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quantconnect--lean/Common/Securities
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Colton Sellers 9dca43bccb Expand Filtering of Contracts by type to Futures (#4891) 
* Implement future type filter

* Filter weeklys test

* Fix for test, contracts were being filtered out by new type filter

* Share core contract filtering logic in new base class

* Catch Future symbols we don't have Expiry functions for

* Expand tests for new filtering

* Address review

* Small doc change

* Compare Date component for expiry

* Clarifying comment
2020-11-04 20:55:33 -03:00
..
Cfd
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
Crypto
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
Equity
Implements Equity Fill Model (#4913)
2020-11-04 15:51:41 -03:00
Forex
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
Future
Expand Filtering of Contracts by type to Futures (#4891)
2020-11-04 20:55:33 -03:00
Interfaces
Add missing license banner
2019-08-16 18:07:30 -03:00
Option
Expand Filtering of Contracts by type to Futures (#4891)
2020-11-04 20:55:33 -03:00
Volatility
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AccountCurrencyImmediateSettlementModel.cs
Fix cashbook settlement for Oanda/FXCM CFD trades
2019-02-26 16:30:20 +01:00
AccountEvent.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
AdjustedPriceVariationModel.cs
Add GetMinimumPriceVariationParameters
2019-08-01 21:52:08 +02:00
BrokerageModelSecurityInitializer.cs
Sets the Security BuyingPowerModel Before SetLeverage is Called in BrokerageModelSecurityInitializer
2020-02-06 14:05:15 +00:00
BuyingPower.cs
Revert GetBuyingPower removal
2020-02-24 14:06:16 -03:00
BuyingPowerModel.cs
Normalize and improve Zero security price message
2020-05-13 21:19:37 -03:00
BuyingPowerModelExtensions.cs
Revert GetBuyingPower removal
2020-02-24 14:06:16 -03:00
BuyingPowerParameters.cs
Revert GetBuyingPower removal
2020-02-24 14:06:16 -03:00
Cash.cs
Set Account Base Currency from Brokerage in Live Mode (#4806)
2020-10-09 09:58:01 -03:00
CashAmount.cs
Add Order and OrderEvents to AlphaPacket
2020-03-31 20:53:19 -03:00
CashBook.cs
Set Account Base Currency from Brokerage in Live Mode (#4806)
2020-10-09 09:58:01 -03:00
CashBuyingPowerModel.cs
Normalize and improve Zero security price message
2020-05-13 21:19:37 -03:00
CompositeSecurityInitializer.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
ContractSecurityFilterUniverse.cs
Expand Filtering of Contracts by type to Futures (#4891)
2020-11-04 20:55:33 -03:00
DefaultMarginCallModel.cs
Address reviews
2020-02-04 18:41:15 -03:00
DelayedSettlementModel.cs
Rename Cash.Quantity to Cash.Amount
2015-11-23 20:35:52 -05:00
DynamicSecurityData.cs
SecurityCache performace improvements
2019-10-22 13:46:56 -03:00
EquityPriceVariationModel.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
ErrorCurrencyConverter.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
FuncSecurityDerivativeFilter.cs
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
FuncSecurityInitializer.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
FuncSecuritySeeder.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs
Refactor GetMaximumOrderQuantityForTargetBuyingPower
2020-02-04 18:41:15 -03:00
GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs
Address reviews
2020-02-04 18:41:15 -03:00
GetMaximumOrderQuantityResult.cs
Refactor GetMaximumOrderQuantityForTargetBuyingPower
2020-02-04 18:41:15 -03:00
GetMinimumPriceVariationParameters.cs
Add GetMinimumPriceVariationParameters
2019-08-01 21:52:08 +02:00
HasSufficientBuyingPowerForOrderParameters.cs
Rename parameter classes from Context to Parameters
2018-11-29 22:05:49 +01:00
HasSufficientBuyingPowerForOrderResult.cs
Add error messages in CalculateOrderQuantity
2018-02-27 13:05:26 +01:00
IBaseCurrencySymbol.cs
Add missing license banner
2019-08-16 18:07:30 -03:00
IBuyingPowerModel.cs
Revert GetBuyingPower removal
2020-02-24 14:06:16 -03:00
ICurrencyConverter.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
IdentityCurrencyConverter.cs
Refactor previous commits
2018-12-13 11:30:40 -03:00
IDerivativeSecurity.cs
Add missing license banner
2019-08-16 18:07:30 -03:00
IDerivativeSecurityFilter.cs
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
IDerivativeSecurityFilterUniverse.cs
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
IMarginCallModel.cs
Refactor BuyingPowerModel
2020-02-04 18:41:15 -03:00
ImmediateSettlementModel.cs
Rename Cash.Quantity to Cash.Amount
2015-11-23 20:35:52 -05:00
InitialMarginRequiredForOrderParameters.cs
BuyingPowerModel.GetInitialMarginRequiredForOrder
2018-12-04 17:50:00 -03:00
IOrderEventProvider.cs
Add Order and OrderEvents to AlphaPacket
2020-03-31 20:53:19 -03:00
IOrderProcessor.cs
Use BusyBlockingCollection in BrokerageTransactionHandler
2015-12-09 23:04:14 -05:00
IOrderProvider.cs
Address reviews
2020-02-26 10:47:54 -03:00
IPriceVariationModel.cs
Add GetMinimumPriceVariationParameters
2019-08-01 21:52:08 +02:00
IRegisteredSecurityDataTypesProvider.cs
Performance improvements
2019-10-17 10:26:37 -03:00
ISecurityInitializer.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
ISecurityPortfolioModel.cs
Clean up using directives
2015-09-01 22:17:35 -04:00
ISecurityProvider.cs
Convert IHoldingsProvider into ISecurityProvider
2015-12-16 20:47:08 -05:00
ISecuritySeeder.cs
Disable automatic security seeding
2017-12-22 21:49:14 +01:00
ISettlementModel.cs
Added Settlement models
2015-11-11 22:18:34 -05:00
LocalMarketHours.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
MarketHoursDatabase.cs
Allow use of the MarketHoursDatabase class without requiring the Data folder
2020-07-30 16:16:25 +10:00
MarketHoursSegment.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
MarketHoursState.cs
Adds a MarketHoursDatabaseJsonConverter
2016-01-29 12:29:06 -05:00
PatternDayTradingMarginModel.cs
Fix margin call on closed market
2020-02-05 18:53:51 -03:00
RegisteredSecurityDataTypesProvider.cs
Add SecurityCacheProvider
2019-10-22 13:46:57 -03:00
ReservedBuyingPowerForPosition.cs
Address reviews
2020-02-04 18:41:15 -03:00
ReservedBuyingPowerForPositionParameters.cs
Renaming Context to Parameters
2018-11-29 15:02:09 -03:00
Security.cs
Add internal subscription manager (#4678)
2020-09-01 21:22:22 -03:00
SecurityCache.cs
Fixes for OpenInterest storing (#4712)
2020-09-11 15:28:27 -07:00
SecurityCacheDataStoredEventArgs.cs
Add Security.Data => DynamicSecurityData
2019-09-30 13:31:56 -04:00
SecurityCacheProvider.cs
Address reviews
2019-10-22 13:47:45 -03:00
SecurityDatabaseKey.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
SecurityDataFilter.cs
Strip out block quote section header comments
2015-06-13 16:04:27 -04:00
SecurityExchange.cs
Fix margin call on closed market
2020-02-05 18:53:51 -03:00
SecurityExchangeHours.cs
Check both late open and early closes when looking up the next market open/close time (#4755)
2020-09-24 14:51:23 -03:00
SecurityHolding.cs
Overall performance improvements
2019-04-22 10:47:27 -03:00
SecurityManager.cs
Implements Logic in ExtendedDictionary.this[string]
2020-04-01 16:15:05 +01:00
SecurityMarginModel.cs
Address reviews
2020-02-04 18:41:15 -03:00
SecurityPortfolioManager.cs
Allow account currency to be overridden by the algorithm (#4856)
2020-10-20 14:17:16 -03:00
SecurityPortfolioModel.cs
Fix Bitfinex Liquidate error with AccountType.Cash (#4852)
2020-10-13 15:34:44 -03:00
SecurityPriceVariationModel.cs
Add GetMinimumPriceVariationParameters
2019-08-01 21:52:08 +02:00
SecurityService.cs
Adding Security.NullLeverage
2019-10-30 20:03:37 -03:00
SecurityTransactionManager.cs
Address reviews
2020-02-26 10:47:54 -03:00
SymbolProperties.cs
Use proper exception types
2019-08-16 18:07:30 -03:00
SymbolPropertiesDatabase.cs
Reuse symbol properties database for currency conversions (#4710)
2020-09-14 15:12:17 -03:00
UniverseManager.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
UnsettledCashAmount.cs
Added Settlement models
2015-11-11 22:18:34 -05:00