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quantconnect--lean/Algorithm.CSharp
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Colton Sellers fbf5300bb6 Block SetWarmUp after Algorithm has compeleted initialization (#4975) 
* Fix for #4939

* Address review

* Logic fix
2020-12-02 13:44:04 -03:00
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Alphas
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AltData
Quiver Quantitative Integration (#4869)
2020-11-13 20:07:17 -03:00
Benchmarks
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Properties
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AccordVectorMachinesAlgorithm.cs
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AccumulativeInsightPortfolioRegressionAlgorithm.cs
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AddAlphaModelAlgorithm.cs
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AddOptionContractExpiresRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
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
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AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
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AutomaticIndicatorWarmupRegressionAlgorithm.cs
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BacktestingBrokerageRegressionAlgorithm.cs
Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)
2020-10-08 20:05:20 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
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BasicSetAccountCurrencyAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
BasicTemplateAlgorithm.cs
Bug 4835 api tests failing (#4838)
2020-10-15 13:31:53 -03:00
BasicTemplateConstituentUniverseAlgorithm.cs
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BasicTemplateCryptoAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -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
Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)
2020-10-08 20:05:20 -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
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
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CfdTimeZonesRegressionAlgorithm.cs
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CoarseFineFundamentalComboAlgorithm.cs
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CoarseFineFundamentalRegressionAlgorithm.cs
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CoarseFineOptionUniverseChainRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
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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CustomBuyingPowerModelAlgorithm.cs
Adds CustomBuyingPowerModelAlgorithm (#4824)
2020-10-21 17:27:30 -07:00
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
Adds CustomBuyingPowerModelAlgorithm (#4824)
2020-10-21 17:27:30 -07:00
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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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
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DaylightSavingTimeHistoryRegressionAlgorithm.cs
Historical data requests start & time fix (#4733)
2020-09-24 14:51:35 -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
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
DropboxUniverseSelectionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
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
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
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EmitInsightsAlgorithm.cs
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EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
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EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Fixes issue where BidPrice/AskPrice were not adjusted for Quote Ticks (#4789)
2020-09-30 19:43:20 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
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EstimizeDataAlgorithm.cs
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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
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
FeeModelNotUsingAccountCurrency.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -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
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
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
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
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
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
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
bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847)
2020-10-15 13:34:08 -03:00
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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OnOrderEventExceptionRegression.cs
Bug 4947 OnOrderEvent exceptions (#4974)
2020-11-30 15:55:39 -03:00
OpeningBreakoutAlgorithm.cs
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OpenInterestFuturesRegressionAlgorithm.cs
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OptionAssignmentRegressionAlgorithm.cs
Fixes Market Simulated Automatic Option Assignment (#4853)
2020-10-13 19:39:25 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
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OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
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
Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)
2020-10-08 20:05:20 -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
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -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
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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
Block SetWarmUp after Algorithm has compeleted initialization (#4975)
2020-12-02 13:44:04 -03:00
QuantConnect.Algorithm.CSharp.nuspec
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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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ScaledFillForwardDataRegressionAlgorithm.cs
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
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
Update regression algorithms (#4969)
2020-11-25 20:36:17 -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
Do not update price scale for fillforward data & IsFillForward flag fix (#4836)
2020-10-09 18:09:30 -03:00
TickDataFilteringAlgorithm.cs
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TiingoPriceAlgorithm.cs
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TimeInForceAlgorithm.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
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TotalPortfolioValueRegressionAlgorithm.cs
DividedEventProvider distribution computation (#4828)
2020-11-11 15:47:51 -03:00
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
OptionChain and OptionContract improvements (#4804)
2020-10-09 10:52:50 -03:00
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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WarmUpAfterIntializeRegression.cs
Block SetWarmUp after Algorithm has compeleted initialization (#4975)
2020-12-02 13:44:04 -03:00
WarmupAlgorithm.cs
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WarmupConversionRatesRegressionAlgorithm.cs
Update regression algorithms (#4969)
2020-11-25 20:36:17 -03:00
WarmupHistoryAlgorithm.cs
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WarmupIndicatorRegressionAlgorithm.cs
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WeeklyUniverseSelectionRegressionAlgorithm.cs
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ZeroFeeRegressionAlgorithm.cs
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