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Martin-Molinero 9cb2452025 Oanda default Forex Market (#4706) 
* Oanda default forex Market

- Use Oanda as default forex Market since it has more pairs.
- Remove FXCM data add Oanda equivalente data.
- Update unit and regression tests

* Address reviews

- Revert FXCM data removal
- Remove unrequired commented code

* Fix rebase
2020-09-14 16:43:23 -03:00
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Alphas
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AltData
Removes Robintrack data source (#4628)
2020-08-14 19:46:30 -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
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AddAlphaModelAlgorithm.cs
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AddRemoveOptionUniverseRegressionAlgorithm.cs
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AddRemoveSecurityRegressionAlgorithm.cs
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AddRiskManagementAlgorithm.cs
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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
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
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BasicTemplateAlgorithm.cs
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BasicTemplateConstituentUniverseAlgorithm.cs
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BasicTemplateCryptoAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
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
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BasicTemplateFuturesAlgorithm.cs
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BasicTemplateFuturesConsolidationAlgorithm.cs
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BasicTemplateFuturesFrameworkAlgorithm.cs
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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
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
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
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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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CoarseTiingoNewsUniverseSelectionAlgorithm.cs
Address reviews
2020-06-15 20:05:12 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
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CompositeRiskManagementModelFrameworkAlgorithm.cs
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ConfidenceWeightedFrameworkAlgorithm.cs
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ConsolidateRegressionAlgorithm.cs
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ConstituentsQC500GeneratorAlgorithm.cs
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ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
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ConvertToFrameworkAlgorithm.cs
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CustomBenchmarkAlgorithm.cs
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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
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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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DaylightSavingTimeHistoryRegressionTest.cs
Fix duplicated history entries when contains daylight saving time change (#4700)
2020-09-09 13:57:40 -03:00
DefaultResolutionRegressionAlgorithm.cs
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DelistedFutureLiquidateRegressionAlgorithm.cs
Fix Delisted.Warning event time
2020-06-08 20:01:12 -03:00
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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EmaCrossFuturesFrontMonthAlgorithm.cs
Update EmaCrossFuturesFrontMonthAlgorithm.cs
2020-06-04 18:04:43 -07:00
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
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EquityTradeAndQuotesRegressionAlgorithm.cs
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EstimizeDataAlgorithm.cs
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ETFGlobalRotationAlgorithm.cs
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ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketTradingRegressionAlgorithm.cs
Address review
2020-06-26 09:45:33 -07:00
FeeModelNotUsingAccountCurrency.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
FilteredIdentityAlgorithm.cs
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FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
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ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
FractionalQuantityRegressionAlgorithm.cs
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FreePortfolioValueRegressionAlgorithm.cs
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FutureSharingTickerRegressionAlgorithm.cs
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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
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LeveragePrecedenceRegressionAlgorithm.cs
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LimitFillRegressionAlgorithm.cs
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LiquidETFUniverseFrameworkAlgorithm.cs
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LiveFeaturesAlgorithm.cs
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LongOnlyAlphaStreamAlgorithm.cs
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MACDTrendAlgorithm.cs
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MarginCallClosedMarketRegressionAlgorithm.cs
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MarginCallEventsAlgorithm.cs
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MarginRemainingRegressionAlgorithm.cs
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MarketOnOpenOnCloseAlgorithm.cs
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MaximumPortfolioDrawdownFrameworkAlgorithm.cs
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MeanVarianceOptimizationFrameworkAlgorithm.cs
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MovingAverageCrossAlgorithm.cs
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MultipleSymbolConsolidationAlgorithm.cs
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NoMarginCallExpectedRegressionAlgorithm.cs
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ObjectStoreExampleAlgorithm.cs
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OnEndOfDayAddDataRegressionAlgorithm.cs
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OnEndOfDayRegressionAlgorithm.cs
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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
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OptionDataNullReferenceRegressionAlgorithm.cs
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OptionDelistedDataRegressionAlgorithm.cs
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OptionExerciseAssignRegressionAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
OptionExpiryDateOnHolidayCase.cs
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OptionOpenInterestRegressionAlgorithm.cs
Fixes for OpenInterest storing (#4712)
2020-09-11 15:28:27 -07:00
OptionRenameRegressionAlgorithm.cs
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OptionSplitRegressionAlgorithm.cs
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OrderImmutabilityRegressionAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
OrderTicketDemoAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
packages.config
Update to .Net 4.6.2
2020-05-15 17:32:46 -03:00
ParameterizedAlgorithm.cs
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PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
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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
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -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
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RegressionAlgorithm.cs
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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
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ScheduledQueuingAlgorithm.cs
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SECReportDataAlgorithm.cs
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SectorExposureRiskFrameworkAlgorithm.cs
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SectorWeightingFrameworkAlgorithm.cs
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SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SetCashOnDataRegressionAlgorithm.cs
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
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SetHoldingsMarketOnOpenRegressionAlgorithm.cs
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SetHoldingsMultipleTargetsRegressionAlgorithm.cs
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SmaCrossUniverseSelectionAlgorithm.cs
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SmartInsiderDataAlgorithm.cs
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StandardDeviationExecutionModelRegressionAlgorithm.cs
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StartingCapitalRegressionAlgorithm.cs
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StopLossOnOrderEventRegressionAlgorithm.cs
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StressSymbols.cs
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
StressSymbolsAlgorithm.cs
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StringToSymbolImplicitConversionRegressionAlgorithm.cs
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SwitchDataModeRegressionAlgorithm.cs
Bug 4031 Change data depending on configuration (#4650)
2020-09-09 18:40:19 -03:00
TickDataFilteringAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
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TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
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TradingEconomicsCalendarIndicatorAlgorithm.cs
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TrailingStopRiskFrameworkAlgorithm.cs
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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
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
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
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
USEnergyInformationAdministrationAlgorithm.cs
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UserDefinedUniverseAlgorithm.cs
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USTreasuryYieldCurveDataAlgorithm.cs
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VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
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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
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