarginRemainingRegressionAlgorithm.cs
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MarketOnOpenOnCloseAlgorithm.cs
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MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
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NoMarginCallExpectedRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ObjectStoreExampleAlgorithm.cs
Adds Python Example of ObjectStoreExampleAlgorithm
2020-04-21 23:14:21 +01:00
OnEndOfDayAddDataRegressionAlgorithm.cs
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OnEndOfDayRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
OpeningBreakoutAlgorithm.cs
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OpenInterestFuturesRegressionAlgorithm.cs
Add a futures universe selection model that uses open interest
2020-05-19 00:30:58 +10:00
OptionChainConsistencyRegressionAlgorithm.cs
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OptionChainProviderAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
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OptionDelistedDataRegressionAlgorithm.cs
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OptionExerciseAssignRegressionAlgorithm.cs
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OptionExpiryDateOnHolidayCase.cs
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OptionOpenInterestRegressionAlgorithm.cs
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OptionRenameRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
OptionSplitRegressionAlgorithm.cs
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OrderSubmissionDataRegressionAlgorithm.cs
Add OrderSubmission data regression algorithm
2020-04-09 11:42:23 -03:00
OrderTicketDemoAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
packages.config
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
ParameterizedAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
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PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
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PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
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PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
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PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
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ProcessSplitSymbolsRegressionAlgorithm.cs
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QuandlFuturesDataAlgorithm.cs
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QuandlImporterAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
Merge pull request #4407 from michael-sena/feature-open-interest-future-universe
2020-05-18 12:47:52 -03:00
QuantConnect.Algorithm.CSharp.nuspec
Fix nuget QC dependency version
2020-05-21 16:21:59 -03:00
RawPricesCoarseUniverseAlgorithm.cs
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RawPricesUniverseRegressionAlgorithm.cs
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RegisterIndicatorRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
RegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
RegressionChannelAlgorithm.cs
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RenkoConsolidatorAlgorithm.cs
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ResolutionSwitchingAlgorithm.cs
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RollingWindowAlgorithm.cs
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ScheduledEventsAlgorithm.cs
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ScheduledEventsOrderRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
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SECReportDataAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
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SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
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SetCashOnDataRegressionAlgorithm.cs
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SetHoldingsFutureRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
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SmartInsiderDataAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
StressSymbols.cs
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StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
Improve implicit conversion failure message
2020-04-17 22:11:24 -03:00
TickDataFilteringAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
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TradingEconomicsCalendarIndicatorAlgorithm.cs
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TrailingStopRiskFrameworkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
TrainingExampleAlgorithm.cs
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TrainingInitializeRegressionAlgorithm.cs
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UniverseSelectionDefinitionsAlgorithm.cs
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UniverseSelectionRegressionAlgorithm.cs
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UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
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UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
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UniverseUnchangedRegressionAlgorithm.cs
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UpdateOrderLiveTestAlgorithm.cs
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UpdateOrderRegressionAlgorithm.cs
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USEnergyInformationAdministrationAlgorithm.cs
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UserDefinedUniverseAlgorithm.cs
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USTreasuryYieldCurveDataAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
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WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00