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Gerardo Salazar 40a87eb056 Fixes issue where BidPrice/AskPrice were not adjusted for Quote Ticks (#4789) 
* Fixes issue where BidPrice/AskPrice were not adjusted for Quote Ticks

  * Previously, ticks would have their prices (Tick.Value) adjusted whenever
    TickType == TickType.Quote, but would not have their
    BidPrice/AskPrice fields adjusted, thus potentially being orders
    of magnitude such as 4x from the actual Bid/Ask prices.

    This commit applies the pricing scaling factor in a critical
    path where Ticks are adjusted to their scaled price. This issue
    only applied to Resolution.Tick && SecurityType.Equity data.

* Refactors Extensions Tick Scale extension method

  * Adjusts unit test to dispose of resources and assert history count

* Replaces use of FileSystemDataFeed for NullDataFeed in Adjustment test

* Adds regression algorithm testing BidPrice & AskPrice adjustment

* Address review: remove SecurityType check on TickType.Trade adjustments
2020-09-30 19:43:20 -03:00
..
Alphas
…
AltData
Removes Robintrack data source (#4628)
2020-08-14 19:46:30 -03:00
Benchmarks
…
Properties
Add assembly descriptions (#4442)
2020-05-21 09:35:12 -07:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
AddAlphaModelAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
…
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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
BacktestingBrokerageRegressionAlgorithm.cs
Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743)
2020-09-28 15:29:09 -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
Oanda default Forex Market (#4706)
2020-09-14 16:43:23 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateDailyAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743)
2020-09-28 15:29:09 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
…
BasicTemplateOptionsHistoryAlgorithm.cs
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BasicTemplateOptionStrategyAlgorithm.cs
Fix rebase
2020-04-06 10:57:06 -03:00
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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseFundamentalTop3Algorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CoarseTiingoNewsUniverseSelectionAlgorithm.cs
Address reviews
2020-06-15 20:05:12 -03:00
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
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
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ConstituentsUniverseRegressionAlgorithm.cs
Address review
2020-04-24 19:04:41 -03:00
ConvertToFrameworkAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomBenchmarkAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomChartingAlgorithm.cs
…
CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataAddDataRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataBitcoinAlgorithm.cs
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CustomDataIndicatorExtensionsAlgorithm.cs
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CustomDataNIFTYAlgorithm.cs
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CustomDataRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomModelsAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomPartialFillModelAlgorithm.cs
Adds CustomPartialFillModelAlgorithm
2020-04-13 18:50:03 +01:00
CustomSecurityInitializerAlgorithm.cs
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CustomUniverseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
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DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -03:00
DefaultResolutionRegressionAlgorithm.cs
…
DelistedFutureLiquidateRegressionAlgorithm.cs
Fix Delisted.Warning event time
2020-06-08 20:01:12 -03:00
DelistingEventsAlgorithm.cs
…
DisplacedMovingAverageRibbon.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DividendAlgorithm.cs
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DropboxBaseDataUniverseSelectionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DropboxUniverseSelectionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
EmitInsightsAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Fix regression tests
2020-04-28 16:29:16 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Fixes issue where BidPrice/AskPrice were not adjusted for Quote Ticks (#4789)
2020-09-30 19:43:20 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
EstimizeDataAlgorithm.cs
…
ETFGlobalRotationAlgorithm.cs
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ExpiryHelperAlphaModelFrameworkAlgorithm.cs
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ExtendedMarketHoursHistoryRegressionAlgorithm.cs
HistoryRequestFactory Hour ExtendedMarketHours (#4786)
2020-09-29 18:16:27 -03:00
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
…
FinancialAdvisorDemoAlgorithm.cs
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FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Address review
2020-04-24 19:04:41 -03:00
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
Fix rebase
2020-04-06 10:57:06 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Address review
2020-04-28 16:29:54 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
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G10CurrencySelectionModelFrameworkAlgorithm.cs
…
HistoryAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
HourReverseSplitRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
HourSplitRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
InceptionDateSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
IndicatorSuiteAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
IndicatorWarmupAlgorithm.cs
…
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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
MarginCallEventsAlgorithm.cs
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MarginRemainingRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
…
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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743)
2020-09-28 15:29:09 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
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OptionDelistedDataRegressionAlgorithm.cs
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OptionExerciseAssignRegressionAlgorithm.cs
Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743)
2020-09-28 15:29:09 -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
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
OptionSplitRegressionAlgorithm.cs
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OrderImmutabilityRegressionAlgorithm.cs
Adjust regression algorithm (#4714)
2020-09-14 17:07:14 -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
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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
QuandlFuturesDataAlgorithm.cs
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QuandlImporterAlgorithm.cs
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QuantConnect.Algorithm.CSharp.csproj
Fixes issue where BidPrice/AskPrice were not adjusted for Quote Ticks (#4789)
2020-09-30 19:43:20 -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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
…
RenkoConsolidatorAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
SectorWeightingFrameworkAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
Fix regression tests
2020-04-28 16:29:16 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
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
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Improve implicit conversion failure message
2020-04-17 22:11:24 -03:00
SwitchDataModeRegressionAlgorithm.cs
Bug 4031 Change data depending on configuration (#4650)
2020-09-09 18:40:19 -03:00
TickDataFilteringAlgorithm.cs
…
TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
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
Fix rebase
2020-04-06 10:57:06 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Bug Backtesting Brokerage Clones (#4644)
2020-09-09 19:44:56 -03:00
USEnergyInformationAdministrationAlgorithm.cs
…
UserDefinedUniverseAlgorithm.cs
…
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
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Revert "Revert "Adding Support for Equity L1 Quote Data""
2020-04-06 10:32:59 -03:00
ZeroFeeRegressionAlgorithm.cs
Update regression algorithms stats
2020-04-08 19:31:42 -03:00