SYMBOL INDEX (29674 symbols across 4633 files) FILE: Algorithm.CSharp/AccordVectorMachinesAlgorithm.cs class AccordVectorMachinesAlgorithm (line 26) | public class AccordVectorMachinesAlgorithm : QCAlgorithm method Initialize (line 35) | public override void Initialize() method TrainAndTrade (line 52) | private void TrainAndTrade() FILE: Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs class AccumulativeInsightPortfolioRegressionAlgorithm (line 30) | public class AccumulativeInsightPortfolioRegressionAlgorithm : QCAlgorit... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 51) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddAlphaModelAlgorithm.cs class AddAlphaModelAlgorithm (line 31) | public class AddAlphaModelAlgorithm : QCAlgorithm, IRegressionAlgorithmD... method Initialize (line 40) | public override void Initialize() method OnInsightsGeneratedVerifier (line 62) | private void OnInsightsGeneratedVerifier(IAlgorithm algorithm, class OneTimeAlphaModel (line 73) | private class OneTimeAlphaModel : AlphaModel method OneTimeAlphaModel (line 78) | public OneTimeAlphaModel(Symbol symbol) method Update (line 83) | public override IEnumerable Update(QCAlgorithm algorithm, S... FILE: Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs class AddAndRemoveOptionContractRegressionAlgorithm (line 28) | public class AddAndRemoveOptionContractRegressionAlgorithm : QCAlgorithm... method Initialize (line 33) | public override void Initialize() method OnData (line 52) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 69) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs class AddAndRemoveSecuritySameLoopRegressionAlgorithm (line 27) | public class AddAndRemoveSecuritySameLoopRegressionAlgorithm : QCAlgorit... method Initialize (line 32) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 64) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddBetaIndicatorNewAssetsRegressionAlgorithm.cs class AddBetaIndicatorNewAssetsRegressionAlgorithm (line 30) | public class AddBetaIndicatorNewAssetsRegressionAlgorithm : QCAlgorithm,... method Initialize (line 36) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnOrderEvent (line 75) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs class AddBetaIndicatorRegressionAlgorithm (line 28) | public class AddBetaIndicatorRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 34) | public override void Initialize() method OnData (line 54) | public override void OnData(Slice slice) method OnOrderEvent (line 72) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs class AddFutureContractWithContinuousRegressionAlgorithm (line 32) | public class AddFutureContractWithContinuousRegressionAlgorithm : QCAlgo... method Initialize (line 41) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnOrderEvent (line 86) | public override void OnOrderEvent(OrderEvent orderEvent) method OnSecuritiesChanged (line 94) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs class AddFutureOptionContractDataStreamingRegressionAlgorithm (line 30) | public class AddFutureOptionContractDataStreamingRegressionAlgorithm : Q... method Initialize (line 41) | public override void Initialize() method OnData (line 69) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 111) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs class AddFutureOptionContractFromFutureChainRegressionAlgorithm (line 27) | public class AddFutureOptionContractFromFutureChainRegressionAlgorithm :... method Initialize (line 31) | public override void Initialize() method OnData (line 43) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs class AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm (line 30) | public class AddFutureOptionContractWithInternalMappedUnderlyingRegressi... method Initialize (line 35) | public override void Initialize() method OnSecuritiesChanged (line 46) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs class AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm (line 32) | public class AddFutureOptionSingleOptionChainSelectedInUniverseFilterReg... method Initialize (line 43) | public override void Initialize() method OnData (line 78) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 165) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddFutureUniverseSelectionModelRegressionAlgorithm.cs class AddFutureUniverseSelectionModelRegressionAlgorithm (line 30) | public class AddFutureUniverseSelectionModelRegressionAlgorithm : QCAlgo... method Initialize (line 32) | public override void Initialize() method OnSecuritiesChanged (line 45) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 63) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs class AddOptionContractExpiresRegressionAlgorithm (line 28) | public class AddOptionContractExpiresRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 35) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs class AddOptionContractFromUniverseRegressionAlgorithm (line 30) | public class AddOptionContractFromUniverseRegressionAlgorithm : QCAlgori... method Initialize (line 39) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 93) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 142) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs class AddOptionContractTwiceRegressionAlgorithm (line 27) | public class AddOptionContractTwiceRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 33) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 94) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddOptionUniverseSelectionModelRegressionAlgorithm.cs class AddOptionUniverseSelectionModelRegressionAlgorithm (line 29) | public class AddOptionUniverseSelectionModelRegressionAlgorithm : QCAlgo... method Initialize (line 32) | public override void Initialize() method SelectOptionChainSymbols (line 44) | private static IEnumerable SelectOptionChainSymbols(DateTime u... method OnSecuritiesChanged (line 58) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 74) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs class AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm (line 28) | public class AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm : QC... method Initialize (line 30) | public override void Initialize() method OnSecuritiesChanged (line 50) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs class AddRemoveOptionUniverseRegressionAlgorithm (line 29) | public class AddRemoveOptionUniverseRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 49) | public override void Initialize() method OnData (line 63) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 144) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs class AddRemoveSecurityCacheRegressionAlgorithm (line 27) | public class AddRemoveSecurityCacheRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 32) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs class AddRemoveSecurityRegressionAlgorithm (line 32) | public class AddRemoveSecurityRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 43) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnOrderEvent (line 88) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/AddRiskManagementAlgorithm.cs class AddRiskManagementAlgorithm (line 30) | public class AddRiskManagementAlgorithm : QCAlgorithm, IRegressionAlgori... method Initialize (line 35) | public override void Initialize() FILE: Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs class AddTwoAndRemoveOneOptionContractRegressionAlgorithm (line 28) | public class AddTwoAndRemoveOneOptionContractRegressionAlgorithm : QCAlg... method Initialize (line 34) | public override void Initialize() method OnData (line 57) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs class AddUniverseSelectionModelAlgorithm (line 30) | public class AddUniverseSelectionModelAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 56) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs class AddUniverseSelectionModelCoarseAlgorithm (line 30) | public class AddUniverseSelectionModelCoarseAlgorithm : QCAlgorithm, IRe... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs class AdjustedVolumeRegressionAlgorithm (line 29) | public class AdjustedVolumeRegressionAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 41) | public override void Initialize() method OnData (line 66) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/AlgorithmModeAndDeploymentTargetAlgorithm.cs class AlgorithmModeAndDeploymentTargetAlgorithm (line 25) | public class AlgorithmModeAndDeploymentTargetAlgorithm : QCAlgorithm, IR... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs class AllShortableSymbolsCoarseSelectionRegressionAlgorithm (line 32) | public class AllShortableSymbolsCoarseSelectionRegressionAlgorithm : QCA... method Initialize (line 89) | public override void Initialize() method OnData (line 103) | public override void OnData(Slice slice) method CoarseSelection (line 125) | private IEnumerable CoarseSelection(IEnumerable AllShortableSymbols(DateTime localTime) FILE: Algorithm.CSharp/Alphas/GasAndCrudeOilEnergyCorrelationAlpha.cs class GasAndCrudeOilEnergyCorrelationAlpha (line 46) | public class GasAndCrudeOilEnergyCorrelationAlpha : QCAlgorithm method Initialize (line 48) | public override void Initialize() class PairsAlphaModel (line 83) | private class PairsAlphaModel : AlphaModel method PairsAlphaModel (line 97) | public PairsAlphaModel( method Update (line 115) | public override IEnumerable Update(QCAlgorithm algorithm, S... method CorrelationPairsSelection (line 135) | public void CorrelationPairsSelection() method OnSecuritiesChanged (line 181) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu... class SymbolData (line 225) | private class SymbolData method SymbolData (line 240) | public SymbolData(QCAlgorithm algorithm, Symbol symbol, int dailyL... method RemoveConsolidators (line 255) | public void RemoveConsolidators(QCAlgorithm algorithm) method UpdateRateOfChange (line 261) | public void UpdateRateOfChange(BaseData data) method UpdateDailyRateOfChange (line 266) | internal void UpdateDailyRateOfChange(BaseData data) method ToString (line 271) | public override string ToString() => Return.ToDetailedString(); class CustomExecutionModel (line 278) | private class CustomExecutionModel : ExecutionModel method Execute (line 288) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget... FILE: Algorithm.CSharp/Alphas/GlobalEquityMeanReversionIBSAlpha.cs class GlobalEquityMeanReversionIBSAlpha (line 42) | public class GlobalEquityMeanReversionIBSAlpha : QCAlgorithm method Initialize (line 44) | public override void Initialize() class MeanReversionIBSAlphaModel (line 80) | private class MeanReversionIBSAlphaModel : AlphaModel method MeanReversionIBSAlphaModel (line 85) | public MeanReversionIBSAlphaModel( method Update (line 94) | public override IEnumerable Update(QCAlgorithm algorithm, S... FILE: Algorithm.CSharp/Alphas/GreenblattMagicFormulaAlpha.cs class GreenblattMagicFormulaAlpha (line 48) | public class GreenblattMagicFormulaAlpha : QCAlgorithm method Initialize (line 50) | public override void Initialize() class RateOfChangeAlphaModel (line 77) | private class RateOfChangeAlphaModel : AlphaModel method RateOfChangeAlphaModel (line 84) | public RateOfChangeAlphaModel( method Update (line 94) | public override IEnumerable Update(QCAlgorithm algorithm, S... method OnSecuritiesChanged (line 111) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu... class SymbolData (line 147) | private class SymbolData method SymbolData (line 168) | public SymbolData(QCAlgorithm algorithm, Symbol symbol, int lookba... method RemoveConsolidators (line 176) | internal void RemoveConsolidators(QCAlgorithm algorithm) method WarmUpIndicators (line 181) | internal void WarmUpIndicators(BaseData bar) class GreenBlattMagicFormulaUniverseSelectionModel (line 192) | private class GreenBlattMagicFormulaUniverseSelectionModel : Fundament... method GreenBlattMagicFormulaUniverseSelectionModel (line 200) | public GreenBlattMagicFormulaUniverseSelectionModel() : base(true) method SelectCoarse (line 211) | public override IEnumerable SelectCoarse(QCAlgorithm algorit... method SelectFine (line 241) | public override IEnumerable SelectFine(QCAlgorithm algorithm... FILE: Algorithm.CSharp/Alphas/IntradayReversalCurrencyMarketsAlpha.cs class IntradayReversalCurrencyMarketsAlpha (line 41) | public class IntradayReversalCurrencyMarketsAlpha : QCAlgorithm method Initialize (line 43) | public override void Initialize() class IntradayReversalAlphaModel (line 81) | private class IntradayReversalAlphaModel : AlphaModel method IntradayReversalAlphaModel (line 87) | public IntradayReversalAlphaModel( method Update (line 97) | public override IEnumerable Update(QCAlgorithm algorithm, S... method ShouldEmitInsight (line 136) | private bool ShouldEmitInsight(QCAlgorithm algorithm, Symbol symbol) method OnSecuritiesChanged (line 145) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu... class SymbolData (line 157) | private class SymbolData method SymbolData (line 163) | public SymbolData(QCAlgorithm algorithm, Symbol symbol, int period... method IsUptrend (line 169) | public bool IsUptrend(decimal price) FILE: Algorithm.CSharp/Alphas/MeanReversionLunchBreakAlpha.cs class MeanReversionLunchBreakAlpha (line 41) | public class MeanReversionLunchBreakAlpha : QCAlgorithm method Initialize (line 43) | public override void Initialize() method CoarseSelectionFunction (line 71) | private IEnumerable CoarseSelectionFunction(IEnumerable Update(QCAlgorithm algorithm, S... method OnSecuritiesChanged (line 112) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu... class SymbolData (line 146) | private class SymbolData method SymbolData (line 168) | public SymbolData(Symbol symbol, TimeSpan period) method Update (line 174) | public bool Update(DateTime time, decimal value) FILE: Algorithm.CSharp/Alphas/RebalancingLeveragedETFAlpha.cs class RebalancingLeveragedETFAlpha (line 37) | public class RebalancingLeveragedETFAlpha : QCAlgorithm, IRegressionAlgo... method Initialize (line 41) | public override void Initialize() class RebalancingLeveragedETFAlphaModel (line 131) | class RebalancingLeveragedETFAlphaModel : AlphaModel method RebalancingLeveragedETFAlphaModel (line 139) | public RebalancingLeveragedETFAlphaModel(List etfGroups) method Update (line 149) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... class ETFGroup (line 193) | class ETFGroup method ETFGroup (line 206) | public ETFGroup(Symbol underlying, Symbol ultraLong, Symbol ultraShort) FILE: Algorithm.CSharp/Alphas/ShareClassMeanReversionAlpha.cs class ShareClassMeanReversionAlpha (line 43) | public class ShareClassMeanReversionAlpha : QCAlgorithm method Initialize (line 45) | public override void Initialize() class ShareClassMeanReversionAlphaModel (line 76) | private class ShareClassMeanReversionAlphaModel : AlphaModel method ShareClassMeanReversionAlphaModel (line 88) | public ShareClassMeanReversionAlphaModel( method Update (line 103) | public override IEnumerable Update(QCAlgorithm algorithm, S... method CalculateAlphaBeta (line 159) | private void CalculateAlphaBeta(QCAlgorithm algorithm) method UpdateIndicators (line 169) | private bool UpdateIndicators(Slice data) method CrossedMean (line 181) | private bool CrossedMean() FILE: Algorithm.CSharp/Alphas/SykesShortMicroCapAlpha.cs class SykesShortMicroCapAlpha (line 35) | public class SykesShortMicroCapAlpha : QCAlgorithm method Initialize (line 37) | public override void Initialize() class PennyStockUniverseSelectionModel (line 69) | private class PennyStockUniverseSelectionModel : FundamentalUniverseSe... method PennyStockUniverseSelectionModel (line 74) | public PennyStockUniverseSelectionModel() : base(false) method SelectCoarse (line 78) | public override IEnumerable SelectCoarse(QCAlgorithm algorit... class SykesShortMicroCapAlphaModel (line 100) | private class SykesShortMicroCapAlphaModel : AlphaModel method SykesShortMicroCapAlphaModel (line 105) | public SykesShortMicroCapAlphaModel( method Update (line 114) | public override IEnumerable Update(QCAlgorithm algorithm, S... FILE: Algorithm.CSharp/Alphas/TriangleExchangeRateArbitrageAlpha.cs class TriangleExchangeRateArbitrageAlpha (line 41) | public class TriangleExchangeRateArbitrageAlpha : QCAlgorithm method Initialize (line 43) | public override void Initialize() class ForexTriangleArbitrageAlphaModel (line 75) | private class ForexTriangleArbitrageAlphaModel : AlphaModel method ForexTriangleArbitrageAlphaModel (line 80) | public ForexTriangleArbitrageAlphaModel( method Update (line 88) | public override IEnumerable Update(QCAlgorithm algorithm, S... FILE: Algorithm.CSharp/Alphas/TripleLeveragedETFPairVolatilityDecayAlpha.cs class TripleLeveragedETFPairVolatilityDecayAlpha (line 39) | public class TripleLeveragedETFPairVolatilityDecayAlpha : QCAlgorithm method Initialize (line 41) | public override void Initialize() class RebalancingTripleLeveragedETFAlphaModel (line 74) | private class RebalancingTripleLeveragedETFAlphaModel : AlphaModel method RebalancingTripleLeveragedETFAlphaModel (line 81) | public RebalancingTripleLeveragedETFAlphaModel(Symbol ultraLong, Sym... method Update (line 92) | public override IEnumerable Update(QCAlgorithm algorithm, S... FILE: Algorithm.CSharp/Alphas/VixDualThrustAlpha.cs class VIXDualThrustAlpha (line 40) | class VIXDualThrustAlpha : QCAlgorithm method Initialize (line 49) | public override void Initialize() class DualThrustAlphaModel (line 86) | public class DualThrustAlphaModel : AlphaModel method DualThrustAlphaModel (line 104) | public DualThrustAlphaModel( method Update (line 133) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 176) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... class SymbolData (line 220) | private class SymbolData method SymbolData (line 254) | public SymbolData(int rangePeriod, TimeSpan consolidatorResolution) method GetConsolidator (line 283) | public TradeBarConsolidator GetConsolidator() FILE: Algorithm.CSharp/AsynchronousUniverseRegressionAlgorithm.cs class AsynchronousUniverseRegressionAlgorithm (line 21) | public class AsynchronousUniverseRegressionAlgorithm : FundamentalRegres... method Initialize (line 26) | public override void Initialize() FILE: Algorithm.CSharp/AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs class AutoRegressiveIntegratedMovingAverageRegressionAlgorithm (line 29) | public class AutoRegressiveIntegratedMovingAverageRegressionAlgorithm : ... method Initialize (line 35) | public override void Initialize() method OnData (line 46) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs class AutomaticIndicatorWarmupDataTypeRegressionAlgorithm (line 30) | public class AutomaticIndicatorWarmupDataTypeRegressionAlgorithm : QCAlg... method Initialize (line 33) | public override void Initialize() method AssertIndicatorState (line 102) | private void AssertIndicatorState(IIndicator indicator, bool isReady) method OnData (line 114) | public override void OnData(Slice slice) class CustomIndicator (line 122) | private class CustomIndicator : IndicatorBase, IIndicatorWar... method CustomIndicator (line 127) | public CustomIndicator() : base("Pepe") method ComputeNextValue (line 129) | protected override decimal ComputeNextValue(QuoteBar input) FILE: Algorithm.CSharp/AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs class AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm (line 26) | public class AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegr... method Initialize (line 28) | public override void Initialize() FILE: Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs class AutomaticIndicatorWarmupRegressionAlgorithm (line 29) | public class AutomaticIndicatorWarmupRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 32) | public override void Initialize() method OnData (line 66) | public override void OnData(Slice slice) class CustomIndicator (line 81) | private class CustomIndicator : SimpleMovingAverage method CustomIndicator (line 84) | public CustomIndicator(int period) : base(period) method ComputeNextValue (line 87) | protected override decimal ComputeNextValue(IReadOnlyWindow SelectFutureChainSymbols(DateTime u... class FrontMonthFutureUniverseSelectionModel (line 72) | class FrontMonthFutureUniverseSelectionModel : FutureUniverseSelection... method FrontMonthFutureUniverseSelectionModel (line 74) | public FrontMonthFutureUniverseSelectionModel(Func CreateTargets(QCAlgori... FILE: Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm (line 32) | public class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm : ... FILE: Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs class BasicTemplateFuturesHistoryAlgorithm (line 37) | public class BasicTemplateFuturesHistoryAlgorithm : QCAlgorithm, IRegres... method Initialize (line 50) | public override void Initialize() method MakeHistoryCall (line 67) | private void MakeHistoryCall() method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() method OnData (line 89) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 107) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnOrderEvent (line 125) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm (line 37) | public class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm... FILE: Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs class BasicTemplateFuturesHourlyAlgorithm (line 27) | public class BasicTemplateFuturesHourlyAlgorithm : BasicTemplateFuturesD... FILE: Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs class BasicTemplateFuturesWithExtendedMarketAlgorithm (line 36) | public class BasicTemplateFuturesWithExtendedMarketAlgorithm : QCAlgorit... method Initialize (line 49) | public override void Initialize() method OnData (line 75) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 111) | public override void OnEndOfAlgorithm() method OnSecuritiesChanged (line 126) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm (line 27) | public class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm : Basi... FILE: Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm (line 32) | public class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm : Bas... FILE: Algorithm.CSharp/BasicTemplateHourlyAlgorithm.cs class BasicTemplateHourlyAlgorithm (line 29) | public class BasicTemplateHourlyAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 36) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs class BasicTemplateIndexAlgorithm (line 31) | public class BasicTemplateIndexAlgorithm : QCAlgorithm, IRegressionAlgor... method Initialize (line 44) | public override void Initialize() method OnData (line 73) | public override void OnData(Slice slice) method AssertIndicators (line 100) | protected void AssertIndicators() method OnEndOfAlgorithm (line 108) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/BasicTemplateIndexDailyAlgorithm.cs class BasicTemplateIndexDailyAlgorithm (line 28) | public class BasicTemplateIndexDailyAlgorithm : BasicTemplateIndexAlgorithm method OnData (line 40) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 59) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/BasicTemplateIndexHourlyAlgorithm.cs class BasicTemplateIndexHourlyAlgorithm (line 8) | public class BasicTemplateIndexHourlyAlgorithm : BasicTemplateIndexDaily... FILE: Algorithm.CSharp/BasicTemplateIndexOptionsAlgorithm.cs class BasicTemplateIndexOptionsAlgorithm (line 27) | public class BasicTemplateIndexOptionsAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 38) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 102) | public override void OnEndOfAlgorithm() method InvertOption (line 115) | public Symbol InvertOption(Symbol symbol) method AssertIndicators (line 130) | protected void AssertIndicators() FILE: Algorithm.CSharp/BasicTemplateIndexOptionsDailyAlgorithm.cs class BasicTemplateIndexOptionsDailyAlgorithm (line 26) | public class BasicTemplateIndexOptionsDailyAlgorithm : BasicTemplateInde... method OnData (line 34) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/BasicTemplateIndexOptionsHourlyAlgorithm.cs class BasicTemplateIndexOptionsHourlyAlgorithm (line 24) | public class BasicTemplateIndexOptionsHourlyAlgorithm : BasicTemplateInd... FILE: Algorithm.CSharp/BasicTemplateIndiaAlgorithm.cs class BasicTemplateIndiaAlgorithm (line 30) | public class BasicTemplateIndiaAlgorithm : QCAlgorithm, IRegressionAlgor... method Initialize (line 35) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnOrderEvent (line 67) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateIndiaIndexAlgorithm.cs class BasicTemplateIndiaIndexAlgorithm (line 32) | public class BasicTemplateIndiaIndexAlgorithm : QCAlgorithm, IRegression... method Initialize (line 42) | public override void Initialize() method OnData (line 65) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 91) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/BasicTemplateIntrinioEconomicData.cs class BasicTemplateIntrinioEconomicData (line 32) | public class BasicTemplateIntrinioEconomicData : QCAlgorithm method Initialize (line 52) | public override void Initialize() method OnData (line 84) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/BasicTemplateLibrary.cs class BasicTemplateLibrary (line 25) | public class BasicTemplateLibrary method Add (line 36) | public int Add(int a, int b) method Subtract (line 41) | public int Subtract(int a, int b) FILE: Algorithm.CSharp/BasicTemplateMultiAssetAlgorithm.cs class BasicTemplateMultiAssetAlgorithm (line 36) | public class BasicTemplateMultiAssetAlgorithm : QCAlgorithm method Initialize (line 44) | public override void Initialize() method OnData (line 86) | public override void OnData(Slice slice) method OnOrderEvent (line 217) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateOptionEquityStrategyAlgorithm.cs class BasicTemplateOptionEquityStrategyAlgorithm (line 33) | public class BasicTemplateOptionEquityStrategyAlgorithm : QCAlgorithm, I... method Initialize (line 37) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnOrderEvent (line 87) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs class BasicTemplateOptionStrategyAlgorithm (line 37) | public class BasicTemplateOptionStrategyAlgorithm : QCAlgorithm, IRegres... method Initialize (line 41) | public override void Initialize() method OnData (line 64) | public override void OnData(Slice slice) method OnOrderEvent (line 98) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateOptionTradesAlgorithm.cs class BasicTemplateOptionTradesAlgorithm (line 30) | public class BasicTemplateOptionTradesAlgorithm : QCAlgorithm method Initialize (line 34) | public override void Initialize() method OnData (line 57) | public override void OnData(Slice slice) method OnOrderEvent (line 92) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs class BasicTemplateOptionsAlgorithm (line 35) | public class BasicTemplateOptionsAlgorithm : QCAlgorithm, IRegressionAlg... method Initialize (line 40) | public override void Initialize() method OnData (line 64) | public override void OnData(Slice slice) method OnOrderEvent (line 93) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateOptionsConsolidationAlgorithm.cs class BasicTemplateOptionsConsolidationAlgorithm (line 30) | public class BasicTemplateOptionsConsolidationAlgorithm: QCAlgorithm, IR... method Initialize (line 34) | public override void Initialize() method OnQuoteBarConsolidated (line 44) | public void OnQuoteBarConsolidated(object sender, QuoteBar quoteBar) method OnTradeBarConsolidated (line 50) | public void OnTradeBarConsolidated(object sender, TradeBar tradeBar) method OnSecuritiesChanged (line 56) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/BasicTemplateOptionsDailyAlgorithm.cs class BasicTemplateOptionsDailyAlgorithm (line 35) | public class BasicTemplateOptionsDailyAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 41) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) method OnOrderEvent (line 86) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 103) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/BasicTemplateOptionsFilterUniverseAlgorithm.cs class BasicTemplateOptionsFilterUniverseAlgorithm (line 35) | public class BasicTemplateOptionsFilterUniverseAlgorithm : QCAlgorithm, ... method Initialize (line 40) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) method OnOrderEvent (line 84) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs class BasicTemplateOptionsFrameworkAlgorithm (line 32) | public class BasicTemplateOptionsFrameworkAlgorithm : QCAlgorithm, IRegr... method Initialize (line 34) | public override void Initialize() method SelectOptionChainSymbols (line 51) | private static IEnumerable SelectOptionChainSymbols(DateTime u... class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel (line 69) | class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel ... method EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel (line 71) | public EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionMod... method Filter (line 79) | protected override OptionFilterUniverse Filter(OptionFilterUniverse ... class ConstantOptionContractAlphaModel (line 96) | class ConstantOptionContractAlphaModel : ConstantAlphaModel method ConstantOptionContractAlphaModel (line 98) | public ConstantOptionContractAlphaModel(InsightType type, InsightDir... method ShouldEmitInsight (line 103) | protected override bool ShouldEmitInsight(DateTime utcTime, Symbol s... class SingleSharePortfolioConstructionModel (line 118) | class SingleSharePortfolioConstructionModel : PortfolioConstructionModel method CreateTargets (line 120) | public override IEnumerable CreateTargets(QCAlgori... FILE: Algorithm.CSharp/BasicTemplateOptionsHistoryAlgorithm.cs class BasicTemplateOptionsHistoryAlgorithm (line 32) | public class BasicTemplateOptionsHistoryAlgorithm : QCAlgorithm method Initialize (line 34) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 90) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/BasicTemplateOptionsHourlyAlgorithm.cs class BasicTemplateOptionsHourlyAlgorithm (line 35) | public class BasicTemplateOptionsHourlyAlgorithm : QCAlgorithm, IRegress... method Initialize (line 40) | public override void Initialize() method OnData (line 65) | public override void OnData(Slice slice) method OnOrderEvent (line 94) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs class BasicTemplateSPXWeeklyIndexOptionsAlgorithm (line 33) | public class BasicTemplateSPXWeeklyIndexOptionsAlgorithm : QCAlgorithm, ... method Initialize (line 40) | public override void Initialize() method OnData (line 63) | public override void OnData(Slice slice) method OnOrderEvent (line 88) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs class BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm (line 34) | public class BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm : QCAlg... method Initialize (line 41) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnOrderEvent (line 90) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs class BasicTemplateTradableIndexAlgorithm (line 31) | public class BasicTemplateTradableIndexAlgorithm : BasicTemplateIndexAlg... method Initialize (line 38) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 53) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/Benchmarks/BasicTemplateBenchmark.cs class BasicTemplateBenchmark (line 26) | public class BasicTemplateBenchmark : QCAlgorithm method Initialize (line 28) | public override void Initialize() method OnData (line 36) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/Benchmarks/CoarseFineUniverseSelectionBenchmark.cs class CoarseFineUniverseSelectionBenchmark (line 26) | public class CoarseFineUniverseSelectionBenchmark : QCAlgorithm method Initialize (line 33) | public override void Initialize() method CoarseSelectionFunction (line 45) | public IEnumerable CoarseSelectionFunction(IEnumerable FineSelectionFunction(IEnumerable CoarseSelectionFunction(IEnumerable CoarseSelectionFunction(IEnumerable CoarseSelector(IEnumerable CreateUniverses(QCAlgorithm al... method SelectPair (line 90) | private IEnumerable SelectPair(QCAlgorithm algorithm, DateTi... method GetReturns (line 111) | private double[] GetReturns(QCAlgorithm algorithm, Symbol symbol) FILE: Algorithm.CSharp/CfdTimeZonesRegressionAlgorithm.cs class CfdTimeZonesRegressionAlgorithm (line 25) | public class CfdTimeZonesRegressionAlgorithm : QCAlgorithm, IRegressionA... method Initialize (line 32) | public override void Initialize() method OnData (line 49) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/ClassicRangeConsolidatorAlgorithm.cs class ClassicRangeConsolidatorAlgorithm (line 25) | public class ClassicRangeConsolidatorAlgorithm : RangeConsolidatorAlgorithm method CreateRangeConsolidator (line 27) | protected override RangeConsolidator CreateRangeConsolidator() method OnDataConsolidated (line 32) | protected override void OnDataConsolidated(Object sender, RangeBar ran... FILE: Algorithm.CSharp/ClassicRangeConsolidatorWithTickAlgorithm.cs class ClassicRangeConsolidatorWithTickAlgorithm (line 25) | public class ClassicRangeConsolidatorWithTickAlgorithm : RangeConsolidat... method CreateRangeConsolidator (line 27) | protected override RangeConsolidator CreateRangeConsolidator() method OnDataConsolidated (line 32) | protected override void OnDataConsolidated(Object sender, RangeBar ran... FILE: Algorithm.CSharp/ClassicRenkoConsolidatorAlgorithm.cs class ClassicRenkoConsolidatorAlgorithm (line 31) | public class ClassicRenkoConsolidatorAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 36) | public override void Initialize() method OnData (line 75) | public override void OnData(Slice slice) method HandleRenkoClose (line 83) | public void HandleRenkoClose(RenkoBar data) method HandleRenko7Bar (line 96) | public void HandleRenko7Bar(RenkoBar data) FILE: Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs class ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm (line 28) | public class ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegres... method GetConsolidator (line 30) | protected override ClassicRenkoConsolidator GetConsolidator() method AddConsolidator (line 47) | public override void AddConsolidator(ClassicRenkoConsolidator consolid... FILE: Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs class ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm (line 29) | public class ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionA... method GetConsolidator (line 34) | protected override ClassicRenkoConsolidator GetConsolidator() method AddConsolidator (line 53) | public override void AddConsolidator(ClassicRenkoConsolidator consolid... method OnEndOfAlgorithm (line 58) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs class ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm (line 31) | public class ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgor... method Initialize (line 39) | public override void Initialize() method OnConsolidated (line 49) | private void OnConsolidated(object sender, TradeBar bar) method OnData (line 54) | public override void OnData(Slice slice) method AddConsolidator (line 65) | public virtual void AddConsolidator(ClassicRenkoConsolidator consolida... method GetConsolidator (line 70) | protected virtual ClassicRenkoConsolidator GetConsolidator() method OnEndOfAlgorithm (line 87) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/CoarseFineAsyncUniverseRegressionAlgorithm.cs class CoarseFineAsyncUniverseRegressionAlgorithm (line 29) | public class CoarseFineAsyncUniverseRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 34) | public override void Initialize() method CoarseSelectionFunction (line 60) | private IEnumerable CoarseSelectionFunction(IEnumerable FineSelectionFunction(IEnumerable CoarseSelectionFunction(IEnumerable FineSelectionFunction(IEnumerable CoarseSelectionFunction(IEnumerable FineSelectionFunction(IEnumerable CoarseSelectionFunction(IEnumerable CoarseSelectionFunction(IEnumerable<... method OnData (line 71) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 97) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnOrderEvent (line 103) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/CoarseNoLookAheadBiasAlgorithm.cs class CoarseNoLookAheadBiasAlgorithm (line 26) | public class CoarseNoLookAheadBiasAlgorithm : QCAlgorithm, IRegressionAl... method Initialize (line 31) | public override void Initialize() method CoarseSelectionFunction (line 71) | private static IEnumerable CoarseSelectionFunction(IEnumerable... FILE: Algorithm.CSharp/CoarseSelectionTimeRegressionAlgorithm.cs class CoarseSelectionTimeRegressionAlgorithm (line 29) | public class CoarseSelectionTimeRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 37) | public override void Initialize() method CoarseSelectionFunction (line 48) | public IEnumerable CoarseSelectionFunction(IEnumerable PlaceComboOrder(List ... method UpdateComboOrder (line 43) | protected override void UpdateComboOrder(List tickets) method OnEndOfAlgorithm (line 52) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ComboLegLimitOrderAsyncAlgorithm.cs class ComboLegLimitOrderAsyncAlgorithm (line 21) | public class ComboLegLimitOrderAsyncAlgorithm : ComboLegLimitOrderAlgorithm FILE: Algorithm.CSharp/ComboLimitOrderAlgorithm.cs class ComboLimitOrderAlgorithm (line 26) | public class ComboLimitOrderAlgorithm : ComboOrderAlgorithm method PlaceComboOrder (line 51) | protected override IEnumerable PlaceComboOrder(List ... method UpdateComboOrder (line 64) | protected override void UpdateComboOrder(List tickets) method OnOrderEvent (line 74) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 107) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ComboLimitOrderAsyncAlgorithm.cs class ComboLimitOrderAsyncAlgorithm (line 21) | public class ComboLimitOrderAsyncAlgorithm : ComboLimitOrderAlgorithm FILE: Algorithm.CSharp/ComboMarketOrderAlgorithm.cs class ComboMarketOrderAlgorithm (line 25) | public class ComboMarketOrderAlgorithm : ComboOrderAlgorithm method PlaceComboOrder (line 27) | protected override IEnumerable PlaceComboOrder(List ... method OnOrderEvent (line 33) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/ComboOrderAlgorithm.cs class ComboOrderAlgorithm (line 30) | public abstract class ComboOrderAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 51) | public override void Initialize() method OnData (line 65) | public override void OnData(Slice slice) method UpdateComboOrder (line 102) | protected virtual void UpdateComboOrder(List tickets) method OnOrderEvent (line 106) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 116) | public override void OnEndOfAlgorithm() method PlaceComboOrder (line 147) | protected abstract IEnumerable PlaceComboOrder(List ... FILE: Algorithm.CSharp/ComboOrderTicketDemoAlgorithm.cs class ComboOrderTicketDemoAlgorithm (line 30) | public class ComboOrderTicketDemoAlgorithm : QCAlgorithm, IRegressionAlg... method Initialize (line 40) | public override void Initialize() method OnData (line 54) | public override void OnData(Slice slice) method ComboMarketOrders (line 98) | private void ComboMarketOrders() method ComboLimitOrders (line 123) | private void ComboLimitOrders() method ComboLegLimitOrders (line 171) | private void ComboLegLimitOrders() method OnOrderEvent (line 236) | public override void OnOrderEvent(OrderEvent orderEvent) method CheckGroupOrdersForFills (line 254) | private bool CheckGroupOrdersForFills(List combo1, List FillOrdersPartially(FillModelParameters param... method ComboMarketFill (line 220) | public override List ComboMarketFill(Order order, FillMode... method ComboLimitFill (line 227) | public override List ComboLimitFill(Order order, FillModel... method ComboLegLimitFill (line 234) | public override List ComboLegLimitFill(Order order, FillMo... FILE: Algorithm.CSharp/CompleteOrderTagUpdateAlgorithm.cs class CompleteOrderTagUpdateAlgorithm (line 29) | public class CompleteOrderTagUpdateAlgorithm : QCAlgorithm, IRegressionA... method Initialize (line 41) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 103) | public override void OnEndOfAlgorithm() method AssertOrderTagUpdate (line 116) | private void AssertOrderTagUpdate(OrderTicket ticket, string expectedT... method UpdateOrderTag (line 135) | private static void UpdateOrderTag(OrderTicket ticket, string tag, str... FILE: Algorithm.CSharp/CompositeAlphaModelFrameworkAlgorithm.cs class CompositeAlphaModelFrameworkAlgorithm (line 29) | public class CompositeAlphaModelFrameworkAlgorithm : QCAlgorithm, IRegre... method Initialize (line 31) | public override void Initialize() FILE: Algorithm.CSharp/CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs class CompositeIndicatorWorksAsExpectedRegressionAlgorithm (line 28) | public class CompositeIndicatorWorksAsExpectedRegressionAlgorithm : QCAl... method Initialize (line 34) | public override void Initialize() method Composer (line 49) | private IndicatorResult Composer(IndicatorBase l, IndicatorBase r) method OnData (line 54) | public override void OnData(Slice data) method OnEndOfAlgorithm (line 64) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs class CompositeRiskManagementModelFrameworkAlgorithm (line 29) | public class CompositeRiskManagementModelFrameworkAlgorithm : QCAlgorith... method Initialize (line 31) | public override void Initialize() FILE: Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs class ConfidenceWeightedFrameworkAlgorithm (line 30) | public class ConfidenceWeightedFrameworkAlgorithm : QCAlgorithm, IRegres... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 55) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConsolidateDifferentTickTypesRegressionAlgorithm.cs class ConsolidateDifferentTickTypesRegressionAlgorithm (line 25) | public class ConsolidateDifferentTickTypesRegressionAlgorithm : QCAlgori... method Initialize (line 35) | public override void Initialize() method OnTradeTickMaxCount (line 53) | public void OnTradeTickMaxCount(TradeBar tradeBar) method OnQuoteTickMaxCount (line 57) | public void OnQuoteTickMaxCount(QuoteBar quoteBar) method OnQuoteTick (line 68) | public void OnQuoteTick(Tick tick) method OnTradeTick (line 77) | public void OnTradeTick(Tick tick) method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.cs class ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm (line 29) | public class ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm : QCAlg... method Initialize (line 38) | public override void Initialize() method OnData (line 62) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 99) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs class ConsolidateRegressionAlgorithm (line 32) | public class ConsolidateRegressionAlgorithm : QCAlgorithm, IRegressionAl... method Initialize (line 44) | public override void Initialize() method UpdateBar (line 112) | private void UpdateBar(BaseData tradeBar, int position) method UpdateTradeBar (line 122) | private void UpdateTradeBar(TradeBar tradeBar, int position) method UpdateQuoteBar (line 128) | private void UpdateQuoteBar(QuoteBar quoteBar, int position) method OnEndOfAlgorithm (line 135) | public override void OnEndOfAlgorithm() method OnData (line 171) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/ConsolidateScanRegressionAlgorithm.cs class ConsolidateScanRegressionAlgorithm (line 26) | public class ConsolidateScanRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 93) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConsolidateWithSizeAttributeRegressionAlgorithm.cs class ConsolidateWithSizeAttributeRegressionAlgorithm (line 32) | public class ConsolidateWithSizeAttributeRegressionAlgorithm : QCAlgorit... method Initialize (line 41) | public override void Initialize() method UpdateWithBaseData (line 76) | private void UpdateWithBaseData(BaseData baseData, int position) method UpdateWithTradeBar (line 84) | private void UpdateWithTradeBar(TradeBar tradeBar, int position) method UpdateWithQuoteBar (line 92) | private void UpdateWithQuoteBar(QuoteBar quoteBar, int position) method UpdateWithRenkoBar (line 100) | private void UpdateWithRenkoBar(RenkoBar renkoBar, int position) method UpdateWithVolumeRenkoBar (line 108) | private void UpdateWithVolumeRenkoBar(VolumeRenkoBar volumeRenkoBar, i... method UpdateWithRangeBar (line 116) | private void UpdateWithRangeBar(RangeBar rangeBar, int position) method OnEndOfAlgorithm (line 121) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConsolidatorAnIdentityIndicatorRegressionAlgorithm.cs class ConsolidatorAnIdentityIndicatorRegressionAlgorithm (line 29) | public class ConsolidatorAnIdentityIndicatorRegressionAlgorithm : QCAlgo... method Initialize (line 44) | public override void Initialize() method _identity_Updated (line 64) | private void _identity_Updated(object sender, IndicatorDataPoint updated) method Min_Updated (line 73) | private void Min_Updated(object sender, IndicatorDataPoint updated) method OnEndOfAlgorithm (line 82) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegressionAlgorithm.cs class ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegressionAlgorithm (line 27) | public class ConsolidatorAndAlgorithmTimeConsistencyWithWarmupRegression... method Initialize (line 32) | public override void Initialize() method OnConsolidated (line 42) | public void OnConsolidated(TradeBar bar) FILE: Algorithm.CSharp/ConsolidatorStartTimeRegressionAlgorithm.cs class ConsolidatorStartTimeRegressionAlgorithm (line 28) | public class ConsolidatorStartTimeRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 43) | public override void Initialize() method BarHandler (line 56) | private void BarHandler(object _, TradeBar bar) method OnEndOfAlgorithm (line 75) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConstituentsQC500GeneratorAlgorithm.cs class ConstituentsQC500GeneratorAlgorithm (line 27) | public class ConstituentsQC500GeneratorAlgorithm : QCAlgorithm method Initialize (line 29) | public override void Initialize() FILE: Algorithm.CSharp/ConstituentsUniverseDataGeneratorAlgorithm.cs class ConstituentsUniverseDataGeneratorAlgorithm (line 38) | public class ConstituentsUniverseDataGeneratorAlgorithm : QCAlgorithm method Initialize (line 54) | public override void Initialize() method SaveConstituentsUniverseDataToDisk (line 101) | private void SaveConstituentsUniverseDataToDisk() method OnSecuritiesChanged (line 138) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/ConstituentsUniverseImmediateSelectionRegressionAlgorithm.cs class ConstituentsUniverseImmediateSelectionRegressionAlgorithm (line 27) | public class ConstituentsUniverseImmediateSelectionRegressionAlgorithm :... method Initialize (line 37) | public override void Initialize() method OnSecuritiesChanged (line 55) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 82) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConstituentsUniverseRegressionAlgorithm.cs class ConstituentsUniverseRegressionAlgorithm (line 27) | public class ConstituentsUniverseRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 38) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 118) | public override void OnEndOfAlgorithm() method OnSecuritiesChanged (line 127) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs class ContinuousBackMonthRawFutureRegressionAlgorithm (line 31) | public class ContinuousBackMonthRawFutureRegressionAlgorithm : QCAlgorit... method Initialize (line 40) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnOrderEvent (line 112) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 120) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs class ContinuousFutureBackMonthRegressionAlgorithm (line 31) | public class ContinuousFutureBackMonthRegressionAlgorithm : QCAlgorithm,... method Initialize (line 40) | public override void Initialize() method OnData (line 70) | public override void OnData(Slice slice) method OnOrderEvent (line 128) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 136) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ContinuousFutureHistoryRegressionAlgorithm.cs class ContinuousFutureHistoryRegressionAlgorithm (line 30) | public class ContinuousFutureHistoryRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 38) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm() method OnSecuritiesChanged (line 100) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs class ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm (line 23) | public class ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm : ... method Initialize (line 25) | public override void Initialize() FILE: Algorithm.CSharp/ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs class ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm (line 32) | public class ContinuousFutureImmediateUniverseSelectionRegressionAlgorit... method Initialize (line 46) | public override void Initialize() method OnData (line 97) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 116) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 156) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs class ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm (line 29) | public class ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm : QC... method Initialize (line 37) | public override void Initialize() method OnData (line 52) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ContinuousFutureModelsConsistencyRegressionAlgorithm.cs class ContinuousFutureModelsConsistencyRegressionAlgorithm (line 26) | public class ContinuousFutureModelsConsistencyRegressionAlgorithm : Opti... method InitializeAlgorithm (line 28) | protected override Security InitializeAlgorithm() FILE: Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs class ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm (line 34) | public class ContinuousFutureOpenPositionsLiquidationOnDelistingRegressi... method Initialize (line 44) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 110) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnOrderEvent (line 134) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 139) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs class ContinuousFutureRegressionAlgorithm (line 31) | public class ContinuousFutureRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 41) | public override void Initialize() method OnData (line 57) | public override void OnData(Slice slice) method OnOrderEvent (line 125) | public override void OnOrderEvent(OrderEvent orderEvent) method OnSecuritiesChanged (line 133) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 143) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ContinuousFutureRolloverBaseRegressionAlgorithm.cs class ContinuousFutureRolloverBaseRegressionAlgorithm (line 34) | public abstract class ContinuousFutureRolloverBaseRegressionAlgorithm : ... method Initialize (line 58) | public override void Initialize() method OnData (line 86) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 203) | public override void OnEndOfAlgorithm() method ResetMarketHoursDatabase (line 213) | private void ResetMarketHoursDatabase() FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataReg... FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataWit... FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRe... FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataWi... FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegr... FILE: Algorithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithIntialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataWith... FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegr... FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataWith... FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataReg... FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataWit... FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegre... FILE: Algorithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataWithI... FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRe... FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataWi... FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataR... FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataW... FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm (line 26) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataReg... FILE: Algorithm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm.cs class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWithInitialSeedRegressionAlgorithm (line 24) | public class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataWit... FILE: Algorithm.CSharp/ContinuousFuturesDailyRegressionAlgorithm.cs class ContinuousFuturesDailyRegressionAlgorithm (line 29) | public class ContinuousFuturesDailyRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 38) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 91) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ConvertToFrameworkAlgorithm.cs class ConvertToFrameworkAlgorithm (line 36) | public class ConvertToFrameworkAlgorithm : QCAlgorithm, IRegressionAlgor... method Initialize (line 47) | public override void Initialize() method OnData (line 62) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs class CorrectConsolidatedBarTypeForTickTypesAlgorithm (line 28) | public class CorrectConsolidatedBarTypeForTickTypesAlgorithm : QCAlgorit... method Initialize (line 33) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 52) | public override void OnEndOfAlgorithm() method QuoteTickConsolidationHandler (line 65) | private void QuoteTickConsolidationHandler(QuoteBar consolidatedBar) method TradeTickConsolidationHandler (line 70) | private void TradeTickConsolidationHandler(TradeBar consolidatedBar) FILE: Algorithm.CSharp/CorrelationTypeComparisonRegressionAlgorithm.cs class CorrelationTypeComparisonRegressionAlgorithm (line 26) | public class CorrelationTypeComparisonRegressionAlgorithm : QCAlgorithm,... method Initialize (line 34) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/CoveredAndProtectiveCallStrategiesAlgorithm.cs class CoveredAndProtectiveCallStrategiesAlgorithm (line 31) | public class CoveredAndProtectiveCallStrategiesAlgorithm : OptionStrateg... method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 53) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 81) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/CoveredAndProtectivePutStrategiesAlgorithm.cs class CoveredAndProtectivePutStrategiesAlgorithm (line 31) | public class CoveredAndProtectivePutStrategiesAlgorithm : OptionStrategy... method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 53) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 81) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/CoveredCallComboLimitOrderAlgorithm.cs class CoveredCallComboLimitOrderAlgorithm (line 31) | public class CoveredCallComboLimitOrderAlgorithm : QCAlgorithm, IRegress... method Initialize (line 36) | public override void Initialize() method OnData (line 52) | public override void OnData(Slice slice) method OnOrderEvent (line 86) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/CryptoBaseCurrencyFeeRegressionAlgorithm.cs class CryptoBaseCurrencyFeeRegressionAlgorithm (line 30) | public abstract class CryptoBaseCurrencyFeeRegressionAlgorithm : QCAlgor... method Initialize (line 52) | public override void Initialize() method OnData (line 62) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/CryptoFutureDailyMarginInterestRegressionAlgorithm.cs class CryptoFutureDailyMarginInterestRegressionAlgorithm (line 23) | public class CryptoFutureDailyMarginInterestRegressionAlgorithm : Crypto... method Initialize (line 28) | public override void Initialize() FILE: Algorithm.CSharp/CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs class CryptoFutureHourlyMarginInterestRegressionAlgorithm (line 30) | public class CryptoFutureHourlyMarginInterestRegressionAlgorithm : QCAlg... method Initialize (line 40) | public override void Initialize() method Initialize (line 45) | protected virtual void Initialize(Resolution resolution) method OnData (line 66) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 96) | public override void OnEndOfAlgorithm() method OnOrderEvent (line 112) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/CryptoFutureLeverageBasedMarginRegressionAlgorithm.cs class CryptoFutureLeverageBasedMarginRegressionAlgorithm (line 28) | public class CryptoFutureLeverageBasedMarginRegressionAlgorithm : QCAlgo... method Initialize (line 32) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/CustomBenchmarkAlgorithm.cs class CustomBenchmarkAlgorithm (line 28) | public class CustomBenchmarkAlgorithm : QCAlgorithm, IRegressionAlgorith... method Initialize (line 33) | public override void Initialize() method OnData (line 52) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/CustomBenchmarkRegressionAlgorithm.cs class CustomBenchmarkRegressionAlgorithm (line 27) | public class CustomBenchmarkRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 32) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) class DummyCustomData (line 56) | private class DummyCustomData : BaseData method GetSource (line 58) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... FILE: Algorithm.CSharp/CustomBrokerageMessageHandlerAlgorithm.cs class CustomBrokerageErrorHandlerAlgorithm (line 30) | public class CustomBrokerageErrorHandlerAlgorithm : QCAlgorithm method Initialize (line 32) | public override void Initialize() method OnData (line 43) | public override void OnData(Slice slice) class CustomBrokerageMessageHandler (line 54) | public class CustomBrokerageMessageHandler : IBrokerageMessageHandler method CustomBrokerageMessageHandler (line 57) | public CustomBrokerageMessageHandler(IAlgorithm algo) { _algo = algo; } method HandleMessage (line 63) | public void HandleMessage(BrokerageMessageEvent message) method HandleOrder (line 75) | public bool HandleOrder(NewBrokerageOrderNotificationEventArgs eventArgs) FILE: Algorithm.CSharp/CustomBrokerageModelRegressionAlgorithm.cs class CustomBrokerageModelRegressionAlgorithm (line 30) | public class CustomBrokerageModelRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 37) | public override void Initialize() method OnData (line 57) | public override void OnData(Slice slice) method OnOrderEvent (line 66) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 79) | public override void OnEndOfAlgorithm() class CustomBrokerageModel (line 94) | class CustomBrokerageModel : DefaultBrokerageModel method CanSubmitOrder (line 104) | public override bool CanSubmitOrder(Security security, Order order, ... method CanUpdateOrder (line 116) | public override bool CanUpdateOrder(Security security, Order order, ... FILE: Algorithm.CSharp/CustomBrokerageSideOrderHandlingRegressionAlgorithm.cs class CustomBrokerageSideOrderHandlingRegressionAlgorithm (line 29) | public class CustomBrokerageSideOrderHandlingRegressionAlgorithm : QCAlg... method Initialize (line 33) | public override void Initialize() method OnEndOfAlgorithm (line 42) | public override void OnEndOfAlgorithm() class CustomBrokerageMessageHandler (line 61) | public class CustomBrokerageMessageHandler : IBrokerageMessageHandler method CustomBrokerageMessageHandler (line 64) | public CustomBrokerageMessageHandler(IAlgorithm algo) { _algorithm =... method HandleMessage (line 70) | public void HandleMessage(BrokerageMessageEvent message) method HandleOrder (line 80) | public bool HandleOrder(NewBrokerageOrderNotificationEventArgs event... FILE: Algorithm.CSharp/CustomBuyingPowerModelAlgorithm.cs class CustomBuyingPowerModelAlgorithm (line 31) | public class CustomBuyingPowerModelAlgorithm : QCAlgorithm, IRegressionA... method Initialize (line 35) | public override void Initialize() method OnData (line 46) | public override void OnData(Slice slice) class CustomBuyingPowerModel (line 64) | public class CustomBuyingPowerModel : BuyingPowerModel method GetMaximumOrderQuantityForTargetBuyingPower (line 66) | public override GetMaximumOrderQuantityResult GetMaximumOrderQuantit... method HasSufficientBuyingPowerForOrder (line 74) | public override HasSufficientBuyingPowerForOrderResult HasSufficient... method GetMaintenanceMargin (line 85) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMa... FILE: Algorithm.CSharp/CustomChartingAlgorithm.cs class CustomChartingAlgorithm (line 31) | public class CustomChartingAlgorithm : QCAlgorithm method Initialize (line 44) | public override void Initialize() method OnEndOfDay (line 94) | public override void OnEndOfDay(Symbol symbol) method OnData (line 106) | public void OnData(TradeBars data) FILE: Algorithm.CSharp/CustomDataAutomaticSeedRegressionAlgorithm.cs class CustomDataAutomaticSeedRegressionAlgorithm (line 28) | public class CustomDataAutomaticSeedRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 30) | public override void Initialize() class Bitcoin (line 116) | public class Bitcoin : BaseData method Bitcoin (line 153) | public Bitcoin() method GetSource (line 167) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 192) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataBenchmarkRegressionAlgorithm.cs class CustomDataBenchmarkRegressionAlgorithm (line 28) | public class CustomDataBenchmarkRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 30) | public override void Initialize() method OnData (line 41) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 49) | public override void OnEndOfAlgorithm() class ExampleCustomData (line 118) | public class ExampleCustomData : BaseData method GetSource (line 125) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 131) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataBitcoinAlgorithm.cs class CustomDataBitcoinAlgorithm (line 30) | public class CustomDataBitcoinAlgorithm : QCAlgorithm method Initialize (line 35) | public override void Initialize() method OnData (line 53) | public void OnData(Bitcoin data) class Bitcoin (line 73) | public class Bitcoin : BaseData method Bitcoin (line 109) | public Bitcoin() method GetSource (line 123) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 145) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataIndicatorExtensionsAlgorithm.cs class CustomDataIndicatorExtensionsAlgorithm (line 36) | public class CustomDataIndicatorExtensionsAlgorithm : QCAlgorithm method Initialize (line 47) | public override void Initialize() method OnData (line 67) | public void OnData(CustomData data) class CustomData (line 90) | public class CustomData : BaseData method GetSource (line 108) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 114) | public override BaseData Reader(SubscriptionDataConfig config, string ... FILE: Algorithm.CSharp/CustomDataMultiFileObjectStoreRegressionAlgorithm.cs class CustomDataMultiFileObjectStoreRegressionAlgorithm (line 29) | public class CustomDataMultiFileObjectStoreRegressionAlgorithm : QCAlgor... method Initialize (line 37) | public override void Initialize() method OnData (line 71) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 103) | public override void OnEndOfAlgorithm() method GetCustomDataKey (line 133) | private static string GetCustomDataKey(DateTime date) class ExampleCustomData (line 138) | public class ExampleCustomData : BaseData method GetSource (line 147) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 152) | public override BaseData Reader(SubscriptionDataConfig config, strin... method Equals (line 169) | public bool Equals(ExampleCustomData other) FILE: Algorithm.CSharp/CustomDataNIFTYAlgorithm.cs class CustomDataNiftyAlgorithm (line 31) | public class CustomDataNiftyAlgorithm : QCAlgorithm method Initialize (line 41) | public override void Initialize() method OnData (line 64) | public override void OnData(Slice slice) method OnEndOfDay (line 124) | public override void OnEndOfDay(Symbol symbol) class Nifty (line 133) | public class Nifty : BaseData method Nifty (line 155) | public Nifty() method GetSource (line 163) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 172) | public override BaseData Reader(SubscriptionDataConfig config, string ... class DollarRupee (line 203) | public class DollarRupee : BaseData method DollarRupee (line 225) | public DollarRupee() method GetSource (line 233) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 242) | public override BaseData Reader(SubscriptionDataConfig config, string ... class CorrelationPair (line 266) | public class CorrelationPair method CorrelationPair (line 286) | public CorrelationPair() method CorrelationPair (line 292) | public CorrelationPair(DateTime date) FILE: Algorithm.CSharp/CustomDataObjectStoreRegressionAlgorithm.cs class CustomDataObjectStoreRegressionAlgorithm (line 29) | public class CustomDataObjectStoreRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 39) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm() method SaveDataToObjectStore (line 100) | protected virtual void SaveDataToObjectStore() class ExampleCustomData (line 105) | public class ExampleCustomData : BaseData method GetSource (line 114) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 119) | public override BaseData Reader(SubscriptionDataConfig config, strin... method Equals (line 136) | public bool Equals(ExampleCustomData other) FILE: Algorithm.CSharp/CustomDataPropertiesRegressionAlgorithm.cs class CustomDataPropertiesRegressionAlgorithm (line 33) | public class CustomDataPropertiesRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 41) | public override void Initialize() method OnData (line 78) | public void OnData(Bitcoin data) method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm() class Bitcoin (line 162) | public class Bitcoin : BaseData method Bitcoin (line 199) | public Bitcoin() method GetSource (line 212) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 237) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataRegressionAlgorithm.cs class CustomDataRegressionAlgorithm (line 34) | public class CustomDataRegressionAlgorithm : QCAlgorithm, IRegressionAlg... method Initialize (line 41) | public override void Initialize() method OnData (line 62) | public void OnData(Bitcoin data) method OnSecuritiesChanged (line 76) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm() class Bitcoin (line 163) | public class Bitcoin : BaseData method Bitcoin (line 200) | public Bitcoin() method GetSource (line 214) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 239) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataSecurityCacheGetDataRegressionAlgorithm.cs class CustomDataSecurityCacheGetDataRegressionAlgorithm (line 30) | public class CustomDataSecurityCacheGetDataRegressionAlgorithm : QCAlgor... method Initialize (line 32) | public override void Initialize() method OnData (line 43) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/CustomDataTypeHistoryAlgorithm.cs class CustomDataTypeHistoryAlgorithm (line 29) | public class CustomDataTypeHistoryAlgorithm : QCAlgorithm, IRegressionAl... method Initialize (line 33) | public override void Initialize() class CustomDataType (line 58) | public class CustomDataType : DynamicData method GetSource (line 65) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 71) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataUniverseAlgorithm.cs class CustomDataUniverseAlgorithm (line 33) | public class CustomDataUniverseAlgorithm : QCAlgorithm method Initialize (line 37) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 65) | public override void OnSecuritiesChanged(SecurityChanges changes) class NyseTopGainers (line 96) | public class NyseTopGainers : BaseData method GetSource (line 109) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 121) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataUniverseImmediateSelectionRegressionAlgorithm.cs class CustomDataUniverseImmediateSelectionRegressionAlgorithm (line 28) | public class CustomDataUniverseImmediateSelectionRegressionAlgorithm : Q... method Initialize (line 35) | public override void Initialize() method OnData (line 49) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 63) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 88) | public override void OnEndOfAlgorithm() class StockDataSource (line 99) | class StockDataSource : BaseData method StockDataSource (line 105) | public StockDataSource() method GetSource (line 110) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 115) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataUniverseRegressionAlgorithm.cs class CustomDataUniverseRegressionAlgorithm (line 28) | public class CustomDataUniverseRegressionAlgorithm : QCAlgorithm, IRegre... method Initialize (line 43) | public override void Initialize() method OnData (line 70) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 94) | public override void OnEndOfAlgorithm() method OnSecuritiesChanged (line 102) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/CustomDataUniverseScheduledRegressionAlgorithm.cs class CustomDataUniverseScheduledRegressionAlgorithm (line 28) | public class CustomDataUniverseScheduledRegressionAlgorithm : QCAlgorith... method Initialize (line 40) | public override void Initialize() method OnData (line 71) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 93) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/CustomDataUsingMapFileRegressionAlgorithm.cs class CustomDataUsingMapFileRegressionAlgorithm (line 35) | public class CustomDataUsingMapFileRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 44) | public override void Initialize() method OnData (line 64) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 97) | public override void OnEndOfAlgorithm() class CustomDataUsingMapping (line 173) | private class CustomDataUsingMapping : TradeBar method RequiresMapping (line 179) | public override bool RequiresMapping() method GetSource (line 184) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 194) | public override BaseData Reader(SubscriptionDataConfig config, strin... method DefaultResolution (line 204) | public override Resolution DefaultResolution() method SupportedResolutions (line 214) | public override List SupportedResolutions() FILE: Algorithm.CSharp/CustomDataWorksWithDifferentExchangesRegressionAlgorithm.cs class CustomDataWorksWithDifferentExchangesRegressionAlgorithm (line 26) | public class CustomDataWorksWithDifferentExchangesRegressionAlgorithm : ... method Initialize (line 29) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm() class ExampleCustomData (line 129) | public class ExampleCustomData : BaseData method GetSource (line 137) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 143) | public override BaseData Reader(SubscriptionDataConfig config, string ... FILE: Algorithm.CSharp/CustomDataZipFileEntryNamesRegressionAlgorithm.cs class CustomDataZipFileEntryNamesRegressionAlgorithm (line 26) | public class CustomDataZipFileEntryNamesRegressionAlgorithm : QCAlgorith... method Initialize (line 31) | public override void Initialize() method OnData (line 41) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 51) | public override void OnEndOfAlgorithm() class CustomData (line 59) | public class CustomData : BaseData method GetSource (line 65) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 74) | public override BaseData Reader(SubscriptionDataConfig config, strin... method Clone (line 84) | public override BaseData Clone() FILE: Algorithm.CSharp/CustomDataZipFileRegressionAlgorithm.cs class CustomDataZipFileRegressionAlgorithm (line 27) | public class CustomDataZipFileRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 32) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 54) | public override void OnEndOfAlgorithm() method GetCustomDataUrl (line 62) | protected virtual string GetCustomDataUrl() class CustomData (line 67) | public class CustomData : BaseData method GetSource (line 71) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 76) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/CustomDataZipFileSpecificEntryRegressionAlgorithm.cs class CustomDataZipFileSpecificEntryRegressionAlgorithm (line 21) | public class CustomDataZipFileSpecificEntryRegressionAlgorithm: CustomDa... method GetCustomDataUrl (line 23) | protected override string GetCustomDataUrl() FILE: Algorithm.CSharp/CustomDataZippedObjectStoreRegressionAlgorithm.cs class CustomDataZippedObjectStoreRegressionAlgorithm (line 23) | public class CustomDataZippedObjectStoreRegressionAlgorithm : CustomData... method SaveDataToObjectStore (line 27) | protected override void SaveDataToObjectStore() FILE: Algorithm.CSharp/CustomFrameworkModelsAlgorithm.cs class CustomFrameworkModelsAlgorithm (line 32) | public class CustomFrameworkModelsAlgorithm : QCAlgorithm method Initialize (line 34) | public override void Initialize() method OnOrderEvent (line 53) | public override void OnOrderEvent(OrderEvent orderEvent) class CustomFundamentalUniverseSelectionModel (line 65) | public class CustomFundamentalUniverseSelectionModel : FundamentalUniv... method CustomFundamentalUniverseSelectionModel (line 67) | public CustomFundamentalUniverseSelectionModel() method SelectCoarse (line 78) | public override IEnumerable SelectCoarse(QCAlgorithm algorit... method SelectFine (line 92) | public override IEnumerable SelectFine(QCAlgorithm algorithm... FILE: Algorithm.CSharp/CustomMarginInterestRateModelAlgorithm.cs class CustomMarginInterestRateModelAlgorithm (line 29) | public class CustomMarginInterestRateModelAlgorithm : QCAlgorithm, IRegr... method Initialize (line 35) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) method OnOrderEvent (line 55) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 63) | public override void OnEndOfAlgorithm() class CustomMarginInterestRateModel (line 87) | public class CustomMarginInterestRateModel : IMarginInterestRateModel method ApplyMarginInterestRate (line 93) | public void ApplyMarginInterestRate(MarginInterestRateParameters mar... FILE: Algorithm.CSharp/CustomModelsAlgorithm.cs class CustomModelsAlgorithm (line 39) | public class CustomModelsAlgorithm : QCAlgorithm, IRegressionAlgorithmDe... method Initialize (line 44) | public override void Initialize() method OnData (line 58) | public override void OnData(Slice slice) class CustomFillModel (line 77) | public class CustomFillModel : ImmediateFillModel method CustomFillModel (line 83) | public CustomFillModel(QCAlgorithm algorithm) method MarketFill (line 88) | public override OrderEvent MarketFill(Security asset, MarketOrder or... class CustomFeeModel (line 121) | public class CustomFeeModel : FeeModel method CustomFeeModel (line 125) | public CustomFeeModel(QCAlgorithm algorithm) method GetOrderFee (line 130) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) class CustomSlippageModel (line 142) | public class CustomSlippageModel : ISlippageModel method CustomSlippageModel (line 146) | public CustomSlippageModel(QCAlgorithm algorithm) method GetSlippageApproximation (line 151) | public decimal GetSlippageApproximation(Security asset, Order order) class CustomBuyingPowerModel (line 161) | public class CustomBuyingPowerModel : BuyingPowerModel method CustomBuyingPowerModel (line 165) | public CustomBuyingPowerModel(QCAlgorithm algorithm) method HasSufficientBuyingPowerForOrder (line 170) | public override HasSufficientBuyingPowerForOrderResult HasSufficient... class SimpleCustomFillModel (line 185) | public class SimpleCustomFillModel : FillModel method CreateOrderEvent (line 187) | private static OrderEvent CreateOrderEvent(Security asset, Order order) method SetOrderEventToFilled (line 193) | private static OrderEvent SetOrderEventToFilled(OrderEvent fill, dec... method GetTradeBar (line 201) | private static TradeBar GetTradeBar(Security asset, OrderDirection o... method MarketFill (line 211) | public override OrderEvent MarketFill(Security asset, MarketOrder or... method StopMarketFill (line 223) | public override OrderEvent StopMarketFill(Security asset, StopMarket... method LimitFill (line 243) | public override OrderEvent LimitFill(Security asset, LimitOrder order) FILE: Algorithm.CSharp/CustomOptionAssignmentRegressionAlgorithm.cs class CustomOptionAssignmentRegressionAlgorithm (line 25) | public class CustomOptionAssignmentRegressionAlgorithm : OptionAssignmen... method Initialize (line 27) | public override void Initialize() class CustomOptionAssignmentModel (line 39) | private class CustomOptionAssignmentModel : DefaultOptionAssignmentModel method CustomOptionAssignmentModel (line 41) | public CustomOptionAssignmentModel(decimal requiredInTheMoneyPercent... method GetAssignment (line 44) | public override OptionAssignmentResult GetAssignment(OptionAssignmen... FILE: Algorithm.CSharp/CustomOptionExerciseModelRegressionAlgorithm.cs class CustomOptionExerciseModelRegressionAlgorithm (line 28) | public class CustomOptionExerciseModelRegressionAlgorithm : OptionAssign... method Initialize (line 30) | public override void Initialize() class CustomOptionExerciseModel (line 41) | private class CustomOptionExerciseModel : DefaultExerciseModel method OptionExercise (line 43) | public override IEnumerable OptionExercise(Option option... FILE: Algorithm.CSharp/CustomOptionPriceModelRegressionAlgorithm.cs class CustomOptionPriceModelRegressionAlgorithm (line 29) | public class CustomOptionPriceModelRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 34) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm() class CustomOptionPriceModel (line 78) | private class CustomOptionPriceModel : IOptionPriceModel method Evaluate (line 81) | public OptionPriceModelResult Evaluate(OptionPriceModelParameters pa... FILE: Algorithm.CSharp/CustomPartialFillModelAlgorithm.cs class CustomPartialFillModelAlgorithm (line 31) | public class CustomPartialFillModelAlgorithm : QCAlgorithm, IRegressionA... method Initialize (line 36) | public override void Initialize() method OnData (line 49) | public override void OnData(Slice slice) class CustomPartialFillModel (line 67) | internal class CustomPartialFillModel : FillModel method CustomPartialFillModel (line 72) | public CustomPartialFillModel(QCAlgorithm algorithm) method MarketFill (line 79) | public override OrderEvent MarketFill(Security asset, MarketOrder or... FILE: Algorithm.CSharp/CustomPortfolioOptimizerRegressionAlgorithm.cs class CustomPortfolioOptimizerRegressionAlgorithm (line 26) | public class CustomPortfolioOptimizerRegressionAlgorithm : MeanVarianceO... method Initialize (line 28) | public override void Initialize() class CustomPortfolioOptimizer (line 34) | private class CustomPortfolioOptimizer : IPortfolioOptimizer method Optimize (line 36) | public double[] Optimize(double[,] historicalReturns, double[] expec... FILE: Algorithm.CSharp/CustomSecurityDataFilterRegressionAlgorithm.cs class CustomSecurityDataFilterRegressionAlgorithm (line 29) | public class CustomSecurityDataFilterRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 33) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) class CustomDataFilter (line 54) | private class CustomDataFilter : ISecurityDataFilter method Filter (line 56) | public bool Filter(Security vehicle, BaseData data) FILE: Algorithm.CSharp/CustomSecurityInitializerAlgorithm.cs class CustomSecurityInitializerAlgorithm (line 33) | public class CustomSecurityInitializerAlgorithm : QCAlgorithm method Initialize (line 35) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) method CustomSeedFunction (line 56) | private BaseData CustomSeedFunction(Security security) class CustomSecurityInitializer (line 75) | class CustomSecurityInitializer : BrokerageModelSecurityInitializer method CustomSecurityInitializer (line 86) | public CustomSecurityInitializer(IBrokerageModel brokerageModel, ISe... method Initialize (line 96) | public override void Initialize(Security security) FILE: Algorithm.CSharp/CustomShortableProviderRegressionAlgorithm.cs class CustomShortableProviderRegressionAlgorithm (line 29) | public class CustomShortableProviderRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 34) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 53) | public override void OnEndOfAlgorithm() class CustomSPYShortableProvider (line 77) | private class CustomSPYShortableProvider : IShortableProvider method FeeRate (line 79) | public decimal FeeRate(Symbol symbol, DateTime localTime) => 0.0025m; method RebateRate (line 81) | public decimal RebateRate(Symbol symbol, DateTime localTime) => 0.05... method ShortableQuantity (line 83) | public long? ShortableQuantity(Symbol symbol, DateTime localTime) FILE: Algorithm.CSharp/CustomSignalExportDemonstrationAlgorithm.cs class CustomSignalExportDemonstrationAlgorithm (line 36) | public class CustomSignalExportDemonstrationAlgorithm : QCAlgorithm method Initialize (line 41) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) class CustomSignalExport (line 73) | internal class CustomSignalExport : ISignalExportTarget method Send (line 78) | public bool Send(SignalExportTargetParameters parameters) method Dispose (line 94) | public void Dispose() => _httpClient.Dispose(); FILE: Algorithm.CSharp/CustomUniverseImmediateSelectionRegressionAlgorithm.cs class CustomUniverseImmediateSelectionRegressionAlgorithm (line 28) | public class CustomUniverseImmediateSelectionRegressionAlgorithm : QCAlg... method Initialize (line 42) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 75) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 105) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/CustomUniverseSelectionModelRegressionAlgorithm.cs class CustomUniverseSelectionModelRegressionAlgorithm (line 29) | public class CustomUniverseSelectionModelRegressionAlgorithm : QCAlgorit... method Initialize (line 34) | public override void Initialize() method OnData (line 43) | public override void OnData(Slice slice) class CustomUniverseSelectionModel (line 54) | private class CustomUniverseSelectionModel : FundamentalUniverseSelect... method CustomUniverseSelectionModel (line 57) | public CustomUniverseSelectionModel(): base() method Select (line 60) | public override IEnumerable Select(QCAlgorithm algorithm, IE... FILE: Algorithm.CSharp/CustomUniverseSelectionRegressionAlgorithm.cs class CustomUniverseSelectionRegressionAlgorithm (line 29) | public class CustomUniverseSelectionRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 34) | public override void Initialize() method OnData (line 54) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/CustomUniverseWithBenchmarkRegressionAlgorithm.cs class CustomUniverseWithBenchmarkRegressionAlgorithm (line 27) | public class CustomUniverseWithBenchmarkRegressionAlgorithm : QCAlgorith... method Initialize (line 41) | public override void Initialize() method OnData (line 78) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 154) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/CustomVolatilityModelAlgorithm.cs class CustomVolatilityModelAlgorithm (line 31) | public class CustomVolatilityModelAlgorithm : QCAlgorithm method Initialize (line 34) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) class CustomVolatilityModel (line 52) | public class CustomVolatilityModel : IVolatilityModel method CustomVolatilityModel (line 62) | public CustomVolatilityModel(int periods) method Update (line 69) | public void Update(Security security, BaseData data) method GetHistoryRequirements (line 101) | public IEnumerable GetHistoryRequirements(Security sec... FILE: Algorithm.CSharp/CustomWarmUpPeriodIndicatorAlgorithm.cs class CustomWarmUpPeriodIndicatorAlgorithm (line 29) | public class CustomWarmUpPeriodIndicatorAlgorithm : QCAlgorithm, IRegres... method Initialize (line 36) | public override void Initialize() method OnData (line 102) | public override void OnData(Slice slice) class CSMANotWarmUp (line 137) | private class CSMANotWarmUp : IndicatorBase method CSMANotWarmUp (line 141) | public CSMANotWarmUp(string name, int period) method ComputeNextValue (line 150) | protected override decimal ComputeNextValue(IBaseData input) class CSMAWithWarmUp (line 168) | private class CSMAWithWarmUp : CSMANotWarmUp, IIndicatorWarmUpPeriodPr... method CSMAWithWarmUp (line 170) | public CSMAWithWarmUp(string name, int period) FILE: Algorithm.CSharp/DYDXCryptoFuturesRegressionAlgorithm.cs class DYDXCryptoFuturesRegressionAlgorithm (line 27) | public class DYDXCryptoFuturesRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 34) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/DailyAlgorithm.cs class DailyAlgorithm (line 28) | public class DailyAlgorithm : QCAlgorithm method Initialize (line 39) | public override void Initialize() method OnData (line 59) | public void OnData(TradeBars data) FILE: Algorithm.CSharp/DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs class DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm (line 22) | public class DailyConsolidationExtendedMarketHoursWarningRegressionAlgor... method Initialize (line 31) | public override void Initialize() method OnNormalMarketHours (line 49) | private void OnNormalMarketHours(TradeBar dailyBar) method OnExtendedMarketHours (line 54) | private void OnExtendedMarketHours(TradeBar dailyBar) method OnEndOfAlgorithm (line 63) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DailyHistoryForDailyResolutionRegressionAlgorithm.cs class DailyHistoryForDailyResolutionRegressionAlgorithm (line 29) | public class DailyHistoryForDailyResolutionRegressionAlgorithm : QCAlgor... method Initialize (line 41) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DailyHistoryForMinuteResolutionRegressionAlgorithm.cs class DailyHistoryForMinuteResolutionRegressionAlgorithm (line 28) | public class DailyHistoryForMinuteResolutionRegressionAlgorithm : QCAlgo... method Initialize (line 40) | public override void Initialize() method MakeHistoryCall (line 52) | private void MakeHistoryCall() method OnEndOfAlgorithm (line 79) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm.cs class DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm (line 27) | public class DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegr... method Initialize (line 35) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 58) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm.cs class DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm (line 22) | public class DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesR... FILE: Algorithm.CSharp/DailyResolutionSplitRegressionAlgorithm.cs class DailyResolutionSplitRegressionAlgorithm (line 28) | public class DailyResolutionSplitRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 32) | public override void Initialize() method OnData (line 40) | public override void OnData(Slice slice) method OnOrderEvent (line 68) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm.cs class DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm (line 24) | public class DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm : ... method SetupFirstIndicatorUpdatedHandler (line 29) | protected override void SetupFirstIndicatorUpdatedHandler() method OnEndOfAlgorithm (line 55) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanRegressionAlgorithm.cs class DailyResolutionVsTimeSpanRegressionAlgorithm (line 28) | public class DailyResolutionVsTimeSpanRegressionAlgorithm : QCAlgorithm,... method Initialize (line 35) | public override void Initialize() method InitializeBaseSettings (line 66) | protected virtual void InitializeBaseSettings() method SetupFirstIndicatorUpdatedHandler (line 77) | protected virtual void SetupFirstIndicatorUpdatedHandler() method SetupSecondIndicatorUpdatedHandler (line 113) | protected virtual void SetupSecondIndicatorUpdatedHandler() method OnEndOfAlgorithm (line 139) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm.cs class DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm (line 20) | public class DailyResolutionVsTimeSpanWithMinuteEquityAlgorithm : DailyR... method InitializeBaseSettings (line 22) | protected override void InitializeBaseSettings() FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanWithSecondEquityAlgorithm.cs class DailyResolutionVsTimeSpanWithSecondEquityAlgorithm (line 20) | public class DailyResolutionVsTimeSpanWithSecondEquityAlgorithm : DailyR... method InitializeBaseSettings (line 22) | protected override void InitializeBaseSettings() FILE: Algorithm.CSharp/DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm.cs class DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm (line 19) | public class DailyResolutionVsTimeSpanWithTickResolutionEquityAlgorithm ... method InitializeBaseSettings (line 21) | protected override void InitializeBaseSettings() FILE: Algorithm.CSharp/DailyStrictEndTimeConsolidatorsRegressionAlgorithm.cs class DailyStrictEndTimeConsolidatorsRegressionAlgorithm (line 26) | public class DailyStrictEndTimeConsolidatorsRegressionAlgorithm : QCAlgo... method Initialize (line 34) | public override void Initialize() method AssertResolutionBasedDailyBars (line 49) | protected virtual void AssertResolutionBasedDailyBars(TradeBar bar) method AssertTimeSpanBasedDailyBars (line 56) | protected virtual void AssertTimeSpanBasedDailyBars(TradeBar bar) method AssertDailyBar (line 74) | private void AssertDailyBar(TradeBar bar) method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm.cs class DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm (line 21) | public class DailyStrictEndTimeDisabledConsolidatorsRegressionAlgorithm ... method Initialize (line 26) | public override void Initialize() FILE: Algorithm.CSharp/DataConsolidationAlgorithm.cs class DataConsolidationAlgorithm (line 39) | public class DataConsolidationAlgorithm : QCAlgorithm method Initialize (line 50) | public override void Initialize() method OnData (line 128) | public override void OnData(Slice slice) method OnEndOfDay (line 137) | public override void OnEndOfDay(string symbol) method ThirtyMinuteBarHandler (line 149) | private void ThirtyMinuteBarHandler(object sender, TradeBar consolidated) method ThreeDayBarConsolidatedHandler (line 169) | private void ThreeDayBarConsolidatedHandler(object sender, TradeBar co... method HourBarHandler (line 178) | private void HourBarHandler(TradeBar consolidated) method FortyFiveMinuteBarHandler (line 187) | private void FortyFiveMinuteBarHandler(TradeBar consolidated) method DailyEurUsdBarHandler (line 193) | private void DailyEurUsdBarHandler(QuoteBar consolidated) method CalendarTradeBarHandler (line 198) | private void CalendarTradeBarHandler(TradeBar tradeBar) method CalendarQuoteBarHandler (line 203) | private void CalendarQuoteBarHandler(QuoteBar quoteBar) method OnEndOfAlgorithm (line 208) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DaylightSavingTimeHistoryRegressionAlgorithm.cs class DaylightSavingTimeHistoryRegressionAlgorithm (line 28) | public class DaylightSavingTimeHistoryRegressionAlgorithm : QCAlgorithm,... method Initialize (line 38) | public override void Initialize() FILE: Algorithm.CSharp/DefaultFutureChainRegressionAlgorithm.cs class DefaultFutureChainRegressionAlgorithm (line 29) | public class DefaultFutureChainRegressionAlgorithm : QCAlgorithm, IRegre... method Initialize (line 34) | public override void Initialize() method OnSecuritiesChanged (line 42) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/DefaultMarginComboOrderRegressionAlgorithm.cs class DefaultMarginComboOrderRegressionAlgorithm (line 25) | public class DefaultMarginComboOrderRegressionAlgorithm : NullMarginComb... method OverrideMarginModels (line 27) | protected override void OverrideMarginModels() method AssertState (line 32) | protected override void AssertState(OrderTicket ticket, int expectedGr... FILE: Algorithm.CSharp/DefaultMarginMultipleOrdersRegressionAlgorithm.cs class DefaultMarginMultipleOrdersRegressionAlgorithm (line 25) | public class DefaultMarginMultipleOrdersRegressionAlgorithm : NullMargin... method OverrideMarginModels (line 27) | protected override void OverrideMarginModels() method AssertState (line 32) | protected override void AssertState(OrderTicket ticket, int expectedGr... FILE: Algorithm.CSharp/DefaultOptionPriceModelRegressionAlgorithm.cs class DefaultOptionPriceModelRegressionAlgorithm (line 29) | public class DefaultOptionPriceModelRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 31) | public override void Initialize() method OnData (line 41) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/DefaultSchedulingSymbolRegressionAlgorithm.cs class DefaultSchedulingSymbolRegressionAlgorithm (line 25) | public class DefaultSchedulingSymbolRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 33) | public override void Initialize() method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs class DelayedSettlementAfterManualSecurityRemovalAlgorithm (line 28) | public class DelayedSettlementAfterManualSecurityRemovalAlgorithm : QCAl... method Initialize (line 32) | public override void Initialize() method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DelistedFutureLiquidateDailyRegressionAlgorithm.cs class DelistedFutureLiquidateDailyRegressionAlgorithm (line 24) | public class DelistedFutureLiquidateDailyRegressionAlgorithm : DelistedF... FILE: Algorithm.CSharp/DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm.cs class DelistedFutureLiquidateFromChainAndContinuousMidnightExpiryRegressionAlgorithm (line 32) | public class DelistedFutureLiquidateFromChainAndContinuousMidnightExpiry... FILE: Algorithm.CSharp/DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs class DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm (line 36) | public class DelistedFutureLiquidateFromChainAndContinuousRegressionAlgo... method Initialize (line 47) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 77) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 101) | public override void OnEndOfAlgorithm() method OnOrderEvent (line 131) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs class DelistedFutureLiquidateRegressionAlgorithm (line 31) | public class DelistedFutureLiquidateRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 40) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 70) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 78) | public override void OnEndOfAlgorithm() method OnOrderEvent (line 92) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/DelistedIndexOptionDivestedRegression.cs class DelistedIndexOptionDivestedRegression (line 25) | public class DelistedIndexOptionDivestedRegression : QCAlgorithm, IRegre... method Initialize (line 34) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 97) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DelistingEventsAlgorithm.cs class DelistingEventsAlgorithm (line 32) | public class DelistingEventsAlgorithm : QCAlgorithm, IRegressionAlgorith... method Initialize (line 42) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnOrderEvent (line 107) | public override void OnOrderEvent(OrderEvent orderEvent) method OnSecuritiesChanged (line 112) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 123) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DelistingFutureOptionDailyRegressionAlgorithm.cs class DelistingFutureOptionDailyRegressionAlgorithm (line 24) | public class DelistingFutureOptionDailyRegressionAlgorithm : DelistingFu... FILE: Algorithm.CSharp/DelistingFutureOptionRegressionAlgorithm.cs class DelistingFutureOptionRegressionAlgorithm (line 27) | public class DelistingFutureOptionRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 33) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 83) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DescendingCustomDataObjectStoreRegressionAlgorithm.cs class DescendingCustomDataObjectStoreRegressionAlgorithm (line 30) | public class DescendingCustomDataObjectStoreRegressionAlgorithm : QCAlgo... method Initialize (line 61) | public override void Initialize() method OnData (line 78) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm() class SortCustomData (line 176) | public class SortCustomData : BaseData method GetSource (line 185) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 194) | public override BaseData Reader(SubscriptionDataConfig config, string ... FILE: Algorithm.CSharp/DisplacedMovingAverageRibbon.cs class DisplacedMovingAverageRibbon (line 32) | public class DisplacedMovingAverageRibbon : QCAlgorithm, IRegressionAlgo... method Initialize (line 45) | public override void Initialize() method OnData (line 80) | public override void OnData(Slice slice) method IsAscending (line 117) | private bool IsAscending(IEnumerable values) method IsDescending (line 140) | private bool IsDescending(IEnumerable values) FILE: Algorithm.CSharp/DividendAlgorithm.cs class DividendAlgorithm (line 29) | public class DividendAlgorithm : QCAlgorithm method Initialize (line 34) | public override void Initialize() method OnData (line 53) | public void OnData(TradeBars data) method OnData (line 69) | public void OnData(Dividends data) // update this to Dividends dictionary method OnData (line 82) | public void OnData(Splits data) method OnOrderEvent (line 93) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/DividendRegressionAlgorithm.cs class DividendRegressionAlgorithm (line 31) | public class DividendRegressionAlgorithm : QCAlgorithm, IRegressionAlgor... method Initialize (line 39) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnDividends (line 63) | public override void OnDividends(Dividends dividends) // update this t... method OnEndOfAlgorithm (line 74) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DropboxBaseDataUniverseSelectionAlgorithm.cs class DropboxBaseDataUniverseSelectionAlgorithm (line 33) | public class DropboxBaseDataUniverseSelectionAlgorithm : QCAlgorithm, IR... method Initialize (line 44) | public override void Initialize() method OnData (line 90) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 113) | public override void OnSecuritiesChanged(SecurityChanges changes) class StockDataSource (line 122) | class StockDataSource : BaseDataCollection method StockDataSource (line 135) | public StockDataSource() method GetSource (line 148) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 163) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/DropboxUniverseSelectionAlgorithm.cs class DropboxUniverseSelectionAlgorithm (line 34) | public class DropboxUniverseSelectionAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 47) | public override void Initialize() method OnData (line 121) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 143) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/DuplicateOptionAssignmentRegressionAlgorithm.cs class DuplicateOptionAssignmentRegressionAlgorithm (line 30) | public class DuplicateOptionAssignmentRegressionAlgorithm : QCAlgorithm,... method Initialize (line 42) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent) method OnDelistings (line 126) | public override void OnDelistings(Delistings delistings) method OnEndOfAlgorithm (line 153) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs class DuplicateSecurityWithBenchmarkRegressionAlgorithm (line 29) | public class DuplicateSecurityWithBenchmarkRegressionAlgorithm : QCAlgor... method Initialize (line 38) | public override void Initialize() method OnData (line 57) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 65) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/DuplicatedIndexOptionSubscriptionRegressionAlgorithm.cs class DuplicatedIndexOptionSubscriptionRegressionAlgorithm (line 30) | public class DuplicatedIndexOptionSubscriptionRegressionAlgorithm : QCAl... method Initialize (line 32) | public override void Initialize() FILE: Algorithm.CSharp/DynamicSecurityDataRegressionAlgorithm.cs class DynamicSecurityDataRegressionAlgorithm (line 31) | public class DynamicSecurityDataRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 36) | public override void Initialize() method OnData (line 65) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/ETFConstituentsFrameworkAlgorithm.cs class ETFConstituentsFrameworkAlgorithm (line 30) | public class ETFConstituentsFrameworkAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 32) | public override void Initialize() method ETFConstituentsFilter (line 47) | private protected IEnumerable ETFConstituentsFilter(IEnumerabl... FILE: Algorithm.CSharp/ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.cs class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm (line 23) | public class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorith... method Initialize (line 25) | public override void Initialize() FILE: Algorithm.CSharp/ETFGlobalRotationAlgorithm.cs class EtfGlobalRotationAlgorithm (line 31) | public class EtfGlobalRotationAlgorithm : QCAlgorithm method Initialize (line 61) | public override void Initialize() method OnData (line 87) | public override void OnData(Slice slice) class SymbolData (line 139) | class SymbolData FILE: Algorithm.CSharp/EmaCrossAlphaModelFrameworkRegressionAlgorithm.cs class EmaCrossAlphaModelFrameworkRegressionAlgorithm (line 24) | public class EmaCrossAlphaModelFrameworkRegressionAlgorithm : BaseFramew... method Initialize (line 26) | public override void Initialize() method OnEndOfAlgorithm (line 32) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/EmaCrossFuturesFrontMonthAlgorithm.cs class EmaCrossFuturesFrontMonthAlgorithm (line 32) | public class EmaCrossFuturesFrontMonthAlgorithm : QCAlgorithm method Initialize (line 40) | public override void Initialize() method OnData (line 63) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 85) | public override void OnSecuritiesChanged(SecurityChanges changes) method PlotEma (line 116) | private void PlotEma() FILE: Algorithm.CSharp/EmaCrossUniverseSelectionAlgorithm.cs class EmaCrossUniverseSelectionAlgorithm (line 34) | public class EmaCrossUniverseSelectionAlgorithm : QCAlgorithm class SelectionData (line 47) | private class SelectionData method SelectionData (line 52) | public SelectionData() method Update (line 65) | public bool Update(DateTime time, decimal value) method Initialize (line 74) | public override void Initialize() method OnData (line 103) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 127) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/EmaCrossUniverseSelectionFrameworkAlgorithm.cs class EmaCrossUniverseSelectionFrameworkAlgorithm (line 26) | public class EmaCrossUniverseSelectionFrameworkAlgorithm : QCAlgorithm method Initialize (line 28) | public override void Initialize() FILE: Algorithm.CSharp/EmitInsightCryptoCashAccountType.cs class EmitInsightCryptoCashAccountType (line 28) | public class EmitInsightCryptoCashAccountType : QCAlgorithm, IRegression... method Initialize (line 35) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/EmitInsightNoAlphaModelAlgorithm.cs class EmitInsightNoAlphaModelAlgorithm (line 35) | public class EmitInsightNoAlphaModelAlgorithm : QCAlgorithm, IRegression... method Initialize (line 42) | public override void Initialize() method OnData (line 64) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 94) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/EmitInsightsAlgorithm.cs class EmitInsightsAlgorithm (line 33) | public class EmitInsightsAlgorithm : QCAlgorithm, IRegressionAlgorithmDe... method Initialize (line 41) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs class EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm (line 31) | public class EqualWeightingPortfolioConstructionModelFutureRegressionAlg... method Initialize (line 35) | public override void Initialize() method SelectFutureChainSymbols (line 51) | private static IEnumerable SelectFutureChainSymbols(DateTime u... class FrontMonthFutureUniverseSelectionModel (line 64) | class FrontMonthFutureUniverseSelectionModel : FutureUniverseSelection... method FrontMonthFutureUniverseSelectionModel (line 66) | public FrontMonthFutureUniverseSelectionModel(Func requests) method OnMarginCallWarning (line 71) | public override void OnMarginCallWarning() method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/EquityOptionsUniverseSettingsRegressionAlgorithm.cs class EquityOptionsUniverseSettingsRegressionAlgorithm (line 30) | public class EquityOptionsUniverseSettingsRegressionAlgorithm : QCAlgori... method Initialize (line 37) | public override void Initialize() method AddSecurity (line 50) | protected virtual SecurityType[] AddSecurity() method OnSecuritiesChanged (line 59) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 85) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/EquitySplitHoldingsDailyRegressionAlgorithm.cs class EquitySplitHoldingsDailyRegressionAlgorithm (line 24) | public class EquitySplitHoldingsDailyRegressionAlgorithm : EquitySplitHo... FILE: Algorithm.CSharp/EquitySplitHoldingsHourRegressionAlgorithm.cs class EquitySplitHoldingsHourRegressionAlgorithm (line 24) | public class EquitySplitHoldingsHourRegressionAlgorithm : EquitySplitHol... FILE: Algorithm.CSharp/EquitySplitHoldingsMinuteRegressionAlgorithm.cs class EquitySplitHoldingsMinuteRegressionAlgorithm (line 28) | public class EquitySplitHoldingsMinuteRegressionAlgorithm : QCAlgorithm,... method Initialize (line 47) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method AssertFactorChange (line 108) | private static void AssertFactorChange(string messagePrefix, decimal p... method OnEndOfAlgorithm (line 117) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/EquityTickQuoteAdjustedModeRegressionAlgorithm.cs class EquityTickQuoteAdjustedModeRegressionAlgorithm (line 26) | public class EquityTickQuoteAdjustedModeRegressionAlgorithm : QCAlgorith... method Initialize (line 32) | public override void Initialize() method OnData (line 41) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/EquityTradeAndQuotesRegressionAlgorithm.cs class EquityTradeAndQuotesRegressionAlgorithm (line 33) | public class EquityTradeAndQuotesRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 43) | public override void Initialize() method OnData (line 81) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 98) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnOrderEvent (line 122) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 136) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs class EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm (line 31) | public class EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgor... method Initialize (line 43) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 114) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ExecutionModelOrderEventsRegressionAlgorithm.cs class ExecutionModelOrderEventsRegressionAlgorithm (line 33) | public class ExecutionModelOrderEventsRegressionAlgorithm : QCAlgorithm,... method Initialize (line 38) | public override void Initialize() method OnOrderEvent (line 55) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm() class CustomImmediateExecutionModel (line 81) | private class CustomImmediateExecutionModel : ExecutionModel method Execute (line 89) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget... method OnOrderEvent (line 114) | public override void OnOrderEvent(QCAlgorithm algorithm, OrderEvent ... FILE: Algorithm.CSharp/ExpiryHelperAlphaModelFrameworkAlgorithm.cs class ExpiryHelperAlphaModelFrameworkAlgorithm (line 30) | public class ExpiryHelperAlphaModelFrameworkAlgorithm : QCAlgorithm method Initialize (line 35) | public override void Initialize() class ExpiryHelperAlphaModel (line 64) | private class ExpiryHelperAlphaModel : AlphaModel method Update (line 69) | public override IEnumerable Update(QCAlgorithm algorithm, S... FILE: Algorithm.CSharp/ExtendedMarketHoursHistoryRegressionAlgorithm.cs class ExtendedMarketHoursHistoryRegressionAlgorithm (line 27) | public class ExtendedMarketHoursHistoryRegressionAlgorithm : QCAlgorithm... method Initialize (line 36) | public override void Initialize() method RunHistoryCall (line 47) | private void RunHistoryCall() method OnData (line 89) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 97) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ExtendedMarketTradingRegressionAlgorithm.cs class ExtendedMarketTradingRegressionAlgorithm (line 31) | public class ExtendedMarketTradingRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 39) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent) method InMarketHours (line 82) | public bool InMarketHours() FILE: Algorithm.CSharp/FeeModelNotUsingAccountCurrency.cs class FeeModelNotUsingAccountCurrency (line 30) | public class FeeModelNotUsingAccountCurrency : QCAlgorithm, IRegressionA... method Initialize (line 41) | public override void Initialize() method OnData (line 69) | public override void OnData(Slice slice) method OnOrderEvent (line 83) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 90) | public override void OnEndOfAlgorithm() class NonAccountCurrencyCustomFeeModel (line 134) | internal class NonAccountCurrencyCustomFeeModel : FeeModel method GetOrderFee (line 136) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Algorithm.CSharp/FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs class FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm (line 29) | public class FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm : QCA... method Initialize (line 38) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FillForwardFromWarmUpRegressionAlgorithm.cs class FillForwardFromWarmUpRegressionAlgorithm (line 26) | public class FillForwardFromWarmUpRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 31) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm.cs class FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm (line 26) | public class FillForwardResolutionAdjustedOnRemovalRegressionAlgorithm :... method Initialize (line 38) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 73) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FillForwardStrictEndTimeDailyRegressionAlgorithm.cs class FillForwardStrictEndTimeDailyRegressionAlgorithm (line 21) | public class FillForwardStrictEndTimeDailyRegressionAlgorithm : FillForw... FILE: Algorithm.CSharp/FillForwardStrictEndTimeHourRegressionAlgorithm.cs class FillForwardStrictEndTimeHourRegressionAlgorithm (line 29) | public class FillForwardStrictEndTimeHourRegressionAlgorithm : QCAlgorit... method Initialize (line 41) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 66) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FillForwardStrictEndTimeMinuteRegressionAlgorithm.cs class FillForwardStrictEndTimeMinuteRegressionAlgorithm (line 21) | public class FillForwardStrictEndTimeMinuteRegressionAlgorithm : FillFor... FILE: Algorithm.CSharp/FillForwardUntilExpiryRegressionAlgorithm.cs class FillForwardUntilExpiryRegressionAlgorithm (line 32) | public class FillForwardUntilExpiryRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 46) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 84) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 92) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FillOutsideHoursDailyResolutionAlgorithm.cs class FillOutsideHoursDailyResolutionAlgorithm (line 27) | public class FillOutsideHoursDailyResolutionAlgorithm : FillOutsideHours... FILE: Algorithm.CSharp/FillOutsideHoursHourResolutionAlgorithm.cs class FillOutsideHoursHourResolutionAlgorithm (line 27) | public class FillOutsideHoursHourResolutionAlgorithm : FillOutsideHoursM... FILE: Algorithm.CSharp/FillOutsideHoursMinuteResolutionAlgorithm.cs class FillOutsideHoursMinuteResolutionAlgorithm (line 30) | public class FillOutsideHoursMinuteResolutionAlgorithm : QCAlgorithm, IR... method Initialize (line 34) | public override void Initialize() FILE: Algorithm.CSharp/FillOutsideHoursSecondResolutionAlgorithm.cs class FillOutsideHoursSecondResolutionAlgorithm (line 27) | public class FillOutsideHoursSecondResolutionAlgorithm : FillOutsideHour... FILE: Algorithm.CSharp/FillOutsideHoursTickResolutionAlgorithm.cs class FillOutsideHoursTickResolutionAlgorithm (line 27) | public class FillOutsideHoursTickResolutionAlgorithm : FillOutsideHoursM... FILE: Algorithm.CSharp/FilteredIdentityAlgorithm.cs class FilteredIdentityAlgorithm (line 28) | public class FilteredIdentityAlgorithm : QCAlgorithm method Initialize (line 36) | public override void Initialize() method Filter (line 54) | private bool Filter(IBaseData data) method OnData (line 69) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FinancialAdvisorDemoAlgorithm.cs class FinancialAdvisorDemoAlgorithm (line 28) | public class FinancialAdvisorDemoAlgorithm : QCAlgorithm method Initialize (line 35) | public override void Initialize() method OnData (line 74) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FineFundamentalFilteredUniverseRegressionAlgorithm.cs class FineFundamentalFilteredUniverseRegressionAlgorithm (line 29) | public class FineFundamentalFilteredUniverseRegressionAlgorithm : QCAlgo... method Initialize (line 34) | public override void Initialize() method FineSelectionFunction (line 51) | private IEnumerable FineSelectionFunction(IEnumerable SelectionFunction_SpecificDate(IEnumerable<... method SelectionFunction_MonthStart (line 67) | public IEnumerable SelectionFunction_MonthStart(IEnumerable SelectionFunction_MonthEnd(IEnumerable SelectionFunction_SpecificDate(IEnumerable<... method SelectionFunction_MonthStart (line 74) | public IEnumerable SelectionFunction_MonthStart(IEnumerable enumera... method FundamentalSelectionFunction (line 142) | public IEnumerable FundamentalSelectionFunction(IEnumerable Select(QCAlgorithm algorithm, IE... method OnData (line 67) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 91) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/FutureChainInternalSubscriptionsRegressionAlgorithm.cs class FutureChainInternalSubscriptionsRegressionAlgorithm (line 29) | public class FutureChainInternalSubscriptionsRegressionAlgorithm : QCAlg... method Initialize (line 34) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FutureContractsExtendedMarketHoursRegressionAlgorithm.cs class FutureContractsExtendedMarketHoursRegressionAlgorithm (line 29) | public class FutureContractsExtendedMarketHoursRegressionAlgorithm : QCA... method Initialize (line 38) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureMarketOpenAndCloseRegressionAlgorithm.cs class FutureMarketOpenAndCloseRegressionAlgorithm (line 26) | public class FutureMarketOpenAndCloseRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 50) | public override void Initialize() method EveryDayBeforeMarketClose (line 68) | public void EveryDayBeforeMarketClose() method EveryDayAfterMarketOpen (line 77) | public void EveryDayAfterMarketOpen() method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs class FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm (line 24) | public class FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorit... FILE: Algorithm.CSharp/FutureMarketOpenConsolidatorRegressionAlgorithm.cs class FutureMarketOpenConsolidatorRegressionAlgorithm (line 28) | public class FutureMarketOpenConsolidatorRegressionAlgorithm : QCAlgorit... method Initialize (line 55) | public override void Initialize() method Assert (line 73) | public void Assert(BaseData bar) FILE: Algorithm.CSharp/FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs class FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm (line 27) | public class FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlg... FILE: Algorithm.CSharp/FutureNoTimeInUniverseRegressionAlgorithm.cs class FutureNoTimeInUniverseRegressionAlgorithm (line 29) | public class FutureNoTimeInUniverseRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 37) | public override void Initialize() method OnData (line 65) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FutureOptionBuySellCallIntradayRegressionAlgorithm.cs class FutureOptionBuySellCallIntradayRegressionAlgorithm (line 39) | public class FutureOptionBuySellCallIntradayRegressionAlgorithm : QCAlgo... method Initialize (line 41) | public override void Initialize() method OnEndOfAlgorithm (line 94) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionCallITMExpiryRegressionAlgorithm.cs class FutureOptionCallITMExpiryRegressionAlgorithm (line 37) | public class FutureOptionCallITMExpiryRegressionAlgorithm : QCAlgorithm,... method Initialize (line 43) | public override void Initialize() method OnData (line 74) | public override void OnData(Slice slice) method OnOrderEvent (line 97) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertFutureOptionOrderExercise (line 127) | private void AssertFutureOptionOrderExercise(OrderEvent orderEvent, Se... method AssertFutureOptionContractOrder (line 162) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se... method OnEndOfAlgorithm (line 182) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs class FutureOptionCallITMGreeksExpiryRegressionAlgorithm (line 30) | public class FutureOptionCallITMGreeksExpiryRegressionAlgorithm : QCAlgo... method Initialize (line 38) | public override void Initialize() method OnData (line 73) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 143) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionCallOTMExpiryRegressionAlgorithm.cs class FutureOptionCallOTMExpiryRegressionAlgorithm (line 43) | public class FutureOptionCallOTMExpiryRegressionAlgorithm : QCAlgorithm,... method Initialize (line 49) | public override void Initialize() method OnData (line 81) | public override void OnData(Slice slice) method OnOrderEvent (line 104) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertFutureOptionContractOrder (line 134) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se... method OnEndOfAlgorithm (line 158) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionChainFullDataRegressionAlgorithm.cs class FutureOptionChainFullDataRegressionAlgorithm (line 30) | public class FutureOptionChainFullDataRegressionAlgorithm : QCAlgorithm,... method Initialize (line 34) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FutureOptionChainsMultipleFullDataRegressionAlgorithm.cs class FutureOptionChainsMultipleFullDataRegressionAlgorithm (line 31) | public class FutureOptionChainsMultipleFullDataRegressionAlgorithm : QCA... method Initialize (line 36) | public override void Initialize() method GetContract (line 59) | private Symbol GetContract(OptionChains chains, Symbol underlying) method OnData (line 74) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FutureOptionContinuousFutureRegressionAlgorithm.cs class FutureOptionContinuousFutureRegressionAlgorithm (line 29) | public class FutureOptionContinuousFutureRegressionAlgorithm : QCAlgorit... method Initialize (line 33) | public override void Initialize() method SetFilter (line 44) | public virtual void SetFilter() method OnData (line 48) | public override void OnData(Slice slice) method ValidateOptionChains (line 67) | public virtual void ValidateOptionChains(Slice slice) method OnEndOfAlgorithm (line 75) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionDailyRegressionAlgorithm.cs class FutureOptionDailyRegressionAlgorithm (line 29) | public class FutureOptionDailyRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 35) | public override void Initialize() method ScheduleBuySell (line 67) | protected virtual void ScheduleBuySell() method OnData (line 82) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 95) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionHourlyRegressionAlgorithm.cs class FutureOptionHourlyRegressionAlgorithm (line 25) | public class FutureOptionHourlyRegressionAlgorithm : FutureOptionDailyRe... method ScheduleBuySell (line 29) | protected override void ScheduleBuySell() method OnData (line 44) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FutureOptionIndicatorsRegressionAlgorithm.cs class FutureOptionIndicatorsRegressionAlgorithm (line 23) | public class FutureOptionIndicatorsRegressionAlgorithm : OptionIndicator... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs class FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm (line 28) | public class FutureOptionMultipleContractsInDifferentContractMonthsWithS... method Initialize (line 38) | public override void Initialize() method OnData (line 52) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm() method IsInRegularHours (line 83) | private bool IsInRegularHours(Symbol symbol) method CreateOption (line 88) | private static Symbol CreateOption(DateTime expiry, OptionRight option... FILE: Algorithm.CSharp/FutureOptionPutITMExpiryRegressionAlgorithm.cs class FutureOptionPutITMExpiryRegressionAlgorithm (line 38) | public class FutureOptionPutITMExpiryRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 44) | public override void Initialize() method OnData (line 75) | public override void OnData(Slice slice) method OnOrderEvent (line 98) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertFutureOptionOrderExercise (line 128) | private void AssertFutureOptionOrderExercise(OrderEvent orderEvent, Se... method AssertFutureOptionContractOrder (line 163) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se... method OnEndOfAlgorithm (line 183) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionPutOTMExpiryRegressionAlgorithm.cs class FutureOptionPutOTMExpiryRegressionAlgorithm (line 42) | public class FutureOptionPutOTMExpiryRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 48) | public override void Initialize() method OnData (line 79) | public override void OnData(Slice slice) method OnOrderEvent (line 102) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertFutureOptionContractOrder (line 132) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se... method OnEndOfAlgorithm (line 156) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionShortCallITMExpiryRegressionAlgorithm.cs class FutureOptionShortCallITMExpiryRegressionAlgorithm (line 38) | public class FutureOptionShortCallITMExpiryRegressionAlgorithm : QCAlgor... method Initialize (line 44) | public override void Initialize() method OnData (line 75) | public override void OnData(Slice slice) method OnOrderEvent (line 98) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertFutureOptionOrderExercise (line 128) | private void AssertFutureOptionOrderExercise(OrderEvent orderEvent, Se... method AssertFutureOptionContractOrder (line 151) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se... method OnEndOfAlgorithm (line 167) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs class FutureOptionShortCallOTMExpiryRegressionAlgorithm (line 39) | public class FutureOptionShortCallOTMExpiryRegressionAlgorithm : QCAlgor... method Initialize (line 45) | public override void Initialize() method OnData (line 76) | public override void OnData(Slice slice) method OnOrderEvent (line 99) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertFutureOptionContractOrder (line 130) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se... method OnEndOfAlgorithm (line 150) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionShortPutITMExpiryRegressionAlgorithm.cs class FutureOptionShortPutITMExpiryRegressionAlgorithm (line 38) | public class FutureOptionShortPutITMExpiryRegressionAlgorithm : QCAlgori... method Initialize (line 44) | public override void Initialize() method OnData (line 75) | public override void OnData(Slice slice) method OnOrderEvent (line 98) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertFutureOptionOrderExercise (line 128) | private void AssertFutureOptionOrderExercise(OrderEvent orderEvent, Se... method AssertFutureOptionContractOrder (line 148) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se... method OnEndOfAlgorithm (line 164) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs class FutureOptionShortPutOTMExpiryRegressionAlgorithm (line 39) | public class FutureOptionShortPutOTMExpiryRegressionAlgorithm : QCAlgori... method Initialize (line 45) | public override void Initialize() method OnData (line 76) | public override void OnData(Slice slice) method OnOrderEvent (line 99) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertFutureOptionContractOrder (line 129) | private void AssertFutureOptionContractOrder(OrderEvent orderEvent, Se... method OnEndOfAlgorithm (line 149) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureOptionWithFutureFilterRegressionAlgorithm.cs class FutureOptionWithFutureFilterRegressionAlgorithm (line 24) | public class FutureOptionWithFutureFilterRegressionAlgorithm : FutureOpt... method SetFilter (line 26) | public override void SetFilter() method ValidateOptionChains (line 31) | public override void ValidateOptionChains(Slice slice) FILE: Algorithm.CSharp/FutureSharingTickerRegressionAlgorithm.cs class FutureSharingTickerRegressionAlgorithm (line 27) | public class FutureSharingTickerRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 32) | public override void Initialize() method OnData (line 49) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs class FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm (line 33) | public class FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm : Q... method Initialize (line 37) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) method OnOrderEvent (line 76) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 99) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FutureUniverseHistoryRegressionAlgorithm.cs class FutureUniverseHistoryRegressionAlgorithm (line 29) | public class FutureUniverseHistoryRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 31) | public override void Initialize() FILE: Algorithm.CSharp/FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm.cs class FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm (line 25) | public class FuturesAndFutureOptionsUniverseSettingsRegressionAlgorithm ... method AddSecurity (line 29) | protected override SecurityType[] AddSecurity() FILE: Algorithm.CSharp/FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs class FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm (line 30) | public class FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionA... method Initialize (line 43) | public override void Initialize() method OnData (line 66) | public override void OnData(Slice slice) method OnOrderEvent (line 130) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 152) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FuturesAutomaticSeedRegressionAlgorithm.cs class FuturesAutomaticSeedRegressionAlgorithm (line 26) | public class FuturesAutomaticSeedRegressionAlgorithm : AutomaticSeedBase... method Initialize (line 35) | public override void Initialize() method OnSecuritiesChanged (line 49) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 64) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FuturesChainFullDataRegressionAlgorithm.cs class FuturesChainFullDataRegressionAlgorithm (line 30) | public class FuturesChainFullDataRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 34) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FuturesChainsMultipleFullDataRegressionAlgorithm.cs class FuturesChainsMultipleFullDataRegressionAlgorithm (line 31) | public class FuturesChainsMultipleFullDataRegressionAlgorithm : QCAlgori... method Initialize (line 36) | public override void Initialize() method GetContract (line 53) | private Symbol GetContract(FuturesChains chains, Symbol canonical) method OnData (line 67) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/FuturesDailySettlementLongRegressionAlgorithm.cs class FuturesDailySettlementLongRegressionAlgorithm (line 31) | public class FuturesDailySettlementLongRegressionAlgorithm : QCAlgorithm... method Initialize (line 58) | public override void Initialize() method OnData (line 75) | public override void OnData(Slice slice) method AssertCash (line 119) | private void AssertCash(DateTime currentTime) method OnOrderEvent (line 131) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 139) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FuturesDailySettlementShortRegressionAlgorithm.cs class FuturesDailySettlementShortRegressionAlgorithm (line 25) | public class FuturesDailySettlementShortRegressionAlgorithm : FuturesDai... FILE: Algorithm.CSharp/FuturesExpiredContractRegression.cs class FuturesExpiredContractRegression (line 29) | public class FuturesExpiredContractRegression : QCAlgorithm, IRegression... method Initialize (line 36) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 71) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FuturesExtendedMarketHoursRegressionAlgorithm.cs class FuturesExtendedMarketHoursRegressionAlgorithm (line 29) | public class FuturesExtendedMarketHoursRegressionAlgorithm : QCAlgorithm... method Initialize (line 38) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 80) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FuturesFrameworkRegressionAlgorithm.cs class FuturesFrameworkRegressionAlgorithm (line 35) | public class FuturesFrameworkRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 44) | public override void Initialize() method SelectFutureChainSymbols (line 57) | private static IEnumerable SelectFutureChainSymbols(DateTime u... method OnData (line 70) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 86) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 145) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/FuturesMomentumAlgorithm.cs class FuturesMomentumAlgorithm (line 37) | public class FuturesMomentumAlgorithm : QCAlgorithm method Initialize (line 50) | public override void Initialize() method OnData (line 68) | public override void OnData(Slice slice) method OnEndOfDay (line 95) | public override void OnEndOfDay(Symbol symbol) method OnOrderEvent (line 100) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/FuzzyInferenceAlgorithm.cs class FuzzyInferenceAlgorithm (line 30) | public class FuzzyInferenceAlgorithm : QCAlgorithm method Initialize (line 51) | public override void Initialize() method OnData (line 64) | public void OnData(TradeBars data) class FuzzyEngine (line 101) | public class FuzzyEngine method FuzzyEngine (line 105) | public FuzzyEngine() method DoInference (line 164) | public double DoInference(float mom, float rsi) FILE: Algorithm.CSharp/G10CurrencySelectionModelFrameworkAlgorithm.cs class G10CurrencySelectionModelFrameworkAlgorithm (line 32) | public class G10CurrencySelectionModelFrameworkAlgorithm : QCAlgorithm method Initialize (line 37) | public override void Initialize() method OnOrderEvent (line 54) | public override void OnOrderEvent(OrderEvent orderEvent) class G10CurrencySelectionModel (line 62) | private class G10CurrencySelectionModel : ManualUniverseSelectionModel method G10CurrencySelectionModel (line 68) | public G10CurrencySelectionModel() FILE: Algorithm.CSharp/GetParameterRegressionAlgorithm.cs class GetParameterRegressionAlgorithm (line 25) | public class GetParameterRegressionAlgorithm : QCAlgorithm, IRegressionA... method Initialize (line 27) | public override void Initialize() method CheckParameter (line 45) | private void CheckParameter(T expected, P actual, string call) FILE: Algorithm.CSharp/HSIFutureDailyRegressionAlgorithm.cs class HSIFutureDailyRegressionAlgorithm (line 24) | public class HSIFutureDailyRegressionAlgorithm : HSIFutureHourRegression... FILE: Algorithm.CSharp/HSIFutureHourRegressionAlgorithm.cs class HSIFutureHourRegressionAlgorithm (line 31) | public class HSIFutureHourRegressionAlgorithm : QCAlgorithm, IRegression... method Initialize (line 46) | public override void Initialize() method OnData (line 68) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 104) | public override void OnEndOfAlgorithm() method OnSecuritiesChanged (line 138) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.cs class HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm (line 25) | public class HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm : B... method Initialize (line 27) | public override void Initialize() method OnEndOfAlgorithm (line 33) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/HistoryAlgorithm.cs class HistoryAlgorithm (line 36) | public class HistoryAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition method Initialize (line 44) | public override void Initialize() method OnData (line 213) | public override void OnData(Slice slice) method AssertHistoryCount (line 229) | private void AssertHistoryCount(string methodCall, IEnumerable h... FILE: Algorithm.CSharp/HistoryAuxiliaryDataRegressionAlgorithm.cs class HistoryAuxiliaryDataRegressionAlgorithm (line 29) | public class HistoryAuxiliaryDataRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 34) | public override void Initialize() method OnData (line 148) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/HistoryProviderManagerRegressionAlgorithm.cs class HistoryProviderManagerRegressionAlgorithm (line 26) | public class HistoryProviderManagerRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 33) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 50) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/HistoryTickRegressionAlgorithm.cs class HistoryTickRegressionAlgorithm (line 26) | public class HistoryTickRegressionAlgorithm : QCAlgorithm, IRegressionAl... method Initialize (line 30) | public override void Initialize() FILE: Algorithm.CSharp/HistoryWithCustomDataSourceRegressionAlgorithm.cs class HistoryWithCustomDataSourceRegressionAlgorithm (line 29) | public class HistoryWithCustomDataSourceRegressionAlgorithm : QCAlgorith... method Initialize (line 34) | public override void Initialize() method OnEndOfAlgorithm (line 43) | public override void OnEndOfAlgorithm() class CustomData (line 134) | public class CustomData : BaseData method GetSource (line 142) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 155) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs class HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm (line 29) | public class HistoryWithDifferentContinuousContractDepthOffsetsRegressio... method Initialize (line 33) | public override void Initialize() method OnEndOfAlgorithm (line 40) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs class HistoryWithDifferentDataMappingModeRegressionAlgorithm (line 27) | public class HistoryWithDifferentDataMappingModeRegressionAlgorithm : QC... method Initialize (line 31) | public override void Initialize() method OnEndOfAlgorithm (line 38) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs class HistoryWithDifferentDataNormalizationModeRegressionAlgorithm (line 28) | public class HistoryWithDifferentDataNormalizationModeRegressionAlgorith... method Initialize (line 33) | public override void Initialize() method OnEndOfAlgorithm (line 42) | public override void OnEndOfAlgorithm() method CheckHistoryResultsForDataNormalizationModes (line 60) | private void CheckHistoryResultsForDataNormalizationModes(Symbol symbo... FILE: Algorithm.CSharp/HistoryWithSymbolChangesRegressionAlgorithm.cs class HistoryWithSymbolChangesRegressionAlgorithm (line 26) | public class HistoryWithSymbolChangesRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 31) | public override void Initialize() FILE: Algorithm.CSharp/HourResolutionMappingEventRegressionAlgorithm.cs class HourResolutionMappingEventRegressionAlgorithm (line 27) | public class HourResolutionMappingEventRegressionAlgorithm : QCAlgorithm... method Initialize (line 35) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 62) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/HourReverseSplitRegressionAlgorithm.cs class HourReverseSplitRegressionAlgorithm (line 28) | public class HourReverseSplitRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 32) | public override void Initialize() method OnData (line 42) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/HourSplitRegressionAlgorithm.cs class HourSplitRegressionAlgorithm (line 30) | public class HourSplitRegressionAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 37) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) method OnSplits (line 60) | public override void OnSplits(Splits splits) method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs class ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm (line 29) | public class ImmediateExecutionModelMinimumOrderMarginRegressionAlgorith... method Initialize (line 31) | public override void Initialize() class CustomPortfolioConstructionModel (line 44) | private class CustomPortfolioConstructionModel : EqualWeightingPortfol... method CustomPortfolioConstructionModel (line 47) | public CustomPortfolioConstructionModel(ITimeKeeper timeKeeper) method DetermineTargetPercent (line 51) | protected override Dictionary DetermineTargetPercen... FILE: Algorithm.CSharp/ImmediateExecutionModelWorksWithBinanceFeeModel.cs class ImmediateExecutionModelWorksWithBinanceFeeModel (line 32) | public class ImmediateExecutionModelWorksWithBinanceFeeModel: QCAlgorith... method Initialize (line 34) | public override void Initialize() method OnOrderEvent (line 52) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/InceptionDateSelectionRegressionAlgorithm.cs class InceptionDateSelectionRegressionAlgorithm (line 31) | public class InceptionDateSelectionRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 38) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 73) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/IndexOptionBearCallSpreadAlgorithm.cs class IndexOptionBearCallSpreadAlgorithm (line 24) | public class IndexOptionBearCallSpreadAlgorithm : QCAlgorithm method Initialize (line 29) | public override void Initialize() method OnData (line 43) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionBearPutSpreadAlgorithm.cs class IndexOptionBearPutSpreadAlgorithm (line 24) | public class IndexOptionBearPutSpreadAlgorithm : QCAlgorithm method Initialize (line 29) | public override void Initialize() method OnData (line 42) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionBullCallSpreadAlgorithm.cs class IndexOptionBullCallSpreadAlgorithm (line 24) | public class IndexOptionBullCallSpreadAlgorithm : QCAlgorithm method Initialize (line 29) | public override void Initialize() method OnData (line 43) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionBullPutSpreadAlgorithm.cs class IndexOptionBullPutSpreadAlgorithm (line 24) | public class IndexOptionBullPutSpreadAlgorithm : QCAlgorithm method Initialize (line 29) | public override void Initialize() method OnData (line 42) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionBuySellCallIntradayRegressionAlgorithm.cs class IndexOptionBuySellCallIntradayRegressionAlgorithm (line 39) | public class IndexOptionBuySellCallIntradayRegressionAlgorithm : QCAlgor... method Initialize (line 41) | public override void Initialize() method OnEndOfAlgorithm (line 100) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionCallButterflyAlgorithm.cs class IndexOptionCallButterflyAlgorithm (line 25) | public class IndexOptionCallButterflyAlgorithm : QCAlgorithm method Initialize (line 31) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionCallCalendarSpreadAlgorithm.cs class IndexOptionCallCalendarSpreadAlgorithm (line 24) | public class IndexOptionCallCalendarSpreadAlgorithm : QCAlgorithm method Initialize (line 31) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs class IndexOptionCallITMExpiryDailyRegressionAlgorithm (line 23) | public class IndexOptionCallITMExpiryDailyRegressionAlgorithm : IndexOpt... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/IndexOptionCallITMExpiryRegressionAlgorithm.cs class IndexOptionCallITMExpiryRegressionAlgorithm (line 36) | public class IndexOptionCallITMExpiryRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 45) | public override void Initialize() method OnData (line 72) | public override void OnData(Slice slice) method OnOrderEvent (line 95) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertIndexOptionContractOrder (line 125) | private void AssertIndexOptionContractOrder(OrderEvent orderEvent, Sec... method OnEndOfAlgorithm (line 147) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs class IndexOptionCallITMGreeksExpiryRegressionAlgorithm (line 30) | public class IndexOptionCallITMGreeksExpiryRegressionAlgorithm : QCAlgor... method Initialize (line 38) | public override void Initialize() method OnData (line 63) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 129) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionCallOTMExpiryDailyRegressionAlgorithm.cs class IndexOptionCallOTMExpiryDailyRegressionAlgorithm (line 23) | public class IndexOptionCallOTMExpiryDailyRegressionAlgorithm : IndexOpt... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/IndexOptionCallOTMExpiryRegressionAlgorithm.cs class IndexOptionCallOTMExpiryRegressionAlgorithm (line 42) | public class IndexOptionCallOTMExpiryRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 51) | public override void Initialize() method OnData (line 77) | public override void OnData(Slice slice) method OnOrderEvent (line 100) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertIndexOptionContractOrder (line 130) | private void AssertIndexOptionContractOrder(OrderEvent orderEvent, Sec... method OnEndOfAlgorithm (line 155) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionChainApisConsistencyRegressionAlgorithm.cs class IndexOptionChainApisConsistencyRegressionAlgorithm (line 26) | public class IndexOptionChainApisConsistencyRegressionAlgorithm : Option... method GetOption (line 30) | protected override Option GetOption() FILE: Algorithm.CSharp/IndexOptionIndicatorsRegressionAlgorithm.cs class IndexOptionIndicatorsRegressionAlgorithm (line 21) | public class IndexOptionIndicatorsRegressionAlgorithm : OptionIndicators... method Initialize (line 25) | public override void Initialize() FILE: Algorithm.CSharp/IndexOptionIronCondorAlgorithm.cs class IndexOptionIronCondorAlgorithm (line 24) | public class IndexOptionIronCondorAlgorithm : QCAlgorithm method Initialize (line 29) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionModelsConsistencyRegressionAlgorithm.cs class IndexOptionModelsConsistencyRegressionAlgorithm (line 26) | public class IndexOptionModelsConsistencyRegressionAlgorithm : OptionMod... method InitializeAlgorithm (line 28) | protected override Security InitializeAlgorithm() FILE: Algorithm.CSharp/IndexOptionPutButterflyAlgorithm.cs class IndexOptionPutButterflyAlgorithm (line 25) | public class IndexOptionPutButterflyAlgorithm : QCAlgorithm method Initialize (line 31) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionPutCalendarSpreadAlgorithm.cs class IndexOptionPutCalendarSpreadAlgorithm (line 25) | public class IndexOptionPutCalendarSpreadAlgorithm : QCAlgorithm method Initialize (line 31) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IndexOptionPutITMExpiryRegressionAlgorithm.cs class IndexOptionPutITMExpiryRegressionAlgorithm (line 37) | public class IndexOptionPutITMExpiryRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 43) | public override void Initialize() method OnData (line 69) | public override void OnData(Slice slice) method OnOrderEvent (line 92) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertIndexOptionOrderExercise (line 122) | private void AssertIndexOptionOrderExercise(OrderEvent orderEvent, Sec... method AssertIndexOptionContractOrder (line 147) | private void AssertIndexOptionContractOrder(OrderEvent orderEvent, Sec... method OnEndOfAlgorithm (line 167) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionPutOTMExpiryRegressionAlgorithm.cs class IndexOptionPutOTMExpiryRegressionAlgorithm (line 42) | public class IndexOptionPutOTMExpiryRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 48) | public override void Initialize() method OnData (line 74) | public override void OnData(Slice slice) method OnOrderEvent (line 97) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertIndexOptionContractOrder (line 127) | private void AssertIndexOptionContractOrder(OrderEvent orderEvent, Sec... method OnEndOfAlgorithm (line 151) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionScaledStrikeRegressionAlgorithm.cs class IndexOptionScaledStrikeRegressionAlgorithm (line 29) | public class IndexOptionScaledStrikeRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 38) | public override void Initialize() method OnData (line 52) | public override void OnData(Slice slice) method OnOrderEvent (line 66) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 81) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionShortCallITMExpiryRegressionAlgorithm.cs class IndexOptionShortCallITMExpiryRegressionAlgorithm (line 38) | public class IndexOptionShortCallITMExpiryRegressionAlgorithm : QCAlgori... method Initialize (line 44) | public override void Initialize() method OnData (line 81) | public override void OnData(Slice slice) method OnOrderEvent (line 104) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertIndexOptionOrderExercise (line 134) | private void AssertIndexOptionOrderExercise(OrderEvent orderEvent, Sec... method AssertIndexOptionContractOrder (line 149) | private void AssertIndexOptionContractOrder(OrderEvent orderEvent, Sec... method OnEndOfAlgorithm (line 165) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs class IndexOptionShortCallOTMExpiryRegressionAlgorithm (line 39) | public class IndexOptionShortCallOTMExpiryRegressionAlgorithm : QCAlgori... method Initialize (line 45) | public override void Initialize() method OnData (line 71) | public override void OnData(Slice slice) method OnOrderEvent (line 94) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertIndexOptionContractOrder (line 125) | private void AssertIndexOptionContractOrder(OrderEvent orderEvent, Sec... method OnEndOfAlgorithm (line 145) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionShortPutITMExpiryRegressionAlgorithm.cs class IndexOptionShortPutITMExpiryRegressionAlgorithm (line 37) | public class IndexOptionShortPutITMExpiryRegressionAlgorithm : QCAlgorit... method Initialize (line 43) | public override void Initialize() method OnData (line 80) | public override void OnData(Slice slice) method OnOrderEvent (line 103) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertIndexOptionOrderExercise (line 133) | private void AssertIndexOptionOrderExercise(OrderEvent orderEvent, Sec... method AssertIndexOptionContractOrder (line 152) | private void AssertIndexOptionContractOrder(OrderEvent orderEvent, Sec... method OnEndOfAlgorithm (line 168) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs class IndexOptionShortPutOTMExpiryRegressionAlgorithm (line 39) | public class IndexOptionShortPutOTMExpiryRegressionAlgorithm : QCAlgorit... method Initialize (line 45) | public override void Initialize() method OnData (line 71) | public override void OnData(Slice slice) method OnOrderEvent (line 94) | public override void OnOrderEvent(OrderEvent orderEvent) method AssertIndexOptionContractOrder (line 124) | private void AssertIndexOptionContractOrder(OrderEvent orderEvent, Sec... method OnEndOfAlgorithm (line 144) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndexOptionsUniverseSettingsRegressionAlgorithm.cs class IndexOptionsUniverseSettingsRegressionAlgorithm (line 25) | public class IndexOptionsUniverseSettingsRegressionAlgorithm : EquityOpt... method AddSecurity (line 29) | protected override SecurityType[] AddSecurity() FILE: Algorithm.CSharp/IndexSecurityCanBeTradableRegressionAlgorithm.cs class IndexSecurityCanBeTradableRegressionAlgorithm (line 31) | public class IndexSecurityCanBeTradableRegressionAlgorithm: QCAlgorithm,... method Initialize (line 39) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) method AssertIndexIsNotTradable (line 88) | private void AssertIndexIsNotTradable() class SignalExportManagerTest (line 156) | private class SignalExportManagerTest: SignalExportManager method SignalExportManagerTest (line 158) | public SignalExportManagerTest(IAlgorithm algorithm) : base(algorithm) method GetPortfolioTargetsFromPortfolio (line 162) | public void GetPortfolioTargetsFromPortfolio(out PortfolioTarget[] p... FILE: Algorithm.CSharp/IndexSecurityIsNotTradableRegressionAlgorithm.cs class IndexSecurityIsNotTradableRegressionAlgorithm (line 23) | public class IndexSecurityIsNotTradableRegressionAlgorithm: IndexSecurit... FILE: Algorithm.CSharp/IndiaDataRegressionAlgorithm.cs class IndiaDataRegressionAlgorithm (line 35) | public class IndiaDataRegressionAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 46) | public override void Initialize() method OnDividends (line 59) | public override void OnDividends(Dividends dividends) method OnSplits (line 76) | public override void OnSplits(Splits splits) method OnSymbolChangedEvents (line 99) | public override void OnSymbolChangedEvents(SymbolChangedEvents symbols... method OnEndOfAlgorithm (line 123) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndicatorBasedOptionPricingModelIndexOptionRegressionAlgorithm.cs class IndicatorBasedOptionPricingModelIndexOptionRegressionAlgorithm (line 27) | public class IndicatorBasedOptionPricingModelIndexOptionRegressionAlgori... method GetOption (line 33) | protected override Option GetOption() FILE: Algorithm.CSharp/IndicatorBasedOptionPricingModelRegressionAlgorithm.cs class IndicatorBasedOptionPricingModelRegressionAlgorithm (line 30) | public class IndicatorBasedOptionPricingModelRegressionAlgorithm : QCAlg... method Initialize (line 40) | public override void Initialize() method GetOption (line 54) | protected virtual Option GetOption() method OnData (line 62) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 121) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndicatorHistoryAlgorithm.cs class IndicatorHistoryAlgorithm (line 27) | public class IndicatorHistoryAlgorithm : QCAlgorithm, IRegressionAlgorit... method Initialize (line 36) | public override void Initialize() method OnData (line 51) | public void OnData(Slice slice) FILE: Algorithm.CSharp/IndicatorHistoryRegressionAlgorithm.cs class IndicatorHistoryRegressionAlgorithm (line 27) | public class IndicatorHistoryRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 34) | public override void Initialize() method OnData (line 42) | public void OnData(Slice slice) FILE: Algorithm.CSharp/IndicatorSelectorsWorkWithDifferentOptions.cs class IndicatorSelectorsWorkWithDifferentOptions (line 30) | public class IndicatorSelectorsWorkWithDifferentOptions: QCAlgorithm, IR... method Initialize (line 50) | public override void Initialize() method OnData (line 82) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 143) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndicatorSuiteAlgorithm.cs class IndicatorSuiteAlgorithm (line 33) | public class IndicatorSuiteAlgorithm : QCAlgorithm, IRegressionAlgorithm... method Initialize (line 57) | public override void Initialize() method OnData (line 135) | public override void OnData(Slice slice) method OnEndOfDay (line 160) | public override void OnEndOfDay(Symbol symbol) class Indicators (line 193) | private class Indicators method SelectorDoubleTradeBar (line 213) | private static TradeBar SelectorDoubleTradeBar(IBaseData baseData) FILE: Algorithm.CSharp/IndicatorVolatilityModelAlgorithm.cs class IndicatorVolatilityModelAlgorithm (line 32) | public class IndicatorVolatilityModelAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 46) | public override void Initialize() method OnData (line 68) | public override void OnData(Slice slice) method OnEndOfDay (line 83) | public override void OnEndOfDay(Symbol symbol) method OnEndOfAlgorithm (line 103) | public override void OnEndOfAlgorithm() method UpdateIndicator (line 116) | private IIndicator UpdateIndicator(Security security, TradeBar bar) FILE: Algorithm.CSharp/IndicatorWarmupAlgorithm.cs class IndicatorWarmupAlgorithm (line 31) | public class IndicatorWarmupAlgorithm : QCAlgorithm method Initialize (line 41) | public override void Initialize() method OnData (line 64) | public override void OnData(Slice slice) method OnOrderEvent (line 80) | public override void OnOrderEvent(OrderEvent orderEvent) class SymbolData (line 89) | class SymbolData method SymbolData (line 113) | public SymbolData(Symbol symbol, QCAlgorithm algorithm) method OnOrderEvent (line 155) | public void OnOrderEvent(OrderEvent fill) method Update (line 183) | public void Update() method TryEnter (line 190) | public bool TryEnter(out OrderTicket ticket) method TryExit (line 219) | public bool TryExit(out OrderTicket ticket) FILE: Algorithm.CSharp/IndicatorWithRenkoBarsRegressionAlgorithm.cs class IndicatorWithRenkoBarsRegressionAlgorithm (line 28) | public class IndicatorWithRenkoBarsRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 36) | public override void Initialize() method OnSPYDataConsolidated (line 60) | public void OnSPYDataConsolidated(object sender, RenkoBar renkoBar) method OnAIGDataConsolidated (line 68) | public void OnAIGDataConsolidated(object sender, RenkoBar renkoBar) method OnEndOfAlgorithm (line 73) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs class IndustryStandardSecurityIdentifiersRegressionAlgorithm (line 27) | public class IndustryStandardSecurityIdentifiersRegressionAlgorithm : QC... method Initialize (line 29) | public override void Initialize() method CheckSymbolRepresentation (line 62) | private static void CheckSymbolRepresentation(string symbol, string st... method CheckAPIsSymbolRepresentations (line 70) | private static void CheckAPIsSymbolRepresentations(string symbolApiSym... FILE: Algorithm.CSharp/InsightScoringRegressionAlgorithm.cs class InsightScoringRegressionAlgorithm (line 33) | public class InsightScoringRegressionAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 38) | public override void Initialize() method OnEndOfAlgorithm (line 53) | public override void OnEndOfAlgorithm() class CustomInsightScoreFunction (line 73) | private class CustomInsightScoreFunction : IInsightScoreFunction method CustomInsightScoreFunction (line 78) | public CustomInsightScoreFunction(SecurityManager securities) method Score (line 83) | public void Score(InsightManager insightManager, DateTime utcTime) FILE: Algorithm.CSharp/InsightTagAlphaRegressionAlgorithm.cs class InsightTagAlphaRegressionAlgorithm (line 30) | public class InsightTagAlphaRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 38) | public override void Initialize() method OnInsightsGeneratedVerifier (line 61) | private void OnInsightsGeneratedVerifier(IAlgorithm algorithm, method OnEndOfAlgorithm (line 75) | public override void OnEndOfAlgorithm() class OneTimeAlphaModel (line 98) | private class OneTimeAlphaModel : AlphaModel method OneTimeAlphaModel (line 103) | public OneTimeAlphaModel(Symbol symbol) method Update (line 108) | public override IEnumerable Update(QCAlgorithm algorithm, S... method GenerateInsightTag (line 123) | public static string GenerateInsightTag(Symbol symbol) FILE: Algorithm.CSharp/InsightWeightingFrameworkAlgorithm.cs class InsightWeightingFrameworkAlgorithm (line 30) | public class InsightWeightingFrameworkAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 55) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs class InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm (line 29) | public class InsufficientBuyingPowerForAutomaticExerciseRegressionAlgori... method Initialize (line 39) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnMarginCall (line 77) | public override void OnMarginCall(List requests) method OnOrderEvent (line 99) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 138) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/InsufficientMarginOrderUpdateRegressionAlgorithm.cs class InsufficientMarginOrderUpdateRegressionAlgorithm (line 27) | public class InsufficientMarginOrderUpdateRegressionAlgorithm : QCAlgori... method Initialize (line 36) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice data) method OnOrderEvent (line 90) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 122) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs class InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm (line 31) | public class InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegr... method Initialize (line 45) | public override void Initialize() method OnData (line 60) | public override void OnData(Slice slice) method OnOrderEvent (line 104) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 122) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/InternalSubscriptionHistoryRequestAlgorithm.cs class InternalSubscriptionHistoryRequestAlgorithm (line 27) | public class InternalSubscriptionHistoryRequestAlgorithm : QCAlgorithm, ... method Initialize (line 32) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/IronCondorStrategyAlgorithm.cs class IronCondorStrategyAlgorithm (line 31) | public class IronCondorStrategyAlgorithm : OptionStrategyFactoryMethodsB... method TradeStrategy (line 37) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 61) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 103) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/IsMarketOpenCheckAlgorithm.cs class IsMarketOpenCheckAlgorithm (line 25) | public class IsMarketOpenCheckAlgorithm : QCAlgorithm, IRegressionAlgori... method Initialize (line 31) | public override void Initialize() method AssertIsMarketOpen (line 40) | protected void AssertIsMarketOpen(bool expected) method ScheduleMarketOpenChecks (line 50) | protected virtual void ScheduleMarketOpenChecks() FILE: Algorithm.CSharp/IsMarketOpenCheckWithExtendedMarketHoursAlgorithm.cs class IsMarketOpenCheckWithExtendedMarketHoursAlgorithm (line 23) | public class IsMarketOpenCheckWithExtendedMarketHoursAlgorithm : IsMarke... method ScheduleMarketOpenChecks (line 27) | protected override void ScheduleMarketOpenChecks() FILE: Algorithm.CSharp/LargeQuantityOptionStrategyAlgorithm.cs class LargeQuantityOptionStrategyAlgorithm (line 31) | public class LargeQuantityOptionStrategyAlgorithm : QCAlgorithm, IRegres... method Initialize (line 35) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/LeveragePrecedenceRegressionAlgorithm.cs class LeveragePrecedenceRegressionAlgorithm (line 32) | public class LeveragePrecedenceRegressionAlgorithm : QCAlgorithm, IRegre... method Initialize (line 39) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) class TestBrokerageModel (line 130) | private class TestBrokerageModel : DefaultBrokerageModel method GetLeverage (line 132) | public override decimal GetLeverage(Security security) FILE: Algorithm.CSharp/LimitFillRegressionAlgorithm.cs class LimitFillRegressionAlgorithm (line 32) | public class LimitFillRegressionAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 37) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method OnOrderEvent (line 63) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/LimitIfTouchedAsyncRegressionAlgorithm.cs class LimitIfTouchedAsyncRegressionAlgorithm (line 24) | public class LimitIfTouchedAsyncRegressionAlgorithm : LimitIfTouchedRegr... FILE: Algorithm.CSharp/LimitIfTouchedRegressionAlgorithm.cs class LimitIfTouchedRegressionAlgorithm (line 29) | public class LimitIfTouchedRegressionAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 45) | public override void Initialize() method OnData (line 58) | public override void OnData(Slice slice) method OnOrderEvent (line 100) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 113) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs class LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm (line 32) | public class LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm... method Initialize (line 40) | public override void Initialize() method OnWarmupFinished (line 54) | public override void OnWarmupFinished() method OnData (line 70) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 85) | public override void OnEndOfAlgorithm() method OnOrderEvent (line 93) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/LiquidETFUniverseFrameworkAlgorithm.cs class LiquidETFUniverseFrameworkAlgorithm (line 36) | public class LiquidETFUniverseFrameworkAlgorithm : QCAlgorithm method Initialize (line 41) | public override void Initialize() method OnData (line 68) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 85) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm.cs class LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm (line 26) | public class LiquidateAllExceptSpecifiedSymbolRegressionAlgorithm : Liqu... method Rebalance (line 28) | public override void Rebalance() method OnEndOfAlgorithm (line 41) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/LiquidateRegressionAlgorithm.cs class LiquidateRegressionAlgorithm (line 28) | public class LiquidateRegressionAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 33) | public override void Initialize() method Rebalance (line 46) | public virtual void Rebalance() method PerformLiquidation (line 60) | public virtual void PerformLiquidation() method OnEndOfAlgorithm (line 65) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/LiquidateUsingSetHoldingsRegressionAlgorithm.cs class LiquidateUsingSetHoldingsRegressionAlgorithm (line 26) | public class LiquidateUsingSetHoldingsRegressionAlgorithm : LiquidateReg... method PerformLiquidation (line 28) | public override void PerformLiquidation() FILE: Algorithm.CSharp/LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs class LiquidatingMultipleOptionStrategiesRegressionAlgorithm (line 39) | public class LiquidatingMultipleOptionStrategiesRegressionAlgorithm : QC... method Initialize (line 46) | public override void Initialize() method OnData (line 58) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 124) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/LiveFeaturesAlgorithm.cs class LiveTradingFeaturesAlgorithm (line 33) | public class LiveTradingFeaturesAlgorithm : QCAlgorithm method Initialize (line 40) | public override void Initialize() method OnData (line 63) | public override void OnData(Slice data) method OnBrokerageMessage (line 103) | public override void OnBrokerageMessage(BrokerageMessageEvent messageE... method OnBrokerageDisconnect (line 111) | public override void OnBrokerageDisconnect() method OnBrokerageReconnect (line 120) | public override void OnBrokerageReconnect() class Bitcoin (line 129) | public class Bitcoin : BaseData method Bitcoin (line 165) | public Bitcoin() method GetSource (line 179) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 201) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/LongAndShortButterflyCallStrategiesAlgorithm.cs class LongAndShortButterflyCallStrategiesAlgorithm (line 31) | public class LongAndShortButterflyCallStrategiesAlgorithm : OptionStrate... method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 68) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 103) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/LongAndShortButterflyPutStrategiesAlgorithm.cs class LongAndShortButterflyPutStrategiesAlgorithm (line 31) | public class LongAndShortButterflyPutStrategiesAlgorithm : OptionStrateg... method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 68) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 103) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs class LongAndShortCallCalendarSpreadStrategiesAlgorithm (line 31) | public class LongAndShortCallCalendarSpreadStrategiesAlgorithm : OptionS... method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 60) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 86) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs class LongAndShortPutCalendarSpreadStrategiesAlgorithm (line 31) | public class LongAndShortPutCalendarSpreadStrategiesAlgorithm : OptionSt... method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 60) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 86) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/LongAndShortStraddleStrategiesAlgorithm.cs class LongAndShortStraddleStrategiesAlgorithm (line 34) | public class LongAndShortStraddleStrategiesAlgorithm : OptionStrategyFac... method TradeStrategy (line 41) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 59) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 83) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/LongAndShortStrangleStrategiesAlgorithm.cs class LongAndShortStrangleStrategiesAlgorithm (line 31) | public class LongAndShortStrangleStrategiesAlgorithm : OptionStrategyFac... method TradeStrategy (line 38) | protected override void TradeStrategy(OptionChain chain) method AssertStrategyPositionGroup (line 69) | protected override void AssertStrategyPositionGroup(IPositionGroup pos... method LiquidateStrategy (line 93) | protected override void LiquidateStrategy() FILE: Algorithm.CSharp/LongOnlyAlphaStreamAlgorithm.cs class LongOnlyAlphaStreamAlgorithm (line 37) | public class LongOnlyAlphaStreamAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 39) | public override void Initialize() method OnData (line 68) | public override void OnData(Slice slice) method OnOrderEvent (line 78) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/MACDTrendAlgorithm.cs class MACDTrendAlgorithm (line 31) | public class MACDTrendAlgorithm : QCAlgorithm, IRegressionAlgorithmDefin... method Initialize (line 40) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/MacdAlphaModelFrameworkRegressionAlgorithm.cs class MacdAlphaModelFrameworkRegressionAlgorithm (line 25) | public class MacdAlphaModelFrameworkRegressionAlgorithm : BaseFrameworkR... method Initialize (line 27) | public override void Initialize() method OnEndOfAlgorithm (line 33) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm.cs class ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm (line 26) | public class ManualContinuousFuturesPositionRolloverFromSymbolChangedEve... method OnSymbolChangedEvents (line 29) | public override void OnSymbolChangedEvents(SymbolChangedEvents symbols... FILE: Algorithm.CSharp/ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs class ManualContinuousFuturesPositionRolloverRegressionAlgorithm (line 33) | public class ManualContinuousFuturesPositionRolloverRegressionAlgorithm ... method Initialize (line 37) | public override void Initialize() method OnData (line 49) | public override void OnData(Slice slice) method ManualPositionsRollover (line 61) | protected void ManualPositionsRollover(SymbolChangedEvents symbolChang... method OnOrderEvent (line 81) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 86) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs class ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm (line 27) | public class ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlg... method Initialize (line 29) | public override void Initialize() FILE: Algorithm.CSharp/MappedBenchmarkRegressionAlgorithm.cs class MappedBenchmarkRegressionAlgorithm (line 25) | public class MappedBenchmarkRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 30) | public override void Initialize() method OnData (line 43) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/MarginCallClosedMarketRegressionAlgorithm.cs class MarginCallClosedMarketRegressionAlgorithm (line 31) | public class MarginCallClosedMarketRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 41) | public override void Initialize() method OnData (line 58) | public override void OnData(Slice slice) method OnMarginCall (line 70) | public override void OnMarginCall(List requests) method OnEndOfAlgorithm (line 95) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MarginCallEventsAlgorithm.cs class MarginCallEventsAlgorithm (line 32) | public class MarginCallEventsAlgorithm : QCAlgorithm method Initialize (line 37) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnMarginCall (line 66) | public override void OnMarginCall(List requests) method OnMarginCallWarning (line 83) | public override void OnMarginCallWarning() FILE: Algorithm.CSharp/MarginRemainingRegressionAlgorithm.cs class MarginRemainingRegressionAlgorithm (line 27) | public class MarginRemainingRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 35) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/MarketImpactSlippageModelRegressionAlgorithm.cs class MarketImpactSlippageModelRegressionAlgorithm (line 24) | public class MarketImpactSlippageModelRegressionAlgorithm : QCAlgorithm,... method Initialize (line 29) | public override void Initialize() method OnData (line 46) | public override void OnData(Slice slice) method OnOrderEvent (line 56) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/MarketOnCloseOrderAsyncRegressionAlgorithm.cs class MarketOnCloseOrderAsyncRegressionAlgorithm (line 21) | public class MarketOnCloseOrderAsyncRegressionAlgorithm : MarketOnCloseO... FILE: Algorithm.CSharp/MarketOnCloseOrderBufferCheckRegressionAlgorithm.cs class MarketOnCloseOrderBufferCheckRegressionAlgorithm (line 29) | public class MarketOnCloseOrderBufferCheckRegressionAlgorithm : QCAlgori... method Initialize (line 37) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 88) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs class MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm (line 29) | public class MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgori... method Initialize (line 36) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MarketOnCloseOrderBufferRegressionAlgorithm.cs class MarketOnCloseOrderBufferRegressionAlgorithm (line 25) | public class MarketOnCloseOrderBufferRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 31) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 66) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm.cs class MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgorithm (line 28) | public class MarketOnCloseOrderFillsOnCloseTradeWithTickResolutionAlgori... method Initialize (line 32) | public override void Initialize() method OnOrderEvent (line 45) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 71) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MarketOnCloseOrderRegressionAlgorithm.cs class MarketOnCloseOrderRegressionAlgorithm (line 25) | public class MarketOnCloseOrderRegressionAlgorithm : QCAlgorithm, IRegre... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 53) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MarketOnOpenOnCloseAlgorithm.cs class MarketOnOpenOnCloseAlgorithm (line 29) | public class MarketOnOpenOnCloseAlgorithm : QCAlgorithm method Initialize (line 37) | public override void Initialize() method OnData (line 54) | public override void OnData(Slice slice) method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/MarketOnOpenOrderAsyncRegressionAlgorithm.cs class MarketOnOpenOrderAsyncRegressionAlgorithm (line 21) | public class MarketOnOpenOrderAsyncRegressionAlgorithm : MarketOnOpenOrd... FILE: Algorithm.CSharp/MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm.cs class MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorithm (line 28) | public class MarketOnOpenOrderFillsOnOpenTradeWithTickResolutionAlgorith... method Initialize (line 32) | public override void Initialize() method OnOrderEvent (line 45) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 71) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MarketOnOpenOrderRegressionAlgorithm.cs class MarketOnOpenOrderRegressionAlgorithm (line 25) | public class MarketOnOpenOrderRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 65) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs class MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm (line 30) | public class MarketOrdersAreSupportedOnExtendedHoursForFuturesRegression... method Initialize (line 35) | public override void Initialize() method OnData (line 49) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 62) | public override void OnEndOfAlgorithm() method OnOrderEvent (line 70) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs class MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm (line 25) | public class MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorit... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.cs class MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm (line 25) | public class MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.cs class MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm (line 26) | public class MaximumSectorExposureRiskManagementModelFrameworkRegression... method Initialize (line 28) | public override void Initialize() method OnEndOfAlgorithm (line 50) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs class MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm (line 25) | public class MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressio... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/MeanReversionPortfolioAlgorithm.cs class MeanReversionPortfolioAlgorithm (line 29) | public class MeanReversionPortfolioAlgorithm : QCAlgorithm, IRegressionA... method Initialize (line 31) | public override void Initialize() FILE: Algorithm.CSharp/MeanVarianceOptimizationFrameworkAlgorithm.cs class MeanVarianceOptimizationFrameworkAlgorithm (line 29) | public class MeanVarianceOptimizationFrameworkAlgorithm : QCAlgorithm, I... method Initialize (line 36) | public override void Initialize() method CoarseSelector (line 60) | public IEnumerable CoarseSelector(IEnumerable requests) method OnEndOfAlgorithm (line 81) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs class NoMarginCallOutsideRegularHoursRegressionAlgorithm (line 29) | public class NoMarginCallOutsideRegularHoursRegressionAlgorithm : QCAlgo... method Initialize (line 33) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice data) method OnMarginCall (line 62) | public override void OnMarginCall(List requests) FILE: Algorithm.CSharp/NoMinimumOrderMarginRegressionAlgorithm.cs class NoMinimumOrderMarginRegressionAlgorithm (line 26) | public class NoMinimumOrderMarginRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 31) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/NoUniverseSelectorRegressionAlgorithm.cs class NoUniverseSelectorRegressionAlgorithm (line 27) | public class NoUniverseSelectorRegressionAlgorithm : QCAlgorithm, IRegre... method Initialize (line 34) | public override void Initialize() method OnData (line 43) | public void OnData(Slice slice) method OnSecuritiesChanged (line 70) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/NonDynamicOptionsFilterRegressionAlgorithm.cs class NonDynamicOptionsFilterRegressionAlgorithm (line 27) | public class NonDynamicOptionsFilterRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 37) | public override void Initialize() method OnSecuritiesChanged (line 52) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 100) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/NullBuyingPowerOptionBullCallSpreadAlgorithm.cs class NullBuyingPowerOptionBullCallSpreadAlgorithm (line 33) | public class NullBuyingPowerOptionBullCallSpreadAlgorithm : QCAlgorithm,... method Initialize (line 37) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 89) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/NullMarginComboOrderRegressionAlgorithm.cs class NullMarginComboOrderRegressionAlgorithm (line 26) | public class NullMarginComboOrderRegressionAlgorithm : NullMarginMultipl... method PlaceTrades (line 28) | protected override void PlaceTrades(OptionContract optionContract) FILE: Algorithm.CSharp/NullMarginMultipleOrdersRegressionAlgorithm.cs class NullMarginMultipleOrdersRegressionAlgorithm (line 31) | public class NullMarginMultipleOrdersRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 36) | public override void Initialize() method OverrideMarginModels (line 51) | protected virtual void OverrideMarginModels() method OnData (line 64) | public override void OnData(Slice slice) method PlaceTrades (line 87) | protected virtual void PlaceTrades(OptionContract optionContract) method AssertState (line 93) | protected virtual void AssertState(OrderTicket ticket, int expectedGro... FILE: Algorithm.CSharp/NullOptionAssignmentRegressionAlgorithm.cs class NullOptionAssignmentRegressionAlgorithm (line 25) | public class NullOptionAssignmentRegressionAlgorithm : OptionAssignmentR... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/NumeraiSignalExportDemonstrationAlgorithm.cs class NumeraiSignalExportDemonstrationAlgorithm (line 34) | public class NumeraiSignalExportDemonstrationAlgorithm : QCAlgorithm method Initialize (line 38) | public override void Initialize() method SubmitSignals (line 75) | public void SubmitSignals() method OnSecuritiesChanged (line 107) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/ObjectStoreExampleAlgorithm.cs class ObjectStoreExampleAlgorithm (line 33) | public class ObjectStoreExampleAlgorithm : QCAlgorithm, IRegressionAlgor... method Initialize (line 46) | public override void Initialize() method OnData (line 106) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/OnEndOfDayAddDataRegressionAlgorithm.cs class OnEndOfDayAddDataRegressionAlgorithm (line 25) | public class OnEndOfDayAddDataRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 33) | public override void Initialize() method OnEndOfDay (line 40) | public override void OnEndOfDay(Symbol symbol) method OnEndOfAlgorithm (line 49) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OnEndOfDayInternalSecurityRegressionAlgorithm.cs class OnEndOfDayInternalSecurityRegressionAlgorithm (line 30) | public class OnEndOfDayInternalSecurityRegressionAlgorithm : QCAlgorithm... method Initialize (line 38) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) method OnEndOfDay (line 59) | public override void OnEndOfDay(Symbol symbol) method OnEndOfAlgorithm (line 73) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OnEndOfDayRegressionAlgorithm.cs class OnEndOfDayRegressionAlgorithm (line 25) | public class OnEndOfDayRegressionAlgorithm : QCAlgorithm, IRegressionAlg... method Initialize (line 37) | public override void Initialize() method OnEndOfDay (line 61) | public override void OnEndOfDay(Symbol symbol) method OnEndOfAlgorithm (line 95) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OnOrderEventExceptionRegression.cs class OnOrderEventExceptionRegression (line 29) | public class OnOrderEventExceptionRegression : QCAlgorithm, IRegressionA... method Initialize (line 36) | public override void Initialize() method OnData (line 47) | public override void OnData(Slice slice) method OnOrderEvent (line 60) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/OnWarmupFinishedNoWarmup.cs class OnWarmupFinishedNoWarmup (line 25) | public class OnWarmupFinishedNoWarmup : QCAlgorithm, IRegressionAlgorith... method Initialize (line 32) | public override void Initialize() method OnWarmupFinished (line 40) | public override void OnWarmupFinished() method OnEndOfAlgorithm (line 45) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OnWarmupFinishedRegressionAlgorithm.cs class OnWarmupFinishedRegressionAlgorithm (line 25) | public class OnWarmupFinishedRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 31) | public override void Initialize() method OnWarmupFinished (line 41) | public override void OnWarmupFinished() method OnEndOfAlgorithm (line 46) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OpenInterestFuturesRegressionAlgorithm.cs class OpenInterestFuturesRegressionAlgorithm (line 33) | public class OpenInterestFuturesRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 41) | public override void Initialize() method OnData (line 60) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/OpeningBreakoutAlgorithm.cs class OpeningBreakoutAlgorithm (line 56) | public class OpeningBreakoutAlgorithm : QCAlgorithm method Initialize (line 112) | public override void Initialize() method MarketOpeningSpanHandler (line 176) | public void MarketOpeningSpanHandler() method OnData (line 216) | public override void OnData(Slice data) method ScanForEntrance (line 285) | private void ScanForEntrance() method ManageStopLoss (line 350) | private void ManageStopLoss() method OnOrderEvent (line 380) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfDay (line 401) | public override void OnEndOfDay(Symbol symbol) method LiveDebug (line 441) | public void LiveDebug(object msg) method ShouldEnablePsarTrailingStop (line 517) | private bool ShouldEnablePsarTrailingStop(decimal stopPrice) method IsPsarMoreProfitableThanStop (line 544) | private bool IsPsarMoreProfitableThanStop(decimal stopPrice) FILE: Algorithm.CSharp/OptionAssignmentRegressionAlgorithm.cs class OptionAssignmentRegressionAlgorithm (line 32) | public class OptionAssignmentRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 42) | public override void Initialize() method OnData (line 65) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/OptionAssignmentStatisticsRegressionAlgorithm.cs class OptionAssignmentStatisticsRegressionAlgorithm (line 35) | public class OptionAssignmentStatisticsRegressionAlgorithm : QCAlgorithm... method Initialize (line 43) | public override void Initialize() method OnData (line 69) | public override void OnData(Slice slice) method OnOrderEvent (line 93) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 101) | public override void OnEndOfAlgorithm() method AssertTradeStatistics (line 107) | private void AssertTradeStatistics() method AssertPortfolioStatistics (line 190) | private void AssertPortfolioStatistics() method AreEqual (line 246) | private static bool AreEqual(decimal expected, decimal actual) FILE: Algorithm.CSharp/OptionChainApisConsistencyRegressionAlgorithm.cs class OptionChainApisConsistencyRegressionAlgorithm (line 30) | public class OptionChainApisConsistencyRegressionAlgorithm : QCAlgorithm... method Initialize (line 34) | public override void Initialize() method GetOption (line 74) | protected virtual Option GetOption() FILE: Algorithm.CSharp/OptionChainConsistencyRegressionAlgorithm.cs class OptionChainConsistencyRegressionAlgorithm (line 34) | public class OptionChainConsistencyRegressionAlgorithm : QCAlgorithm, IR... method Initialize (line 39) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) method OnOrderEvent (line 103) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/OptionChainFullDataRegressionAlgorithm.cs class OptionChainFullDataRegressionAlgorithm (line 31) | public class OptionChainFullDataRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 35) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/OptionChainIncludeWeeklysByDefaultRegressionAlgorithm.cs class OptionChainIncludeWeeklysByDefaultRegressionAlgorithm (line 27) | public class OptionChainIncludeWeeklysByDefaultRegressionAlgorithm : QCA... method Initialize (line 37) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 71) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OptionChainProviderAlgorithm.cs class OptionChainProviderAlgorithm (line 32) | public class OptionChainProviderAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 38) | public override void Initialize() method OnData (line 48) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/OptionChainSubscriptionRemovalRegressionAlgorithm.cs class OptionChainSubscriptionRemovalRegressionAlgorithm (line 29) | public class OptionChainSubscriptionRemovalRegressionAlgorithm : QCAlgor... method Initialize (line 32) | public override void Initialize() method OnSecuritiesChanged (line 44) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 51) | public override void OnEndOfAlgorithm() method SelectOptionChainSymbols (line 59) | private static IEnumerable SelectOptionChainSymbols(DateTime u... method GetStatusLog (line 73) | private string GetStatusLog() class TestOptionUniverseSelectionModel (line 90) | class TestOptionUniverseSelectionModel : OptionUniverseSelectionModel method TestOptionUniverseSelectionModel (line 92) | public TestOptionUniverseSelectionModel(Func requests) FILE: Algorithm.CSharp/OptionSymbolCanonicalRegressionAlgorithm.cs class OptionSymbolCanonicalRegressionAlgorithm (line 28) | public class OptionSymbolCanonicalRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 33) | public override void Initialize() method OnData (line 49) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/OptionTimeSliceRegressionAlgorithm.cs class OptionTimeSliceRegressionAlgorithm (line 28) | public class OptionTimeSliceRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 34) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 68) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OptionUniverseFilterGreeksRegressionAlgorithm.cs class OptionUniverseFilterGreeksRegressionAlgorithm (line 28) | public class OptionUniverseFilterGreeksRegressionAlgorithm : QCAlgorithm... method Initialize (line 49) | public override void Initialize() method OptionFilter (line 91) | protected virtual OptionFilterUniverse OptionFilter(OptionFilterUniver... method OnData (line 116) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 125) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.cs class OptionUniverseFilterGreeksShortcutsRegressionAlgorithm (line 25) | public class OptionUniverseFilterGreeksShortcutsRegressionAlgorithm : Op... method OptionFilter (line 27) | protected override OptionFilterUniverse OptionFilter(OptionFilterUnive... FILE: Algorithm.CSharp/OptionUniverseFilterOptionsDataLinqRegressionAlgorithm.cs class OptionUniverseFilterOptionsDataLinqRegressionAlgorithm (line 27) | public class OptionUniverseFilterOptionsDataLinqRegressionAlgorithm : Op... method OptionFilter (line 29) | protected override OptionFilterUniverse OptionFilter(OptionFilterUnive... FILE: Algorithm.CSharp/OptionUniverseFilterOptionsDataRegressionAlgorithm.cs class OptionUniverseFilterOptionsDataRegressionAlgorithm (line 26) | public class OptionUniverseFilterOptionsDataRegressionAlgorithm : Option... method OptionFilter (line 28) | protected override OptionFilterUniverse OptionFilter(OptionFilterUnive... FILE: Algorithm.CSharp/OptionUniverseHistoryRegressionAlgorithm.cs class OptionUniverseHistoryRegressionAlgorithm (line 28) | public class OptionUniverseHistoryRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 30) | public override void Initialize() FILE: Algorithm.CSharp/OptionsAutomaticSeedRegressionAlgorithm.cs class OptionsAutomaticSeedRegressionAlgorithm (line 25) | public class OptionsAutomaticSeedRegressionAlgorithm : AutomaticSeedBase... method Initialize (line 33) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 69) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 83) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OptionsExpiredContractRegression.cs class OptionsExpiredContractRegression (line 28) | public class OptionsExpiredContractRegression : QCAlgorithm, IRegression... method Initialize (line 35) | public override void Initialize() method OnData (line 46) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 62) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OptionsMarginCallEventsAlgorithmBase.cs class OptionsMarginCallEventsAlgorithmBase (line 29) | public abstract class OptionsMarginCallEventsAlgorithmBase : QCAlgorithm... method OnMarginCall (line 39) | public override void OnMarginCall(List requests) method OnMarginCallWarning (line 45) | public override void OnMarginCallWarning() method OnOrderEvent (line 51) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 65) | public override void OnEndOfAlgorithm() class CustomMarginCallModel (line 101) | protected class CustomMarginCallModel : DefaultMarginCallModel method CustomMarginCallModel (line 105) | public CustomMarginCallModel(SecurityPortfolioManager portfolio, IOr... FILE: Algorithm.CSharp/OrderImmutabilityRegressionAlgorithm.cs class OrderImmutabilityRegressionAlgorithm (line 32) | public class OrderImmutabilityRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 41) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnOrderEvent (line 83) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 131) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OrderSubmissionDataRegressionAlgorithm.cs class OrderSubmissionDataRegressionAlgorithm (line 26) | public class OrderSubmissionDataRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 33) | public override void Initialize() method PlaceTrade (line 50) | private void PlaceTrade(string ticker) FILE: Algorithm.CSharp/OrderTicketAssignmentDemoAlgorithm.cs class OrderTicketAssignmentDemoAlgorithm (line 29) | public class OrderTicketAssignmentDemoAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 37) | public override void Initialize() method OnOrderEvent (line 55) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 72) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/OrderTicketDemoAlgorithm.cs class OrderTicketDemoAlgorithm (line 34) | public class OrderTicketDemoAlgorithm : QCAlgorithm, IRegressionAlgorith... method Initialize (line 47) | public override void Initialize() method OnData (line 60) | public override void OnData(Slice slice) method MarketOrders (line 96) | private void MarketOrders() method LimitOrders (line 142) | private void LimitOrders() method StopMarketOrders (line 207) | private void StopMarketOrders() method StopLimitOrders (line 279) | private void StopLimitOrders() method TrailingStopOrders (line 360) | private void TrailingStopOrders() method MarketOnCloseOrders (line 426) | private void MarketOnCloseOrders() method MarketOnOpenOrders (line 474) | private void MarketOnOpenOrders() method OnOrderEvent (line 509) | public override void OnOrderEvent(OrderEvent orderEvent) method CheckPairOrdersForFills (line 543) | private bool CheckPairOrdersForFills(OrderTicket longOrder, OrderTicke... method TimeIs (line 560) | private bool TimeIs(int day, int hour, int minute) method OnEndOfAlgorithm (line 565) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ParameterizedAlgorithm.cs class ParameterizedAlgorithm (line 30) | public class ParameterizedAlgorithm : QCAlgorithm, IRegressionAlgorithmD... method Initialize (line 44) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice data) FILE: Algorithm.CSharp/PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs class PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm (line 33) | public class PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm ... method Initialize (line 35) | public override void Initialize() method OnEndOfAlgorithm (line 59) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs class PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm (line 27) | public class PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegres... method Initialize (line 29) | public override void Initialize() method AssertThatHistoryThrowsForTickResolution (line 62) | private void AssertThatHistoryThrowsForTickResolution(Action historyCa... FILE: Algorithm.CSharp/PeriodConsolidatorRegressionAlgorithm.cs class PeriodConsolidatorRegressionAlgorithm (line 28) | public class PeriodConsolidatorRegressionAlgorithm : QCAlgorithm, IRegre... method Initialize (line 33) | public override void Initialize() method PeriodConsolidator_DataConsolidated (line 49) | private void PeriodConsolidator_DataConsolidated(object sender, TradeB... method CountConsolidator_DataConsolidated (line 53) | private void CountConsolidator_DataConsolidated(object sender, TradeBa... method OnEndOfAlgorithm (line 58) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/PersistentCustomDataUniverseRegressionAlgorithm.cs class PersistentCustomDataUniverseRegressionAlgorithm (line 29) | public class PersistentCustomDataUniverseRegressionAlgorithm : QCAlgorit... method Initialize (line 34) | public override void Initialize() method UniverseSelector (line 44) | private IEnumerable UniverseSelector(IEnumerable data) method RetrieveHistoricalData (line 52) | private void RetrieveHistoricalData() method OnData (line 70) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 83) | public override void OnEndOfAlgorithm() class StockDataSource (line 95) | public class StockDataSource : BaseData method StockDataSource (line 99) | public StockDataSource() method GetSource (line 115) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 121) | public override BaseData Reader(SubscriptionDataConfig config, strin... FILE: Algorithm.CSharp/PortfolioOptimizationNumericsAlgorithm.cs class PortfolioOptimizationNumericsAlgorithm (line 32) | public class PortfolioOptimizationNumericsAlgorithm : QCAlgorithm method Initialize (line 60) | public override void Initialize() method OnData (line 102) | public override void OnData(Slice slice) method ComputeLagrangeMultiplier (line 117) | private void ComputeLagrangeMultiplier() method ComputeWeights (line 127) | private void ComputeWeights() method ComputePortfolioRisk (line 140) | private void ComputePortfolioRisk() class SymbolData (line 150) | class SymbolData method SymbolData (line 160) | public SymbolData(Symbol symbol, IEnumerable history) method Update (line 172) | public void Update(BaseData data) method SetWeight (line 177) | public void SetWeight(double value) method ToString (line 182) | public override string ToString() FILE: Algorithm.CSharp/PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs class PortfolioRebalanceOnCustomFuncRegressionAlgorithm (line 33) | public class PortfolioRebalanceOnCustomFuncRegressionAlgorithm : QCAlgor... method Initialize (line 40) | public override void Initialize() method OnOrderEvent (line 101) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs class PortfolioRebalanceOnDateRulesRegressionAlgorithm (line 31) | public class PortfolioRebalanceOnDateRulesRegressionAlgorithm : QCAlgori... method Initialize (line 36) | public override void Initialize() method OnOrderEvent (line 63) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs class PortfolioRebalanceOnInsightChangesRegressionAlgorithm (line 31) | public class PortfolioRebalanceOnInsightChangesRegressionAlgorithm : QCA... method Initialize (line 38) | public override void Initialize() method OnOrderEvent (line 61) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs class PortfolioRebalanceOnSecurityChangesRegressionAlgorithm (line 32) | public class PortfolioRebalanceOnSecurityChangesRegressionAlgorithm : QC... method Initialize (line 40) | public override void Initialize() method OnOrderEvent (line 70) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 88) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/PortfolioTargetTagsRegressionAlgorithm.cs class PortfolioTargetTagsRegressionAlgorithm (line 30) | public class PortfolioTargetTagsRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 34) | public override void Initialize() method OnEndOfAlgorithm (line 48) | public override void OnEndOfAlgorithm() class CustomPortfolioConstructionModel (line 56) | private class CustomPortfolioConstructionModel : EqualWeightingPortfol... method CustomPortfolioConstructionModel (line 58) | public CustomPortfolioConstructionModel() : base(Resolution.Daily) method CreateTargets (line 62) | public override IEnumerable CreateTargets(QCAlgori... method GeneratePortfolioTargetTag (line 71) | public static string GeneratePortfolioTargetTag(IPortfolioTarget tar... class CustomRiskManagementModel (line 77) | private class CustomRiskManagementModel : MaximumDrawdownPercentPerSec... method CustomRiskManagementModel (line 79) | public CustomRiskManagementModel() : base(0.01m) method ManageRisk (line 83) | public override IEnumerable ManageRisk(QCAlgorithm... class CustomExecutionModel (line 94) | private class CustomExecutionModel : ImmediateExecutionModel method CustomExecutionModel (line 98) | public CustomExecutionModel(Action targetsTagCheckedCallback) method Execute (line 103) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget... FILE: Algorithm.CSharp/ProcessSplitSymbolsRegressionAlgorithm.cs class ProcessSplitSymbolsRegressionAlgorithm (line 28) | public class ProcessSplitSymbolsRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 36) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/QLOptionPricingModelRegressionAlgorithm.cs class QLOptionPricingModelRegressionAlgorithm (line 28) | public class QLOptionPricingModelRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 34) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/QuitAfterInitializationRegressionAlgorithm.cs class QuitAfterInitializationRegressionAlgorithm (line 26) | public class QuitAfterInitializationRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 29) | public override void Initialize() method OnData (line 41) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/QuitInInitializationRegressionAlgorithm.cs class QuitInInitializationRegressionAlgorithm (line 26) | public class QuitInInitializationRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 28) | public override void Initialize() method OnData (line 42) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/RangeConsolidatorAlgorithm.cs class RangeConsolidatorAlgorithm (line 27) | public class RangeConsolidatorAlgorithm : QCAlgorithm, IRegressionAlgori... method Initialize (line 33) | public override void Initialize() method OnEndOfAlgorithm (line 44) | public override void OnEndOfAlgorithm() method OnDataConsolidated (line 52) | protected virtual void OnDataConsolidated(Object sender, RangeBar rang... method SetStartAndEndDates (line 66) | protected virtual void SetStartAndEndDates() method CreateRangeConsolidator (line 72) | protected virtual RangeConsolidator CreateRangeConsolidator() FILE: Algorithm.CSharp/RangeConsolidatorWithTickAlgorithm.cs class RangeConsolidatorWithTickAlgorithm (line 23) | public class RangeConsolidatorWithTickAlgorithm : RangeConsolidatorAlgor... method SetStartAndEndDates (line 28) | protected override void SetStartAndEndDates() FILE: Algorithm.CSharp/RawDataRegressionAlgorithm.cs class RawDataRegressionAlgorithm (line 32) | public class RawDataRegressionAlgorithm : QCAlgorithm, IRegressionAlgori... method Initialize (line 40) | public override void Initialize() method OnData (line 69) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/RawPricesCoarseUniverseAlgorithm.cs class RawPricesCoarseUniverseAlgorithm (line 34) | public class RawPricesCoarseUniverseAlgorithm : QCAlgorithm method Initialize (line 38) | public override void Initialize() method CustomSecurityInitializer (line 59) | private void CustomSecurityInitializer(Security security) method CoarseSelectionFunction (line 66) | public static IEnumerable CoarseSelectionFunction(IEnumerable<... method OnSecuritiesChanged (line 79) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnOrderEvent (line 96) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/RawPricesUniverseRegressionAlgorithm.cs class RawPricesUniverseRegressionAlgorithm (line 33) | public class RawPricesUniverseRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 35) | public override void Initialize() method SelectionFunction (line 56) | public IEnumerable SelectionFunction(DateTime dateTime) method OnSecuritiesChanged (line 64) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/RegisterIndicatorRegressionAlgorithm.cs class RegisterIndicatorRegressionAlgorithm (line 30) | public class RegisterIndicatorRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 38) | public override void Initialize() method OnData (line 119) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 127) | public override void OnEndOfAlgorithm() class CustomIndicator (line 136) | private class CustomIndicator : IndicatorBase method CustomIndicator (line 140) | public CustomIndicator() : base("Jose") method ComputeNextValue (line 143) | protected override decimal ComputeNextValue(QuoteBar input) FILE: Algorithm.CSharp/RegressionAlgorithm.cs class RegressionAlgorithm (line 27) | public class RegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefi... method Initialize (line 29) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/RegressionChannelAlgorithm.cs class RegressionChannelAlgorithm (line 29) | public class RegressionChannelAlgorithm : QCAlgorithm method Initialize (line 38) | public override void Initialize() method OnData (line 61) | public void OnData(TradeBars data) method OnEndOfDay (line 79) | public override void OnEndOfDay(Symbol symbol) FILE: Algorithm.CSharp/RegressionTests/Collective2IndexOptionAlgorithm.cs class Collective2IndexOptionAlgorithm (line 25) | public class Collective2IndexOptionAlgorithm : QCAlgorithm, IRegressionA... method Initialize (line 43) | public override void Initialize() method OnData (line 75) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/RegressionTests/CorrelationLastComputedValueRegressionAlgorithm.cs class CorrelationLastComputedValueRegressionAlgorithm (line 27) | public class CorrelationLastComputedValueRegressionAlgorithm : QCAlgorit... method Initialize (line 34) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 64) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/RegressionTests/CustomData/CustomDataIconicTypesAddDataRegressionAlgorithm.cs class CustomDataIconicTypesAddDataRegressionAlgorithm (line 29) | public class CustomDataIconicTypesAddDataRegressionAlgorithm : QCAlgorit... method Initialize (line 33) | public override void Initialize() method OnData (line 90) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/RegressionTests/CustomData/CustomDataIconicTypesDefaultResolutionRegressionAlgorithm.cs class CustomDataIconicTypesDefaultResolutionRegressionAlgorithm (line 28) | public class CustomDataIconicTypesDefaultResolutionRegressionAlgorithm :... method Initialize (line 30) | public override void Initialize() class DailyUnlinkedData (line 80) | private class DailyUnlinkedData : UnlinkedData method SupportedResolutions (line 82) | public override List SupportedResolutions() class DailyLinkedData (line 88) | private class DailyLinkedData : LinkedData method SupportedResolutions (line 90) | public override List SupportedResolutions() class HourlyDefaultResolutionUnlinkedData (line 96) | private class HourlyDefaultResolutionUnlinkedData : UnlinkedData method DefaultResolution (line 98) | public override Resolution DefaultResolution() FILE: Algorithm.CSharp/RegressionTests/CustomData/CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorithm.cs class CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorithm (line 33) | public class CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionA... method Initialize (line 37) | public override void Initialize() method CoarseSelector (line 48) | public IEnumerable CoarseSelector(IEnumerable CoarseSelector(IEnumerable FilterETFs(IEnumerable FilterETFs(IEnumerable FilterETFConstituents(IEnumerable Update(QCAlgorithm algorithm, Slice data) class ETFConstituentPortfolioModel (line 145) | private class ETFConstituentPortfolioModel : IPortfolioConstructionModel method OnSecuritiesChanged (line 153) | public void OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChang... method CreateTargets (line 163) | public IEnumerable CreateTargets(QCAlgorithm algor... class ETFConstituentExecutionModel (line 181) | private class ETFConstituentExecutionModel : IExecutionModel method OnSecuritiesChanged (line 186) | public void OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChang... method Execute (line 200) | public void Execute(QCAlgorithm algorithm, IPortfolioTarget[] targets) method OnOrderEvent (line 208) | public void OnOrderEvent(QCAlgorithm algorithm, OrderEvent orderEvent) FILE: Algorithm.CSharp/RegressionTests/Universes/ETFConstituentUniverseFrameworkRegressionAlgorithmNewUniverseModel.cs class ETFConstituentUniverseFrameworkRegressionAlgorithmNewUniverseModel (line 24) | public class ETFConstituentUniverseFrameworkRegressionAlgorithmNewUniver... method AddUniverseWrapper (line 26) | protected override void AddUniverseWrapper(Symbol symbol) FILE: Algorithm.CSharp/RegressionTests/Universes/ETFConstituentUniverseImmediateSelectionRegressionAlgorithm.cs class ETFConstituentUniverseImmediateSelectionRegressionAlgorithm (line 28) | public class ETFConstituentUniverseImmediateSelectionRegressionAlgorithm... method Initialize (line 41) | public override void Initialize() method FilterETFs (line 59) | private IEnumerable FilterETFs(IEnumerable FilterETFs(IEnumerable FilterETFConstituents(IEnumerable Update(QCAlgorithm algorithm, S... class SymbolData (line 160) | private class SymbolData method SymbolData (line 183) | public SymbolData(Symbol symbol, QCAlgorithm algorithm, ETFConstitue... FILE: Algorithm.CSharp/RemoveUnderlyingRegressionAlgorithm.cs class RemoveUnderlyingRegressionAlgorithm (line 28) | public class RemoveUnderlyingRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 35) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/ResolutionSwitchingAlgorithm.cs class ResolutionSwitchingAlgorithm (line 40) | public class ResolutionSwitchingAlgorithm : QCAlgorithm method Initialize (line 47) | public override void Initialize() method OnData (line 60) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 71) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfDay (line 79) | public override void OnEndOfDay(Symbol symbol) FILE: Algorithm.CSharp/RevertComboOrderPositionsAlgorithm.cs class RevertComboOrderPositionsAlgorithm (line 32) | public class RevertComboOrderPositionsAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 43) | public override void Initialize() method OnData (line 57) | public override void OnData(Slice slice) method OnOrderEvent (line 95) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 114) | public override void OnEndOfAlgorithm() method GetComboOrderFillPrice (line 151) | private decimal GetComboOrderFillPrice(List orderTickets) FILE: Algorithm.CSharp/RiskParityPortfolioAlgorithm.cs class RiskParityPortfolioAlgorithm (line 29) | public class RiskParityPortfolioAlgorithm : QCAlgorithm, IRegressionAlgo... method Initialize (line 31) | public override void Initialize() FILE: Algorithm.CSharp/RiskParityPortfolioWeightsCheckAlgorithm.cs class RiskParityPortfolioWeightsCheckAlgorithm (line 30) | public class RiskParityPortfolioWeightsCheckAlgorithm : QCAlgorithm, IRe... method Initialize (line 34) | public override void Initialize() method OnEndOfAlgorithm (line 50) | public override void OnEndOfAlgorithm() class CustomRiskParityPortfolioConstructionModel (line 62) | private class CustomRiskParityPortfolioConstructionModel : RiskParityP... method DetermineTargetPercent (line 66) | protected override Dictionary DetermineTargetPercen... FILE: Algorithm.CSharp/RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs class RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm (line 35) | public class RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegres... method Initialize (line 43) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 101) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/RollingWindowAlgorithm.cs class RollingWindowAlgorithm (line 31) | public class RollingWindowAlgorithm : QCAlgorithm method Initialize (line 38) | public override void Initialize() method OnData (line 60) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/RsiAlphaModelFrameworkRegressionAlgorithm.cs class RsiAlphaModelFrameworkRegressionAlgorithm (line 26) | public class RsiAlphaModelFrameworkRegressionAlgorithm : BaseFrameworkRe... method Initialize (line 28) | public override void Initialize() method OnEndOfAlgorithm (line 34) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/SamcoBasicTemplateOptionsAlgorithm.cs class SamcoBasicTemplateOptionsAlgorithm (line 35) | public class SamcoBasicTemplateOptionsAlgorithm : QCAlgorithm method Initialize (line 40) | public override void Initialize() method OnData (line 63) | public override void OnData(Slice slice) method OnOrderEvent (line 96) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/ScaledFillForwardDataRegressionAlgorithm.cs class ScaledFillForwardDataRegressionAlgorithm (line 30) | public class ScaledFillForwardDataRegressionAlgorithm : QCAlgorithm, IRe... method Initialize (line 34) | public override void Initialize() method PlotPrice (line 43) | private void PlotPrice() method OnData (line 51) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 78) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs class ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm (line 25) | public class ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm... method Initialize (line 27) | public override void Initialize() FILE: Algorithm.CSharp/ScaledRawHistoryAlgorithm.cs class ScaledRawHistoryAlgorithm (line 30) | public class ScaledRawHistoryAlgorithm : QCAlgorithm, IRegressionAlgorit... method Initialize (line 36) | public override void Initialize() method OnData (line 46) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 59) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ScheduledEventsAlgorithm.cs class ScheduledEventsAlgorithm (line 27) | public class ScheduledEventsAlgorithm : QCAlgorithm method Initialize (line 32) | public override void Initialize() method OnData (line 102) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/ScheduledEventsOrderRegressionAlgorithm.cs class ScheduledEventsOrderRegressionAlgorithm (line 28) | public class ScheduledEventsOrderRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 38) | public override void Initialize() method AssertScheduledEventTime (line 101) | private void AssertScheduledEventTime() method AfterMarketOpen (line 111) | private void AfterMarketOpen() method OnEndOfAlgorithm (line 120) | public override void OnEndOfAlgorithm() method OnData (line 136) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/ScheduledQueuingAlgorithm.cs class TachyonDynamicGearbox (line 31) | public class TachyonDynamicGearbox : QCAlgorithm method Initialize (line 39) | public override void Initialize() method CoarseSelectionFunction (line 61) | public IEnumerable CoarseSelectionFunction(IEnumerable FineSelectionFunction(IEnumerable SelectAssets(DateTime time) method OnData (line 62) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 70) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ScheduledUniverseSelectionModelRegressionAlgorithm.cs class ScheduledUniverseSelectionModelRegressionAlgorithm (line 31) | public class ScheduledUniverseSelectionModelRegressionAlgorithm : QCAlgo... method Initialize (line 33) | public override void Initialize() method SelectSymbols (line 55) | private IEnumerable SelectSymbols(DateTime dateTime) method OnSecuritiesChanged (line 89) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnOrderEvent (line 138) | public override void OnOrderEvent(OrderEvent orderEvent) method ExpectAdditions (line 143) | private void ExpectAdditions(SecurityChanges changes, params string[] ... method ExpectRemovals (line 163) | private void ExpectRemovals(SecurityChanges changes, params string[] t... FILE: Algorithm.CSharp/SectorExposureRiskFrameworkAlgorithm.cs class SectorExposureRiskFrameworkAlgorithm (line 34) | public class SectorExposureRiskFrameworkAlgorithm : QCAlgorithm, IRegres... method Initialize (line 36) | public override void Initialize() method OnOrderEvent (line 51) | public override void OnOrderEvent(OrderEvent orderEvent) method SelectCoarse (line 59) | private IEnumerable SelectCoarse(IEnumerable SelectFine(IEnumerable fi... FILE: Algorithm.CSharp/SectorWeightingFrameworkAlgorithm.cs class SectorWeightingFrameworkAlgorithm (line 34) | public class SectorWeightingFrameworkAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 38) | public override void Initialize() method OnOrderEvent (line 60) | public override void OnOrderEvent(OrderEvent orderEvent) method SelectCoarse (line 85) | private IEnumerable SelectCoarse(IEnumerable SelectFine(IEnumerable fi... FILE: Algorithm.CSharp/SecurityCustomPropertiesAlgorithm.cs class SecurityCustomPropertiesAlgorithm (line 32) | public class SecurityCustomPropertiesAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 37) | public override void Initialize() method OnData (line 63) | public override void OnData(Slice slice) method OnOrderEvent (line 89) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 102) | public override void OnEndOfAlgorithm() class CustomFeeModel (line 113) | private class CustomFeeModel : FeeModel method CustomFeeModel (line 115) | public CustomFeeModel() method GetOrderFee (line 119) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Algorithm.CSharp/SecurityInitializationOnReAdditionForEquityRegressionAlgorithm.cs class SecurityInitializationOnReAdditionForEquityRegressionAlgorithm (line 34) | public class SecurityInitializationOnReAdditionForEquityRegressionAlgori... method Initialize (line 45) | public override void Initialize() method AddSecurityImpl (line 99) | private Security AddSecurityImpl() method AddSecurity (line 114) | protected virtual Security AddSecurity() method OnSecuritiesChanged (line 119) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 155) | public override void OnEndOfAlgorithm() method AssertSecurityInitializationCount (line 163) | protected virtual void AssertSecurityInitializationCount(Dictionary SelectionFunction(DateTime dateTime) method OnSecuritiesChanged (line 86) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 134) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/SecuritySeederRegressionAlgorithm.cs class SecuritySeederRegressionAlgorithm (line 28) | public class SecuritySeederRegressionAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 33) | public override void Initialize() method OnData (line 46) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 54) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm.cs class SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm (line 21) | public class SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm : S... method ConfigureSchedule (line 26) | protected override void ConfigureSchedule() method ValidateSessionBars (line 31) | protected override void ValidateSessionBars() FILE: Algorithm.CSharp/SecuritySessionExtendedMarketHoursRegressionAlgorithm.cs class SecuritySessionExtendedMarketHoursRegressionAlgorithm (line 20) | public class SecuritySessionExtendedMarketHoursRegressionAlgorithm : Sec... FILE: Algorithm.CSharp/SecuritySessionRegressionAlgorithm.cs class SecuritySessionRegressionAlgorithm (line 29) | public class SecuritySessionRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 48) | public override void Initialize() method InitializeSecurity (line 79) | public virtual void InitializeSecurity() method ConfigureSchedule (line 86) | protected virtual void ConfigureSchedule() method ValidateSessionBars (line 91) | protected virtual void ValidateSessionBars() method IsWithinMarketHours (line 121) | protected virtual bool IsWithinMarketHours(DateTime currentDateTime) method OnData (line 129) | public override void OnData(Slice slice) method AccumulateSessionData (line 147) | protected virtual void AccumulateSessionData(Slice slice) FILE: Algorithm.CSharp/SecuritySessionWithChangeOfResolutionRegressionAlgorithm.cs class SecuritySessionWithChangeOfResolutionRegressionAlgorithm (line 26) | public class SecuritySessionWithChangeOfResolutionRegressionAlgorithm : ... method OnSecuritiesChanged (line 28) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfDay (line 36) | public override void OnEndOfDay(Symbol symbol) FILE: Algorithm.CSharp/SecuritySessionWithDailyResolutionRegressionAlgorithm.cs class SecuritySessionWithDailyResolutionRegressionAlgorithm (line 20) | public class SecuritySessionWithDailyResolutionRegressionAlgorithm : Sec... FILE: Algorithm.CSharp/SecuritySessionWithFutureContractRegressionAlgorithm.cs class SecuritySessionWithFutureContractRegressionAlgorithm (line 26) | public class SecuritySessionWithFutureContractRegressionAlgorithm : Secu... method InitializeSecurity (line 33) | public override void InitializeSecurity() method AccumulateSessionData (line 48) | protected override void AccumulateSessionData(Slice slice) method ValidateSessionBars (line 79) | protected override void ValidateSessionBars() FILE: Algorithm.CSharp/SecuritySessionWithFuturesExtendedMarketHoursRegressionAlgorithm.cs class SecuritySessionWithFuturesExtendedMarketHoursRegressionAlgorithm (line 20) | public class SecuritySessionWithFuturesExtendedMarketHoursRegressionAlgo... FILE: Algorithm.CSharp/SecuritySessionWithFuturesRegressionAlgorithm.cs class SecuritySessionWithFuturesRegressionAlgorithm (line 28) | public class SecuritySessionWithFuturesRegressionAlgorithm : SecuritySes... method InitializeSecurity (line 38) | public override void InitializeSecurity() method IsWithinMarketHours (line 48) | protected override bool IsWithinMarketHours(DateTime currentDateTime) method AccumulateSessionData (line 53) | protected override void AccumulateSessionData(Slice slice) method ValidateSessionBars (line 122) | protected override void ValidateSessionBars() FILE: Algorithm.CSharp/SecuritySessionWithOptionRegressionAlgorithm.cs class SecuritySessionWithOptionRegressionAlgorithm (line 26) | public class SecuritySessionWithOptionRegressionAlgorithm : SecuritySess... method InitializeSecurity (line 30) | public override void InitializeSecurity() method AccumulateSessionData (line 53) | protected override void AccumulateSessionData(Slice slice) method ValidateSessionBars (line 72) | protected override void ValidateSessionBars() FILE: Algorithm.CSharp/SecurityToSymbolRegressionAlgorithm.cs class SecurityToSymbolRegressionAlgorithm (line 24) | public class SecurityToSymbolRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 29) | public override void Initialize() FILE: Algorithm.CSharp/SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs class SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm (line 34) | public class SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm :... method Initialize (line 47) | public override void Initialize() method OnData (line 80) | public override void OnData(Slice slice) method UpdateExpectedOrderQuantity (line 129) | private void UpdateExpectedOrderQuantity(decimal target) method OnEndOfAlgorithm (line 138) | public override void OnEndOfAlgorithm() method OnOrderEvent (line 161) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs class SetAccountCurrencySecurityMarginModelRegressionAlgorithm (line 33) | public class SetAccountCurrencySecurityMarginModelRegressionAlgorithm : ... method Initialize (line 45) | public override void Initialize() method OnData (line 63) | public override void OnData(Slice slice) method UpdateExpectedOrderQuantity (line 101) | private void UpdateExpectedOrderQuantity(decimal target) method OnEndOfAlgorithm (line 110) | public override void OnEndOfAlgorithm() method OnOrderEvent (line 127) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/SetCashOnDataRegressionAlgorithm.cs class SetCashOnDataRegressionAlgorithm (line 30) | public class SetCashOnDataRegressionAlgorithm : QCAlgorithm, IRegression... method Initialize (line 38) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/SetCustomSettlementModelRegressionAlgorithm.cs class SetCustomSettlementModelRegressionAlgorithm (line 27) | public class SetCustomSettlementModelRegressionAlgorithm: QCAlgorithm, I... method Initialize (line 30) | public override void Initialize() method OnData (line 39) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 48) | public override void OnEndOfAlgorithm() class CustomSettlementModel (line 125) | public class CustomSettlementModel : ISettlementModel method ApplyFunds (line 129) | public void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsP... method Scan (line 136) | public void Scan(ScanSettlementModelParameters settlementParameters) method GetUnsettledCash (line 147) | public CashAmount GetUnsettledCash() FILE: Algorithm.CSharp/SetDataNormalizationModeOnAddSecurityAlgorithm.cs class SetDataNormalizationModeOnAddSecurityAlgorithm (line 30) | public class SetDataNormalizationModeOnAddSecurityAlgorithm : QCAlgorith... method Initialize (line 41) | public override void Initialize() method OnData (line 65) | public override void OnData(Slice slice) method CheckEquityDataNormalizationMode (line 80) | private void CheckEquityDataNormalizationMode(Security security, DataN... FILE: Algorithm.CSharp/SetEquityDataNormalizationModeOnAddEquity.cs class SetEquityDataNormalizationModeOnAddEquity (line 29) | public class SetEquityDataNormalizationModeOnAddEquity : QCAlgorithm, IR... method Initialize (line 36) | public override void Initialize() method OnData (line 54) | public override void OnData(Slice slice) method CheckEquityDataNormalizationMode (line 69) | private void CheckEquityDataNormalizationMode(Equity equity, DataNorma... FILE: Algorithm.CSharp/SetHoldingReturnsOrderTicketsRegressionAlgorithm.cs class SetHoldingReturnsOrderTicketsRegressionAlgorithm (line 26) | public class SetHoldingReturnsOrderTicketsRegressionAlgorithm : QCAlgori... method Initialize (line 30) | public override void Initialize() method OnData (line 38) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/SetHoldingsAsyncRegressionAlgorithm.cs class SetHoldingsAsyncRegressionAlgorithm (line 21) | public class SetHoldingsAsyncRegressionAlgorithm : SetHoldingsRegression... FILE: Algorithm.CSharp/SetHoldingsFutureRegressionAlgorithm.cs class SetHoldingsFutureRegressionAlgorithm (line 31) | public class SetHoldingsFutureRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 39) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) method OnOrderEvent (line 112) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs class SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm (line 28) | public class SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressi... method OnData (line 30) | public override void OnData(Slice data) FILE: Algorithm.CSharp/SetHoldingsMarketOnOpenRegressionAlgorithm.cs class SetHoldingsMarketOnOpenRegressionAlgorithm (line 29) | public class SetHoldingsMarketOnOpenRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 33) | public override void Initialize() method OnData (line 42) | public override void OnData(Slice slice) method OnOrderEvent (line 54) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/SetHoldingsMultipleTargetsRegressionAlgorithm.cs class SetHoldingsMultipleTargetsRegressionAlgorithm (line 28) | public class SetHoldingsMultipleTargetsRegressionAlgorithm : QCAlgorithm... method Initialize (line 36) | public override void Initialize() method OnData (line 54) | public override void OnData(Slice data) FILE: Algorithm.CSharp/SetHoldingsRegressionAlgorithm.cs class SetHoldingsRegressionAlgorithm (line 27) | public class SetHoldingsRegressionAlgorithm : QCAlgorithm, IRegressionAl... method Initialize (line 34) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 56) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ShortInterestFeeRegressionAlgorithm.cs class ShortInterestFeeRegressionAlgorithm (line 29) | public class ShortInterestFeeRegressionAlgorithm : QCAlgorithm, IRegress... method Initialize (line 37) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 65) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ShortableProviderOrdersRejectedRegressionAlgorithm.cs class ShortableProviderOrdersRejectedRegressionAlgorithm (line 30) | public class ShortableProviderOrdersRejectedRegressionAlgorithm : QCAlgo... method Initialize (line 41) | public override void Initialize() method OnData (line 54) | public override void OnData(Slice slice) method OnOrderEvent (line 137) | public override void OnOrderEvent(OrderEvent orderEvent) method HandleOrder (line 142) | private void HandleOrder(OrderTicket orderTicket) class RegressionTestShortableProvider (line 159) | private class RegressionTestShortableProvider : LocalDiskShortableProv... method RegressionTestShortableProvider (line 161) | public RegressionTestShortableProvider() : base("testbrokerage") FILE: Algorithm.CSharp/SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm.cs class SingleOptionPositionGroupBuyingPowerModelRegressionAlgorithm (line 32) | public class SingleOptionPositionGroupBuyingPowerModelRegressionAlgorith... method Initialize (line 36) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method TestQuantityForDeltaBuyingPowerForPositionGroup (line 87) | private void TestQuantityForDeltaBuyingPowerForPositionGroup(IPosition... method PerfomQuantityCalculations (line 111) | private void PerfomQuantityCalculations(IPositionGroup positionGroup, ... FILE: Algorithm.CSharp/SmaCrossUniverseSelectionAlgorithm.cs class SmaCrossUniverseSelectionAlgorithm (line 27) | public class SmaCrossUniverseSelectionAlgorithm : QCAlgorithm method Initialize (line 33) | public override void Initialize() method OnSecuritiesChanged (line 87) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/SparseDataRegressionAlgorithm.cs class SparseDataRegressionAlgorithm (line 26) | public class SparseDataRegressionAlgorithm : QCAlgorithm, IRegressionAlg... method Initialize (line 33) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 61) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/SplitEquityRegressionAlgorithm.cs class SplitEquityRegressionAlgorithm (line 29) | public class SplitEquityRegressionAlgorithm: QCAlgorithm, IRegressionAlg... method Initialize (line 37) | public override void Initialize() method OnData (line 46) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 65) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/SplitOnTradeBuilderRegressionAlgorithm.cs class SplitOnTradeBuilderRegressionAlgorithm (line 29) | public class SplitOnTradeBuilderRegressionAlgorithm : QCAlgorithm, IRegr... method Initialize (line 35) | public override void Initialize() method OnData (line 45) | public override void OnData(Slice slice) method OnOrderEvent (line 69) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/SplitPartialShareRegressionAlgorithm.cs class SplitPartialShareRegressionAlgorithm (line 28) | public class SplitPartialShareRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 32) | public override void Initialize() method OnData (line 42) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 77) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/SpreadExecutionModelRegressionAlgorithm.cs class SpreadExecutionModelRegressionAlgorithm (line 34) | public class SpreadExecutionModelRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 39) | public override void Initialize() method OnInsightsGenerated (line 58) | private void OnInsightsGenerated(IAlgorithm algorithm, GeneratedInsigh... method OnOrderEvent (line 68) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/StableCoinsRegressionAlgorithm.cs class StableCoinsRegressionAlgorithm (line 26) | public class StableCoinsRegressionAlgorithm : QCAlgorithm, IRegressionAl... method Initialize (line 28) | public override void Initialize() method OnData (line 37) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/StandardDeviationExecutionModelRegressionAlgorithm.cs class StandardDeviationExecutionModelRegressionAlgorithm (line 32) | public class StandardDeviationExecutionModelRegressionAlgorithm : QCAlgo... method Initialize (line 34) | public override void Initialize() method OnOrderEvent (line 55) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/StartingCapitalRegressionAlgorithm.cs class StartingCapitalRegressionAlgorithm (line 27) | public class StartingCapitalRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 33) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/StatisticsResultsAlgorithm.cs class StatisticsResultsAlgorithm (line 31) | public class StatisticsResultsAlgorithm : QCAlgorithm, IRegressionAlgori... method Initialize (line 50) | public override void Initialize() method OnData (line 66) | public override void OnData(Slice slice) method OnOrderEvent (line 89) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 144) | public override void OnEndOfAlgorithm() method CheckMostTradedSecurityStatistic (line 159) | private void CheckMostTradedSecurityStatistic(Dictionary symbols, Resolution resol... method GetRandomSymbols (line 77) | private IEnumerable GetRandomSymbols(List allSymbols, ... method GetRandomItem (line 83) | private string GetRandomItem(IReadOnlyList list, HashSet tradableDates) method TestHigherPeriodConsolidator (line 86) | private void TestHigherPeriodConsolidator(List tradableDates) method TestIndicator (line 113) | private void TestIndicator(List tradableDates) method OnData (line 130) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 165) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm.cs class StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHoursRegressionAlgorithm (line 23) | public class StrictEndTimeLowerResolutionFillForwardWithExtendedMarketHo... FILE: Algorithm.CSharp/StringToSymbolImplicitConversionRegressionAlgorithm.cs class StringToSymbolImplicitConversionRegressionAlgorithm (line 27) | public class StringToSymbolImplicitConversionRegressionAlgorithm : QCAlg... method Initialize (line 32) | public override void Initialize() method OnData (line 44) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/SwitchDataModeRegressionAlgorithm.cs class SwitchDataModeRegressionAlgorithm (line 31) | public class SwitchDataModeRegressionAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 45) | public override void Initialize() method OnData (line 53) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 64) | public override void OnEndOfAlgorithm() method AssertValue (line 72) | private void AssertValue(Slice data) FILE: Algorithm.CSharp/TickDataFilteringAlgorithm.cs class TickDataFilteringAlgorithm (line 33) | public class TickDataFilteringAlgorithm : QCAlgorithm, IRegressionAlgori... method Initialize (line 40) | public override void Initialize() method OnData (line 55) | public override void OnData(Slice slice) class TickExchangeDataFilter (line 142) | public class TickExchangeDataFilter : ISecurityDataFilter method TickExchangeDataFilter (line 150) | public TickExchangeDataFilter(IAlgorithm algo) method Filter (line 160) | public bool Filter(Security vehicle, BaseData data) FILE: Algorithm.CSharp/TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs class TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm (line 28) | public class TickHistoryRequestWithoutTickSubscriptionRegressionAlgorith... method Initialize (line 30) | public override void Initialize() FILE: Algorithm.CSharp/TickQuoteBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs class TickQuoteBarConsolidatorWithDefaultTickTypeRegressionAlgorithm (line 27) | public class TickQuoteBarConsolidatorWithDefaultTickTypeRegressionAlgori... method AddConsolidator (line 29) | protected override void AddConsolidator(TickQuoteBarConsolidator conso... FILE: Algorithm.CSharp/TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm.cs class TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm (line 32) | public class TickQuoteBarConsolidatorWithTickTypeRegressionAlgorithm : Q... method Initialize (line 37) | public override void Initialize() method OnConsolidated (line 46) | private void OnConsolidated(object sender, QuoteBar bar) method OnData (line 51) | public override void OnData(Slice slice) method AddConsolidator (line 62) | protected virtual void AddConsolidator(TickQuoteBarConsolidator consol... method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgorithm.cs class TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgorithm (line 32) | public class TickTradeBarConsolidatorWithDefaultTickTypeRegressionAlgori... method Initialize (line 37) | public override void Initialize() method OnConsolidated (line 46) | private void OnConsolidated(object sender, TradeBar bar) method OnData (line 51) | public override void OnData(Slice slice) method AddConsolidator (line 62) | protected virtual void AddConsolidator(TickConsolidator consolidator) method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorithm.cs class TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorithm (line 27) | public class TickTradeBarConsolidatorWithQuoteTickTypeRegressionAlgorith... method AddConsolidator (line 29) | protected override void AddConsolidator(TickConsolidator consolidator) method OnEndOfAlgorithm (line 34) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorithm.cs class TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorithm (line 26) | public class TickTradeBarConsolidatorWithTradeTickTypeRegressionAlgorith... method AddConsolidator (line 28) | protected override void AddConsolidator(TickConsolidator consolidator) FILE: Algorithm.CSharp/TiingoPriceAlgorithm.cs class TiingoPriceAlgorithm (line 29) | public class TiingoPriceAlgorithm : QCAlgorithm method Initialize (line 40) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/TimeInForceAlgorithm.cs class TimeInForceAlgorithm (line 30) | public class TimeInForceAlgorithm : QCAlgorithm, IRegressionAlgorithmDef... method Initialize (line 41) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnOrderEvent (line 114) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 122) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/TimeRulesDefaultTimeZoneRegressionAlgorithm.cs class TimeRulesDefaultTimeZoneRegressionAlgorithm (line 27) | public class TimeRulesDefaultTimeZoneRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 34) | public override void Initialize() method SelectSymbolsAt (line 76) | private IEnumerable SelectSymbolsAt(DateTime dateTime) method OnEndOfAlgorithm (line 87) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/TotalPortfolioValueRegressionAlgorithm.cs class TotalPortfolioValueRegressionAlgorithm (line 27) | public class TotalPortfolioValueRegressionAlgorithm : QCAlgorithm, IReg... method Initialize (line 34) | public override void Initialize() method OnData (line 56) | public override void OnData(Slice slice) FILE: Algorithm.CSharp/TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter.cs class TradeStationBrokerageTradeWithOutsideRegularMarketHoursParameter (line 30) | public class TradeStationBrokerageTradeWithOutsideRegularMarketHoursPara... method Initialize (line 39) | public override void Initialize() method OnOrderEvent (line 57) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/TradingNotAddedEquitiesRegressionAlgorithm.cs class TradingNotAddedEquitiesRegressionAlgorithm (line 28) | public class TradingNotAddedEquitiesRegressionAlgorithm : QCAlgorithm, I... method Initialize (line 32) | public override void Initialize() method AssertSecurityIsAdded (line 42) | protected void AssertSecurityIsAdded(Symbol symbol) method AssertSecurityIsNotAdded (line 50) | protected void AssertSecurityIsNotAdded(Symbol symbol) method OnData (line 58) | public override void OnData(Slice slice) method OnOrderEvent (line 77) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/TradingNotAddedOptionsRegressionAlgorithm.cs class TradingNotAddedOptionsRegressionAlgorithm (line 30) | public class TradingNotAddedOptionsRegressionAlgorithm : TradingNotAdded... method Initialize (line 36) | public override void Initialize() method AssertTradeContract (line 71) | private void AssertTradeContract(Symbol symbol) method OnData (line 102) | public override void OnData(Slice slice) method OnOrderEvent (line 141) | public override void OnOrderEvent(OrderEvent orderEvent) FILE: Algorithm.CSharp/TrailingStopOrderAsyncRegressionAlgorithm.cs class TrailingStopOrderAsyncRegressionAlgorithm (line 24) | public class TrailingStopOrderAsyncRegressionAlgorithm : TrailingStopOrd... FILE: Algorithm.CSharp/TrailingStopOrderRegressionAlgorithm.cs class TrailingStopOrderRegressionAlgorithm (line 31) | public class TrailingStopOrderRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 42) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) method OnOrderEvent (line 106) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 131) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/TrailingStopRiskFrameworkRegressionAlgorithm.cs class TrailingStopRiskFrameworkRegressionAlgorithm (line 25) | public class TrailingStopRiskFrameworkRegressionAlgorithm : BaseFramewor... method Initialize (line 30) | public override void Initialize() FILE: Algorithm.CSharp/TrainingExampleAlgorithm.cs class TrainingExampleAlgorithm (line 27) | public class TrainingExampleAlgorithm : QCAlgorithm, IRegressionAlgorith... method Initialize (line 30) | public override void Initialize() method TrainingMethod (line 44) | private void TrainingMethod() method OnEndOfAlgorithm (line 60) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/TrainingInitializeRegressionAlgorithm.cs class TrainingInitializeRegressionAlgorithm (line 29) | public class TrainingInitializeRegressionAlgorithm : QCAlgorithm, IRegre... method Initialize (line 31) | public override void Initialize() FILE: Algorithm.CSharp/TwoLegCurrencyConversionRegressionAlgorithm.cs class TwoLegCurrencyConversionRegressionAlgorithm (line 28) | public class TwoLegCurrencyConversionRegressionAlgorithm : QCAlgorithm, ... method Initialize (line 33) | public override void Initialize() method OnData (line 49) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 57) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/UniverseOnlyRegressionAlgorithm.cs class UniverseOnlyRegressionAlgorithm (line 28) | public class UniverseOnlyRegressionAlgorithm : QCAlgorithm, IRegressionA... method Initialize (line 32) | public override void Initialize() method OnEndOfAlgorithm (line 44) | public override void OnEndOfAlgorithm() method FilterUniverse (line 52) | private IEnumerable FilterUniverse(IEnumerable SelectionFunction(IEnumerable ... method OnData (line 60) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 80) | public override void OnEndOfAlgorithm() method GetSymbol (line 92) | private static Symbol GetSymbol(string ticker) => QuantConnect.Symbol.... FILE: Algorithm.CSharp/UniverseSelectionDefinitionsAlgorithm.cs class UniverseSelectionDefinitionsAlgorithm (line 32) | public class UniverseSelectionDefinitionsAlgorithm : QCAlgorithm, IRegre... method Initialize (line 37) | public override void Initialize() method OnData (line 50) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 75) | public override void OnEndOfAlgorithm() method OnSecuritiesChanged (line 83) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/UniverseSelectionRegressionAlgorithm.cs class UniverseSelectionRegressionAlgorithm (line 31) | public class UniverseSelectionRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 38) | public override void Initialize() method OnData (line 75) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 121) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnOrderEvent (line 126) | public override void OnOrderEvent(OrderEvent orderEvent) method OnEndOfAlgorithm (line 138) | public override void OnEndOfAlgorithm() method AssertQuantity (line 150) | private void AssertQuantity(Security security, int expected) FILE: Algorithm.CSharp/UniverseSelectionSymbolCacheRemovalRegressionTest.cs class UniverseSelectionSymbolCacheRemovalRegressionTest (line 29) | public class UniverseSelectionSymbolCacheRemovalRegressionTest : QCAlgor... method Initialize (line 38) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 82) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs class UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm (line 31) | public class UniverseSharingSecurityDifferentSubscriptionRequestRegressi... method Initialize (line 42) | public override void Initialize() method OnData (line 66) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 116) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/UniverseSharingSubscriptionRequestRegressionAlgorithm.cs class UniverseSharingSubscriptionRequestRegressionAlgorithm (line 30) | public class UniverseSharingSubscriptionRequestRegressionAlgorithm : QCA... method Initialize (line 39) | public override void Initialize() method OnData (line 61) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 89) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/UniverseSharingSubscriptionTradableRegressionAlgorithm.cs class UniverseSharingSubscriptionTradableRegressionAlgorithm (line 31) | public class UniverseSharingSubscriptionTradableRegressionAlgorithm : QC... method Initialize (line 40) | public override void Initialize() method OnData (line 59) | public override void OnData(Slice slice) method OnSecuritiesChanged (line 88) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Algorithm.CSharp/UniverseUnchangedRegressionAlgorithm.cs class UniverseUnchangedRegressionAlgorithm (line 31) | public class UniverseUnchangedRegressionAlgorithm : QCAlgorithm, IRegres... method Initialize (line 35) | public override void Initialize() method CoarseSelectionFunction (line 51) | public IEnumerable CoarseSelectionFunction(IEnumerable FineSelectionFunction(IEnumerable Selection(IEnumerable CoarseSelectionFunction(IEnumerable CoarseSelectionFunction(IEnumerable SelectionFunction(IEnumerable ... method OnData (line 58) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 67) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ZeroDTEIndexOptionsRegressionAlgorithm.cs class ZeroDTEIndexOptionsRegressionAlgorithm (line 26) | public class ZeroDTEIndexOptionsRegressionAlgorithm : ZeroDTEOptionsRegr... method Initialize (line 28) | public override void Initialize() FILE: Algorithm.CSharp/ZeroDTEOptionsRegressionAlgorithm.cs class ZeroDTEOptionsRegressionAlgorithm (line 31) | public class ZeroDTEOptionsRegressionAlgorithm : QCAlgorithm, IRegressio... method Initialize (line 41) | public override void Initialize() method OnSecuritiesChanged (line 68) | public override void OnSecuritiesChanged(SecurityChanges changes) method OnEndOfAlgorithm (line 101) | public override void OnEndOfAlgorithm() FILE: Algorithm.CSharp/ZeroFeeRegressionAlgorithm.cs class ZeroFeeRegressionAlgorithm (line 28) | public class ZeroFeeRegressionAlgorithm : QCAlgorithm, IRegressionAlgori... method Initialize (line 37) | public override void Initialize() method OnData (line 51) | public override void OnData(Slice slice) method OnEndOfAlgorithm (line 65) | public override void OnEndOfAlgorithm() class ZeroFeeModel (line 92) | internal class ZeroFeeModel : FeeModel method GetOrderFee (line 94) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Algorithm.CSharp/ZeroedBenchmarkRegressionAlgorithm.cs class ZeroedBenchmarkRegressionAlgorithm (line 28) | public class ZeroedBenchmarkRegressionAlgorithm : QCAlgorithm, IRegressi... method Initialize (line 35) | public override void Initialize() method OnData (line 52) | public override void OnData(Slice slice) class TestBrokerageModel (line 121) | internal class TestBrokerageModel : DefaultBrokerageModel method GetBenchmark (line 123) | public override IBenchmark GetBenchmark(SecurityManager securities) FILE: Algorithm.Framework/Alphas/BasePairsTradingAlphaModel.cs class BasePairsTradingAlphaModel (line 33) | public class BasePairsTradingAlphaModel : AlphaModel method BasePairsTradingAlphaModel (line 52) | public BasePairsTradingAlphaModel( method Update (line 75) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 92) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method HasPassedTest (line 120) | public virtual bool HasPassedTest(QCAlgorithm algorithm, Symbol asset1... method UpdatePairs (line 131) | private void UpdatePairs(QCAlgorithm algorithm) class PairData (line 162) | private class PairData : IDisposable type State (line 164) | private enum State method PairData (line 196) | public PairData(QCAlgorithm algorithm, Symbol asset1, Symbol asset2,... method Dispose (line 239) | public void Dispose() method GetInsightGroup (line 249) | public IEnumerable GetInsightGroup() FILE: Algorithm.Framework/Alphas/BasePairsTradingAlphaModel.py class BasePairsTradingAlphaModel (line 17) | class BasePairsTradingAlphaModel(AlphaModel): method __init__ (line 22) | def __init__(self, lookback = 1, method update (line 41) | def update(self, algorithm, data): method on_securities_changed (line 56) | def on_securities_changed(self, algorithm, changes): method update_pairs (line 76) | def update_pairs(self, algorithm): method has_passed_test (line 98) | def has_passed_test(self, algorithm, asset1, asset2): class Pair (line 108) | class Pair: class State (line 110) | class State(Enum): method __init__ (line 115) | def __init__(self, algorithm, asset1, asset2, prediction_interval, t... method dispose (line 157) | def dispose(self): method get_insight_group (line 164) | def get_insight_group(self): FILE: Algorithm.Framework/Alphas/ConstantAlphaModel.cs class ConstantAlphaModel (line 28) | public class ConstantAlphaModel : AlphaModel method ConstantAlphaModel (line 48) | public ConstantAlphaModel(InsightType type, InsightDirection direction... method Update (line 82) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 101) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method ShouldEmitInsight (line 117) | protected virtual bool ShouldEmitInsight(DateTime utcTime, Symbol symbol) FILE: Algorithm.Framework/Alphas/ConstantAlphaModel.py class ConstantAlphaModel (line 16) | class ConstantAlphaModel(AlphaModel): method __init__ (line 19) | def __init__(self, type, direction, period, magnitude = None, confiden... method update (line 46) | def update(self, algorithm, data): method on_securities_changed (line 64) | def on_securities_changed(self, algorithm, changes): method should_emit_insight (line 80) | def should_emit_insight(self, utc_time, symbol): function strfdelta (line 98) | def strfdelta(tdelta): FILE: Algorithm.Framework/Alphas/EmaCrossAlphaModel.cs class EmaCrossAlphaModel (line 28) | public class EmaCrossAlphaModel : AlphaModel method EmaCrossAlphaModel (line 46) | public EmaCrossAlphaModel( method Update (line 67) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 102) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... class SymbolData (line 134) | public class SymbolData method SymbolData (line 172) | public SymbolData( method RemoveConsolidators (line 202) | public void RemoveConsolidators() FILE: Algorithm.Framework/Alphas/EmaCrossAlphaModel.py class EmaCrossAlphaModel (line 16) | class EmaCrossAlphaModel(AlphaModel): method __init__ (line 19) | def __init__(self, method update (line 36) | def update(self, algorithm, data): method on_securities_changed (line 60) | def on_securities_changed(self, algorithm, changes): class SymbolData (line 82) | class SymbolData: method __init__ (line 84) | def __init__(self, security, fast_period, slow_period, algorithm, reso... method remove_consolidators (line 109) | def remove_consolidators(self): method slow_is_over_fast (line 114) | def slow_is_over_fast(self): FILE: Algorithm.Framework/Alphas/HistoricalReturnsAlphaModel.cs class HistoricalReturnsAlphaModel (line 29) | public class HistoricalReturnsAlphaModel : AlphaModel method HistoricalReturnsAlphaModel (line 42) | public HistoricalReturnsAlphaModel( method Update (line 62) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 92) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method CancelInsights (line 134) | private void CancelInsights(QCAlgorithm algorithm, Symbol symbol) class SymbolData (line 146) | private class SymbolData method SymbolData (line 153) | public SymbolData(QCAlgorithm algorithm, Security security, int look... method CanEmit (line 162) | public bool CanEmit() FILE: Algorithm.Framework/Alphas/HistoricalReturnsAlphaModel.py class HistoricalReturnsAlphaModel (line 16) | class HistoricalReturnsAlphaModel(AlphaModel): method __init__ (line 19) | def __init__(self, *args, **kwargs): method update (line 30) | def update(self, algorithm, data): method on_securities_changed (line 57) | def on_securities_changed(self, algorithm, changes): method cancel_insights (line 85) | def cancel_insights(self, algorithm, symbol): class SymbolData (line 93) | class SymbolData: method __init__ (line 95) | def __init__(self, symbol, lookback): method register_indicators (line 101) | def register_indicators(self, algorithm, resolution): method remove_consolidators (line 105) | def remove_consolidators(self, algorithm): method warm_up_indicators (line 109) | def warm_up_indicators(self, history): method return_ (line 114) | def return_(self): method can_emit (line 118) | def can_emit(self): method __str__ (line 125) | def __str__(self, **kwargs): FILE: Algorithm.Framework/Alphas/MacdAlphaModel.cs class MacdAlphaModel (line 31) | public class MacdAlphaModel : AlphaModel method MacdAlphaModel (line 54) | public MacdAlphaModel( method Update (line 77) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 125) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method CancelInsights (line 153) | private void CancelInsights(QCAlgorithm algorithm, Symbol symbol) class SymbolData (line 165) | public class SymbolData method SymbolData (line 190) | public SymbolData(QCAlgorithm algorithm, Security security, int fast... FILE: Algorithm.Framework/Alphas/MacdAlphaModel.py class MacdAlphaModel (line 16) | class MacdAlphaModel(AlphaModel): method __init__ (line 21) | def __init__(self, method Update (line 46) | def Update(self, algorithm, data): method OnSecuritiesChanged (line 84) | def OnSecuritiesChanged(self, algorithm, changes): method CancelInsights (line 104) | def CancelInsights(self, algorithm, symbol): class SymbolData (line 112) | class SymbolData: method __init__ (line 113) | def __init__(self, algorithm, security, fastPeriod, slowPeriod, signal... FILE: Algorithm.Framework/Alphas/PearsonCorrelationPairsTradingAlphaModel.cs class PearsonCorrelationPairsTradingAlphaModel (line 30) | public class PearsonCorrelationPairsTradingAlphaModel : BasePairsTrading... method PearsonCorrelationPairsTradingAlphaModel (line 44) | public PearsonCorrelationPairsTradingAlphaModel(int lookback = 15, Res... method OnSecuritiesChanged (line 57) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method HasPassedTest (line 93) | public override bool HasPassedTest(QCAlgorithm algorithm, Symbol asset... method GetPriceVectors (line 104) | private double[][] GetPriceVectors(IEnumerable slices) FILE: Algorithm.Framework/Alphas/PearsonCorrelationPairsTradingAlphaModel.py class PearsonCorrelationPairsTradingAlphaModel (line 18) | class PearsonCorrelationPairsTradingAlphaModel(BasePairsTradingAlphaModel): method __init__ (line 23) | def __init__(self, lookback = 15, method on_securities_changed (line 39) | def on_securities_changed(self, algorithm, changes): method has_passed_test (line 75) | def has_passed_test(self, algorithm, asset1, asset2): method get_price_dataframe (line 85) | def get_price_dataframe(self, df): FILE: Algorithm.Framework/Alphas/RsiAlphaModel.cs class RsiAlphaModel (line 29) | public class RsiAlphaModel : AlphaModel method RsiAlphaModel (line 41) | public RsiAlphaModel( method Update (line 58) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 96) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method GetState (line 140) | private State GetState(RelativeStrengthIndex rsi, State previous) class SymbolData (line 174) | private class SymbolData : IDisposable method SymbolData (line 182) | public SymbolData(QCAlgorithm algorithm, Symbol symbol, int period, ... method Update (line 193) | public void Update(BaseData bar) method Dispose (line 198) | public void Dispose() type State (line 207) | private enum State FILE: Algorithm.Framework/Alphas/RsiAlphaModel.py class RsiAlphaModel (line 18) | class RsiAlphaModel(AlphaModel): method __init__ (line 22) | def __init__(self, method update (line 35) | def update(self, algorithm, data): method on_securities_changed (line 60) | def on_securities_changed(self, algorithm, changes): method get_state (line 88) | def get_state(self, rsi, previous): class SymbolData (line 105) | class SymbolData: method __init__ (line 107) | def __init__(self, algorithm, symbol, period, resolution): method update (line 116) | def update(self, bar): method dispose (line 119) | def dispose(self): class State (line 123) | class State(Enum): FILE: Algorithm.Framework/Execution/SpreadExecutionModel.cs class SpreadExecutionModel (line 28) | public class SpreadExecutionModel : ExecutionModel method SpreadExecutionModel (line 38) | public SpreadExecutionModel(decimal acceptingSpreadPercent = 0.005m, b... method Execute (line 50) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget[]... method PriceIsFavorable (line 84) | protected virtual bool PriceIsFavorable(Security security) FILE: Algorithm.Framework/Execution/SpreadExecutionModel.py class SpreadExecutionModel (line 16) | class SpreadExecutionModel(ExecutionModel): method __init__ (line 21) | def __init__(self, accepting_spread_percent=0.005, asynchronous=True): method execute (line 29) | def execute(self, algorithm, targets): method spread_is_favorable (line 54) | def spread_is_favorable(self, security): FILE: Algorithm.Framework/Execution/StandardDeviationExecutionModel.cs class StandardDeviationExecutionModel (line 32) | public class StandardDeviationExecutionModel : ExecutionModel method StandardDeviationExecutionModel (line 54) | public StandardDeviationExecutionModel( method Execute (line 75) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget[]... method OnSecuritiesChanged (line 118) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method PriceIsFavorable (line 148) | protected virtual bool PriceIsFavorable(SymbolData data, decimal unord... method IsSafeToRemove (line 165) | protected virtual bool IsSafeToRemove(QCAlgorithm algorithm, Symbol sy... class SymbolData (line 180) | protected class SymbolData method SymbolData (line 209) | public SymbolData(QCAlgorithm algorithm, Security security, int peri... FILE: Algorithm.Framework/Execution/StandardDeviationExecutionModel.py class StandardDeviationExecutionModel (line 16) | class StandardDeviationExecutionModel(ExecutionModel): method __init__ (line 20) | def __init__(self, method execute (line 44) | def execute(self, algorithm, targets): method on_securities_changed (line 75) | def on_securities_changed(self, algorithm, changes): method price_is_favorable (line 93) | def price_is_favorable(self, data, unordered_quantity): method is_safe_to_remove (line 104) | def is_safe_to_remove(self, algorithm, symbol): class SymbolData (line 109) | class SymbolData: method __init__ (line 110) | def __init__(self, algorithm, security, period, resolution): FILE: Algorithm.Framework/Execution/VolumeWeightedAveragePriceExecutionModel.cs class VolumeWeightedAveragePriceExecutionModel (line 32) | public class VolumeWeightedAveragePriceExecutionModel : ExecutionModel method VolumeWeightedAveragePriceExecutionModel (line 48) | public VolumeWeightedAveragePriceExecutionModel(bool asynchronous = true) method Execute (line 59) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget[]... method OnSecuritiesChanged (line 104) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method IsSafeToRemove (line 132) | protected virtual bool IsSafeToRemove(QCAlgorithm algorithm, Symbol sy... method PriceIsFavorable (line 147) | protected virtual bool PriceIsFavorable(SymbolData data, decimal unord... class SymbolData (line 176) | protected class SymbolData method SymbolData (line 196) | public SymbolData(QCAlgorithm algorithm, Security security) FILE: Algorithm.Framework/Execution/VolumeWeightedAveragePriceExecutionModel.py class VolumeWeightedAveragePriceExecutionModel (line 16) | class VolumeWeightedAveragePriceExecutionModel(ExecutionModel): method __init__ (line 19) | def __init__(self, asynchronous=True): method execute (line 31) | def execute(self, algorithm, targets): method on_securities_changed (line 63) | def on_securities_changed(self, algorithm, changes): method price_is_favorable (line 80) | def price_is_favorable(self, data, unordered_quantity): method is_safe_to_remove (line 92) | def is_safe_to_remove(self, algorithm, symbol): class SymbolData (line 97) | class SymbolData: method __init__ (line 98) | def __init__(self, algorithm, security): method vwap (line 106) | def vwap(self): class IntradayVwap (line 109) | class IntradayVwap: method __init__ (line 111) | def __init__(self, name): method is_ready (line 119) | def is_ready(self): method update (line 122) | def update(self, input): method get_volume_and_average_price (line 146) | def get_volume_and_average_price(self, input): FILE: Algorithm.Framework/NotifiedSecurityChanges.cs class NotifiedSecurityChanges (line 27) | public static class NotifiedSecurityChanges method UpdateCollection (line 34) | public static void UpdateCollection(ICollection securities, ... method UpdateCollection (line 45) | public static void UpdateCollection(ICollection securi... method UpdateDictionary (line 56) | public static void UpdateDictionary( method UpdateDictionary (line 71) | public static void UpdateDictionary( method UpdateDictionary (line 89) | public static void UpdateDictionary( method Update (line 116) | public static void Update(SecurityChanges changes, Action ad... FILE: Algorithm.Framework/Portfolio/AccumulativeInsightPortfolioConstructionModel.cs class AccumulativeInsightPortfolioConstructionModel (line 37) | public class AccumulativeInsightPortfolioConstructionModel : PortfolioCo... method AccumulativeInsightPortfolioConstructionModel (line 51) | public AccumulativeInsightPortfolioConstructionModel(IDateRule rebalan... method AccumulativeInsightPortfolioConstructionModel (line 68) | public AccumulativeInsightPortfolioConstructionModel(Func GetTargetInsights() method DetermineTargetPercent (line 165) | protected override Dictionary DetermineTargetPercent(... FILE: Algorithm.Framework/Portfolio/AccumulativeInsightPortfolioConstructionModel.py class AccumulativeInsightPortfolioConstructionModel (line 17) | class AccumulativeInsightPortfolioConstructionModel(EqualWeightingPortfo... method __init__ (line 29) | def __init__(self, rebalance = None, portfolio_bias = PortfolioBias.L... method determine_target_percent (line 44) | def determine_target_percent(self, active_insights): method create_targets (line 74) | def create_targets(self, algorithm, insights): FILE: Algorithm.Framework/Portfolio/AlphaStreamsPortfolioConstructionModel.cs class AlphaStreamsPortfolioConstructionModel (line 25) | public class AlphaStreamsPortfolioConstructionModel : IPortfolioConstruc... method GetAlphaWeight (line 32) | public virtual decimal GetAlphaWeight(string alphaId) method OnSecuritiesChanged (line 42) | public virtual void OnSecuritiesChanged(QCAlgorithm algorithm, Securit... method CreateTargets (line 53) | public virtual IEnumerable CreateTargets(QCAlgorithm... FILE: Algorithm.Framework/Portfolio/BlackLittermanOptimizationPortfolioConstructionModel.cs class BlackLittermanOptimizationPortfolioConstructionModel (line 38) | public class BlackLittermanOptimizationPortfolioConstructionModel : Port... method BlackLittermanOptimizationPortfolioConstructionModel (line 63) | public BlackLittermanOptimizationPortfolioConstructionModel(TimeSpan t... method BlackLittermanOptimizationPortfolioConstructionModel (line 88) | public BlackLittermanOptimizationPortfolioConstructionModel(Resolution... method BlackLittermanOptimizationPortfolioConstructionModel (line 114) | public BlackLittermanOptimizationPortfolioConstructionModel(Func DetermineTargetPercent(... method GetTargetInsights (line 302) | protected override List GetTargetInsights() method OnSecuritiesChanged (line 319) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method GetEquilibriumReturns (line 355) | public virtual double[] GetEquilibriumReturns(double[,] returns, out d... method TryGetViews (line 377) | protected bool TryGetViews(ICollection insights, out double[,... method ApplyBlackLittermanMasterFormula (line 435) | private void ApplyBlackLittermanMasterFormula(ref double[] Π, ref doub... FILE: Algorithm.Framework/Portfolio/BlackLittermanOptimizationPortfolioConstructionModel.py class BlackLittermanOptimizationPortfolioConstructionModel (line 29) | class BlackLittermanOptimizationPortfolioConstructionModel(PortfolioCons... method __init__ (line 30) | def __init__(self, method should_create_target_for_insight (line 80) | def should_create_target_for_insight(self, insight): method determine_target_percent (line 83) | def determine_target_percent(self, last_active_insights): method get_target_insights (line 124) | def get_target_insights(self): method on_securities_changed (line 136) | def on_securities_changed(self, algorithm, changes): method apply_blacklitterman_master_formula (line 172) | def apply_blacklitterman_master_formula(self, Pi, Sigma, P, Q): method get_equilibrium_return (line 199) | def get_equilibrium_return(self, returns): method get_views (line 223) | def get_views(self, insights): class BlackLittermanSymbolData (line 272) | class BlackLittermanSymbolData: method __init__ (line 274) | def __init__(self, symbol, lookback, period): method reset (line 280) | def reset(self): method update (line 285) | def update(self, utc_time, close): method on_rate_of_change_updated (line 288) | def on_rate_of_change_updated(self, roc, value): method add (line 292) | def add(self, time, value): method return_ (line 300) | def return_(self): method is_ready (line 306) | def is_ready(self): method __str__ (line 309) | def __str__(self, **kwargs): FILE: Algorithm.Framework/Portfolio/ConfidenceWeightedPortfolioConstructionModel.cs class ConfidenceWeightedPortfolioConstructionModel (line 33) | public class ConfidenceWeightedPortfolioConstructionModel : InsightWeigh... method ConfidenceWeightedPortfolioConstructionModel (line 41) | public ConfidenceWeightedPortfolioConstructionModel(IDateRule rebalanc... method ConfidenceWeightedPortfolioConstructionModel (line 58) | public ConfidenceWeightedPortfolioConstructionModel(PyObject rebalance, method ConfidenceWeightedPortfolioConstructionModel (line 71) | public ConfidenceWeightedPortfolioConstructionModel(Func insight.Confide... FILE: Algorithm.Framework/Portfolio/ConfidenceWeightedPortfolioConstructionModel.py class ConfidenceWeightedPortfolioConstructionModel (line 17) | class ConfidenceWeightedPortfolioConstructionModel(InsightWeightingPortf... method __init__ (line 27) | def __init__(self, rebalance = Resolution.DAILY, portfolio_bias = Port... method should_create_target_for_insight (line 38) | def should_create_target_for_insight(self, insight): method get_value (line 46) | def get_value(self, insight): FILE: Algorithm.Framework/Portfolio/EqualWeightingPortfolioConstructionModel.cs class EqualWeightingPortfolioConstructionModel (line 31) | public class EqualWeightingPortfolioConstructionModel : PortfolioConstru... method EqualWeightingPortfolioConstructionModel (line 41) | public EqualWeightingPortfolioConstructionModel(IDateRule rebalancingD... method EqualWeightingPortfolioConstructionModel (line 54) | public EqualWeightingPortfolioConstructionModel(Func DetermineTargetPercent(... method RespectPortfolioBias (line 139) | protected bool RespectPortfolioBias(Insight insight) FILE: Algorithm.Framework/Portfolio/EqualWeightingPortfolioConstructionModel.py class EqualWeightingPortfolioConstructionModel (line 16) | class EqualWeightingPortfolioConstructionModel(PortfolioConstructionModel): method __init__ (line 22) | def __init__(self, rebalance = Resolution.DAILY, portfolio_bias = Port... method determine_target_percent (line 44) | def determine_target_percent(self, active_insights): method respect_portfolio_bias (line 57) | def respect_portfolio_bias(self, insight): FILE: Algorithm.Framework/Portfolio/InsightWeightingPortfolioConstructionModel.cs class InsightWeightingPortfolioConstructionModel (line 35) | public class InsightWeightingPortfolioConstructionModel : EqualWeighting... method InsightWeightingPortfolioConstructionModel (line 43) | public InsightWeightingPortfolioConstructionModel(IDateRule rebalancin... method InsightWeightingPortfolioConstructionModel (line 60) | public InsightWeightingPortfolioConstructionModel(PyObject rebalance, method InsightWeightingPortfolioConstructionModel (line 73) | public InsightWeightingPortfolioConstructionModel(Func DetermineTargetPercent(... method GetValue (line 153) | protected virtual double GetValue(Insight insight) => insight.Weight !... FILE: Algorithm.Framework/Portfolio/InsightWeightingPortfolioConstructionModel.py class InsightWeightingPortfolioConstructionModel (line 17) | class InsightWeightingPortfolioConstructionModel(EqualWeightingPortfolio... method __init__ (line 27) | def __init__(self, rebalance = Resolution.DAILY, portfolio_bias = Port... method should_create_target_for_insight (line 38) | def should_create_target_for_insight(self, insight): method determine_target_percent (line 46) | def determine_target_percent(self, active_insights): method get_value (line 61) | def get_value(self, insight): FILE: Algorithm.Framework/Portfolio/MaximumSharpeRatioPortfolioOptimizer.cs class MaximumSharpeRatioPortfolioOptimizer (line 28) | public class MaximumSharpeRatioPortfolioOptimizer : IPortfolioOptimizer method MaximumSharpeRatioPortfolioOptimizer (line 40) | public MaximumSharpeRatioPortfolioOptimizer(double lower = -1, double ... method GetBudgetConstraint (line 52) | protected LinearConstraint GetBudgetConstraint(int size) method GetBoundaryConditions (line 67) | protected IEnumerable GetBoundaryConditions(int size) method Optimize (line 93) | public double[] Optimize(double[,] historicalReturns, double[] expecte... FILE: Algorithm.Framework/Portfolio/MaximumSharpeRatioPortfolioOptimizer.py class MaximumSharpeRatioPortfolioOptimizer (line 22) | class MaximumSharpeRatioPortfolioOptimizer: method __init__ (line 26) | def __init__(self, method optimize (line 40) | def optimize(self, historical_returns, expected_returns = None, covari... method portfolio_variance (line 79) | def portfolio_variance(self, weights, covariance): method get_boundary_conditions (line 90) | def get_boundary_conditions(self, size): method get_budget_constraint (line 94) | def get_budget_constraint(self, weights): FILE: Algorithm.Framework/Portfolio/MeanReversionPortfolioConstructionModel.cs class MeanReversionPortfolioConstructionModel (line 35) | public class MeanReversionPortfolioConstructionModel : PortfolioConstruc... method MeanReversionPortfolioConstructionModel (line 53) | public MeanReversionPortfolioConstructionModel(IDateRule rebalancingDa... method MeanReversionPortfolioConstructionModel (line 70) | public MeanReversionPortfolioConstructionModel(Resolution rebalanceRes... method MeanReversionPortfolioConstructionModel (line 87) | public MeanReversionPortfolioConstructionModel(TimeSpan timeSpan, method MeanReversionPortfolioConstructionModel (line 107) | public MeanReversionPortfolioConstructionModel(PyObject rebalance, method MeanReversionPortfolioConstructionModel (line 127) | public MeanReversionPortfolioConstructionModel(Func DetermineTargetPercent(... method GetPriceRelatives (line 231) | protected virtual double[] GetPriceRelatives(List activeInsig... method OnSecuritiesChanged (line 256) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method CumulativeSum (line 284) | public static IEnumerable CumulativeSum(IEnumerable se... method SimplexProjection (line 304) | public static double[] SimplexProjection(IEnumerable vector, d... class MeanReversionSymbolData (line 321) | private class MeanReversionSymbolData method MeanReversionSymbolData (line 326) | public MeanReversionSymbolData(QCAlgorithm algo, Symbol symbol, int ... method Reset (line 338) | public void Reset() method IsReady (line 344) | public bool IsReady() FILE: Algorithm.Framework/Portfolio/MeanReversionPortfolioConstructionModel.py class MeanReversionPortfolioConstructionModel (line 22) | class MeanReversionPortfolioConstructionModel(PortfolioConstructionModel): method __init__ (line 24) | def __init__(self, method DetermineTargetPercent (line 64) | def DetermineTargetPercent(self, activeInsights): method GetPriceRelatives (line 113) | def GetPriceRelatives(self, activeInsights): method OnSecuritiesChanged (line 133) | def OnSecuritiesChanged(self, algorithm, changes): method SimplexProjection (line 152) | def SimplexProjection(self, vector, total=1): class MeanReversionSymbolData (line 179) | class MeanReversionSymbolData: method __init__ (line 180) | def __init__(self, algo, symbol, window_size, resolution): method Reset (line 190) | def Reset(self): method IsReady (line 195) | def IsReady(self): FILE: Algorithm.Framework/Portfolio/MeanVarianceOptimizationPortfolioConstructionModel.cs class MeanVarianceOptimizationPortfolioConstructionModel (line 35) | public class MeanVarianceOptimizationPortfolioConstructionModel : Portfo... method MeanVarianceOptimizationPortfolioConstructionModel (line 55) | public MeanVarianceOptimizationPortfolioConstructionModel(IDateRule re... method MeanVarianceOptimizationPortfolioConstructionModel (line 76) | public MeanVarianceOptimizationPortfolioConstructionModel(Resolution r... method MeanVarianceOptimizationPortfolioConstructionModel (line 97) | public MeanVarianceOptimizationPortfolioConstructionModel(TimeSpan tim... method MeanVarianceOptimizationPortfolioConstructionModel (line 124) | public MeanVarianceOptimizationPortfolioConstructionModel(PyObject reb... method MeanVarianceOptimizationPortfolioConstructionModel (line 159) | public MeanVarianceOptimizationPortfolioConstructionModel(Func DetermineTargetPercent(... method OnSecuritiesChanged (line 295) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... FILE: Algorithm.Framework/Portfolio/MeanVarianceOptimizationPortfolioConstructionModel.py class MeanVarianceOptimizationPortfolioConstructionModel (line 21) | class MeanVarianceOptimizationPortfolioConstructionModel(PortfolioConstr... method __init__ (line 22) | def __init__(self, method should_create_target_for_insight (line 65) | def should_create_target_for_insight(self, insight): method determine_target_percent (line 77) | def determine_target_percent(self, active_insights): method on_securities_changed (line 110) | def on_securities_changed(self, algorithm, changes): class MeanVarianceSymbolData (line 132) | class MeanVarianceSymbolData: method __init__ (line 134) | def __init__(self, symbol, lookback, period): method reset (line 140) | def reset(self): method update (line 145) | def update(self, time, value): method on_rate_of_change_updated (line 148) | def on_rate_of_change_updated(self, roc, value): method add (line 152) | def add(self, time, value): method return_ (line 160) | def return_(self): method is_ready (line 166) | def is_ready(self): method __str__ (line 169) | def __str__(self, **kwargs): FILE: Algorithm.Framework/Portfolio/MinimumVariancePortfolioOptimizer.cs class MinimumVariancePortfolioOptimizer (line 29) | public class MinimumVariancePortfolioOptimizer : IPortfolioOptimizer method MinimumVariancePortfolioOptimizer (line 41) | public MinimumVariancePortfolioOptimizer(double lower = -1, double upp... method GetBudgetConstraint (line 53) | protected LinearConstraint GetBudgetConstraint(int size) method GetBoundaryConditions (line 68) | protected IEnumerable GetBoundaryConditions(int size) method Optimize (line 94) | public double[] Optimize(double[,] historicalReturns, double[] expecte... FILE: Algorithm.Framework/Portfolio/MinimumVariancePortfolioOptimizer.py class MinimumVariancePortfolioOptimizer (line 22) | class MinimumVariancePortfolioOptimizer: method __init__ (line 25) | def __init__(self, method optimize (line 38) | def optimize(self, historical_returns, expected_returns = None, covari... method portfolio_variance (line 73) | def portfolio_variance(self, weights, covariance): method get_boundary_conditions (line 84) | def get_boundary_conditions(self, size): method get_budget_constraint (line 88) | def get_budget_constraint(self, weights): method get_target_constraint (line 92) | def get_target_constraint(self, weights, expected_returns): FILE: Algorithm.Framework/Portfolio/PortfolioOptimizerPythonWrapper.cs class PortfolioOptimizerPythonWrapper (line 25) | public class PortfolioOptimizerPythonWrapper : BasePythonWrapper r... method RiskParityPortfolioConstructionModel (line 161) | public RiskParityPortfolioConstructionModel(Func ... method DetermineTargetPercent (line 188) | protected override Dictionary DetermineTargetPercent(... method OnSecuritiesChanged (line 227) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... FILE: Algorithm.Framework/Portfolio/RiskParityPortfolioConstructionModel.py class RiskParityPortfolioConstructionModel (line 22) | class RiskParityPortfolioConstructionModel(PortfolioConstructionModel): method __init__ (line 23) | def __init__(self, method determine_target_percent (line 65) | def determine_target_percent(self, active_insights): method on_securities_changed (line 94) | def on_securities_changed(self, algorithm, changes): class RiskParitySymbolData (line 122) | class RiskParitySymbolData: method __init__ (line 124) | def __init__(self, symbol, lookback, period): method reset (line 130) | def reset(self): method warm_up_indicators (line 135) | def warm_up_indicators(self, history): method on_rate_of_change_updated (line 139) | def on_rate_of_change_updated(self, roc, value): method add (line 143) | def add(self, time, value): method return_ (line 148) | def return_(self): method is_ready (line 154) | def is_ready(self): method __str__ (line 157) | def __str__(self, **kwargs): FILE: Algorithm.Framework/Portfolio/RiskParityPortfolioOptimizer.cs class RiskParityPortfolioOptimizer (line 27) | public class RiskParityPortfolioOptimizer : IPortfolioOptimizer method RiskParityPortfolioOptimizer (line 37) | public RiskParityPortfolioOptimizer(double? lower = null, double? uppe... method Optimize (line 50) | public double[] Optimize(double[,] historicalReturns, double[] expecte... method RiskParityNewtonMethodOptimization (line 79) | protected double[] RiskParityNewtonMethodOptimization(int numberOfVari... FILE: Algorithm.Framework/Portfolio/RiskParityPortfolioOptimizer.py class RiskParityPortfolioOptimizer (line 21) | class RiskParityPortfolioOptimizer: method __init__ (line 23) | def __init__(self, method optimize (line 33) | def optimize(self, historical_returns, budget = None, covariance = None): FILE: Algorithm.Framework/Portfolio/SectorWeightingPortfolioConstructionModel.cs class SectorWeightingPortfolioConstructionModel (line 37) | public class SectorWeightingPortfolioConstructionModel : EqualWeightingP... method SectorWeightingPortfolioConstructionModel (line 46) | public SectorWeightingPortfolioConstructionModel(IDateRule rebalancing... method SectorWeightingPortfolioConstructionModel (line 57) | public SectorWeightingPortfolioConstructionModel(Func DetermineTargetPercent(... method OnSecuritiesChanged (line 173) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method GetSectorCode (line 203) | protected virtual string GetSectorCode(Security security) FILE: Algorithm.Framework/Portfolio/SectorWeightingPortfolioConstructionModel.py class SectorWeightingPortfolioConstructionModel (line 17) | class SectorWeightingPortfolioConstructionModel(EqualWeightingPortfolioC... method __init__ (line 26) | def __init__(self, rebalance = Resolution.DAILY): method should_create_target_for_insight (line 37) | def should_create_target_for_insight(self, insight): method determine_target_percent (line 44) | def determine_target_percent(self, active_insights): method on_securities_changed (line 75) | def on_securities_changed(self, algorithm, changes): method get_sector_code (line 92) | def get_sector_code(self, security): FILE: Algorithm.Framework/Portfolio/UnconstrainedMeanVariancePortfolioOptimizer.cs class UnconstrainedMeanVariancePortfolioOptimizer (line 24) | public class UnconstrainedMeanVariancePortfolioOptimizer : IPortfolioOpt... method Optimize (line 33) | public double[] Optimize(double[,] historicalReturns, double[] expecte... FILE: Algorithm.Framework/Portfolio/UnconstrainedMeanVariancePortfolioOptimizer.py class UnconstrainedMeanVariancePortfolioOptimizer (line 20) | class UnconstrainedMeanVariancePortfolioOptimizer: method optimize (line 22) | def optimize(self, historical_returns, expected_returns = None, covari... FILE: Algorithm.Framework/Risk/MaximumDrawdownPercentPerSecurity.cs class MaximumDrawdownPercentPerSecurity (line 27) | public class MaximumDrawdownPercentPerSecurity : RiskManagementModel method MaximumDrawdownPercentPerSecurity (line 36) | public MaximumDrawdownPercentPerSecurity( method ManageRisk (line 48) | public override IEnumerable ManageRisk(QCAlgorithm a... FILE: Algorithm.Framework/Risk/MaximumDrawdownPercentPerSecurity.py class MaximumDrawdownPercentPerSecurity (line 16) | class MaximumDrawdownPercentPerSecurity(RiskManagementModel): method __init__ (line 19) | def __init__(self, maximum_drawdown_percent = 0.05): method manage_risk (line 25) | def manage_risk(self, algorithm, targets): FILE: Algorithm.Framework/Risk/MaximumDrawdownPercentPortfolio.cs class MaximumDrawdownPercentPortfolio (line 27) | public class MaximumDrawdownPercentPortfolio : RiskManagementModel method MaximumDrawdownPercentPortfolio (line 41) | public MaximumDrawdownPercentPortfolio(decimal maximumDrawdownPercent ... method ManageRisk (line 52) | public override IEnumerable ManageRisk(QCAlgorithm a... method GetTotalDrawdownPercent (line 87) | private decimal GetTotalDrawdownPercent(decimal currentValue) FILE: Algorithm.Framework/Risk/MaximumDrawdownPercentPortfolio.py class MaximumDrawdownPercentPortfolio (line 16) | class MaximumDrawdownPercentPortfolio(RiskManagementModel): method __init__ (line 19) | def __init__(self, maximum_drawdown_percent = 0.05, is_trailing = False): method manage_risk (line 30) | def manage_risk(self, algorithm, targets): method get_total_drawdown_percent (line 63) | def get_total_drawdown_percent(self, current_value): FILE: Algorithm.Framework/Risk/MaximumSectorExposureRiskManagementModel.cs class MaximumSectorExposureRiskManagementModel (line 29) | public class MaximumSectorExposureRiskManagementModel : RiskManagementModel method MaximumSectorExposureRiskManagementModel (line 38) | public MaximumSectorExposureRiskManagementModel( method ManageRisk (line 56) | public override IEnumerable ManageRisk(QCAlgorithm a... method OnSecuritiesChanged (line 120) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... FILE: Algorithm.Framework/Risk/MaximumSectorExposureRiskManagementModel.py class MaximumSectorExposureRiskManagementModel (line 17) | class MaximumSectorExposureRiskManagementModel(RiskManagementModel): method __init__ (line 20) | def __init__(self, maximum_sector_exposure = 0.20): method manage_risk (line 30) | def manage_risk(self, algorithm, targets): method on_securities_changed (line 78) | def on_securities_changed(self, algorithm, changes): FILE: Algorithm.Framework/Risk/MaximumUnrealizedProfitPercentPerSecurity.cs class MaximumUnrealizedProfitPercentPerSecurity (line 27) | public class MaximumUnrealizedProfitPercentPerSecurity : RiskManagementM... method MaximumUnrealizedProfitPercentPerSecurity (line 36) | public MaximumUnrealizedProfitPercentPerSecurity( method ManageRisk (line 48) | public override IEnumerable ManageRisk(QCAlgorithm a... FILE: Algorithm.Framework/Risk/MaximumUnrealizedProfitPercentPerSecurity.py class MaximumUnrealizedProfitPercentPerSecurity (line 16) | class MaximumUnrealizedProfitPercentPerSecurity(RiskManagementModel): method __init__ (line 19) | def __init__(self, maximum_unrealized_profit_percent = 0.05): method manage_risk (line 25) | def manage_risk(self, algorithm, targets): FILE: Algorithm.Framework/Risk/TrailingStopRiskManagementModel.cs class TrailingStopRiskManagementModel (line 27) | public class TrailingStopRiskManagementModel : RiskManagementModel method TrailingStopRiskManagementModel (line 36) | public TrailingStopRiskManagementModel(decimal maximumDrawdownPercent ... method ManageRisk (line 46) | public override IEnumerable ManageRisk(QCAlgorithm a... class HoldingsState (line 99) | private class HoldingsState method HoldingsState (line 104) | public HoldingsState(PositionSide position, decimal absoluteHoldings... FILE: Algorithm.Framework/Risk/TrailingStopRiskManagementModel.py class TrailingStopRiskManagementModel (line 16) | class TrailingStopRiskManagementModel(RiskManagementModel): method __init__ (line 19) | def __init__(self, maximum_drawdown_percent = 0.05): method manage_risk (line 26) | def manage_risk(self, algorithm, targets): class HoldingsState (line 70) | class HoldingsState: method __init__ (line 71) | def __init__(self, position, absolute_holdings_value): FILE: Algorithm.Framework/Selection/CoarseFundamentalUniverseSelectionModel.cs class CoarseFundamentalUniverseSelectionModel (line 26) | public class CoarseFundamentalUniverseSelectionModel : FundamentalUniver... method CoarseFundamentalUniverseSelectionModel (line 34) | public CoarseFundamentalUniverseSelectionModel( method CoarseFundamentalUniverseSelectionModel (line 48) | public CoarseFundamentalUniverseSelectionModel( method SelectCoarse (line 61) | public override IEnumerable SelectCoarse(QCAlgorithm algorithm... FILE: Algorithm.Framework/Selection/ETFConstituentsUniverseSelectionModel.cs class ETFConstituentsUniverseSelectionModel (line 26) | public class ETFConstituentsUniverseSelectionModel : UniverseSelectionModel method ETFConstituentsUniverseSelectionModel (line 39) | public ETFConstituentsUniverseSelectionModel( method ETFConstituentsUniverseSelectionModel (line 54) | public ETFConstituentsUniverseSelectionModel( method ETFConstituentsUniverseSelectionModel (line 66) | public ETFConstituentsUniverseSelectionModel( method ETFConstituentsUniverseSelectionModel (line 79) | public ETFConstituentsUniverseSelectionModel( method ETFConstituentsUniverseSelectionModel (line 97) | public ETFConstituentsUniverseSelectionModel( method ETFConstituentsUniverseSelectionModel (line 110) | public ETFConstituentsUniverseSelectionModel( method CreateUniverses (line 122) | public override IEnumerable CreateUniverses(QCAlgorithm algo... FILE: Algorithm.Framework/Selection/ETFConstituentsUniverseSelectionModel.py class ETFConstituentsUniverseSelectionModel (line 17) | class ETFConstituentsUniverseSelectionModel(UniverseSelectionModel): method __init__ (line 20) | def __init__(self, method create_universes (line 42) | def create_universes(self, algorithm: QCAlgorithm) -> list[Universe]: FILE: Algorithm.Framework/Selection/EmaCrossUniverseSelectionModel.cs class EmaCrossUniverseSelectionModel (line 30) | public class EmaCrossUniverseSelectionModel : FundamentalUniverseSelecti... method EmaCrossUniverseSelectionModel (line 47) | public EmaCrossUniverseSelectionModel( method SelectCoarse (line 66) | public override IEnumerable SelectCoarse(QCAlgorithm algorithm... class SelectionData (line 88) | private class SelectionData method SelectionData (line 93) | public SelectionData(int fastPeriod, int slowPeriod) method Update (line 103) | public bool Update(DateTime time, decimal value) => Fast.Update(time... FILE: Algorithm.Framework/Selection/EmaCrossUniverseSelectionModel.py class EmaCrossUniverseSelectionModel (line 17) | class EmaCrossUniverseSelectionModel(FundamentalUniverseSelectionModel): method __init__ (line 21) | def __init__(self, method select_coarse (line 40) | def select_coarse(self, algorithm: QCAlgorithm, fundamental: list[Fund... class SelectionData (line 68) | class SelectionData: method __init__ (line 69) | def __init__(self, symbol, fast_period, slow_period): method fast (line 75) | def fast(self): method slow (line 79) | def slow(self): method scaled_delta (line 84) | def scaled_delta(self): method update (line 88) | def update(self, time, value): FILE: Algorithm.Framework/Selection/EnergyETFUniverse.cs class EnergyETFUniverse (line 43) | public class EnergyETFUniverse : InceptionDateUniverseSelectionModel method EnergyETFUniverse (line 48) | public EnergyETFUniverse() : FILE: Algorithm.Framework/Selection/FineFundamentalUniverseSelectionModel.cs class FineFundamentalUniverseSelectionModel (line 27) | public class FineFundamentalUniverseSelectionModel : FundamentalUniverse... method FineFundamentalUniverseSelectionModel (line 38) | public FineFundamentalUniverseSelectionModel( method FineFundamentalUniverseSelectionModel (line 54) | public FineFundamentalUniverseSelectionModel( method SelectCoarse (line 72) | public override IEnumerable SelectCoarse(QCAlgorithm algorithm... method SelectFine (line 84) | public override IEnumerable SelectFine(QCAlgorithm algorithm, ... FILE: Algorithm.Framework/Selection/FundamentalUniverseSelectionModel.cs class FundamentalUniverseSelectionModel (line 29) | public class FundamentalUniverseSelectionModel : UniverseSelectionModel method FundamentalUniverseSelectionModel (line 40) | public FundamentalUniverseSelectionModel() method FundamentalUniverseSelectionModel (line 51) | public FundamentalUniverseSelectionModel(string market, UniverseSettin... method FundamentalUniverseSelectionModel (line 62) | public FundamentalUniverseSelectionModel(UniverseSettings universeSett... method FundamentalUniverseSelectionModel (line 73) | public FundamentalUniverseSelectionModel(string market, Func... method FundamentalUniverseSelectionModel (line 97) | public FundamentalUniverseSelectionModel(string market, PyObject selec... method FundamentalUniverseSelectionModel (line 112) | public FundamentalUniverseSelectionModel(PyObject selector, UniverseSe... method FundamentalUniverseSelectionModel (line 121) | [Obsolete("Fine and Coarse selection are merged, please use 'Fundament... method FundamentalUniverseSelectionModel (line 132) | [Obsolete("Fine and Coarse selection are merged, please use 'Fundament... method CreateUniverses (line 145) | public override IEnumerable CreateUniverses(QCAlgorithm algo... method CreateCoarseFundamentalUniverse (line 176) | public virtual Universe CreateCoarseFundamentalUniverse(QCAlgorithm al... method Select (line 205) | public virtual IEnumerable Select(QCAlgorithm algorithm, IEnum... method SelectCoarse (line 226) | [Obsolete("Fine and Coarse selection are merged, please use 'Select(QC... method SelectFine (line 244) | [Obsolete("Fine and Coarse selection are merged, please use 'Select(QC... method Coarse (line 262) | [Obsolete("Fine and Coarse selection are merged, please use 'Fundament... method Fine (line 274) | [Obsolete("Fine and Coarse selection are merged, please use 'Fundament... method Fundamental (line 285) | public static IUniverseSelectionModel Fundamental(Func list[Universe]: method create_coarse_fundamental_universe (line 61) | def create_coarse_fundamental_universe(self, algorithm: QCAlgorithm) -... method filtered_select_coarse (line 72) | def filtered_select_coarse(self, algorithm: QCAlgorithm, fundamental: ... method select (line 88) | def select(self, algorithm: QCAlgorithm, fundamental: list[Fundamental... method select_coarse (line 98) | def select_coarse(self, algorithm: QCAlgorithm, fundamental: list[Fund... method select_fine (line 108) | def select_fine(self, algorithm: QCAlgorithm, fundamental: list[Fundam... FILE: Algorithm.Framework/Selection/FutureUniverseSelectionModel.cs class FutureUniverseSelectionModel (line 28) | public class FutureUniverseSelectionModel : UniverseSelectionModel method GetNextRefreshTimeUtc (line 38) | public override DateTime GetNextRefreshTimeUtc() => _nextRefreshTimeUtc; method FutureUniverseSelectionModel (line 45) | public FutureUniverseSelectionModel(TimeSpan refreshInterval, Func CreateUniverses(QCAlgorithm algo... method Filter (line 121) | protected virtual FutureFilterUniverse Filter(FutureFilterUniverse fil... class FuturesUniverseSelectionModel (line 136) | public class FuturesUniverseSelectionModel : FutureUniverseSelectionModel method FuturesUniverseSelectionModel (line 143) | public FuturesUniverseSelectionModel(TimeSpan refreshInterval, Func list[Universe]: method filter (line 61) | def filter(self, filter): FILE: Algorithm.Framework/Selection/InceptionDateUniverseSelectionModel.cs class InceptionDateUniverseSelectionModel (line 27) | public class InceptionDateUniverseSelectionModel : CustomUniverseSelecti... method InceptionDateUniverseSelectionModel (line 37) | public InceptionDateUniverseSelectionModel(string name, Dictionary Select(QCAlgorithm algorithm, Date... FILE: Algorithm.Framework/Selection/LiquidETFUniverse.cs class LiquidETFUniverse (line 24) | public class LiquidETFUniverse : InceptionDateUniverseSelectionModel method LiquidETFUniverse (line 85) | public LiquidETFUniverse() : class Grouping (line 105) | public class Grouping : List method Grouping (line 122) | public Grouping(IEnumerable longTickers, IEnumerable... method ToString (line 136) | public override string ToString() FILE: Algorithm.Framework/Selection/MetalsETFUniverse.cs class MetalsETFUniverse (line 37) | public class MetalsETFUniverse : InceptionDateUniverseSelectionModel method MetalsETFUniverse (line 42) | public MetalsETFUniverse() : FILE: Algorithm.Framework/Selection/OpenInterestFutureUniverseSelectionModel.cs class OpenInterestFutureUniverseSelectionModel (line 32) | public class OpenInterestFutureUniverseSelectionModel : FutureUniverseSe... method OpenInterestFutureUniverseSelectionModel (line 46) | public OpenInterestFutureUniverseSelectionModel(IAlgorithm algorithm, ... method OpenInterestFutureUniverseSelectionModel (line 67) | public OpenInterestFutureUniverseSelectionModel(IAlgorithm algorithm, ... method Filter (line 75) | protected override FutureFilterUniverse Filter(FutureFilterUniverse fi... method FilterByOpenInterest (line 93) | public IEnumerable FilterByOpenInterest(IReadOnlyDictionary GetOpenInterest(MarketHoursDatabas... method ConvertFutureChainSymbolSelectorToFunc (line 151) | private static Func> ConvertFutureChainS... FILE: Algorithm.Framework/Selection/OptionUniverseSelectionModel.cs class OptionUniverseSelectionModel (line 28) | public class OptionUniverseSelectionModel : UniverseSelectionModel method GetNextRefreshTimeUtc (line 38) | public override DateTime GetNextRefreshTimeUtc() => _nextRefreshTimeUtc; method OptionUniverseSelectionModel (line 45) | public OptionUniverseSelectionModel(TimeSpan refreshInterval, Func CreateUniverses(QCAlgorithm algo... method Filter (line 118) | protected virtual OptionFilterUniverse Filter(OptionFilterUniverse fil... FILE: Algorithm.Framework/Selection/OptionUniverseSelectionModel.py class OptionUniverseSelectionModel (line 17) | class OptionUniverseSelectionModel(UniverseSelectionModel): method __init__ (line 19) | def __init__(self, method get_next_refresh_time_utc (line 34) | def get_next_refresh_time_utc(self): method create_universes (line 38) | def create_universes(self, algorithm: QCAlgorithm) -> list[Universe]: method filter (line 59) | def filter(self, filter): FILE: Algorithm.Framework/Selection/QC500UniverseSelectionModel.cs class QC500UniverseSelectionModel (line 29) | public class QC500UniverseSelectionModel : FundamentalUniverseSelectionM... method QC500UniverseSelectionModel (line 41) | public QC500UniverseSelectionModel() method QC500UniverseSelectionModel (line 50) | public QC500UniverseSelectionModel(UniverseSettings universeSettings) method SelectCoarse (line 61) | public override IEnumerable SelectCoarse(QCAlgorithm algorithm... method SelectFine (line 103) | public override IEnumerable SelectFine(QCAlgorithm algorithm, ... FILE: Algorithm.Framework/Selection/QC500UniverseSelectionModel.py class QC500UniverseSelectionModel (line 19) | class QC500UniverseSelectionModel(FundamentalUniverseSelectionModel): method __init__ (line 23) | def __init__(self, filterFineData = True, universeSettings = None): method select_coarse (line 31) | def select_coarse(self, algorithm: QCAlgorithm, fundamental: list[Fund... method select_fine (line 52) | def select_fine(self, algorithm: QCAlgorithm, fundamental: list[Fundam... FILE: Algorithm.Framework/Selection/SP500SectorsETFUniverse.cs class SP500SectorsETFUniverse (line 33) | public class SP500SectorsETFUniverse : InceptionDateUniverseSelectionModel method SP500SectorsETFUniverse (line 38) | public SP500SectorsETFUniverse() : FILE: Algorithm.Framework/Selection/ScheduledUniverseSelectionModel.cs class ScheduledUniverseSelectionModel (line 30) | public class ScheduledUniverseSelectionModel : UniverseSelectionModel method ScheduledUniverseSelectionModel (line 45) | public ScheduledUniverseSelectionModel(IDateRule dateRule, ITimeRule t... method ScheduledUniverseSelectionModel (line 61) | public ScheduledUniverseSelectionModel(DateTimeZone timeZone, IDateRul... method ScheduledUniverseSelectionModel (line 77) | public ScheduledUniverseSelectionModel(IDateRule dateRule, ITimeRule t... method ScheduledUniverseSelectionModel (line 90) | public ScheduledUniverseSelectionModel(DateTimeZone timeZone, IDateRul... method CreateUniverses (line 106) | public override IEnumerable CreateUniverses(QCAlgorithm algo... FILE: Algorithm.Framework/Selection/TechnologyETFUniverse.cs class TechnologyETFUniverse (line 40) | public class TechnologyETFUniverse : InceptionDateUniverseSelectionModel method TechnologyETFUniverse (line 45) | public TechnologyETFUniverse() : FILE: Algorithm.Framework/Selection/USTreasuriesETFUniverse.cs class USTreasuriesETFUniverse (line 44) | public class USTreasuriesETFUniverse : InceptionDateUniverseSelectionModel method USTreasuriesETFUniverse (line 49) | public USTreasuriesETFUniverse() : FILE: Algorithm.Framework/Selection/VolatilityETFUniverse.cs class VolatilityETFUniverse (line 34) | public class VolatilityETFUniverse : InceptionDateUniverseSelectionModel method VolatilityETFUniverse (line 39) | public VolatilityETFUniverse() : FILE: Algorithm.Python/AccumulativeInsightPortfolioRegressionAlgorithm.py class AccumulativeInsightPortfolioRegressionAlgorithm (line 20) | class AccumulativeInsightPortfolioRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_end_of_algorithm (line 39) | def on_end_of_algorithm(self): FILE: Algorithm.Python/AddAlphaModelAlgorithm.py class AddAlphaModelAlgorithm (line 19) | class AddAlphaModelAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): class OneTimeAlphaModel (line 42) | class OneTimeAlphaModel(AlphaModel): method __init__ (line 43) | def __init__(self, symbol): method update (line 47) | def update(self, algorithm, data): FILE: Algorithm.Python/AddFutureOptionContractDataStreamingRegressionAlgorithm.py class AddFutureOptionContractDataStreamingRegressionAlgorithm (line 20) | class AddFutureOptionContractDataStreamingRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 46) | def on_data(self, data: Slice): method on_end_of_algorithm (line 74) | def on_end_of_algorithm(self): FILE: Algorithm.Python/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.py class AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm (line 20) | class AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegression... method initialize (line 21) | def initialize(self): method option_contract_universe_filter_function (line 37) | def option_contract_universe_filter_function(self, option_contracts: O... method on_data (line 53) | def on_data(self, data: Slice): method on_end_of_algorithm (line 95) | def on_end_of_algorithm(self): FILE: Algorithm.Python/AddFutureUniverseSelectionModelRegressionAlgorithm.py class AddFutureUniverseSelectionModelRegressionAlgorithm (line 21) | class AddFutureUniverseSelectionModelRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_securities_changed (line 31) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 39) | def on_end_of_algorithm(self): FILE: Algorithm.Python/AddOptionContractExpiresRegressionAlgorithm.py class AddOptionContractExpiresRegressionAlgorithm (line 21) | class AddOptionContractExpiresRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method selector (line 36) | def selector(self, time): method on_data (line 39) | def on_data(self, data): FILE: Algorithm.Python/AddOptionContractFromUniverseRegressionAlgorithm.py class AddOptionContractFromUniverseRegressionAlgorithm (line 21) | class AddOptionContractFromUniverseRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method selector (line 40) | def selector(self, fundamental): method on_data (line 45) | def on_data(self, data): method on_securities_changed (line 59) | def on_securities_changed(self, changes): FILE: Algorithm.Python/AddOptionUniverseSelectionModelRegressionAlgorithm.py class AddOptionUniverseSelectionModelRegressionAlgorithm (line 21) | class AddOptionUniverseSelectionModelRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method select_option_chain_symbols (line 33) | def select_option_chain_symbols(self, utc_time): method on_securities_changed (line 41) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 51) | def on_end_of_algorithm(self): FILE: Algorithm.Python/AddRemoveSecurityRegressionAlgorithm.py class AddRemoveSecurityRegressionAlgorithm (line 23) | class AddRemoveSecurityRegressionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 37) | def on_data(self, data): method on_order_event (line 61) | def on_order_event(self, order_event): FILE: Algorithm.Python/AddRiskManagementAlgorithm.py class AddRiskManagementAlgorithm (line 19) | class AddRiskManagementAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/AddUniverseSelectionModelAlgorithm.py class AddUniverseSelectionModelAlgorithm (line 19) | class AddUniverseSelectionModelAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_end_of_algorithm (line 40) | def on_end_of_algorithm(self): FILE: Algorithm.Python/AlgorithmModeAndDeploymentTargetAlgorithm.py class AlgorithmModeAndDeploymentTargetAlgorithm (line 19) | class AlgorithmModeAndDeploymentTargetAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): FILE: Algorithm.Python/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.py class AllShortableSymbolsCoarseSelectionRegressionAlgorithm (line 19) | class AllShortableSymbolsCoarseSelectionRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 53) | def on_data(self, data): method coarse_selection (line 71) | def coarse_selection(self, coarse): method on_end_of_algorithm (line 92) | def on_end_of_algorithm(self): class AllShortableSymbolsRegressionAlgorithmBrokerageModel (line 96) | class AllShortableSymbolsRegressionAlgorithmBrokerageModel(DefaultBroker... method __init__ (line 97) | def __init__(self, shortable_provider): method get_shortable_provider (line 101) | def get_shortable_provider(self, security): class RegressionTestShortableProvider (line 104) | class RegressionTestShortableProvider(LocalDiskShortableProvider): method __init__ (line 105) | def __init__(self): method all_shortable_symbols (line 111) | def all_shortable_symbols(self, localtime): FILE: Algorithm.Python/Alphas/ContingentClaimsAnalysisDefaultPredictionAlpha.py class ContingentClaimsAnalysisDefaultPredictionAlpha (line 21) | class ContingentClaimsAnalysisDefaultPredictionAlpha(QCAlgorithm): method initialize (line 46) | def initialize(self): method coarse_selection_function (line 75) | def coarse_selection_function(self, coarse): method fine_selection_function (line 89) | def fine_selection_function(self, fine): class ContingentClaimsAnalysisAlphaModel (line 110) | class ContingentClaimsAnalysisAlphaModel(AlphaModel): method __init__ (line 112) | def __init__(self, *args, **kwargs): method update (line 116) | def update(self, algorithm, data): method on_securities_changed (line 136) | def on_securities_changed(self, algorithm, changes): method get_probability_of_default (line 151) | def get_probability_of_default(self, algorithm, symbol): FILE: Algorithm.Python/Alphas/GasAndCrudeOilEnergyCorrelationAlpha.py class GasAndCrudeOilEnergyCorrelationAlpha (line 31) | class GasAndCrudeOilEnergyCorrelationAlpha(QCAlgorithm): method initialize (line 33) | def initialize(self): method on_order_event (line 57) | def on_order_event(self, order_event): method on_end_of_algorithm (line 61) | def on_end_of_algorithm(self): class PairsAlphaModel (line 67) | class PairsAlphaModel(AlphaModel): method __init__ (line 73) | def __init__(self, *args, **kwargs): method update (line 84) | def update(self, algorithm, data): method correlation_pairs_selection (line 100) | def correlation_pairs_selection(self): method on_securities_changed (line 120) | def on_securities_changed(self, algorithm, changes): class SymbolData (line 150) | class SymbolData: method __init__ (line 152) | def __init__(self, symbol, daily_lookback, lookback, resolution, algor... method remove_consolidators (line 169) | def remove_consolidators(self, algorithm): method update_rate_of_change (line 173) | def update_rate_of_change(self, history): method update_daily_rate_of_change (line 177) | def update_daily_rate_of_change(self, history): method rate_of_return (line 182) | def rate_of_return(self): method daily_return_array (line 186) | def daily_return_array(self): method __repr__ (line 189) | def __repr__(self): class CustomExecutionModel (line 193) | class CustomExecutionModel(ExecutionModel): method __init__ (line 196) | def __init__(self): method execute (line 201) | def execute(self, algorithm, targets): FILE: Algorithm.Python/Alphas/GlobalEquityMeanReversionIBSAlpha.py class GlobalEquityMeanReversionIBSAlpha (line 30) | class GlobalEquityMeanReversionIBSAlpha(QCAlgorithm): method initialize (line 32) | def initialize(self): class MeanReversionIBSAlphaModel (line 66) | class MeanReversionIBSAlphaModel(AlphaModel): method __init__ (line 69) | def __init__(self, *args, **kwargs): method update (line 75) | def update(self, algorithm, data): FILE: Algorithm.Python/Alphas/GreenblattMagicFormulaAlpha.py class GreenblattMagicFormulaAlpha (line 20) | class GreenblattMagicFormulaAlpha(QCAlgorithm): method initialize (line 36) | def initialize(self): class RateOfChangeAlphaModel (line 59) | class RateOfChangeAlphaModel(AlphaModel): method __init__ (line 62) | def __init__(self, *args, **kwargs): method update (line 68) | def update(self, algorithm, data): method on_securities_changed (line 75) | def on_securities_changed(self, algorithm, changes): class SymbolData (line 96) | class SymbolData: method __init__ (line 98) | def __init__(self, algorithm, symbol, lookback, resolution): method remove_consolidators (line 105) | def remove_consolidators(self, algorithm): method warm_up_indicators (line 108) | def warm_up_indicators(self, history): method returns (line 113) | def returns(self): method can_emit (line 117) | def can_emit(self): method __str__ (line 124) | def __str__(self, **kwargs): class GreenBlattMagicFormulaUniverseSelectionModel (line 128) | class GreenBlattMagicFormulaUniverseSelectionModel(FundamentalUniverseSe... method __init__ (line 133) | def __init__(self, method select_coarse (line 149) | def select_coarse(self, algorithm, coarse): method select_fine (line 166) | def select_fine(self, algorithm, fine): FILE: Algorithm.Python/Alphas/IntradayReversalCurrencyMarketsAlpha.py class IntradayReversalCurrencyMarketsAlpha (line 27) | class IntradayReversalCurrencyMarketsAlpha(QCAlgorithm): method initialize (line 29) | def initialize(self): class IntradayReversalAlphaModel (line 61) | class IntradayReversalAlphaModel(AlphaModel): method __init__ (line 69) | def __init__(self, period_sma = 5, resolution = Resolution.HOUR): method update (line 75) | def update(self, algorithm, data): method on_securities_changed (line 103) | def on_securities_changed(self, algorithm, changes): method should_emit_insight (line 109) | def should_emit_insight(self, algorithm, symbol): class SymbolData (line 115) | class SymbolData: method __init__ (line 117) | def __init__(self, algorithm, symbol, period_sma, resolution): method is_uptrend (line 121) | def is_uptrend(self, price): FILE: Algorithm.Python/Alphas/MeanReversionLunchBreakAlpha.py class MeanReversionLunchBreakAlpha (line 31) | class MeanReversionLunchBreakAlpha(QCAlgorithm): method initialize (line 33) | def initialize(self): method coarse_selection_function (line 59) | def coarse_selection_function(self, coarse): class MeanReversionLunchBreakAlphaModel (line 65) | class MeanReversionLunchBreakAlphaModel(AlphaModel): method __init__ (line 70) | def __init__(self, *args, **kwargs): method update (line 76) | def update(self, algorithm, data): method on_securities_changed (line 86) | def on_securities_changed(self, algorithm, changes): class SymbolData (line 106) | class SymbolData: method __init__ (line 107) | def __init__(self, symbol, period): method update (line 115) | def update(self, time, value): method insight (line 120) | def insight(self): FILE: Algorithm.Python/Alphas/MortgageRateVolatilityAlpha.py class MortgageRateVolatilityAlpha (line 29) | class MortgageRateVolatilityAlpha(QCAlgorithmFramework): method initialize (line 31) | def initialize(self): class MortgageRateVolatilityAlphaModel (line 54) | class MortgageRateVolatilityAlphaModel(AlphaModel): method __init__ (line 56) | def __init__(self, algorithm, indicator_period = 15, insight_magnitude... method update (line 71) | def update(self, algorithm, data): method warmup_indicators (line 97) | def warmup_indicators(self, algorithm): class QuandlMortgagePriceColumns (line 104) | class QuandlMortgagePriceColumns(PythonQuandl): method __init__ (line 106) | def __init__(self): FILE: Algorithm.Python/Alphas/PriceGapMeanReversionAlpha.py class PriceGapMeanReversionAlpha (line 16) | class PriceGapMeanReversionAlpha(QCAlgorithm): method initialize (line 27) | def initialize(self): method coarse_selection_function (line 55) | def coarse_selection_function(self, coarse): class PriceGapMeanReversionAlphaModel (line 68) | class PriceGapMeanReversionAlphaModel(AlphaModel): method __init__ (line 70) | def __init__(self, *args, **kwargs): method update (line 77) | def update(self, algorithm, data): method on_securities_changed (line 92) | def on_securities_changed(self, algorithm, changes): class SymbolData (line 112) | class SymbolData: method __init__ (line 113) | def __init__(self, algorithm, symbol, lookback, resolution): method remove_consolidators (line 122) | def remove_consolidators(self, algorithm): method warm_up_indicators (line 125) | def warm_up_indicators(self, history): method is_trend (line 130) | def is_trend(self, data): FILE: Algorithm.Python/Alphas/RebalancingLeveragedETFAlpha.py class RebalancingLeveragedETFAlpha (line 22) | class RebalancingLeveragedETFAlpha(QCAlgorithm): method initialize (line 27) | def initialize(self): class RebalancingLeveragedETFAlphaModel (line 59) | class RebalancingLeveragedETFAlphaModel(AlphaModel): method __init__ (line 66) | def __init__(self, ETFgroups): method update (line 72) | def update(self, algorithm, data): class ETFGroup (line 101) | class ETFGroup: method __init__ (line 109) | def __init__(self,underlying, ultra_long, ultra_short): FILE: Algorithm.Python/Alphas/ShareClassMeanReversionAlpha.py class ShareClassMeanReversionAlpha (line 31) | class ShareClassMeanReversionAlpha(QCAlgorithm): method initialize (line 33) | def initialize(self): class ShareClassMeanReversionAlphaModel (line 61) | class ShareClassMeanReversionAlphaModel(AlphaModel): method __init__ (line 64) | def __init__(self, *args, **kwargs): method update (line 81) | def update(self, algorithm, data): method data_event_occured (line 126) | def data_event_occured(self, data, symbol): method update_indicators (line 134) | def update_indicators(self, data): method crossed_mean (line 140) | def crossed_mean(self): method calculate_alpha_beta (line 149) | def calculate_alpha_beta(self, algorithm, data): FILE: Algorithm.Python/Alphas/SykesShortMicroCapAlpha.py class SykesShortMicroCapAlpha (line 17) | class SykesShortMicroCapAlpha(QCAlgorithm): method initialize (line 23) | def initialize(self): class SykesShortMicroCapAlphaModel (line 49) | class SykesShortMicroCapAlphaModel(AlphaModel): method __init__ (line 52) | def __init__(self, *args, **kwargs): method update (line 58) | def update(self, algorithm, data): class PennyStockUniverseSelectionModel (line 80) | class PennyStockUniverseSelectionModel(FundamentalUniverseSelectionModel): method __init__ (line 86) | def __init__(self): method select (line 92) | def select(self, algorithm, fundamental): FILE: Algorithm.Python/Alphas/TriangleExchangeRateArbitrageAlpha.py class TriangleExchangeRateArbitrageAlpha (line 29) | class TriangleExchangeRateArbitrageAlpha(QCAlgorithm): method initialize (line 31) | def initialize(self): class ForexTriangleArbitrageAlphaModel (line 62) | class ForexTriangleArbitrageAlphaModel(AlphaModel): method __init__ (line 64) | def __init__(self, insight_resolution, symbols): method update (line 68) | def update(self, algorithm, data): FILE: Algorithm.Python/Alphas/TripleLeverageETFPairVolatilityDecayAlpha.py class TripleLeverageETFPairVolatilityDecayAlpha (line 28) | class TripleLeverageETFPairVolatilityDecayAlpha(QCAlgorithm): method initialize (line 30) | def initialize(self): class RebalancingTripleLeveragedETFAlphaModel (line 60) | class RebalancingTripleLeveragedETFAlphaModel(AlphaModel): method __init__ (line 65) | def __init__(self, ultra_long, ultra_short): method update (line 75) | def update(self, algorithm, data): FILE: Algorithm.Python/Alphas/VIXDualThrustAlpha.py class VIXDualThrustAlpha (line 23) | class VIXDualThrustAlpha(QCAlgorithm): method initialize (line 25) | def initialize(self): class DualThrustAlphaModel (line 61) | class DualThrustAlphaModel(AlphaModel): method __init__ (line 67) | def __init__(self, method update (line 100) | def update(self, algorithm, data): method on_securities_changed (line 126) | def on_securities_changed(self, algorithm, changes): class SymbolData (line 146) | class SymbolData: method __init__ (line 148) | def __init__(self, symbol, k1, k2, range_period, consolidator_resolu... method get_consolidator (line 172) | def get_consolidator(self): method is_ready (line 176) | def is_ready(self): FILE: Algorithm.Python/AsynchronousUniverseRegressionAlgorithm.py class AsynchronousUniverseRegressionAlgorithm (line 20) | class AsynchronousUniverseRegressionAlgorithm(FundamentalRegressionAlgor... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.py class AutoRegressiveIntegratedMovingAverageRegressionAlgorithm (line 21) | class AutoRegressiveIntegratedMovingAverageRegressionAlgorithm(QCAlgorit... method initialize (line 22) | def initialize(self) -> None: method on_data (line 32) | def on_data(self, data: Slice) -> None: FILE: Algorithm.Python/AuxiliaryDataHandlersRegressionAlgorithm.py class AuxiliaryDataHandlersRegressionAlgorithm (line 19) | class AuxiliaryDataHandlersRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_delistings (line 37) | def on_delistings(self, delistings: Delistings): method on_symbol_changed_events (line 40) | def on_symbol_changed_events(self, symbolsChanged: SymbolChangedEvents): method on_splits (line 43) | def on_splits(self, splits: Splits): method on_dividends (line 46) | def on_dividends(self, dividends: Dividends): method on_end_of_algorithm (line 49) | def on_end_of_algorithm(self): FILE: Algorithm.Python/BaseFrameworkRegressionAlgorithm.py class BaseFrameworkRegressionAlgorithm (line 19) | class BaseFrameworkRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_end_of_algorithm (line 45) | def on_end_of_algorithm(self): FILE: Algorithm.Python/BasicCSharpIntegrationTemplateAlgorithm.py class BasicCSharpIntegrationTemplateAlgorithm (line 16) | class BasicCSharpIntegrationTemplateAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 26) | def on_data(self, data): FILE: Algorithm.Python/BasicSetAccountCurrencyAlgorithm.py class BasicSetAccountCurrencyAlgorithm (line 19) | class BasicSetAccountCurrencyAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method set_account_currency_and_amount (line 30) | def set_account_currency_and_amount(self): method on_data (line 35) | def on_data(self, data): FILE: Algorithm.Python/BasicSetAccountCurrencyWithAmountAlgorithm.py class BasicSetAccountCurrencyWithAmountAlgorithm (line 20) | class BasicSetAccountCurrencyWithAmountAlgorithm(BasicSetAccountCurrency... method set_account_currency_and_amount (line 21) | def set_account_currency_and_amount(self): FILE: Algorithm.Python/BasicTemplateAlgorithm.py class BasicTemplateAlgorithm (line 23) | class BasicTemplateAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 36) | def on_data(self, data): FILE: Algorithm.Python/BasicTemplateAxosAlgorithm.py class BasicTemplateAxosAlgorithm (line 22) | class BasicTemplateAxosAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 35) | def on_data(self, data): FILE: Algorithm.Python/BasicTemplateCfdAlgorithm.py class BasicTemplateCfdAlgorithm (line 23) | class BasicTemplateCfdAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 39) | def on_data(self, data): method on_order_event (line 52) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateContinuousFutureAlgorithm.py class BasicTemplateContinuousFutureAlgorithm (line 19) | class BasicTemplateContinuousFutureAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 37) | def on_data(self, data): method on_order_event (line 63) | def on_order_event(self, order_event): method on_securities_changed (line 66) | def on_securities_changed(self, changes): FILE: Algorithm.Python/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.py class BasicTemplateContinuousFutureWithExtendedMarketAlgorithm (line 19) | class BasicTemplateContinuousFutureWithExtendedMarketAlgorithm(QCAlgorit... method initialize (line 22) | def initialize(self): method on_data (line 38) | def on_data(self, data): method on_order_event (line 66) | def on_order_event(self, order_event): method on_securities_changed (line 69) | def on_securities_changed(self, changes): FILE: Algorithm.Python/BasicTemplateCryptoAlgorithm.py class BasicTemplateCryptoAlgorithm (line 22) | class BasicTemplateCryptoAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 63) | def on_data(self, data): method on_order_event (line 140) | def on_order_event(self, order_event): method on_end_of_algorithm (line 143) | def on_end_of_algorithm(self): FILE: Algorithm.Python/BasicTemplateCryptoFutureAlgorithm.py class BasicTemplateCryptoFutureAlgorithm (line 19) | class BasicTemplateCryptoFutureAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 57) | def on_data(self, slice): method on_end_of_algorithm (line 139) | def on_end_of_algorithm(self): method on_order_event (line 145) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateCryptoFutureHourlyAlgorithm.py class BasicTemplateCryptoFutureHourlyAlgorithm (line 19) | class BasicTemplateCryptoFutureHourlyAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 55) | def on_data(self, slice): method on_end_of_algorithm (line 121) | def on_end_of_algorithm(self): method on_order_event (line 125) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateDailyAlgorithm.py class BasicTemplateDailyAlgorithm (line 21) | class BasicTemplateDailyAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 34) | def on_data(self, data): FILE: Algorithm.Python/BasicTemplateEurexFuturesAlgorithm.py class BasicTemplateEurexFuturesAlgorithm (line 22) | class BasicTemplateEurexFuturesAlgorithm(QCAlgorithm): method __init__ (line 23) | def __init__(self): method initialize (line 33) | def initialize(self): method on_data (line 56) | def on_data(self, slice): method on_order_event (line 87) | def on_order_event(self, order_event): method on_securities_changed (line 106) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 111) | def on_end_of_algorithm(self): FILE: Algorithm.Python/BasicTemplateFillForwardAlgorithm.py class BasicTemplateFillForwardAlgorithm (line 16) | class BasicTemplateFillForwardAlgorithm(QCAlgorithm): method initialize (line 19) | def initialize(self): method on_data (line 28) | def on_data(self, data): FILE: Algorithm.Python/BasicTemplateForexAlgorithm.py class BasicTemplateForexAlgorithm (line 24) | class BasicTemplateForexAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 50) | def on_data(self, data): FILE: Algorithm.Python/BasicTemplateFrameworkAlgorithm.py class BasicTemplateFrameworkAlgorithm (line 22) | class BasicTemplateFrameworkAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_order_event (line 58) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateFutureOptionAlgorithm.py class BasicTemplateFutureOptionAlgorithm (line 23) | class BasicTemplateFutureOptionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 43) | def on_data(self, data): method on_order_event (line 70) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateFutureRolloverAlgorithm.py class BasicTemplateFutureRolloverAlgorithm (line 19) | class BasicTemplateFutureRolloverAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 52) | def on_data(self, slice): class SymbolData (line 70) | class SymbolData: method __init__ (line 75) | def __init__(self, algorithm, future): method symbol (line 86) | def symbol(self): method mapped (line 90) | def mapped(self): method is_ready (line 94) | def is_ready(self): method update (line 100) | def update(self, slice): method reset (line 121) | def reset(self): method dispose (line 128) | def dispose(self): FILE: Algorithm.Python/BasicTemplateFuturesAlgorithm.py class BasicTemplateFuturesAlgorithm (line 24) | class BasicTemplateFuturesAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 49) | def on_data(self,slice): method on_end_of_algorithm (line 64) | def on_end_of_algorithm(self): method on_securities_changed (line 76) | def on_securities_changed(self, changes): FILE: Algorithm.Python/BasicTemplateFuturesConsolidationAlgorithm.py class BasicTemplateFuturesConsolidationAlgorithm (line 23) | class BasicTemplateFuturesConsolidationAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 40) | def on_data(self,slice): method on_data_consolidated (line 43) | def on_data_consolidated(self, sender, quote_bar): method on_securities_changed (line 47) | def on_securities_changed(self, changes): FILE: Algorithm.Python/BasicTemplateFuturesDailyAlgorithm.py class BasicTemplateFuturesDailyAlgorithm (line 22) | class BasicTemplateFuturesDailyAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 41) | def on_data(self,slice): method on_securities_changed (line 57) | def on_securities_changed(self, changes: SecurityChanges) -> None: method get_resolution (line 63) | def get_resolution(self): method get_extended_market_hours (line 66) | def get_extended_market_hours(self): FILE: Algorithm.Python/BasicTemplateFuturesFrameworkAlgorithm.py class BasicTemplateFuturesFrameworkAlgorithm (line 23) | class BasicTemplateFuturesFrameworkAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method select_future_chain_symbols (line 42) | def select_future_chain_symbols(self, utc_time): method get_extended_market_hours (line 49) | def get_extended_market_hours(self): class FrontMonthFutureUniverseSelectionModel (line 52) | class FrontMonthFutureUniverseSelectionModel(FutureUniverseSelectionModel): method __init__ (line 55) | def __init__(self, select_future_chain_symbols): method filter (line 58) | def filter(self, filter): class ConstantFutureContractAlphaModel (line 63) | class ConstantFutureContractAlphaModel(ConstantAlphaModel): method __init__ (line 65) | def __init__(self, _type, direction, period): method should_emit_insight (line 68) | def should_emit_insight(self, utc_time, symbol): class SingleSharePortfolioConstructionModel (line 75) | class SingleSharePortfolioConstructionModel(PortfolioConstructionModel): method create_targets (line 77) | def create_targets(self, algorithm, insights): FILE: Algorithm.Python/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.py class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm (line 22) | class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm(BasicTemp... method get_extended_market_hours (line 24) | def get_extended_market_hours(self): FILE: Algorithm.Python/BasicTemplateFuturesHistoryAlgorithm.py class BasicTemplateFuturesHistoryAlgorithm (line 25) | class BasicTemplateFuturesHistoryAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method make_history_call (line 47) | def make_history_call(self): method on_end_of_algorithm (line 53) | def on_end_of_algorithm(self): method on_data (line 57) | def on_data(self,slice): method on_securities_changed (line 67) | def on_securities_changed(self, changes): method on_order_event (line 74) | def on_order_event(self, order_event): method get_extended_market_hours (line 79) | def get_extended_market_hours(self): method get_expected_history_call_count (line 82) | def get_expected_history_call_count(self): FILE: Algorithm.Python/BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.py class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm (line 27) | class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm(BasicT... method get_extended_market_hours (line 29) | def get_extended_market_hours(self): method get_expected_history_call_count (line 32) | def get_expected_history_call_count(self): FILE: Algorithm.Python/BasicTemplateFuturesHourlyAlgorithm.py class BasicTemplateFuturesHourlyAlgorithm (line 23) | class BasicTemplateFuturesHourlyAlgorithm(BasicTemplateFuturesDailyAlgor... method get_resolution (line 25) | def get_resolution(self): FILE: Algorithm.Python/BasicTemplateFuturesWithExtendedMarketAlgorithm.py class BasicTemplateFuturesWithExtendedMarketAlgorithm (line 24) | class BasicTemplateFuturesWithExtendedMarketAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 49) | def on_data(self,slice): method on_end_of_algorithm (line 64) | def on_end_of_algorithm(self): method on_securities_changed (line 76) | def on_securities_changed(self, changes): FILE: Algorithm.Python/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.py class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm (line 23) | class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm(BasicTemplate... method get_extended_market_hours (line 24) | def get_extended_market_hours(self): FILE: Algorithm.Python/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.py class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm (line 23) | class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm(BasicTemplat... method get_extended_market_hours (line 24) | def get_extended_market_hours(self): FILE: Algorithm.Python/BasicTemplateIndexAlgorithm.py class BasicTemplateIndexAlgorithm (line 16) | class BasicTemplateIndexAlgorithm(QCAlgorithm): method initialize (line 17) | def initialize(self) -> None: method on_data (line 40) | def on_data(self, data: Slice): method on_end_of_algorithm (line 52) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/BasicTemplateIndexDailyAlgorithm.py class BasicTemplateIndexDailyAlgorithm (line 16) | class BasicTemplateIndexDailyAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self) -> None: method on_data (line 46) | def on_data(self, data: Slice): method OnEndOfAlgorithm (line 57) | def OnEndOfAlgorithm(self): FILE: Algorithm.Python/BasicTemplateIndexOptionsAlgorithm.py class BasicTemplateIndexOptionsAlgorithm (line 16) | class BasicTemplateIndexOptionsAlgorithm(QCAlgorithm): method initialize (line 17) | def initialize(self) -> None: method on_data (line 29) | def on_data(self, data: Slice) -> None: method on_end_of_algorithm (line 44) | def on_end_of_algorithm(self) -> None: method invert_option (line 51) | def invert_option(self, symbol: Symbol) -> Symbol: FILE: Algorithm.Python/BasicTemplateIndiaAlgorithm.py class BasicTemplateIndiaAlgorithm (line 22) | class BasicTemplateIndiaAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 39) | def on_data(self, data): method on_order_event (line 48) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateIndiaIndexAlgorithm.py class BasicTemplateIndiaIndexAlgorithm (line 22) | class BasicTemplateIndiaIndexAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 48) | def on_data(self, data): method on_end_of_algorithm (line 68) | def on_end_of_algorithm(self): FILE: Algorithm.Python/BasicTemplateIntrinioEconomicData.py class BasicTemplateIntrinioEconomicData (line 18) | class BasicTemplateIntrinioEconomicData(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 48) | def on_data(self, slice): FILE: Algorithm.Python/BasicTemplateLibrary.py class BasicTemplateLibrary (line 25) | class BasicTemplateLibrary: method add (line 35) | def add(self, a, b): method subtract (line 38) | def subtract(self, a, b): FILE: Algorithm.Python/BasicTemplateOptionEquityStrategyAlgorithm.py class BasicTemplateOptionEquityStrategyAlgorithm (line 24) | class BasicTemplateOptionEquityStrategyAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self) -> None: method on_data (line 41) | def on_data(self, slice: Slice) -> None: method on_order_event (line 65) | def on_order_event(self, order_event: OrderEvent) -> None: FILE: Algorithm.Python/BasicTemplateOptionStrategyAlgorithm.py class BasicTemplateOptionStrategyAlgorithm (line 25) | class BasicTemplateOptionStrategyAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 47) | def on_data(self,slice): method on_order_event (line 61) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateOptionTradesAlgorithm.py class BasicTemplateOptionTradesAlgorithm (line 24) | class BasicTemplateOptionTradesAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 42) | def on_data(self,slice): method on_order_event (line 59) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateOptionsAlgorithm.py class BasicTemplateOptionsAlgorithm (line 24) | class BasicTemplateOptionsAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 46) | def on_data(self, slice): method on_order_event (line 65) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateOptionsConsolidationAlgorithm.py class BasicTemplateOptionsConsolidationAlgorithm (line 23) | class BasicTemplateOptionsConsolidationAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_quote_bar_consolidated (line 38) | def on_quote_bar_consolidated(self, sender, quote_bar): method on_trade_bar_consolidated (line 42) | def on_trade_bar_consolidated(self, sender, trade_bar): method on_securities_changed (line 46) | def on_securities_changed(self, changes): FILE: Algorithm.Python/BasicTemplateOptionsDailyAlgorithm.py class BasicTemplateOptionsDailyAlgorithm (line 24) | class BasicTemplateOptionsDailyAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 43) | def on_data(self,slice): method on_order_event (line 58) | def on_order_event(self, order_event): method on_end_of_algorithm (line 70) | def on_end_of_algorithm(self): FILE: Algorithm.Python/BasicTemplateOptionsFilterUniverseAlgorithm.py class BasicTemplateOptionsFilterUniverseAlgorithm (line 24) | class BasicTemplateOptionsFilterUniverseAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method filter_function (line 42) | def filter_function(self, universe): method on_data (line 49) | def on_data(self, slice): FILE: Algorithm.Python/BasicTemplateOptionsFrameworkAlgorithm.py class BasicTemplateOptionsFrameworkAlgorithm (line 26) | class BasicTemplateOptionsFrameworkAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method select_option_chain_symbols (line 43) | def select_option_chain_symbols(self, utc_time): class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel (line 48) | class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel(Op... method __init__ (line 51) | def __init__(self, select_option_chain_symbols): method filter (line 54) | def filter(self, filter): class ConstantOptionContractAlphaModel (line 65) | class ConstantOptionContractAlphaModel(ConstantAlphaModel): method __init__ (line 67) | def __init__(self, type, direction, period): method should_emit_insight (line 70) | def should_emit_insight(self, utc_time, symbol): class SingleSharePortfolioConstructionModel (line 77) | class SingleSharePortfolioConstructionModel(PortfolioConstructionModel): method create_targets (line 79) | def create_targets(self, algorithm, insights): FILE: Algorithm.Python/BasicTemplateOptionsHistoryAlgorithm.py class BasicTemplateOptionsHistoryAlgorithm (line 23) | class BasicTemplateOptionsHistoryAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 47) | def on_data(self,slice): method on_securities_changed (line 69) | def on_securities_changed(self, changes): FILE: Algorithm.Python/BasicTemplateOptionsHourlyAlgorithm.py class BasicTemplateOptionsHourlyAlgorithm (line 24) | class BasicTemplateOptionsHourlyAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 46) | def on_data(self,slice): method on_order_event (line 65) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateOptionsPriceModel.py class BasicTemplateOptionsPriceModel (line 23) | class BasicTemplateOptionsPriceModel(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 56) | def on_data(self,slice): FILE: Algorithm.Python/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.py class BasicTemplateSPXWeeklyIndexOptionsAlgorithm (line 22) | class BasicTemplateSPXWeeklyIndexOptionsAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 42) | def on_data(self,slice): method on_order_event (line 60) | def on_order_event(self, order_event): FILE: Algorithm.Python/BasicTemplateTradableIndexAlgorithm.py class BasicTemplateTradableIndexAlgorithm (line 17) | class BasicTemplateTradableIndexAlgorithm(BasicTemplateIndexAlgorithm): method initialize (line 19) | def initialize(self) -> None: method on_data (line 23) | def on_data(self, data: Slice): method on_end_of_algorithm (line 28) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/Benchmarks/BasicTemplateBenchmark.py class BasicTemplateBenchmark (line 22) | class BasicTemplateBenchmark(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 30) | def on_data(self, data): FILE: Algorithm.Python/Benchmarks/CoarseFineUniverseSelectionBenchmark.py class CoarseFineUniverseSelectionBenchmark (line 16) | class CoarseFineUniverseSelectionBenchmark(QCAlgorithm): method initialize (line 18) | def initialize(self): method coarse_selection_function (line 33) | def coarse_selection_function(self, coarse): method fine_selection_function (line 43) | def fine_selection_function(self, fine): method on_data (line 49) | def on_data(self, data): method on_securities_changed (line 62) | def on_securities_changed(self, changes): FILE: Algorithm.Python/Benchmarks/EmptyEquityAndOptions400Benchmark.py class EmptyEquityAndOptions400Benchmark (line 19) | class EmptyEquityAndOptions400Benchmark(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 68) | def on_data(self, slice): FILE: Algorithm.Python/Benchmarks/EmptyMinute400EquityBenchmark.py class EmptyMinute400EquityBenchmark (line 16) | class EmptyMinute400EquityBenchmark(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 25) | def on_data(self, data): class Symbols (line 28) | class Symbols(object): method __init__ (line 30) | def __init__(self): class Equity (line 33) | class Equity(object): method all (line 34) | def all(self): FILE: Algorithm.Python/Benchmarks/EmptySPXOptionChainBenchmark.py class EmptySPXOptionChainBenchmark (line 16) | class EmptySPXOptionChainBenchmark(QCAlgorithm): method initialize (line 18) | def initialize(self): FILE: Algorithm.Python/Benchmarks/EmptySingleSecuritySecondEquityBenchmark.py class EmptySingleSecuritySecondEquityBenchmark (line 22) | class EmptySingleSecuritySecondEquityBenchmark(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 30) | def on_data(self, data): FILE: Algorithm.Python/Benchmarks/HistoryRequestBenchmark.py class HistoryRequestBenchmark (line 16) | class HistoryRequestBenchmark(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_end_of_day (line 24) | def on_end_of_day(self, symbol): FILE: Algorithm.Python/Benchmarks/IndicatorRibbonBenchmark.py class IndicatorRibbonBenchmark (line 16) | class IndicatorRibbonBenchmark(QCAlgorithm): method initialize (line 19) | def initialize(self): method on_data (line 39) | def on_data(self, data): FILE: Algorithm.Python/Benchmarks/ScheduledEventsBenchmark.py class ScheduledEventsBenchmark (line 16) | class ScheduledEventsBenchmark(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 29) | def on_data(self, data): method rebalance (line 32) | def rebalance(self): FILE: Algorithm.Python/Benchmarks/StatefulCoarseUniverseSelectionBenchmark.py class StatefulCoarseUniverseSelectionBenchmark (line 16) | class StatefulCoarseUniverseSelectionBenchmark(QCAlgorithm): method initialize (line 18) | def initialize(self): method coarse_selection_function (line 30) | def coarse_selection_function(self, coarse): method on_data (line 39) | def on_data(self, slice): method on_securities_changed (line 47) | def on_securities_changed(self, changes): FILE: Algorithm.Python/Benchmarks/StatelessCoarseUniverseSelectionBenchmark.py class StatelessCoarseUniverseSelectionBenchmark (line 16) | class StatelessCoarseUniverseSelectionBenchmark(QCAlgorithm): method initialize (line 18) | def initialize(self): method coarse_selection_function (line 29) | def coarse_selection_function(self, coarse): method on_securities_changed (line 38) | def on_securities_changed(self, changes): FILE: Algorithm.Python/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.py class BlackLittermanPortfolioOptimizationFrameworkAlgorithm (line 29) | class BlackLittermanPortfolioOptimizationFrameworkAlgorithm(QCAlgorithm): method initialize (line 32) | def initialize(self): method coarse_selector (line 56) | def coarse_selector(self, coarse): method on_order_event (line 62) | def on_order_event(self, order_event): FILE: Algorithm.Python/BrokerageActivityEventHandlingAlgorithm.py class BrokerageActivityEventHandlingAlgorithm (line 20) | class BrokerageActivityEventHandlingAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 36) | def on_data(self, data): method on_brokerage_message (line 43) | def on_brokerage_message(self, message_event): method on_brokerage_disconnect (line 49) | def on_brokerage_disconnect(self): method on_brokerage_reconnect (line 55) | def on_brokerage_reconnect(self): FILE: Algorithm.Python/BrokerageModelAlgorithm.py class BrokerageModelAlgorithm (line 23) | class BrokerageModelAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 42) | def on_data(self, slice): class MinimumAccountBalanceBrokerageModel (line 54) | class MinimumAccountBalanceBrokerageModel(DefaultBrokerageModel): method __init__ (line 56) | def __init__(self, algorithm, minimum_account_balance): method can_submit_order (line 60) | def can_submit_order(self,security, order, message): FILE: Algorithm.Python/BubbleAlgorithm.py class BubbleAlgorithm (line 25) | class BubbleAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 65) | def on_data(self, data): method buy_stock (line 130) | def buy_stock(self,symbol): method sell_stock (line 138) | def sell_stock(self,symbol): class Cape (line 148) | class Cape(PythonData): method get_source (line 156) | def get_source(self, config, date, is_live_mode): method reader (line 170) | def reader(self, config, line, date, is_live_mode): FILE: Algorithm.Python/BybitCryptoFuturesRegressionAlgorithm.py class BybitCryptoFuturesRegressionAlgorithm (line 20) | class BybitCryptoFuturesRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 53) | def on_data(self, data): method on_order_event (line 130) | def on_order_event(self, order_event): method on_end_of_algorithm (line 133) | def on_end_of_algorithm(self): FILE: Algorithm.Python/BybitCryptoRegressionAlgorithm.py class BybitCryptoRegressionAlgorithm (line 19) | class BybitCryptoRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 48) | def on_data(self, data): method on_order_event (line 71) | def on_order_event(self, order_event): method on_end_of_algorithm (line 74) | def on_end_of_algorithm(self): FILE: Algorithm.Python/BybitCustomDataCryptoRegressionAlgorithm.py class BybitCustomDataCryptoRegressionAlgorithm (line 21) | class BybitCustomDataCryptoRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self) -> None: method on_data (line 39) | def on_data(self, data: Slice) -> None: method on_order_event (line 50) | def on_order_event(self, order_event: OrderEvent) -> None: class CustomCryptoData (line 53) | class CustomCryptoData(PythonData): method get_source (line 54) | def get_source(self, config: SubscriptionDataConfig, date: datetime, i... method reader (line 62) | def reader(self, config: SubscriptionDataConfig, line: str, date: date... FILE: Algorithm.Python/CallbackCommandRegressionAlgorithm.py class InvalidCommand (line 16) | class InvalidCommand(): class VoidCommand (line 19) | class VoidCommand(): method run (line 25) | def run(self, algo: IAlgorithm) -> bool: method get_quantity (line 32) | def get_quantity(self): class BoolCommand (line 35) | class BoolCommand(Command): method run (line 40) | def run(self, algo) -> bool: method my_custom_method (line 47) | def my_custom_method(self): class CallbackCommandRegressionAlgorithm (line 53) | class CallbackCommandRegressionAlgorithm(QCAlgorithm): method initialize (line 54) | def initialize(self): method on_command (line 106) | def on_command(self, data: object) -> bool: FILE: Algorithm.Python/CanLiquidateWithOrderPropertiesRegressionAlgorithm.py class CanLiquidateWithOrderPropertiesRegressionAlgorithm (line 19) | class CanLiquidateWithOrderPropertiesRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 29) | def on_data(self, slice): FILE: Algorithm.Python/CapmAlphaRankingFrameworkAlgorithm.py class CapmAlphaRankingFrameworkAlgorithm (line 20) | class CapmAlphaRankingFrameworkAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): class CapmAlphaRankingUniverseSelectionModel (line 40) | class CapmAlphaRankingUniverseSelectionModel(UniverseSelectionModel): method create_universes (line 52) | def create_universes(self, algorithm): method select_pair (line 65) | def select_pair(self, algorithm, date): method _get_returns (line 84) | def _get_returns(self, algorithm, symbol): FILE: Algorithm.Python/ClassicRangeConsolidatorAlgorithm.py class ClassicRangeConsolidatorAlgorithm (line 21) | class ClassicRangeConsolidatorAlgorithm(RangeConsolidatorAlgorithm): method create_range_consolidator (line 22) | def create_range_consolidator(self) -> ClassicRangeConsolidator: method on_data_consolidated (line 25) | def on_data_consolidated(self, sender: object, range_bar: RangeBar): FILE: Algorithm.Python/ClassicRangeConsolidatorWithTickAlgorithm.py class ClassicRangeConsolidatorWithTickAlgorithm (line 20) | class ClassicRangeConsolidatorWithTickAlgorithm(RangeConsolidatorWithTic... method create_range_consolidator (line 21) | def create_range_consolidator(self): method on_data_consolidated (line 24) | def on_data_consolidated(self, sender, range_bar): FILE: Algorithm.Python/ClassicRenkoConsolidatorAlgorithm.py class ClassicRenkoConsolidatorAlgorithm (line 23) | class ClassicRenkoConsolidatorAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self) -> None: method on_data (line 50) | def on_data(self, data: Slice) -> None: method handle_renko_close (line 54) | def handle_renko_close(self, sender: object, data: RenkoBar) -> None: method handle_renko7_bar (line 64) | def handle_renko7_bar(self, sender: object, data: RenkoBar) -> None: FILE: Algorithm.Python/CoarseFineAsyncUniverseRegressionAlgorithm.py class CoarseFineAsyncUniverseRegressionAlgorithm (line 19) | class CoarseFineAsyncUniverseRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method coarse_selection_function (line 42) | def coarse_selection_function(self, coarse): method fine_selection_function (line 45) | def fine_selection_function(self, fine): FILE: Algorithm.Python/CoarseFineFundamentalComboAlgorithm.py class CoarseFineFundamentalComboAlgorithm (line 23) | class CoarseFineFundamentalComboAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method coarse_selection_function (line 46) | def coarse_selection_function(self, coarse): method fine_selection_function (line 54) | def fine_selection_function(self, fine): method on_data (line 61) | def on_data(self, data): method on_securities_changed (line 78) | def on_securities_changed(self, changes): FILE: Algorithm.Python/CoarseFineFundamentalRegressionAlgorithm.py class CoarseFineFundamentalRegressionAlgorithm (line 23) | class CoarseFineFundamentalRegressionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method coarse_selection_function (line 41) | def coarse_selection_function(self, coarse): method fine_selection_function (line 51) | def fine_selection_function(self, fine): method on_data (line 58) | def on_data(self, data): method on_securities_changed (line 77) | def on_securities_changed(self, changes): FILE: Algorithm.Python/CoarseFineOptionUniverseChainRegressionAlgorithm.py class CoarseFineOptionUniverseChainRegressionAlgorithm (line 20) | class CoarseFineOptionUniverseChainRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self) -> None: method option_filter_function (line 44) | def option_filter_function(self, universe: OptionFilterUniverse) -> Op... method coarse_selection_function (line 54) | def coarse_selection_function(self, coarse: list[CoarseFundamental]) -... method fine_selection_function (line 59) | def fine_selection_function(self, fine: list[FineFundamental]) -> list... method on_data (line 64) | def on_data(self, data: Slice) -> None: method on_securities_changed (line 86) | def on_securities_changed(self, changes: SecurityChanges) -> None: method on_end_of_algorithm (line 92) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/CoarseFundamentalTop3Algorithm.py class CoarseFundamentalTop3Algorithm (line 23) | class CoarseFundamentalTop3Algorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method coarse_selection_function (line 44) | def coarse_selection_function(self, coarse): method on_data (line 52) | def on_data(self, data): method on_securities_changed (line 72) | def on_securities_changed(self, changes): method on_order_event (line 76) | def on_order_event(self, fill): FILE: Algorithm.Python/Collective2PortfolioSignalExportDemonstrationAlgorithm.py class Collective2PortfolioSignalExportDemonstrationAlgorithm (line 23) | class Collective2PortfolioSignalExportDemonstrationAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 67) | def on_data(self, data): FILE: Algorithm.Python/Collective2SignalExportDemonstrationAlgorithm.py class Collective2SignalExportDemonstrationAlgorithm (line 22) | class Collective2SignalExportDemonstrationAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 77) | def on_data(self, data): FILE: Algorithm.Python/ComboOrderTicketDemoAlgorithm.py class ComboOrderTicketDemoAlgorithm (line 20) | class ComboOrderTicketDemoAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self) -> None: method on_data (line 39) | def on_data(self, data: Slice) -> None: method combo_market_orders (line 66) | def combo_market_orders(self) -> None: method combo_limit_orders (line 83) | def combo_limit_orders(self) -> None: method combo_leg_limit_orders (line 120) | def combo_leg_limit_orders(self) -> None: method on_order_event (line 164) | def on_order_event(self, order_event: OrderEvent) -> None: method check_group_orders_for_fills (line 177) | def check_group_orders_for_fills(self, combo1: list[OrderTicket], comb... method on_end_of_algorithm (line 194) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/ComboOrdersFillModelAlgorithm.py class ComboOrdersFillModelAlgorithm (line 20) | class ComboOrdersFillModelAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self) -> None: method on_data (line 36) | def on_data(self, data: Slice) -> None: method on_order_event (line 45) | def on_order_event(self, order_event: OrderEvent) -> None: method on_end_of_algorithm (line 57) | def on_end_of_algorithm(self) -> None: class CustomPartialFillModel (line 71) | class CustomPartialFillModel(FillModel): method __init__ (line 75) | def __init__(self) -> None: method fill_orders_partially (line 78) | def fill_orders_partially(self, parameters: FillModelParameters, fills... method combo_market_fill (line 105) | def combo_market_fill(self, order: Order, parameters: FillModelParamet... method combo_limit_fill (line 110) | def combo_limit_fill(self, order: Order, parameters: FillModelParamete... method combo_leg_limit_fill (line 115) | def combo_leg_limit_fill(self, order: Order, parameters: FillModelPara... FILE: Algorithm.Python/CompleteOrderTagUpdateAlgorithm.py class CompleteOrderTagUpdateAlgorithm (line 19) | class CompleteOrderTagUpdateAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self) -> None: method on_data (line 36) | def on_data(self, data: Slice) -> None: method on_order_event (line 48) | def on_order_event(self, order_event: OrderEvent) -> None: method on_end_of_algorithm (line 63) | def on_end_of_algorithm(self) -> None: method assert_order_tag_update (line 72) | def assert_order_tag_update(self, ticket: OrderTicket, expected_tag: s... method update_order_tag (line 83) | def update_order_tag(self, ticket: OrderTicket, tag: str, error_messag... FILE: Algorithm.Python/CompositeAlphaModelFrameworkAlgorithm.py class CompositeAlphaModelFrameworkAlgorithm (line 23) | class CompositeAlphaModelFrameworkAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): FILE: Algorithm.Python/CompositeIndicatorWorksAsExpectedRegressionAlgorithm.py class CompositeIndicatorWorksAsExpectedRegressionAlgorithm (line 20) | class CompositeIndicatorWorksAsExpectedRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method composer (line 32) | def composer(self, l, r): method on_data (line 35) | def on_data(self, data): method on_end_of_algorithm (line 40) | def on_end_of_algorithm(self): FILE: Algorithm.Python/CompositeRiskManagementModelFrameworkAlgorithm.py class CompositeRiskManagementModelFrameworkAlgorithm (line 19) | class CompositeRiskManagementModelFrameworkAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/ConfidenceWeightedFrameworkAlgorithm.py class ConfidenceWeightedFrameworkAlgorithm (line 20) | class ConfidenceWeightedFrameworkAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_end_of_algorithm (line 43) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ConsolidateDifferentTickTypesRegressionAlgorithm.py class ConsolidateDifferentTickTypesRegressionAlgorithm (line 20) | class ConsolidateDifferentTickTypesRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_trade_tick_max_count (line 42) | def on_trade_tick_max_count(self, trade_bar): method on_quote_tick_max_count (line 47) | def on_quote_tick_max_count(self, quote_bar): method on_quote_tick (line 57) | def on_quote_tick(self, tick): method on_trade_tick (line 62) | def on_trade_tick(self, tick): method on_end_of_algorithm (line 67) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm.py class ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm (line 20) | class ConsolidateHourBarsIntoDailyBarsRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 42) | def on_data(self, data: Slice): method on_end_of_algorithm (line 67) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ConsolidateRegressionAlgorithm.py class ConsolidateRegressionAlgorithm (line 20) | class ConsolidateRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method increment_counter (line 75) | def increment_counter(self, id): method update_trade_bar (line 79) | def update_trade_bar(self, bar, position): method update_quote_bar (line 84) | def update_quote_bar(self, bar, position): method update_monthly_consolidator (line 89) | def update_monthly_consolidator(self, bar): method update_weekly_consolidator (line 93) | def update_weekly_consolidator(self, bar): method on_end_of_algorithm (line 98) | def on_end_of_algorithm(self): method on_data (line 129) | def on_data(self, data): FILE: Algorithm.Python/ConsolidateWithSizeAttributeRegressionAlgorithm.py class ConsolidateWithSizeAttributeRegressionAlgorithm (line 22) | class ConsolidateWithSizeAttributeRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method update_with_base_data (line 48) | def update_with_base_data(self, base_data, position): method update_with_trade_bar (line 53) | def update_with_trade_bar(self, trade_bar, position): method update_with_quote_bar (line 58) | def update_with_quote_bar(self, quote_bar, position): method update_with_renko_bar (line 63) | def update_with_renko_bar(self, renko_bar, position): method update_with_volume_renko_bar (line 68) | def update_with_volume_renko_bar(self, volume_renko_bar, position): method update_with_range_bar (line 73) | def update_with_range_bar(self, range_bar, position): method on_end_of_algorithm (line 78) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ConsolidatorStartTimeRegressionAlgorithm.py class ConsolidatorStartTimeRegressionAlgorithm (line 20) | class ConsolidatorStartTimeRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method bar_handler (line 39) | def bar_handler(self, _, bar): method on_end_of_algorithm (line 51) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ConstituentsQC500GeneratorAlgorithm.py class ConstituentsQC500GeneratorAlgorithm (line 25) | class ConstituentsQC500GeneratorAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): FILE: Algorithm.Python/ConstituentsUniverseRegressionAlgorithm.py class ConstituentsUniverseRegressionAlgorithm (line 19) | class ConstituentsUniverseRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 42) | def on_data(self, data): method on_end_of_algorithm (line 71) | def on_end_of_algorithm(self): method OnSecuritiesChanged (line 76) | def OnSecuritiesChanged(self, changes): FILE: Algorithm.Python/ContinuousFutureModelsConsistencyRegressionAlgorithm.py class ContinuousFutureModelsConsistencyRegressionAlgorithm (line 22) | class ContinuousFutureModelsConsistencyRegressionAlgorithm(OptionModelsC... method initialize_algorithm (line 24) | def initialize_algorithm(self) -> Security: FILE: Algorithm.Python/ContinuousFutureRegressionAlgorithm.py class ContinuousFutureRegressionAlgorithm (line 19) | class ContinuousFutureRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 36) | def on_data(self, data): method on_order_event (line 71) | def on_order_event(self, order_event): method on_securities_changed (line 75) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 78) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ConvertToFrameworkAlgorithm.py class ConvertToFrameworkAlgorithm (line 26) | class ConvertToFrameworkAlgorithm(QCAlgorithm): method initialize (line 32) | def initialize(self): method on_data (line 44) | def on_data(self, data): FILE: Algorithm.Python/CorrectConsolidatedBarTypeForTickTypesAlgorithm.py class CorrectConsolidatedBarTypeForTickTypesAlgorithm (line 19) | class CorrectConsolidatedBarTypeForTickTypesAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 32) | def on_data(self, slice: Slice) -> None: method on_end_of_algorithm (line 36) | def on_end_of_algorithm(self): method quote_tick_consolidation_handler (line 43) | def quote_tick_consolidation_handler(self, consolidated_bar: QuoteBar)... method trade_tick_consolidation_handler (line 49) | def trade_tick_consolidation_handler(self, consolidated_bar: TradeBar)... FILE: Algorithm.Python/CoveredAndProtectiveCallStrategiesAlgorithm.py class CoveredAndProtectiveCallStrategiesAlgorithm (line 22) | class CoveredAndProtectiveCallStrategiesAlgorithm(OptionStrategyFactoryM... method expected_orders_count (line 24) | def expected_orders_count(self) -> int: method trade_strategy (line 27) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol): method assert_strategy_position_group (line 38) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 57) | def liquidate_strategy(self): FILE: Algorithm.Python/CoveredAndProtectivePutStrategiesAlgorithm.py class CoveredAndProtectivePutStrategiesAlgorithm (line 22) | class CoveredAndProtectivePutStrategiesAlgorithm(OptionStrategyFactoryMe... method expected_orders_count (line 24) | def expected_orders_count(self) -> int: method trade_strategy (line 27) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol): method assert_strategy_position_group (line 39) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 58) | def liquidate_strategy(self): FILE: Algorithm.Python/CrunchDAOSignalExportDemonstrationAlgorithm.py class CrunchDAOSignalExportDemonstrationAlgorithm (line 22) | class CrunchDAOSignalExportDemonstrationAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self) -> None: method select_symbols (line 57) | def select_symbols(self, data: list[CrunchDaoSkeleton]) -> list[Symbol]: method on_securities_changed (line 60) | def on_securities_changed(self, changes: SecurityChanges) -> None: method submit_signals (line 66) | def submit_signals(self) -> None: class CrunchDaoSkeleton (line 94) | class CrunchDaoSkeleton(PythonData): method get_source (line 96) | def get_source(self, config: SubscriptionDataConfig, date: datetime, i... method reader (line 99) | def reader(self, config: SubscriptionDataConfig, line: str, date: date... FILE: Algorithm.Python/CustomBenchmarkAlgorithm.py class CustomBenchmarkAlgorithm (line 21) | class CustomBenchmarkAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 38) | def on_data(self, data): FILE: Algorithm.Python/CustomBenchmarkRegressionAlgorithm.py class CustomBenchmarkRegressionAlgorithm (line 20) | class CustomBenchmarkRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 28) | def on_data(self, slice): class CustomBenchmark (line 36) | class CustomBenchmark: method evaluate (line 37) | def evaluate(self, time): class CustomBrokerageModelWithCustomBenchmark (line 43) | class CustomBrokerageModelWithCustomBenchmark(CustomBrokerageModel): method get_benchmark (line 44) | def get_benchmark(self, securities): FILE: Algorithm.Python/CustomBrokerageModelRegressionAlgorithm.py class CustomBrokerageModelRegressionAlgorithm (line 19) | class CustomBrokerageModelRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 33) | def on_data(self, slice): method on_order_event (line 38) | def on_order_event(self, order_event): method on_end_of_algorithm (line 47) | def on_end_of_algorithm(self): class CustomBrokerageModel (line 55) | class CustomBrokerageModel(DefaultBrokerageModel): method can_submit_order (line 58) | def can_submit_order(self, security: Security, order: Order, message: ... method can_update_order (line 64) | def can_update_order(self, security: Security, order: Order, request: ... FILE: Algorithm.Python/CustomBrokerageSideOrderHandlingRegressionAlgorithm.py class CustomBrokerageSideOrderHandlingRegressionAlgorithm (line 22) | class CustomBrokerageSideOrderHandlingRegressionAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method on_end_of_algorithm (line 37) | def on_end_of_algorithm(self): class CustomBrokerageMessageHandler (line 48) | class CustomBrokerageMessageHandler(DefaultBrokerageMessageHandler): method __init__ (line 49) | def __init__(self, algorithm): method handle_message (line 52) | def handle_message(self, message): method handle_order (line 55) | def handle_order(self, event_args): FILE: Algorithm.Python/CustomBrokerageSideOrderHandlingRegressionPartialAlgorithm.py class CustomBrokerageSideOrderHandlingRegressionPartialAlgorithm (line 22) | class CustomBrokerageSideOrderHandlingRegressionPartialAlgorithm(QCAlgor... method initialize (line 28) | def initialize(self): method on_end_of_algorithm (line 37) | def on_end_of_algorithm(self): class CustomBrokerageMessageHandler (line 48) | class CustomBrokerageMessageHandler(DefaultBrokerageMessageHandler): method __init__ (line 49) | def __init__(self, algorithm): method handle_order (line 53) | def handle_order(self, event_args): FILE: Algorithm.Python/CustomBuyingPowerModelAlgorithm.py class CustomBuyingPowerModelAlgorithm (line 23) | class CustomBuyingPowerModelAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 36) | def on_data(self, slice): class CustomBuyingPowerModel (line 49) | class CustomBuyingPowerModel(BuyingPowerModel): method get_maximum_order_quantity_for_target_buying_power (line 50) | def get_maximum_order_quantity_for_target_buying_power(self, parameters): method has_sufficient_buying_power_for_order (line 55) | def has_sufficient_buying_power_for_order(self, parameters): method get_maintenance_margin (line 59) | def get_maintenance_margin(self, parameters): method get_reserved_buying_power_for_position (line 64) | def get_reserved_buying_power_for_position(self, parameters): FILE: Algorithm.Python/CustomChartingAlgorithm.py class CustomChartingAlgorithm (line 26) | class CustomChartingAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 63) | def on_data(self, slice): method on_end_of_day (line 86) | def on_end_of_day(self, symbol): FILE: Algorithm.Python/CustomConsolidatorRegressionAlgorithm.py class CustomConsolidatorRegressionAlgorithm (line 16) | class CustomConsolidatorRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_quote_bar_data_consolidated (line 47) | def on_quote_bar_data_consolidated(self, sender, bar): method on_data (line 64) | def on_data(self, slice): class DailyTimeQuoteBarConsolidator (line 78) | class DailyTimeQuoteBarConsolidator(QuoteBarConsolidator): method __init__ (line 89) | def __init__(self, close_time): method update (line 93) | def update(self, data): method scan (line 105) | def scan(self, time): class CustomQuoteBarConsolidator (line 123) | class CustomQuoteBarConsolidator(PythonConsolidator): method __init__ (line 134) | def __init__(self, period): method update (line 145) | def update(self, data): method scan (line 157) | def scan(self, time): FILE: Algorithm.Python/CustomDataBenchmarkRegressionAlgorithm.py class CustomDataBenchmarkRegressionAlgorithm (line 18) | class CustomDataBenchmarkRegressionAlgorithm(QCAlgorithm): method initialize (line 19) | def initialize(self): method on_data (line 29) | def on_data(self, data): method on_end_of_algorithm (line 33) | def on_end_of_algorithm(self): class ExampleCustomData (line 38) | class ExampleCustomData(PythonData): method get_source (line 40) | def get_source(self, config, date, is_live): method reader (line 44) | def reader(self, config, line, date, is_live): FILE: Algorithm.Python/CustomDataBitcoinAlgorithm.py class CustomDataBitcoinAlgorithm (line 24) | class CustomDataBitcoinAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 35) | def on_data(self, data): class Bitcoin (line 51) | class Bitcoin(PythonData): method get_source (line 54) | def get_source(self, config, date, is_live_mode): method reader (line 63) | def reader(self, config, line, date, is_live_mode): FILE: Algorithm.Python/CustomDataIconicTypesAddDataRegressionAlgorithm.py class CustomDataIconicTypesAddDataRegressionAlgorithm (line 21) | class CustomDataIconicTypesAddDataRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 60) | def on_data(self, data): FILE: Algorithm.Python/CustomDataIndicatorExtensionsAlgorithm.py class CustomDataIndicatorExtensionsAlgorithm (line 28) | class CustomDataIndicatorExtensionsAlgorithm(QCAlgorithm): method initialize (line 31) | def initialize(self): method on_data (line 56) | def on_data(self, data): FILE: Algorithm.Python/CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorithm.py class CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorithm (line 17) | class CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorith... method initialize (line 19) | def initialize(self): method coarse_selector (line 28) | def coarse_selector(self, coarse): method on_data (line 45) | def on_data(self, data): FILE: Algorithm.Python/CustomDataLinkedIconicTypeAddDataOnSecuritiesChangedRegressionAlgorithm.py class CustomDataLinkedIconicTypeAddDataOnSecuritiesChangedRegressionAlgorithm (line 17) | class CustomDataLinkedIconicTypeAddDataOnSecuritiesChangedRegressionAlgo... method initialize (line 19) | def initialize(self): method coarse_selector (line 28) | def coarse_selector(self, coarse): method on_data (line 38) | def on_data(self, data): method on_securities_changed (line 47) | def on_securities_changed(self, changes): FILE: Algorithm.Python/CustomDataMultiFileObjectStoreRegressionAlgorithm.py class CustomDataMultiFileObjectStoreRegressionAlgorithm (line 18) | class CustomDataMultiFileObjectStoreRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 47) | def on_data(self, slice: Slice): method on_end_of_algorithm (line 55) | def on_end_of_algorithm(self): method get_custom_data_key (line 81) | def get_custom_data_key(date: date) -> str: class ExampleCustomData (line 84) | class ExampleCustomData(PythonData): method get_source (line 87) | def get_source(self, config, date, is_live): method reader (line 92) | def reader(self, config, line, date, is_live): FILE: Algorithm.Python/CustomDataNIFTYAlgorithm.py class CustomDataNIFTYAlgorithm (line 23) | class CustomDataNIFTYAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 44) | def on_data(self, data): class Nifty (line 74) | class Nifty(PythonData): method get_source (line 76) | def get_source(self, config, date, is_live_mode): method reader (line 80) | def reader(self, config, line, date, is_live_mode): class DollarRupee (line 108) | class DollarRupee(PythonData): method get_source (line 110) | def get_source(self, config, date, is_live_mode): method reader (line 113) | def reader(self, config, line, date, is_live_mode): class CorrelationPair (line 134) | class CorrelationPair: method __init__ (line 136) | def __init__(self, *args): method date (line 142) | def date(self): FILE: Algorithm.Python/CustomDataObjectStoreRegressionAlgorithm.py class CustomDataObjectStoreRegressionAlgorithm (line 18) | class CustomDataObjectStoreRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 38) | def on_data(self, slice: Slice): method on_end_of_algorithm (line 46) | def on_end_of_algorithm(self): method get_custom_data_key (line 71) | def get_custom_data_key(self): method save_data_to_object_store (line 74) | def save_data_to_object_store(self): class ExampleCustomData (line 77) | class ExampleCustomData(PythonData): method get_source (line 80) | def get_source(self, config, date, is_live): method reader (line 83) | def reader(self, config, line, date, is_live): FILE: Algorithm.Python/CustomDataPropertiesRegressionAlgorithm.py class CustomDataPropertiesRegressionAlgorithm (line 25) | class CustomDataPropertiesRegressionAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self) -> None: method on_data (line 52) | def on_data(self, data: Slice) -> None: method on_end_of_algorithm (line 57) | def on_end_of_algorithm(self) -> None: class Bitcoin (line 63) | class Bitcoin(PythonData): method get_source (line 66) | def get_source(self, config: SubscriptionDataConfig, date: datetime, i... method reader (line 76) | def reader(self, config: SubscriptionDataConfig, line: str, date: date... FILE: Algorithm.Python/CustomDataRegressionAlgorithm.py class CustomDataRegressionAlgorithm (line 25) | class CustomDataRegressionAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self) -> None: method on_data (line 39) | def on_data(self, data: Slice) -> None: method on_securities_changed (line 44) | def on_securities_changed(self, changes: SecurityChanges) -> None: method on_end_of_algorithm (line 52) | def on_end_of_algorithm(self) -> None: class Bitcoin (line 56) | class Bitcoin(PythonData): method get_source (line 59) | def get_source(self, config: SubscriptionDataConfig, date: datetime, i... method reader (line 69) | def reader(self, config: SubscriptionDataConfig, line: str, date: date... FILE: Algorithm.Python/CustomDataSecurityCacheGetDataRegressionAlgorithm.py class CustomDataSecurityCacheGetDataRegressionAlgorithm (line 21) | class CustomDataSecurityCacheGetDataRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self) -> None: method on_data (line 32) | def on_data(self, data: Slice) -> None: FILE: Algorithm.Python/CustomDataTypeHistoryAlgorithm.py class CustomDataTypeHistoryAlgorithm (line 18) | class CustomDataTypeHistoryAlgorithm(QCAlgorithm): method initialize (line 19) | def initialize(self): method _assert_history_data (line 39) | def _assert_history_data(self, history: List[PythonData]) -> None: class CustomDataType (line 46) | class CustomDataType(PythonData): method get_source (line 48) | def get_source(self, config: SubscriptionDataConfig, date: datetime, i... method reader (line 52) | def reader(self, config: SubscriptionDataConfig, line: str, date: date... FILE: Algorithm.Python/CustomDataUniverseAlgorithm.py class CustomDataUniverseAlgorithm (line 25) | class CustomDataUniverseAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method nyse_top_gainers (line 42) | def nyse_top_gainers(self, data): method on_data (line 46) | def on_data(self, slice): method on_securities_changed (line 49) | def on_securities_changed(self, changes): class NyseTopGainers (line 66) | class NyseTopGainers(PythonData): method __init__ (line 67) | def __init__(self): method get_source (line 71) | def get_source(self, config, date, is_live_mode): method reader (line 77) | def reader(self, config, line, date, is_live_mode): FILE: Algorithm.Python/CustomDataUniverseRegressionAlgorithm.py class CustomDataUniverseRegressionAlgorithm (line 19) | class CustomDataUniverseRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method selection (line 32) | def selection(self, coarse): method on_data (line 49) | def on_data(self, data): method on_end_of_algorithm (line 66) | def on_end_of_algorithm(self): method on_securities_changed (line 70) | def on_securities_changed(self, changes): class MyPyCustomData (line 83) | class MyPyCustomData(PythonData): method get_source (line 85) | def get_source(self, config, date, is_live_mode): method reader (line 89) | def reader(self, config, line, date, is_live_mode): FILE: Algorithm.Python/CustomDataUniverseScheduledRegressionAlgorithm.py class CustomDataUniverseScheduledRegressionAlgorithm (line 19) | class CustomDataUniverseScheduledRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method selection (line 34) | def selection(self, coarse): method on_data (line 51) | def on_data(self, data): method on_end_of_algorithm (line 68) | def on_end_of_algorithm(self): class MyPyCustomData (line 72) | class MyPyCustomData(PythonData): method get_source (line 74) | def get_source(self, config, date, is_live_mode): method reader (line 78) | def reader(self, config, line, date, is_live_mode): FILE: Algorithm.Python/CustomDataUsingMapFileRegressionAlgorithm.py class CustomDataUsingMapFileRegressionAlgorithm (line 26) | class CustomDataUsingMapFileRegressionAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method on_data (line 42) | def on_data(self, slice): method on_end_of_algorithm (line 60) | def on_end_of_algorithm(self): class CustomDataUsingMapping (line 66) | class CustomDataUsingMapping(PythonData): method get_source (line 70) | def get_source(self, config, date, is_live_mode): method reader (line 77) | def reader(self, config, line, date, is_live_mode): method requires_mapping (line 80) | def requires_mapping(self): method is_sparse_data (line 84) | def is_sparse_data(self): method default_resolution (line 88) | def default_resolution(self): method supported_resolutions (line 92) | def supported_resolutions(self): FILE: Algorithm.Python/CustomDataZippedObjectStoreRegressionAlgorithm.py class CustomDataZippedObjectStoreRegressionAlgorithm (line 20) | class CustomDataZippedObjectStoreRegressionAlgorithm(CustomDataObjectSto... method get_custom_data_key (line 22) | def get_custom_data_key(self): method save_data_to_object_store (line 25) | def save_data_to_object_store(self): FILE: Algorithm.Python/CustomIndicatorAlgorithm.py class CustomIndicatorAlgorithm (line 23) | class CustomIndicatorAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self) -> None: method custom_updated (line 40) | def custom_updated(self, sender: object, updated: IndicatorDataPoint) ... method on_data (line 43) | def on_data(self, data: Slice) -> None: method on_end_of_algorithm (line 56) | def on_end_of_algorithm(self) -> None: class CustomSimpleMovingAverage (line 62) | class CustomSimpleMovingAverage(PythonIndicator): method __init__ (line 63) | def __init__(self, name: str, period: int) -> None: method update (line 70) | def update(self, input: IndicatorDataPoint) -> bool: FILE: Algorithm.Python/CustomIndicatorWithExtensionAlgorithm.py class CustomIndicatorWithExtensionAlgorithm (line 19) | class CustomIndicatorWithExtensionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self) -> None: method on_sma_updated (line 43) | def on_sma_updated(self, sender: object, updated: IndicatorDataPoint) ... method on_indicator_extension_updated (line 49) | def on_indicator_extension_updated(self, sender: object, updated: Indi... method on_minus_updated (line 61) | def on_minus_updated(self, sender: object, updated: IndicatorDataPoint... method on_end_of_algorithm (line 70) | def on_end_of_algorithm(self) -> None: class CustomSimpleMovingAverage (line 75) | class CustomSimpleMovingAverage(PythonIndicator): method __init__ (line 76) | def __init__(self, name: str, period: int) -> None: method update (line 82) | def update(self, input: BaseData) -> bool: FILE: Algorithm.Python/CustomMarginInterestRateModelAlgorithm.py class CustomMarginInterestRateModelAlgorithm (line 19) | class CustomMarginInterestRateModelAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 33) | def on_data(self, data: Slice): method on_order_event (line 37) | def on_order_event(self, order_event: OrderEvent): method on_end_of_algorithm (line 41) | def on_end_of_algorithm(self): class CustomMarginInterestRateModel (line 51) | class CustomMarginInterestRateModel: method __init__ (line 52) | def __init__(self): method apply_margin_interest_rate (line 56) | def apply_margin_interest_rate(self, parameters: MarginInterestRatePar... FILE: Algorithm.Python/CustomModelsAlgorithm.py class CustomModelsAlgorithm (line 27) | class CustomModelsAlgorithm(QCAlgorithm): method initialize (line 31) | def initialize(self): method on_data (line 43) | def on_data(self, data): class CustomFillModel (line 58) | class CustomFillModel(ImmediateFillModel): method __init__ (line 59) | def __init__(self, algorithm): method market_fill (line 65) | def market_fill(self, asset, order): class CustomFeeModel (line 86) | class CustomFeeModel(FeeModel): method __init__ (line 87) | def __init__(self, algorithm): method get_order_fee (line 91) | def get_order_fee(self, parameters): class CustomSlippageModel (line 99) | class CustomSlippageModel: method __init__ (line 100) | def __init__(self, algorithm): method get_slippage_approximation (line 103) | def get_slippage_approximation(self, asset, order): class CustomBuyingPowerModel (line 109) | class CustomBuyingPowerModel(BuyingPowerModel): method __init__ (line 110) | def __init__(self, algorithm): method has_sufficient_buying_power_for_order (line 114) | def has_sufficient_buying_power_for_order(self, parameters): class SimpleCustomFillModel (line 122) | class SimpleCustomFillModel(FillModel): method __init__ (line 123) | def __init__(self): method _create_order_event (line 126) | def _create_order_event(self, asset, order): method _set_order_event_to_filled (line 130) | def _set_order_event_to_filled(self, fill, fill_price, fill_quantity): method _get_trade_bar (line 136) | def _get_trade_bar(self, asset, order_direction): method market_fill (line 144) | def market_fill(self, asset, order): method stop_market_fill (line 153) | def stop_market_fill(self, asset, order): method limit_fill (line 168) | def limit_fill(self, asset, order): FILE: Algorithm.Python/CustomModelsPEP8Algorithm.py class CustomModelsPEP8Algorithm (line 28) | class CustomModelsPEP8Algorithm(QCAlgorithm): method initialize (line 32) | def initialize(self): method on_data (line 44) | def on_data(self, data): class CustomFillModelPEP8 (line 56) | class CustomFillModelPEP8(ImmediateFillModel): method __init__ (line 57) | def __init__(self, algorithm): method market_fill (line 63) | def market_fill(self, asset, order): class CustomFeeModelPEP8 (line 84) | class CustomFeeModelPEP8(FeeModel): method __init__ (line 85) | def __init__(self, algorithm): method get_order_fee (line 89) | def get_order_fee(self, parameters): class CustomSlippageModelPEP8 (line 97) | class CustomSlippageModelPEP8: method __init__ (line 98) | def __init__(self, algorithm): method get_slippage_approximation (line 101) | def get_slippage_approximation(self, asset, order): class CustomBuyingPowerModelPEP8 (line 107) | class CustomBuyingPowerModelPEP8(BuyingPowerModel): method __init__ (line 108) | def __init__(self, algorithm): method has_sufficient_buying_power_for_order (line 112) | def has_sufficient_buying_power_for_order(self, parameters): class SimpleCustomFillModelPEP8 (line 118) | class SimpleCustomFillModelPEP8(FillModel): method __init__ (line 119) | def __init__(self): method _create_order_event (line 122) | def _create_order_event(self, asset, order): method _set_order_event_to_filled (line 126) | def _set_order_event_to_filled(self, fill, fill_price, fill_quantity): method _get_trade_bar (line 132) | def _get_trade_bar(self, asset, order_direction): method market_fill (line 140) | def market_fill(self, asset, order): method stop_market_fill (line 148) | def stop_market_fill(self, asset, order): method limit_fill (line 164) | def limit_fill(self, asset, order): FILE: Algorithm.Python/CustomOptionAssignmentRegressionAlgorithm.py class CustomOptionAssignmentRegressionAlgorithm (line 20) | class CustomOptionAssignmentRegressionAlgorithm(OptionAssignmentRegressi... method initialize (line 21) | def initialize(self): method custom_security_initializer (line 25) | def custom_security_initializer(self, security): method on_data (line 30) | def on_data(self, data): class PyCustomOptionAssignmentModel (line 33) | class PyCustomOptionAssignmentModel(DefaultOptionAssignmentModel): method __init__ (line 34) | def __init__(self, required_in_the_money_percent): method get_assignment (line 37) | def get_assignment(self, parameters): FILE: Algorithm.Python/CustomOptionExerciseModelRegressionAlgorithm.py class CustomOptionExerciseModelRegressionAlgorithm (line 20) | class CustomOptionExerciseModelRegressionAlgorithm(OptionAssignmentRegre... method initialize (line 21) | def initialize(self): method custom_security_initializer (line 25) | def custom_security_initializer(self, security): method on_data (line 29) | def on_data(self, data): class CustomExerciseModel (line 32) | class CustomExerciseModel(DefaultExerciseModel): method option_exercise (line 33) | def option_exercise(self, option: Option, order: OptionExerciseOrder): FILE: Algorithm.Python/CustomOptionPriceModelRegressionAlgorithm.py class CustomOptionPriceModelRegressionAlgorithm (line 19) | class CustomOptionPriceModelRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 33) | def on_data(self, slice): method on_end_of_algorithm (line 52) | def on_end_of_algorithm(self): class CustomOptionPriceModel (line 56) | class CustomOptionPriceModel(): method __init__ (line 57) | def __init__(self): method evaluate (line 60) | def evaluate(self, parameters): FILE: Algorithm.Python/CustomPartialFillModelAlgorithm.py class CustomPartialFillModelAlgorithm (line 20) | class CustomPartialFillModelAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 35) | def on_data(self, data): class CustomPartialFillModel (line 46) | class CustomPartialFillModel(FillModel): method __init__ (line 49) | def __init__(self, algorithm): method market_fill (line 53) | def market_fill(self, asset, order): FILE: Algorithm.Python/CustomPortfolioOptimizerRegressionAlgorithm.py class CustomPortfolioOptimizerRegressionAlgorithm (line 24) | class CustomPortfolioOptimizerRegressionAlgorithm(MeanVarianceOptimizati... method initialize (line 25) | def initialize(self): class CustomPortfolioOptimizer (line 29) | class CustomPortfolioOptimizer: method optimize (line 30) | def optimize(self, historical_returns, expected_returns, covariance): FILE: Algorithm.Python/CustomSecurityDataFilterRegressionAlgorithm.py class CustomSecurityDataFilterRegressionAlgorithm (line 19) | class CustomSecurityDataFilterRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 29) | def on_data(self, data): class CustomDataFilter (line 36) | class CustomDataFilter(SecurityDataFilter): method filter (line 37) | def filter(self, vehicle: Security, data: BaseData) -> bool: FILE: Algorithm.Python/CustomSecurityInitializerAlgorithm.py class CustomSecurityInitializerAlgorithm (line 25) | class CustomSecurityInitializerAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 40) | def on_data(self, data): method custom_seed_function (line 44) | def custom_seed_function(self, security): class CustomSecurityInitializer (line 62) | class CustomSecurityInitializer(BrokerageModelSecurityInitializer): method __init__ (line 67) | def __init__(self, brokerage_model, security_seeder, data_normalizatio... method initialize (line 75) | def initialize(self, security): FILE: Algorithm.Python/CustomSettlementModelRegressionAlgorithm.py class CustomSettlementModelRegressionAlgorithm (line 20) | class CustomSettlementModelRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method set_settlement_model (line 28) | def set_settlement_model(self, security): method on_data (line 31) | def on_data(self, slice): method on_end_of_algorithm (line 36) | def on_end_of_algorithm(self): class CustomSettlementModel (line 44) | class CustomSettlementModel: method apply_funds (line 45) | def apply_funds(self, parameters): method scan (line 50) | def scan(self, parameters): method get_unsettled_cash (line 54) | def get_unsettled_cash(self): class CustomBrokerageModelWithCustomSettlementModel (line 57) | class CustomBrokerageModelWithCustomSettlementModel(CustomBrokerageModel): method get_settlement_model (line 58) | def get_settlement_model(self, security): FILE: Algorithm.Python/CustomShortableProviderRegressionAlgorithm.py class CustomShortableProviderRegressionAlgorithm (line 19) | class CustomShortableProviderRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self) -> None: method on_data (line 28) | def on_data(self, data: Slice) -> None: method on_end_of_algorithm (line 33) | def on_end_of_algorithm(self) -> None: class CustomShortableProvider (line 49) | class CustomShortableProvider(NullShortableProvider): method fee_rate (line 50) | def fee_rate(self, symbol: Symbol, local_time: datetime) -> float: method rebate_rate (line 52) | def rebate_rate(self, symbol: Symbol, local_time: datetime) -> float: method shortable_quantity (line 54) | def shortable_quantity(self, symbol: Symbol, local_time: datetime) -> ... FILE: Algorithm.Python/CustomSignalExportDemonstrationAlgorithm.py class CustomSignalExportDemonstrationAlgorithm (line 22) | class CustomSignalExportDemonstrationAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self) -> None: method on_data (line 41) | def on_data(self, data: Slice) -> None: class CustomSignalExport (line 48) | class CustomSignalExport: method send (line 49) | def send(self, parameters: SignalExportTargetParameters) -> bool: method dispose (line 59) | def dispose(self): FILE: Algorithm.Python/CustomUniverseSelectionModelRegressionAlgorithm.py class CustomUniverseSelectionModelRegressionAlgorithm (line 20) | class CustomUniverseSelectionModelRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 29) | def on_data(self, data): class MyCustomUniverseSelectionModel (line 39) | class MyCustomUniverseSelectionModel(FundamentalUniverseSelectionModel): method __init__ (line 41) | def __init__(self, universe_settings = None): method select (line 45) | def select(self, algorithm, fundamental): FILE: Algorithm.Python/CustomVolatilityModelAlgorithm.py class CustomVolatilityModelAlgorithm (line 22) | class CustomVolatilityModelAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 33) | def on_data(self, data): class CustomVolatilityModel (line 41) | class CustomVolatilityModel(): method __init__ (line 42) | def __init__(self, periods): method update (line 54) | def update(self, security, data): method get_history_requirements (line 74) | def get_history_requirements(self, security, utc_time): FILE: Algorithm.Python/CustomWarmUpPeriodIndicatorAlgorithm.py class CustomWarmUpPeriodIndicatorAlgorithm (line 25) | class CustomWarmUpPeriodIndicatorAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self) -> None: method on_data (line 77) | def on_data(self, data: Slice) -> None: class CSMANotWarmUp (line 98) | class CSMANotWarmUp(PythonIndicator): method __init__ (line 99) | def __init__(self, name: str, period: int) -> None: method update (line 106) | def update(self, input: IndicatorDataPoint) -> bool: class CSMAWithWarmUp (line 114) | class CSMAWithWarmUp(CSMANotWarmUp): method __init__ (line 115) | def __init__(self, name: str, period: int) -> None: class CustomSMA (line 121) | class CustomSMA(): method __init__ (line 122) | def __init__(self, name: str, period: int) -> None: method update (line 131) | def update(self, input: IndicatorDataPoint) -> bool: FILE: Algorithm.Python/DailyAlgorithm.py class DailyAlgorithm (line 22) | class DailyAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 37) | def on_data(self, data): FILE: Algorithm.Python/DataConsolidationAlgorithm.py class DataConsolidationAlgorithm (line 31) | class DataConsolidationAlgorithm(QCAlgorithm): method initialize (line 33) | def initialize(self): method on_data (line 111) | def on_data(self, data): method on_end_of_day (line 116) | def on_end_of_day(self, symbol): method thirty_minute_bar_handler (line 121) | def thirty_minute_bar_handler(self, sender, consolidated): method three_day_bar_consolidated_handler (line 137) | def three_day_bar_consolidated_handler(self, sender, consolidated): method forty_five_minute_bar_handler (line 144) | def forty_five_minute_bar_handler(self, consolidated): method hour_bar_handler (line 149) | def hour_bar_handler(self, consolidated): method daily_eur_usd_bar_handler (line 154) | def daily_eur_usd_bar_handler(self, consolidated): method calendar_trade_bar_handler (line 158) | def calendar_trade_bar_handler(self, trade_bar): method calendar_quote_bar_handler (line 161) | def calendar_quote_bar_handler(self, quote_bar): method custom_monthly (line 164) | def custom_monthly(self, dt): method custom_monthly_handler (line 171) | def custom_monthly_handler(self, sender, consolidated): method on_end_of_algorithm (line 175) | def on_end_of_algorithm(self): FILE: Algorithm.Python/DefaultSchedulingSymbolRegressionAlgorithm.py class DefaultSchedulingSymbolRegressionAlgorithm (line 19) | class DefaultSchedulingSymbolRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method _implicit_check (line 32) | def _implicit_check(self): method _explicit_check (line 37) | def _explicit_check(self): method on_end_of_algorithm (line 42) | def on_end_of_algorithm(self): FILE: Algorithm.Python/DelistingEventsAlgorithm.py class DelistingEventsAlgorithm (line 23) | class DelistingEventsAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 36) | def on_data(self, data): method on_order_event (line 78) | def on_order_event(self, order_event): FILE: Algorithm.Python/DescendingCustomDataObjectStoreRegressionAlgorithm.py class DescendingCustomDataObjectStoreRegressionAlgorithm (line 20) | class DescendingCustomDataObjectStoreRegressionAlgorithm(QCAlgorithm): method initialize (line 43) | def initialize(self) -> None: method on_data (line 60) | def on_data(self, slice: Slice) -> None: method on_end_of_algorithm (line 68) | def on_end_of_algorithm(self) -> None: method get_custom_data_key (line 85) | def get_custom_data_key(self) -> str: class SortCustomData (line 89) | class SortCustomData(PythonData): method get_source (line 92) | def get_source(self, config: SubscriptionDataConfig, date: datetime, i... method reader (line 99) | def reader(self, config: SubscriptionDataConfig, line: str, date: date... FILE: Algorithm.Python/DisplacedMovingAverageRibbon.py class DisplacedMovingAverageRibbon (line 27) | class DisplacedMovingAverageRibbon(QCAlgorithm): method initialize (line 30) | def initialize(self): method on_data (line 54) | def on_data(self, data): method is_ascending (line 73) | def is_ascending(self, values): method is_descending (line 85) | def is_descending(self, values): FILE: Algorithm.Python/DividendAlgorithm.py class DividendAlgorithm (line 23) | class DividendAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 40) | def on_data(self, data): method on_order_event (line 59) | def on_order_event(self, order_event): FILE: Algorithm.Python/DropboxBaseDataUniverseSelectionAlgorithm.py class DropboxBaseDataUniverseSelectionAlgorithm (line 24) | class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self) -> None: method stock_data_source (line 48) | def stock_data_source(self, data: list[DynamicData]) -> list[Symbol]: method on_data (line 55) | def on_data(self, slice: Slice) -> None: method on_securities_changed (line 71) | def on_securities_changed(self, changes: SecurityChanges) -> None: class StockDataSource (line 74) | class StockDataSource(PythonData): method get_source (line 76) | def get_source(self, config: SubscriptionDataConfig, date: datetime, i... method reader (line 81) | def reader(self, config: SubscriptionDataConfig, line: str, date: date... FILE: Algorithm.Python/DropboxCoarseFineAlgorithm.py class DropboxCoarseFineAlgorithm (line 23) | class DropboxCoarseFineAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_end_of_day (line 35) | def on_end_of_day(self, symbol: Symbol) -> None: method select_coarse (line 38) | def select_coarse(self, coarse): method select_fine (line 41) | def select_fine(self, fine): method get_symbols (line 47) | def get_symbols(self): method parse (line 69) | def parse(self, url): method on_securities_changed (line 90) | def on_securities_changed(self, changes): FILE: Algorithm.Python/DropboxUniverseSelectionAlgorithm.py class DropboxUniverseSelectionAlgorithm (line 25) | class DropboxUniverseSelectionAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self) -> None: method selector (line 42) | def selector(self, date: datetime) -> list[str]: method on_data (line 69) | def on_data(self, slice: Slice) -> None: method on_securities_changed (line 85) | def on_securities_changed(self, changes: SecurityChanges) -> None: FILE: Algorithm.Python/DynamicSecurityDataRegressionAlgorithm.py class DynamicSecurityDataRegressionAlgorithm (line 20) | class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 49) | def on_data(self, data): FILE: Algorithm.Python/ETFConstituentUniverseCompositeDelistingRegressionAlgorithm.py class ETFConstituentUniverseCompositeDelistingRegressionAlgorithm (line 20) | class ETFConstituentUniverseCompositeDelistingRegressionAlgorithm(QCAlgo... method initialize (line 21) | def initialize(self): method filter_etfs (line 39) | def filter_etfs(self, constituents): method on_data (line 50) | def on_data(self, data): method on_securities_changed (line 57) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 75) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ETFConstituentUniverseCompositeDelistingRegressionAlgorithmNoAddEquityETF.py class ETFConstituentUniverseCompositeDelistingRegressionAlgorithmNoAddEquityETF (line 20) | class ETFConstituentUniverseCompositeDelistingRegressionAlgorithmNoAddEq... method initialize (line 21) | def initialize(self): method filter_etfs (line 39) | def filter_etfs(self, constituents): method on_data (line 50) | def on_data(self, data): method on_securities_changed (line 57) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 70) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ETFConstituentUniverseFilterFunctionRegressionAlgorithm.py class ETFConstituentUniverseFilterFunctionRegressionAlgorithm (line 19) | class ETFConstituentUniverseFilterFunctionRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method filter_etfs (line 40) | def filter_etfs(self, constituents): method on_data (line 59) | def on_data(self, data): method on_securities_changed (line 91) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 97) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ETFConstituentUniverseFrameworkRegressionAlgorithm.py class ETFConstituentAlphaModel (line 22) | class ETFConstituentAlphaModel(AlphaModel): method on_securities_changed (line 23) | def on_securities_changed(self, algorithm: QCAlgorithm, changes: Secur... method update (line 30) | def update(self, algorithm: QCAlgorithm, data: Slice) -> list[Insight]: class ETFConstituentPortfolioModel (line 59) | class ETFConstituentPortfolioModel(PortfolioConstructionModel): method __init__ (line 60) | def __init__(self) -> None: method on_securities_changed (line 67) | def on_securities_changed(self, algorithm: QCAlgorithm, changes: Secur... method create_targets (line 75) | def create_targets(self, algorithm: QCAlgorithm, insights: list[Insigh... class ETFConstituentExecutionModel (line 89) | class ETFConstituentExecutionModel(ExecutionModel): method on_securities_changed (line 93) | def on_securities_changed(self, algorithm: QCAlgorithm, changes: Secur... method execute (line 103) | def execute(self, algorithm: QCAlgorithm, targets: list[IPortfolioTarg... class ETFConstituentUniverseFrameworkRegressionAlgorithm (line 110) | class ETFConstituentUniverseFrameworkRegressionAlgorithm(QCAlgorithm): method initialize (line 114) | def initialize(self) -> None: method filter_etf_constituents (line 135) | def filter_etf_constituents(self, constituents: list[ETFConstituentUni... FILE: Algorithm.Python/ETFConstituentUniverseMappedCompositeRegressionAlgorithm.py class ETFConstituentUniverseFilterFunctionRegressionAlgorithm (line 20) | class ETFConstituentUniverseFilterFunctionRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method filter_etfs (line 38) | def filter_etfs(self, constituents): method on_data (line 51) | def on_data(self, data): method on_end_of_algorithm (line 75) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ETFConstituentUniverseRSIAlphaModelAlgorithm.py class ETFConstituentUniverseRSIAlphaModelAlgorithm (line 21) | class ETFConstituentUniverseRSIAlphaModelAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method filter_etf_constituents (line 47) | def filter_etf_constituents(self, constituents): class ConstituentWeightedRsiAlphaModel (line 55) | class ConstituentWeightedRsiAlphaModel(AlphaModel): method __init__ (line 56) | def __init__(self, max_trades=None): method update (line 59) | def update(self, algorithm: QCAlgorithm, data: Slice): class SymbolData (line 115) | class SymbolData: method __init__ (line 116) | def __init__(self, symbol, algorithm, constituent, period): FILE: Algorithm.Python/ETFConstituentsFrameworkAlgorithm.py class ETFConstituentsFrameworkAlgorithm (line 20) | class ETFConstituentsFrameworkAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method etf_constituents_filter (line 36) | def etf_constituents_filter(self, constituents: List[ETFConstituentDat... FILE: Algorithm.Python/ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm.py class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm (line 21) | class ETFConstituentsFrameworkWithDifferentSelectionModelAlgorithm(ETFCo... method initialize (line 23) | def initialize(self): FILE: Algorithm.Python/ETFGlobalRotationAlgorithm.py class ETFGlobalRotationAlgorithm (line 29) | class ETFGlobalRotationAlgorithm(QCAlgorithm): method initialize (line 31) | def initialize(self): method on_data (line 55) | def on_data(self, data): class Score (line 84) | class Score(object): method __init__ (line 86) | def __init__(self,one_month_performance_value,three_month_performance_... method objective_score (line 90) | def objective_score(self): FILE: Algorithm.Python/EmaCrossAlphaModelFrameworkRegressionAlgorithm.py class EmaCrossAlphaModelFrameworkRegressionAlgorithm (line 21) | class EmaCrossAlphaModelFrameworkRegressionAlgorithm(BaseFrameworkRegres... method initialize (line 23) | def initialize(self): method on_end_of_algorithm (line 27) | def on_end_of_algorithm(self): FILE: Algorithm.Python/EmaCrossFuturesFrontMonthAlgorithm.py class EmaCrossFuturesFrontMonthAlgorithm (line 22) | class EmaCrossFuturesFrontMonthAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 50) | def on_data(self,slice): method on_securities_changed (line 63) | def on_securities_changed(self, changes): method plot_ema (line 88) | def plot_ema(self): FILE: Algorithm.Python/EmaCrossUniverseSelectionAlgorithm.py class EmaCrossUniverseSelectionAlgorithm (line 24) | class EmaCrossUniverseSelectionAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method coarse_selection_function (line 45) | def coarse_selection_function(self, coarse): method on_securities_changed (line 69) | def on_securities_changed(self, changes): class SymbolData (line 80) | class SymbolData(object): method __init__ (line 81) | def __init__(self, symbol): method update (line 89) | def update(self, time, value): FILE: Algorithm.Python/EmaCrossUniverseSelectionFrameworkAlgorithm.py class EmaCrossUniverseSelectionFrameworkAlgorithm (line 23) | class EmaCrossUniverseSelectionFrameworkAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): FILE: Algorithm.Python/ExecutionModelOrderEventsRegressionAlgorithm.py class ExecutionModelOrderEventsRegressionAlgorithm (line 20) | class ExecutionModelOrderEventsRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_order_event (line 37) | def on_order_event(self, order_event): method on_end_of_algorithm (line 40) | def on_end_of_algorithm(self): class CustomImmediateExecutionModel (line 50) | class CustomImmediateExecutionModel(ExecutionModel): method __init__ (line 51) | def __init__(self): method execute (line 56) | def execute(self, algorithm, targets): method on_order_event (line 73) | def on_order_event(self, algorithm, order_event): FILE: Algorithm.Python/ExpiryHelperAlphaModelFrameworkAlgorithm.py class ExpiryHelperAlphaModelFrameworkAlgorithm (line 19) | class ExpiryHelperAlphaModelFrameworkAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self) -> None: method on_insights_generated (line 43) | def on_insights_generated(self, s: IAlgorithm, e: GeneratedInsightsCol... class ExpiryHelperAlphaModel (line 47) | class ExpiryHelperAlphaModel(AlphaModel): method update (line 51) | def update(self, algorithm: QCAlgorithm, data: Slice) -> list[Insight]: FILE: Algorithm.Python/ExtendedMarketTradingRegressionAlgorithm.py class ExtendedMarketTradingRegressionAlgorithm (line 22) | class ExtendedMarketTradingRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 34) | def on_data(self, data): method on_order_event (line 45) | def on_order_event(self, order_event): method in_market_hours (line 50) | def in_market_hours(self): FILE: Algorithm.Python/FilterUniverseRegressionAlgorithm.py class FilterUniverseRegressionAlgorithm (line 23) | class FilterUniverseRegressionAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method filter_function (line 41) | def filter_function(self, universe): method on_data (line 45) | def on_data(self,slice): FILE: Algorithm.Python/FilteredIdentityAlgorithm.py class FilteredIdentityAlgorithm (line 22) | class FilteredIdentityAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method filter (line 37) | def filter(self, data): method on_data (line 44) | def on_data(self, data): FILE: Algorithm.Python/FinancialAdvisorDemoAlgorithm.py class FinancialAdvisorDemoAlgorithm (line 23) | class FinancialAdvisorDemoAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 54) | def on_data(self, data): FILE: Algorithm.Python/FineFundamentalFilteredUniverseRegressionAlgorithm.py class FineFundamentalFilteredUniverseRegressionAlgorithm (line 20) | class FineFundamentalFilteredUniverseRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method fine_selection_function (line 32) | def fine_selection_function(self, fine): method on_data (line 35) | def on_data(self, data): FILE: Algorithm.Python/ForwardDataOnlyFillModelAlgorithm.py class ForwardDataOnlyFillModelAlgorithm (line 20) | class ForwardDataOnlyFillModelAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method trade (line 30) | def trade(self): method on_order_event (line 39) | def on_order_event(self, order_event: OrderEvent): class ForwardDataOnlyFillModel (line 44) | class ForwardDataOnlyFillModel(EquityFillModel): method fill (line 45) | def fill(self, parameters: FillModelParameters): FILE: Algorithm.Python/FractionalQuantityRegressionAlgorithm.py class FractionalQuantityRegressionAlgorithm (line 22) | class FractionalQuantityRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method data_consolidated (line 44) | def data_consolidated(self, sender, bar): FILE: Algorithm.Python/FuncRiskFreeRateInterestRateModelWithPythonLambda.py class FuncRiskFreeRateInterestRateModelWithPythonLambda (line 19) | class FuncRiskFreeRateInterestRateModelWithPythonLambda(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 27) | def on_data(self, slice): FILE: Algorithm.Python/FundamentalCustomSelectionTimeRegressionAlgorithm.py class FundamentalCustomSelectionTimeRegressionAlgorithm (line 19) | class FundamentalCustomSelectionTimeRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method selection_function__specific_date (line 46) | def selection_function__specific_date(self, coarse): method selection_function__month_start (line 52) | def selection_function__month_start(self, coarse): method selection_function__month_end (line 61) | def selection_function__month_end(self, coarse): method on_data (line 70) | def on_data(self, data): method on_end_of_algorithm (line 79) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FundamentalRegressionAlgorithm.py class FundamentalRegressionAlgorithm (line 23) | class FundamentalRegressionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method assert_fundamental_universe_data (line 70) | def assert_fundamental_universe_data(self): method assert_fundamental_history (line 84) | def assert_fundamental_history(self, df, case_name): method assert_fundamental_enumerator (line 94) | def assert_fundamental_enumerator(self, enumerable, case_name): method selection_function (line 104) | def selection_function(self, fundamental): method on_data (line 115) | def on_data(self, data): method on_securities_changed (line 132) | def on_securities_changed(self, changes): FILE: Algorithm.Python/FundamentalUniverseSelectionAlgorithm.py class FundamentalUniverseSelectionAlgorithm (line 23) | class FundamentalUniverseSelectionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method selection_function (line 40) | def selection_function(self, fundamental): method on_data (line 51) | def on_data(self, data): method on_securities_changed (line 68) | def on_securities_changed(self, changes): method select (line 71) | def select(self, fundamental): FILE: Algorithm.Python/FundamentalUniverseSelectionRegressionAlgorithm.py class FundamentalUniverseSelectionRegressionAlgorithm (line 24) | class FundamentalUniverseSelectionRegressionAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 39) | def on_data(self, data): method on_securities_changed (line 56) | def on_securities_changed(self, changes): class FundamentalUniverseSelectionModelTest (line 59) | class FundamentalUniverseSelectionModelTest(FundamentalUniverseSelection... method select (line 61) | def select(self, algorithm, fundamental): FILE: Algorithm.Python/FutureContractsExtendedMarketHoursRegressionAlgorithm.py class FutureContractsExtendedMarketHoursRegressionAlgorithm (line 19) | class FutureContractsExtendedMarketHoursRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 35) | def on_data(self, slice): method on_end_of_algorithm (line 54) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionBuySellCallIntradayRegressionAlgorithm.py class FutureOptionBuySellCallIntradayRegressionAlgorithm (line 30) | class FutureOptionBuySellCallIntradayRegressionAlgorithm(QCAlgorithm): method initialize (line 32) | def initialize(self): method schedule_callback_buy (line 70) | def schedule_callback_buy(self): method on_end_of_algorithm (line 74) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionCallITMExpiryRegressionAlgorithm.py class FutureOptionCallITMExpiryRegressionAlgorithm (line 27) | class FutureOptionCallITMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method schedule_callback (line 54) | def schedule_callback(self): method on_data (line 57) | def on_data(self, data: Slice): method on_order_event (line 68) | def on_order_event(self, order_event: OrderEvent): method assert_future_option_order_exercise (line 87) | def assert_future_option_order_exercise(self, order_event: OrderEvent,... method assert_future_option_contract_order (line 109) | def assert_future_option_contract_order(self, order_event: OrderEvent,... method on_end_of_algorithm (line 119) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionCallOTMExpiryRegressionAlgorithm.py class FutureOptionCallOTMExpiryRegressionAlgorithm (line 32) | class FutureOptionCallOTMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 33) | def initialize(self): method scheduled_market_order (line 61) | def scheduled_market_order(self): method on_data (line 64) | def on_data(self, data: Slice): method on_order_event (line 77) | def on_order_event(self, order_event: OrderEvent): method assert_future_option_contract_order (line 98) | def assert_future_option_contract_order(self, order_event: OrderEvent,... method on_end_of_algorithm (line 111) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionChainFullDataRegressionAlgorithm.py class FutureOptionChainFullDataRegressionAlgorithm (line 20) | class FutureOptionChainFullDataRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 41) | def on_data(self, data): FILE: Algorithm.Python/FutureOptionChainsMultipleFullDataRegressionAlgorithm.py class FutureOptionChainsMultipleFullDataRegressionAlgorithm (line 20) | class FutureOptionChainsMultipleFullDataRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method get_contract (line 42) | def get_contract(self, chains: OptionChains, underlying: Symbol) -> Sy... method on_data (line 56) | def on_data(self, data): FILE: Algorithm.Python/FutureOptionContinuousFutureRegressionAlgorithm.py class FutureOptionContinuousFutureRegressionAlgorithm (line 20) | class FutureOptionContinuousFutureRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method set_filter (line 32) | def set_filter(self): method on_data (line 36) | def on_data(self, slice: Slice): method validate_option_chains (line 50) | def validate_option_chains(self, slice: Slice): method on_end_of_algorithm (line 54) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionDailyRegressionAlgorithm.py class FutureOptionDailyRegressionAlgorithm (line 19) | class FutureOptionDailyRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method schedule_callback_buy (line 54) | def schedule_callback_buy(self): method on_data (line 57) | def on_data(self, slice): method schedule_callback_liquidate (line 62) | def schedule_callback_liquidate(self): method on_end_of_algorithm (line 65) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionHourlyRegressionAlgorithm.py class FutureOptionHourlyRegressionAlgorithm (line 19) | class FutureOptionHourlyRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method schedule_callback_buy (line 52) | def schedule_callback_buy(self): method on_data (line 55) | def on_data(self, slice): method schedule_callback_liquidate (line 60) | def schedule_callback_liquidate(self): method on_end_of_algorithm (line 63) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.py class FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm (line 20) | class FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnde... method initialize (line 22) | def initialize(self): method on_data (line 41) | def on_data(self, data: Slice): method on_end_of_algorithm (line 51) | def on_end_of_algorithm(self): method is_in_regular_hours (line 59) | def is_in_regular_hours(self, symbol): method _create_option (line 62) | def _create_option(self, expiry: datetime, option_right: OptionRight, ... FILE: Algorithm.Python/FutureOptionPutITMExpiryRegressionAlgorithm.py class FutureOptionPutITMExpiryRegressionAlgorithm (line 27) | class FutureOptionPutITMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method schedule_callback (line 53) | def schedule_callback(self): method on_data (line 56) | def on_data(self, data: Slice): method on_order_event (line 67) | def on_order_event(self, order_event: OrderEvent): method assert_future_option_order_exercise (line 86) | def assert_future_option_order_exercise(self, order_event: OrderEvent,... method assert_future_option_contract_order (line 108) | def assert_future_option_contract_order(self, order_event: OrderEvent,... method on_end_of_algorithm (line 118) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionPutOTMExpiryRegressionAlgorithm.py class FutureOptionPutOTMExpiryRegressionAlgorithm (line 31) | class FutureOptionPutOTMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 33) | def initialize(self): method scheduled_market_order (line 60) | def scheduled_market_order(self): method on_data (line 63) | def on_data(self, data: Slice): method on_order_event (line 75) | def on_order_event(self, order_event: OrderEvent): method assert_future_option_contract_order (line 96) | def assert_future_option_contract_order(self, order_event: OrderEvent,... method on_end_of_algorithm (line 109) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionShortCallITMExpiryRegressionAlgorithm.py class FutureOptionShortCallITMExpiryRegressionAlgorithm (line 27) | class FutureOptionShortCallITMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method scheduled_market_order (line 56) | def scheduled_market_order(self): method on_data (line 59) | def on_data(self, data: Slice): method on_order_event (line 71) | def on_order_event(self, order_event: OrderEvent): method assert_future_option_order_exercise (line 91) | def assert_future_option_order_exercise(self, order_event: OrderEvent,... method assert_future_option_contract_order (line 105) | def assert_future_option_contract_order(self, order_event: OrderEvent,... method on_end_of_algorithm (line 112) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionShortCallOTMExpiryRegressionAlgorithm.py class FutureOptionShortCallOTMExpiryRegressionAlgorithm (line 28) | class FutureOptionShortCallOTMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 30) | def initialize(self): method scheduled_market_order (line 56) | def scheduled_market_order(self): method on_data (line 59) | def on_data(self, data: Slice): method on_order_event (line 71) | def on_order_event(self, order_event: OrderEvent): method assert_future_option_contract_order (line 91) | def assert_future_option_contract_order(self, order_event: OrderEvent,... method on_end_of_algorithm (line 101) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionShortPutITMExpiryRegressionAlgorithm.py class FutureOptionShortPutITMExpiryRegressionAlgorithm (line 27) | class FutureOptionShortPutITMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method scheduled_market_order (line 56) | def scheduled_market_order(self): method on_data (line 59) | def on_data(self, data: Slice): method on_order_event (line 71) | def on_order_event(self, order_event: OrderEvent): method assert_future_option_order_exercise (line 91) | def assert_future_option_order_exercise(self, order_event: OrderEvent,... method assert_future_option_contract_order (line 105) | def assert_future_option_contract_order(self, order_event: OrderEvent,... method on_end_of_algorithm (line 112) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionShortPutOTMExpiryRegressionAlgorithm.py class FutureOptionShortPutOTMExpiryRegressionAlgorithm (line 28) | class FutureOptionShortPutOTMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 30) | def initialize(self): method scheduled_market_order (line 57) | def scheduled_market_order(self): method on_data (line 60) | def on_data(self, data: Slice): method on_order_event (line 72) | def on_order_event(self, order_event: OrderEvent): method assert_future_option_contract_order (line 92) | def assert_future_option_contract_order(self, order_event: OrderEvent,... method on_end_of_algorithm (line 102) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FutureOptionWithFutureFilterRegressionAlgorithm.py class FutureOptionWithFutureFilterRegressionAlgorithm (line 22) | class FutureOptionWithFutureFilterRegressionAlgorithm(FutureOptionContin... method set_filter (line 23) | def set_filter(self): method validate_option_chains (line 27) | def validate_option_chains(self, slice: Slice): FILE: Algorithm.Python/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.py class FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm (line 20) | class FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self) -> None: method make_market_and_stop_market_order (line 36) | def make_market_and_stop_market_order(self) -> None: method on_data (line 45) | def on_data(self, slice: Slice) -> None: method on_order_event (line 53) | def on_order_event(self, order_event: OrderEvent) -> None: method on_end_of_algorithm (line 65) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/FutureUniverseHistoryRegressionAlgorithm.py class OptionUniverseHistoryRegressionAlgorithm (line 20) | class OptionUniverseHistoryRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.py class FuturesAndFutures_optionsExpiryTimeAndLiquidationRegressionAlgorithm (line 19) | class FuturesAndFutures_optionsExpiryTimeAndLiquidationRegressionAlgorit... method initialize (line 21) | def initialize(self): method on_data (line 52) | def on_data(self, data: Slice): method on_order_event (line 77) | def on_order_event(self, order_event: OrderEvent): method on_end_of_algorithm (line 94) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FuturesChainFullDataRegressionAlgorithm.py class FuturesChainFullDataRegressionAlgorithm (line 20) | class FuturesChainFullDataRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 44) | def on_data(self, data): FILE: Algorithm.Python/FuturesChainsMultipleFullDataRegressionAlgorithm.py class FuturesChainsMultipleFullDataRegressionAlgorithm (line 20) | class FuturesChainsMultipleFullDataRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method get_contract (line 37) | def get_contract(self, chains: FuturesChains, canonical: Symbol) -> Sy... method on_data (line 51) | def on_data(self, data): FILE: Algorithm.Python/FuturesExtendedMarketHoursRegressionAlgorithm.py class FuturesExtendedMarketHoursRegressionAlgorithm (line 19) | class FuturesExtendedMarketHoursRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 36) | def on_data(self, slice): method on_end_of_algorithm (line 61) | def on_end_of_algorithm(self): FILE: Algorithm.Python/FuturesMomentumAlgorithm.py class FuturesMomentumAlgorithm (line 27) | class FuturesMomentumAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method on_data (line 49) | def on_data(self, slice): method on_end_of_day (line 65) | def on_end_of_day(self, symbol): method on_order_event (line 73) | def on_order_event(self, order_event): FILE: Algorithm.Python/G10CurrencySelectionModelFrameworkAlgorithm.py class G10CurrencySelectionModel (line 17) | class G10CurrencySelectionModel(ManualUniverseSelectionModel): method __init__ (line 19) | def __init__(self): class G10CurrencySelectionModelFrameworkAlgorithm (line 37) | class G10CurrencySelectionModelFrameworkAlgorithm(QCAlgorithm): method initialize (line 41) | def initialize(self): method on_order_event (line 58) | def on_order_event(self, order_event): FILE: Algorithm.Python/GetParameterRegressionAlgorithm.py class GetParameterRegressionAlgorithm (line 19) | class GetParameterRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method check_parameter (line 34) | def check_parameter(self, expected, actual, call): FILE: Algorithm.Python/HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm.py class HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm (line 21) | class HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm(BaseFramew... method initialize (line 23) | def initialize(self): method on_end_of_algorithm (line 27) | def on_end_of_algorithm(self): FILE: Algorithm.Python/HistoryAlgorithm.py class HistoryAlgorithm (line 24) | class HistoryAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 126) | def on_data(self, data): method assert_history_count (line 135) | def assert_history_count(self, method_call, trade_bar_history, expected): class CustomDataEquity (line 141) | class CustomDataEquity(PythonData): method get_source (line 142) | def get_source(self, config, date, is_live): method reader (line 147) | def reader(self, config, line, date, is_live): FILE: Algorithm.Python/HistoryAuxiliaryDataRegressionAlgorithm.py class HistoryAuxiliaryDataRegressionAlgorithm (line 19) | class HistoryAuxiliaryDataRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 95) | def on_data(self, data): FILE: Algorithm.Python/HistoryTickRegressionAlgorithm.py class HistoryTickRegressionAlgorithm (line 19) | class HistoryTickRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): FILE: Algorithm.Python/HistoryWithCustomDataSourceRegressionAlgorithm.py class HistoryWithCustomDataSourceRegressionAlgorithm (line 20) | class HistoryWithCustomDataSourceRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_end_of_algorithm (line 28) | def on_end_of_algorithm(self): class CustomData (line 41) | class CustomData(PythonData): method get_source (line 44) | def get_source(self, config, date, is_live_mode): method reader (line 55) | def reader(self, config, line, date, is_live_mode): FILE: Algorithm.Python/HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.py class HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm (line 19) | class HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgori... method initialize (line 21) | def initialize(self): method on_end_of_algorithm (line 26) | def on_end_of_algorithm(self): FILE: Algorithm.Python/HistoryWithDifferentDataMappingModeRegressionAlgorithm.py class HistoryWithDifferentDataMappingModeRegressionAlgorithm (line 19) | class HistoryWithDifferentDataMappingModeRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_end_of_algorithm (line 26) | def on_end_of_algorithm(self): FILE: Algorithm.Python/HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.py class HistoryWithDifferentDataNormalizationModeRegressionAlgorithm (line 19) | class HistoryWithDifferentDataNormalizationModeRegressionAlgorithm(QCAlg... method initialize (line 21) | def initialize(self): method on_end_of_algorithm (line 27) | def on_end_of_algorithm(self): method check_history_results_for_data_normalization_modes (line 45) | def check_history_results_for_data_normalization_modes(self, symbol, s... FILE: Algorithm.Python/HourReverseSplitRegressionAlgorithm.py class HourReverseSplitRegressionAlgorithm (line 21) | class HourReverseSplitRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 31) | def on_data(self, slice): FILE: Algorithm.Python/HourSplitRegressionAlgorithm.py class HourSplitRegressionAlgorithm (line 21) | class HourSplitRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 31) | def on_data(self, slice): FILE: Algorithm.Python/ImmediateExecutionModelWorksWithBinanceFeeModel.py class ImmediateExecutionModelWorksWithBinanceFeeModel (line 25) | class ImmediateExecutionModelWorksWithBinanceFeeModel(QCAlgorithm): method Initialize (line 27) | def Initialize(self): method on_order_event (line 48) | def on_order_event(self, order_event: OrderEvent) -> None: FILE: Algorithm.Python/InceptionDateSelectionRegressionAlgorithm.py class InceptionDateSelectionRegressionAlgorithm (line 20) | class InceptionDateSelectionRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 36) | def on_data(self, slice): method on_securities_changed (line 46) | def on_securities_changed(self, changes): FILE: Algorithm.Python/IndexOptionBearCallSpreadAlgorithm.py class IndexOptionBearCallSpreadAlgorithm (line 18) | class IndexOptionBearCallSpreadAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 34) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionBearPutSpreadAlgorithm.py class IndexOptionBearPutSpreadAlgorithm (line 16) | class IndexOptionBearPutSpreadAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 30) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionBullCallSpreadAlgorithm.py class IndexOptionBullCallSpreadAlgorithm (line 18) | class IndexOptionBullCallSpreadAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 34) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionBullPutSpreadAlgorithm.py class IndexOptionBullPutSpreadAlgorithm (line 16) | class IndexOptionBullPutSpreadAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 30) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionBuySellCallIntradayRegressionAlgorithm.py class IndexOptionBuySellCallIntradayRegressionAlgorithm (line 30) | class IndexOptionBuySellCallIntradayRegressionAlgorithm(QCAlgorithm): method initialize (line 32) | def initialize(self): method after_market_open_trade (line 76) | def after_market_open_trade(self, spx_options): method on_end_of_algorithm (line 84) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndexOptionCallButterflyAlgorithm.py class IndexOptionCallButterflyAlgorithm (line 18) | class IndexOptionCallButterflyAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 35) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionCallCalendarSpreadAlgorithm.py class IndexOptionCallCalendarSpreadAlgorithm (line 16) | class IndexOptionCallCalendarSpreadAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 35) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionCallITMExpiryRegressionAlgorithm.py class IndexOptionCallITMExpiryRegressionAlgorithm (line 26) | class IndexOptionCallITMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method on_data (line 51) | def on_data(self, data: Slice): method on_order_event (line 63) | def on_order_event(self, order_event: OrderEvent): method assert_index_option_order_exercise (line 81) | def assert_index_option_order_exercise(self, order_event: OrderEvent, ... method assert_index_option_contract_order (line 91) | def assert_index_option_contract_order(self, order_event: OrderEvent, ... method on_end_of_algorithm (line 103) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.py class IndexOptionCallITMGreeksExpiryRegressionAlgorithm (line 20) | class IndexOptionCallITMGreeksExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 44) | def on_data(self, data: Slice): method on_end_of_algorithm (line 97) | def on_end_of_algorithm(self): method sort_by_max_volume (line 104) | def sort_by_max_volume(self, data: Slice): FILE: Algorithm.Python/IndexOptionCallOTMExpiryRegressionAlgorithm.py class IndexOptionCallOTMExpiryRegressionAlgorithm (line 32) | class IndexOptionCallOTMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 34) | def initialize(self): method on_data (line 64) | def on_data(self, data: Slice): method on_order_event (line 76) | def on_order_event(self, order_event: OrderEvent): method assert_index_option_contract_order (line 93) | def assert_index_option_contract_order(self, order_event: OrderEvent, ... method on_end_of_algorithm (line 107) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndexOptionChainApisConsistencyRegressionAlgorithm.py class IndexOptionChainApisConsistencyRegressionAlgorithm (line 23) | class IndexOptionChainApisConsistencyRegressionAlgorithm(OptionChainApis... method get_test_date (line 25) | def get_test_date(self) -> datetime: method get_option (line 28) | def get_option(self) -> Option: FILE: Algorithm.Python/IndexOptionIronCondorAlgorithm.py class IndexOptionIronCondorAlgorithm (line 18) | class IndexOptionIronCondorAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 33) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionModelsConsistencyRegressionAlgorithm.py class IndexOptionModelsConsistencyRegressionAlgorithm (line 22) | class IndexOptionModelsConsistencyRegressionAlgorithm(OptionModelsConsis... method initialize_algorithm (line 24) | def initialize_algorithm(self) -> Security: FILE: Algorithm.Python/IndexOptionPutButterflyAlgorithm.py class IndexOptionPutButterflyAlgorithm (line 18) | class IndexOptionPutButterflyAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 35) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionPutCalendarSpreadAlgorithm.py class IndexOptionPutCalendarSpreadAlgorithm (line 16) | class IndexOptionPutCalendarSpreadAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 33) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/IndexOptionPutITMExpiryRegressionAlgorithm.py class IndexOptionPutITMExpiryRegressionAlgorithm (line 26) | class IndexOptionPutITMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method on_data (line 46) | def on_data(self, data: Slice): method on_order_event (line 57) | def on_order_event(self, order_event: OrderEvent): method assert_index_option_order_exercise (line 73) | def assert_index_option_order_exercise(self, order_event: OrderEvent, ... method assert_index_option_contract_order (line 88) | def assert_index_option_contract_order(self, order_event: OrderEvent, ... method on_end_of_algorithm (line 100) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndexOptionPutOTMExpiryRegressionAlgorithm.py class IndexOptionCallOTMExpiryRegressionAlgorithm (line 32) | class IndexOptionCallOTMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 34) | def initialize(self): method on_data (line 64) | def on_data(self, data: Slice): method on_order_event (line 76) | def on_order_event(self, order_event: OrderEvent): method assert_index_option_contract_order (line 93) | def assert_index_option_contract_order(self, order_event: OrderEvent, ... method on_end_of_algorithm (line 107) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndexOptionShortCallITMExpiryRegressionAlgorithm.py class IndexOptionShortCallITMExpiryRegressionAlgorithm (line 26) | class IndexOptionShortCallITMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method on_data (line 52) | def on_data(self, data: Slice): method on_order_event (line 64) | def on_order_event(self, order_event: OrderEvent): method assert_index_option_order_exercise (line 81) | def assert_index_option_order_exercise(self, order_event: OrderEvent, ... method assert_index_option_contract_order (line 89) | def assert_index_option_contract_order(self, order_event: OrderEvent, ... method on_end_of_algorithm (line 100) | def on_end_of_algorithm(self): method custom_security_initializer (line 104) | def custom_security_initializer(self, security): FILE: Algorithm.Python/IndexOptionShortCallOTMExpiryRegressionAlgorithm.py class IndexOptionShortCallOTMExpiryRegressionAlgorithm (line 28) | class IndexOptionShortCallOTMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 30) | def initialize(self): method on_data (line 48) | def on_data(self, data: Slice): method on_order_event (line 60) | def on_order_event(self, order_event: OrderEvent): method assert_index_option_contract_order (line 77) | def assert_index_option_contract_order(self, order_event: OrderEvent, ... method on_end_of_algorithm (line 89) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndexOptionShortPutITMExpiryRegressionAlgorithm.py class IndexOptionShortCallITMExpiryRegressionAlgorithm (line 26) | class IndexOptionShortCallITMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method on_data (line 52) | def on_data(self, data: Slice): method on_order_event (line 64) | def on_order_event(self, order_event: OrderEvent): method assert_index_option_order_exercise (line 80) | def assert_index_option_order_exercise(self, order_event: OrderEvent, ... method assert_index_option_contract_order (line 91) | def assert_index_option_contract_order(self, order_event: OrderEvent, ... method on_end_of_algorithm (line 102) | def on_end_of_algorithm(self): method custom_security_initializer (line 106) | def custom_security_initializer(self, security): FILE: Algorithm.Python/IndexOptionShortPutOTMExpiryRegressionAlgorithm.py class IndexOptionShortCallOTMExpiryRegressionAlgorithm (line 28) | class IndexOptionShortCallOTMExpiryRegressionAlgorithm(QCAlgorithm): method initialize (line 30) | def initialize(self): method on_data (line 48) | def on_data(self, data: Slice): method on_order_event (line 60) | def on_order_event(self, order_event: OrderEvent): method assert_index_option_contract_order (line 77) | def assert_index_option_contract_order(self, order_event: OrderEvent, ... method on_end_of_algorithm (line 89) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndiaDataRegressionAlgorithm.py class IndiaDataRegressionAlgorithm (line 22) | class IndiaDataRegressionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_dividends (line 39) | def on_dividends(self, dividends: Dividends): method on_splits (line 46) | def on_splits(self, splits: Splits): method on_symbol_changed_events (line 56) | def on_symbol_changed_events(self, symbols_changed: SymbolChangedEvents): method on_end_of_algorithm (line 65) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndicatorExtensionsSMAWithCustomIndicatorsRegressionAlgorithm.py class IndicatorExtensionsSMAWithCustomIndicatorsRegressionAlgorithm (line 16) | class IndicatorExtensionsSMAWithCustomIndicatorsRegressionAlgorithm(QCAl... method initialize (line 18) | def initialize(self): method on_data (line 28) | def on_data(self, data): method on_end_of_algorithm (line 38) | def on_end_of_algorithm(self): class RangeIndicator (line 45) | class RangeIndicator(PythonIndicator): method __init__ (line 46) | def __init__(self, name): method is_ready (line 53) | def is_ready(self): method is_ready (line 57) | def is_ready(self, value): method update (line 60) | def update(self, bar: TradeBar): class RangeIndicator2 (line 70) | class RangeIndicator2(PythonIndicator): method __init__ (line 71) | def __init__(self, name): method is_ready (line 78) | def is_ready(self): method update (line 81) | def update(self, bar: TradeBar): FILE: Algorithm.Python/IndicatorHistoryAlgorithm.py class IndicatorHistoryAlgorithm (line 19) | class IndicatorHistoryAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 36) | def on_data(self, slice: Slice): FILE: Algorithm.Python/IndicatorHistoryRegressionAlgorithm.py class IndicatorHistoryRegressionAlgorithm (line 19) | class IndicatorHistoryRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 29) | def on_data(self, slice: Slice): FILE: Algorithm.Python/IndicatorSelectorsWorkWithDifferentOptions.py class IndicatorSelectorWorksWithDifferentOptions (line 20) | class IndicatorSelectorWorksWithDifferentOptions(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 59) | def on_data(self, slice): method on_end_of_algorithm (line 120) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IndicatorSuiteAlgorithm.py class IndicatorSuiteAlgorithm (line 23) | class IndicatorSuiteAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 115) | def on_data(self, data: Slice): method update_plots (line 137) | def update_plots(self): method selector_double__trade_bar (line 170) | def selector_double__trade_bar(self, bar): class CustomData (line 184) | class CustomData(PythonData): method get_source (line 185) | def get_source(self, config, date, is_live): method reader (line 190) | def reader(self, config, line, date, is_live): FILE: Algorithm.Python/IndicatorWarmupAlgorithm.py class IndicatorWarmupAlgorithm (line 23) | class IndicatorWarmupAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 45) | def on_data(self, data): method on_order_event (line 59) | def on_order_event(self, fill): method round_down (line 64) | def round_down(self, time, increment): class SymbolData (line 70) | class SymbolData: method __init__ (line 76) | def __init__(self, symbol, algorithm): method update (line 92) | def update(self): method try_enter (line 105) | def try_enter(self): method try_exit (line 123) | def try_exit(self): method on_order_event (line 138) | def on_order_event(self, fill): FILE: Algorithm.Python/IndicatorWithRenkoBarsRegressionAlgorithm.py class IndicatorWithRenkoBarsRegressionAlgorithm (line 23) | class IndicatorWithRenkoBarsRegressionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self) -> None: method on_spy_data_consolidated (line 47) | def on_spy_data_consolidated(self, sender: object, renko_bar: RenkoBar... method on_aig_data_consolidated (line 53) | def on_aig_data_consolidated(self, sender: object, renko_bar: RenkoBar... method on_end_of_algorithm (line 56) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/IndustryStandardSecurityIdentifiersRegressionAlgorithm.py class IndustryStandardSecurityIdentifiersRegressionAlgorithm (line 19) | class IndustryStandardSecurityIdentifiersRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method check_symbol_representation (line 52) | def check_symbol_representation(self, symbol: str, standard: str) -> N... method check_ap_is_symbol_representations (line 56) | def check_ap_is_symbol_representations(self, symbol_api_symbol: str, a... FILE: Algorithm.Python/InsightScoringRegressionAlgorithm.py class InsightScoringRegressionAlgorithm (line 19) | class InsightScoringRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_end_of_algorithm (line 38) | def on_end_of_algorithm(self): class CustomInsightScoreFunction (line 50) | class CustomInsightScoreFunction(): method __init__ (line 52) | def __init__(self, securities): method score (line 56) | def score(self, insight_manager, utc_time): FILE: Algorithm.Python/InsightTagAlphaRegressionAlgorithm.py class InsightTagAlphaRegressionAlgorithm (line 23) | class InsightTagAlphaRegressionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_insights_generated_verifier (line 49) | def on_insights_generated_verifier(self, algorithm: IAlgorithm, insigh... method on_end_of_algorithm (line 56) | def on_end_of_algorithm(self) -> None: class OneTimeAlphaModel (line 69) | class OneTimeAlphaModel(AlphaModel): method __init__ (line 70) | def __init__(self, symbol): method update (line 74) | def update(self, algorithm, data): method generate_insight_tag (line 87) | def generate_insight_tag(symbol: Symbol) -> str: FILE: Algorithm.Python/InsightWeightingFrameworkAlgorithm.py class InsightWeightingFrameworkAlgorithm (line 25) | class InsightWeightingFrameworkAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_end_of_algorithm (line 49) | def on_end_of_algorithm(self): FILE: Algorithm.Python/IronCondorStrategyAlgorithm.py class IronCondorStrategyAlgorithm (line 24) | class IronCondorStrategyAlgorithm(OptionStrategyFactoryMethodsBaseAlgori... method expected_orders_count (line 26) | def expected_orders_count(self) -> int: method trade_strategy (line 29) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol) ->... method assert_strategy_position_group (line 51) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 86) | def liquidate_strategy(self) -> None: FILE: Algorithm.Python/KerasNeuralNetworkAlgorithm.py class KerasNeuralNetworkAlgorithm (line 22) | class KerasNeuralNetworkAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self) -> None: method on_end_of_algorithm (line 58) | def on_end_of_algorithm(self) -> None: method neural_network_training (line 67) | def neural_network_training(self) -> None: method trade (line 101) | def trade(self) -> None: FILE: Algorithm.Python/LimitFillRegressionAlgorithm.py class LimitFillRegressionAlgorithm (line 24) | class LimitFillRegressionAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 35) | def on_data(self, data): method is_round_hour (line 42) | def is_round_hour(self, date_time): method on_order_event (line 46) | def on_order_event(self, order_event): FILE: Algorithm.Python/LimitIfTouchedAsyncRegressionAlgorithm.py class LimitIfTouchedAsyncRegressionAlgorithm (line 23) | class LimitIfTouchedAsyncRegressionAlgorithm(LimitIfTouchedRegressionAlg... FILE: Algorithm.Python/LimitIfTouchedRegressionAlgorithm.py class LimitIfTouchedRegressionAlgorithm (line 23) | class LimitIfTouchedRegressionAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 39) | def on_data(self, data): method on_order_event (line 62) | def on_order_event(self, order_event): method on_end_of_algorithm (line 68) | def on_end_of_algorithm(self): FILE: Algorithm.Python/LiquidETFUniverseFrameworkAlgorithm.py class LiquidETFUniverseFrameworkAlgorithm (line 26) | class LiquidETFUniverseFrameworkAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method on_data (line 57) | def on_data(self, slice): method on_securities_changed (line 69) | def on_securities_changed(self, changes): FILE: Algorithm.Python/LiveFeaturesAlgorithm.py class LiveTradingFeaturesAlgorithm (line 26) | class LiveTradingFeaturesAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method on_data (line 48) | def on_data(self, data): method on_brokerage_message (line 75) | def on_brokerage_message(self, message_event): method on_brokerage_disconnect (line 79) | def on_brokerage_disconnect(self): method on_brokerage_reconnect (line 84) | def on_brokerage_reconnect(self): class Bitcoin (line 89) | class Bitcoin(PythonData): method get_source (line 91) | def get_source(self, config, date, is_live_mode): method reader (line 98) | def reader(self, config, line, date, is_live_mode): FILE: Algorithm.Python/LongAndShortButterflyCallStrategiesAlgorithm.py class LongAndShortButterflyCallStrategiesAlgorithm (line 24) | class LongAndShortButterflyCallStrategiesAlgorithm(OptionStrategyFactory... method expected_orders_count (line 26) | def expected_orders_count(self) -> int: method trade_strategy (line 29) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol): method assert_strategy_position_group (line 50) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 79) | def liquidate_strategy(self): FILE: Algorithm.Python/LongAndShortButterflyPutStrategiesAlgorithm.py class LongAndShortButterflyPutStrategiesAlgorithm (line 24) | class LongAndShortButterflyPutStrategiesAlgorithm(OptionStrategyFactoryM... method expected_orders_count (line 26) | def expected_orders_count(self) -> int: method trade_strategy (line 29) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol) ->... method assert_strategy_position_group (line 50) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 79) | def liquidate_strategy(self) -> None: FILE: Algorithm.Python/LongAndShortCallCalendarSpreadStrategiesAlgorithm.py class LongAndShortCallCalendarSpreadStrategiesAlgorithm (line 24) | class LongAndShortCallCalendarSpreadStrategiesAlgorithm(OptionStrategyFa... method expected_orders_count (line 26) | def expected_orders_count(self) -> int: method trade_strategy (line 29) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol) ->... method assert_strategy_position_group (line 45) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 62) | def liquidate_strategy(self) -> None: FILE: Algorithm.Python/LongAndShortPutCalendarSpreadStrategiesAlgorithm.py class LongAndShortPutCalendarSpreadStrategiesAlgorithm (line 24) | class LongAndShortPutCalendarSpreadStrategiesAlgorithm(OptionStrategyFac... method expected_orders_count (line 26) | def expected_orders_count(self) -> int: method trade_strategy (line 29) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol) ->... method assert_strategy_position_group (line 45) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 62) | def liquidate_strategy(self) -> None: FILE: Algorithm.Python/LongAndShortStraddleStrategiesAlgorithm.py class LongAndShortStraddleStrategiesAlgorithm (line 23) | class LongAndShortStraddleStrategiesAlgorithm(OptionStrategyFactoryMetho... method expected_orders_count (line 25) | def expected_orders_count(self) -> int: method trade_strategy (line 28) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol): method assert_strategy_position_group (line 47) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 69) | def liquidate_strategy(self): FILE: Algorithm.Python/LongAndShortStrangleStrategiesAlgorithm.py class LongAndShortStrangleStrategiesAlgorithm (line 23) | class LongAndShortStrangleStrategiesAlgorithm(OptionStrategyFactoryMetho... method expected_orders_count (line 25) | def expected_orders_count(self) -> int: method trade_strategy (line 28) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol): method assert_strategy_position_group (line 52) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 74) | def liquidate_strategy(self): FILE: Algorithm.Python/LongOnlyAlphaStreamAlgorithm.py class LongOnlyAlphaStreamAlgorithm (line 27) | class LongOnlyAlphaStreamAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method on_data (line 52) | def on_data(self, slice): method on_order_event (line 61) | def on_order_event(self, order_event): FILE: Algorithm.Python/MACDTrendAlgorithm.py class MACDTrendAlgorithm (line 22) | class MACDTrendAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 40) | def on_data(self, data): FILE: Algorithm.Python/MacdAlphaModelFrameworkRegressionAlgorithm.py class MacdAlphaModelFrameworkRegressionAlgorithm (line 21) | class MacdAlphaModelFrameworkRegressionAlgorithm(BaseFrameworkRegression... method initialize (line 23) | def initialize(self): method on_end_of_algorithm (line 27) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ManuallyRemovedConsolidatorsAlgorithm.py class ManuallyRemovedConsolidatorsAlgorithm (line 21) | class ManuallyRemovedConsolidatorsAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self) -> None: method on_end_of_algorithm (line 50) | def on_end_of_algorithm(self) -> None: method remove_consolidator (line 57) | def remove_consolidator(self, consolidator: IDataConsolidator, expecte... class CustomQuoteBarConsolidator (line 65) | class CustomQuoteBarConsolidator(PythonConsolidator): method __init__ (line 76) | def __init__(self, period): method update (line 87) | def update(self, data): method scan (line 99) | def scan(self, time): FILE: Algorithm.Python/ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.py class ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm (line 23) | class ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm(... method initialize (line 30) | def initialize(self): FILE: Algorithm.Python/MarginCallEventsAlgorithm.py class MarginCallEventsAlgorithm (line 23) | class MarginCallEventsAlgorithm(QCAlgorithm): method initialize (line 30) | def initialize(self): method on_data (line 39) | def on_data(self, data): method on_margin_call (line 43) | def on_margin_call(self, requests): method on_margin_call_warning (line 57) | def on_margin_call_warning(self): FILE: Algorithm.Python/MarketImpactSlippageModelRegressionAlgorithm.py class MarketImpactSlippageModelRegressionAlgorithm (line 16) | class MarketImpactSlippageModelRegressionAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 29) | def on_data(self, data): method on_order_event (line 33) | def on_order_event(self, order_event): FILE: Algorithm.Python/MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.py class MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm (line 16) | class MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm(QCA... method initialize (line 23) | def initialize(self) -> None: method on_data (line 37) | def on_data(self, data: Slice) -> None: method on_end_of_algorithm (line 54) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/MarketOnCloseOrderBufferRegressionAlgorithm.py class MarketOnCloseOrderBufferRegressionAlgorithm (line 16) | class MarketOnCloseOrderBufferRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self) -> None: method on_data (line 34) | def on_data(self, data: Slice) -> None: method on_end_of_algorithm (line 47) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/MarketOnOpenOnCloseAlgorithm.py class MarketOnOpenOnCloseAlgorithm (line 21) | class MarketOnOpenOnCloseAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 33) | def on_data(self, data): method on_order_event (line 44) | def on_order_event(self, fill): FILE: Algorithm.Python/MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.py class MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm (line 21) | class MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm(Base... method initialize (line 23) | def initialize(self): FILE: Algorithm.Python/MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.py class MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm (line 22) | class MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm(BaseFr... method initialize (line 24) | def initialize(self): FILE: Algorithm.Python/MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm.py class MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorithm (line 21) | class MaximumSectorExposureRiskManagementModelFrameworkRegressionAlgorit... method initialize (line 23) | def initialize(self): method on_end_of_algorithm (line 42) | def on_end_of_algorithm(self): FILE: Algorithm.Python/MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.py class MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm (line 21) | class MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgori... method initialize (line 23) | def initialize(self): FILE: Algorithm.Python/MeanReversionPortfolioAlgorithm.py class MeanReversionPortfolioAlgorithm (line 17) | class MeanReversionPortfolioAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): FILE: Algorithm.Python/MeanVarianceOptimizationFrameworkAlgorithm.py class MeanVarianceOptimizationFrameworkAlgorithm (line 25) | class MeanVarianceOptimizationFrameworkAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method coarse_selector (line 48) | def coarse_selector(self, coarse): method on_order_event (line 54) | def on_order_event(self, order_event): FILE: Algorithm.Python/MovingAverageCrossAlgorithm.py class MovingAverageCrossAlgorithm (line 25) | class MovingAverageCrossAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 45) | def on_data(self, data): FILE: Algorithm.Python/MultipleSymbolConsolidationAlgorithm.py class MultipleSymbolConsolidationAlgorithm (line 23) | class MultipleSymbolConsolidationAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self) -> None: method on_trade_bar_consolidated (line 70) | def on_trade_bar_consolidated(self, sender: object, bar: TradeBar) -> ... method on_quote_bar_consolidated (line 73) | def on_quote_bar_consolidated(self, sender: object, bar: QuoteBar) -> ... method _on_data_consolidated (line 76) | def _on_data_consolidated(self, sender: object, bar: TradeBar | QuoteB... method on_data (line 82) | def on_data(self, data: Slice) -> None: method on_end_of_day (line 93) | def on_end_of_day(self, symbol: Symbol) -> None: class SymbolData (line 103) | class SymbolData(object): method __init__ (line 105) | def __init__(self, symbol: Symbol, bar_period: timedelta, window_size:... method is_ready (line 117) | def is_ready(self) -> bool: method was_just_updated (line 122) | def was_just_updated(self, current: datetime) -> bool: FILE: Algorithm.Python/NLTKSentimentTradingAlgorithm.py class NLTKSentimentTradingAlgorithm (line 19) | class NLTKSentimentTradingAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method trade (line 34) | def trade(self): method get_text (line 52) | def get_text(self): FILE: Algorithm.Python/NakedCallStrategyAlgorithm.py class NakedCallStrategyAlgorithm (line 22) | class NakedCallStrategyAlgorithm(OptionStrategyFactoryMethodsBaseAlgorit... method expected_orders_count (line 24) | def expected_orders_count(self) -> int: method trade_strategy (line 27) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol): method assert_strategy_position_group (line 37) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 51) | def liquidate_strategy(self): FILE: Algorithm.Python/NakedPutStrategyAlgorithm.py class NakedPutStrategyAlgorithm (line 22) | class NakedPutStrategyAlgorithm(OptionStrategyFactoryMethodsBaseAlgorithm): method expected_orders_count (line 24) | def expected_orders_count(self) -> int: method trade_strategy (line 27) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol): method assert_strategy_position_group (line 37) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 51) | def liquidate_strategy(self): FILE: Algorithm.Python/NamedArgumentsRegression.py class NamedArgumentsRegression (line 21) | class NamedArgumentsRegression(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 51) | def on_data(self, data): FILE: Algorithm.Python/NoUniverseSelectorRegressionAlgorithm.py class NoUniverseSelectorRegressionAlgorithm (line 19) | class NoUniverseSelectorRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 29) | def on_data(self, data): method on_securities_changed (line 45) | def on_securities_changed(self, changes): FILE: Algorithm.Python/NullBuyingPowerOptionBullCallSpreadAlgorithm.py class NullBuyingPowerOptionBullCallSpreadAlgorithm (line 22) | class NullBuyingPowerOptionBullCallSpreadAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 38) | def on_data(self, slice): method on_end_of_algorithm (line 66) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/NullMarginMultipleOrdersRegressionAlgorithm.py class NullMarginMultipleOrdersRegressionAlgorithm (line 19) | class NullMarginMultipleOrdersRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 37) | def on_data(self, data: Slice): FILE: Algorithm.Python/NullOptionAssignmentRegressionAlgorithm.py class NullOptionAssignmentRegressionAlgorithm (line 20) | class NullOptionAssignmentRegressionAlgorithm(OptionAssignmentRegression... method initialize (line 21) | def initialize(self): method on_data (line 25) | def on_data(self, data): method custom_security_initializer (line 28) | def custom_security_initializer(self, security): FILE: Algorithm.Python/NumeraiSignalExportDemonstrationAlgorithm.py class NumeraiSignalExportDemonstrationAlgorithm (line 24) | class NumeraiSignalExportDemonstrationAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self) -> None: method submit_signals (line 66) | def submit_signals(self) -> None: method on_securities_changed (line 90) | def on_securities_changed(self, changes: SecurityChanges) -> None: FILE: Algorithm.Python/ObjectStoreExampleAlgorithm.py class ObjectStoreExampleAlgorithm (line 17) | class ObjectStoreExampleAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method on_data (line 76) | def on_data(self, slice): FILE: Algorithm.Python/OnEndOfDayRegressionAlgorithm.py class OnEndOfDayRegressionAlgorithm (line 18) | class OnEndOfDayRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method selection (line 36) | def selection(self, time): method on_end_of_day (line 41) | def on_end_of_day(self, symbol): method on_end_of_algorithm (line 64) | def on_end_of_algorithm(self): FILE: Algorithm.Python/OnWarmupFinishedNoWarmup.py class OnWarmupFinishedNoWarmup (line 19) | class OnWarmupFinishedNoWarmup(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_warmup_finished (line 28) | def on_warmup_finished(self): method on_end_of_algorithm (line 31) | def on_end_of_algorithm(self): FILE: Algorithm.Python/OnWarmupFinishedRegressionAlgorithm.py class OnWarmupFinishedRegressionAlgorithm (line 19) | class OnWarmupFinishedRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_warmup_finished (line 31) | def on_warmup_finished(self): method on_end_of_algorithm (line 34) | def on_end_of_algorithm(self): FILE: Algorithm.Python/OpenInterestFuturesRegressionAlgorithm.py class OpenInterestFuturesRegressionAlgorithm (line 23) | class OpenInterestFuturesRegressionAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 37) | def on_data(self,data): FILE: Algorithm.Python/OptionAssignmentRegressionAlgorithm.py class OptionAssignmentRegressionAlgorithm (line 19) | class OptionAssignmentRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 42) | def on_data(self, data): FILE: Algorithm.Python/OptionChainApisConsistencyRegressionAlgorithm.py class OptionChainApisConsistencyRegressionAlgorithm (line 21) | class OptionChainApisConsistencyRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self) -> None: method get_test_date (line 53) | def get_test_date(self) -> datetime: method get_option (line 56) | def get_option(self) -> Option: FILE: Algorithm.Python/OptionChainConsistencyRegressionAlgorithm.py class OptionChainConsistencyRegressionAlgorithm (line 23) | class OptionChainConsistencyRegressionAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method on_data (line 41) | def on_data(self, slice): method universe_func (line 60) | def universe_func(self, universe): method on_order_event (line 63) | def on_order_event(self, order_event): FILE: Algorithm.Python/OptionChainFullDataRegressionAlgorithm.py class OptionChainFullDataRegressionAlgorithm (line 22) | class OptionChainFullDataRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 44) | def on_data(self, data): FILE: Algorithm.Python/OptionChainIncludeWeeklysByDefaultRegressionAlgorithm.py class OptionChainIncludeWeeklysByDefaultRegressionAlgorithm (line 19) | class OptionChainIncludeWeeklysByDefaultRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 33) | def on_data(self, data): method on_end_of_algorithm (line 41) | def on_end_of_algorithm(self): FILE: Algorithm.Python/OptionChainProviderAlgorithm.py class OptionChainProviderAlgorithm (line 26) | class OptionChainProviderAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method on_data (line 39) | def on_data(self, data): method options_filter (line 50) | def options_filter(self, data): FILE: Algorithm.Python/OptionChainedUniverseSelectionModelRegressionAlgorithm.py class OptionChainedUniverseSelectionModelRegressionAlgorithm (line 19) | class OptionChainedUniverseSelectionModelRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 38) | def on_data(self, slice): FILE: Algorithm.Python/OptionChainsMultipleFullDataRegressionAlgorithm.py class OptionChainsMultipleFullDataRegressionAlgorithm (line 22) | class OptionChainsMultipleFullDataRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method get_contract (line 40) | def get_contract(self, chains: OptionChains, underlying: Symbol, expir... method on_data (line 57) | def on_data(self, data): FILE: Algorithm.Python/OptionDataNullReferenceRegressionAlgorithm.py class OptionDataNullReferenceRegressionAlgorithm (line 19) | class OptionDataNullReferenceRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method universe_func (line 32) | def universe_func(self, universe): FILE: Algorithm.Python/OptionExerciseAssignRegressionAlgorithm.py class OptionExerciseAssignRegressionAlgorithm (line 22) | class OptionExerciseAssignRegressionAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 40) | def on_data(self, slice): method universe_func (line 58) | def universe_func(self, universe): method on_order_event (line 61) | def on_order_event(self, order_event): method on_assignment_order_event (line 64) | def on_assignment_order_event(self, assignment_event): FILE: Algorithm.Python/OptionIndicatorsMirrorContractsRegressionAlgorithm.py class OptionIndicatorsMirrorContractsRegressionAlgorithm (line 17) | class OptionIndicatorsMirrorContractsRegressionAlgorithm(QCAlgorithm): method initialize (line 19) | def initialize(self) -> None: method on_end_of_algorithm (line 54) | def on_end_of_algorithm(self) -> None: class CustomImpliedVolatility (line 66) | class CustomImpliedVolatility(ImpliedVolatility): method __init__ (line 67) | def __init__(self, option, mirror_option, risk_free_rate_model, divide... method calculate_iv (line 71) | def calculate_iv(self, time_till_expiry: float) -> float: method f (line 79) | def f(self, vol: float, time_till_expiry: float) -> float: FILE: Algorithm.Python/OptionIndicatorsRegressionAlgorithm.py class OptionIndicatorsRegressionAlgorithm (line 16) | class OptionIndicatorsRegressionAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_end_of_algorithm (line 34) | def on_end_of_algorithm(self): FILE: Algorithm.Python/OptionModelsConsistencyRegressionAlgorithm.py class OptionModelsConsistencyRegressionAlgorithm (line 20) | class OptionModelsConsistencyRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self) -> None: method initialize_algorithm (line 33) | def initialize_algorithm(self) -> Security: method set_models (line 43) | def set_models(self, security: Security) -> None: class CustomSecurityInitializer (line 50) | class CustomSecurityInitializer(BrokerageModelSecurityInitializer): method __init__ (line 51) | def __init__(self, brokerage_model: IBrokerageModel, security_seeder: ... class CustomFillModel (line 54) | class CustomFillModel(FillModel): class CustomFeeModel (line 57) | class CustomFeeModel(FeeModel): class CustomBuyingPowerModel (line 60) | class CustomBuyingPowerModel(BuyingPowerModel): class CustomSlippageModel (line 63) | class CustomSlippageModel(ConstantSlippageModel): method __init__ (line 64) | def __init__(self): class CustomVolatilityModel (line 67) | class CustomVolatilityModel(BaseVolatilityModel): FILE: Algorithm.Python/OptionOpenInterestRegressionAlgorithm.py class OptionOpenInterestRegressionAlgorithm (line 21) | class OptionOpenInterestRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 36) | def on_data(self, slice): method on_order_event (line 63) | def on_order_event(self, order_event): FILE: Algorithm.Python/OptionPriceModelForOptionStylesBaseRegressionAlgorithm.py class OptionPriceModelForOptionStylesBaseRegressionAlgorithm (line 20) | class OptionPriceModelForOptionStylesBaseRegressionAlgorithm(QCAlgorithm): method __init__ (line 21) | def __init__(self) -> None: method on_data (line 28) | def on_data(self, slice: Slice) -> None: method on_end_of_day (line 38) | def on_end_of_day(self, symbol: Symbol) -> None: method on_end_of_algorithm (line 41) | def on_end_of_algorithm(self) -> None: method init (line 45) | def init(self, option: Option, option_style_is_supported: bool) -> None: method check_greeks (line 51) | def check_greeks(self, contracts: list[OptionContract]) -> None: FILE: Algorithm.Python/OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.py class OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm (line 21) | class OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm(Opti... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.py class OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm (line 21) | class OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegression... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.py class OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm (line 21) | class OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm(Opti... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.py class OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm (line 21) | class OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegression... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.py class OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm (line 21) | class OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm(Op... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.py class OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm (line 21) | class OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressi... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.py class OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm (line 21) | class OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm(Op... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.py class OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm (line 21) | class OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressi... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OptionRenameRegressionAlgorithm.py class OptionRenameRegressionAlgorithm (line 21) | class OptionRenameRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 35) | def on_data(self, slice): method on_order_event (line 71) | def on_order_event(self, order_event): FILE: Algorithm.Python/OptionSplitRegressionAlgorithm.py class OptionSplitRegressionAlgorithm (line 22) | class OptionSplitRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 41) | def on_data(self, slice): method universe_func (line 65) | def universe_func(self, universe): method on_order_event (line 68) | def on_order_event(self, order_event): FILE: Algorithm.Python/OptionStrategyFactoryMethodsBaseAlgorithm.py class OptionStrategyFactoryMethodsBaseAlgorithm (line 20) | class OptionStrategyFactoryMethodsBaseAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 34) | def on_data(self, slice): method on_end_of_algorithm (line 56) | def on_end_of_algorithm(self): method expected_orders_count (line 65) | def expected_orders_count(self) -> int: method trade_strategy (line 68) | def trade_strategy(self, chain: OptionChain, option_symbol: Symbol) ->... method assert_strategy_position_group (line 71) | def assert_strategy_position_group(self, position_group: IPositionGrou... method liquidate_strategy (line 74) | def liquidate_strategy(self) -> None: FILE: Algorithm.Python/OptionUniverseFilterGreeksRegressionAlgorithm.py class OptionUniverseFilterGreeksRegressionAlgorithm (line 19) | class OptionUniverseFilterGreeksRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method main_filter (line 49) | def main_filter(self, universe: OptionFilterUniverse) -> OptionFilterU... method option_filter (line 61) | def option_filter(self, universe: OptionFilterUniverse) -> OptionFilte... method on_data (line 84) | def on_data(self, slice: Slice) -> None: method on_end_of_algorithm (line 89) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py class OptionUniverseFilterGreeksShortcutsRegressionAlgorithm (line 21) | class OptionUniverseFilterGreeksShortcutsRegressionAlgorithm(OptionUnive... method option_filter (line 23) | def option_filter(self, universe: OptionFilterUniverse) -> OptionFilte... FILE: Algorithm.Python/OptionUniverseFilterOptionsDataRegressionAlgorithm.py class OptionUniverseFilterOptionsDataRegressionAlgorithm (line 22) | class OptionUniverseFilterOptionsDataRegressionAlgorithm(OptionUniverseF... method option_filter (line 24) | def option_filter(self, universe: OptionFilterUniverse) -> OptionFilte... FILE: Algorithm.Python/OptionUniverseHistoryRegressionAlgorithm.py class OptionUniverseHistoryRegressionAlgorithm (line 20) | class OptionUniverseHistoryRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/OrderTicketAssignmentDemoAlgorithm.py class OrderTicketAssignmentDemoAlgorithm (line 20) | class OrderTicketAssignmentDemoAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method hour_consolidator (line 32) | def hour_consolidator(self, bar: TradeBar): method on_order_event (line 39) | def on_order_event(self, order_event: OrderEvent): method on_end_of_algorithm (line 50) | def on_end_of_algorithm(self): FILE: Algorithm.Python/OrderTicketDemoAlgorithm.py class OrderTicketDemoAlgorithm (line 24) | class OrderTicketDemoAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 44) | def on_data(self, data): method market_orders (line 68) | def market_orders(self): method limit_orders (line 93) | def limit_orders(self): method stop_market_orders (line 145) | def stop_market_orders(self): method stop_limit_orders (line 197) | def stop_limit_orders(self): method trailing_stop_orders (line 264) | def trailing_stop_orders(self): method market_on_close_orders (line 324) | def market_on_close_orders(self): method market_on_open_orders (line 358) | def market_on_open_orders(self): method on_order_event (line 387) | def on_order_event(self, order_event): method check_pair_orders_for_fills (line 410) | def check_pair_orders_for_fills(self, long_order, short_order): method time_is (line 424) | def time_is(self, day, hour, minute): method on_end_of_algorithm (line 427) | def on_end_of_algorithm(self): FILE: Algorithm.Python/PEP8StyleBasicAlgorithm.py class PEP8StyleBasicAlgorithm (line 16) | class PEP8StyleBasicAlgorithm(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 28) | def on_data(self, slice): method on_order_event (line 33) | def on_order_event(self, order_event): method on_end_of_algorithm (line 36) | def on_end_of_algorithm(self): FILE: Algorithm.Python/PandasDataFrameFromMultipleTickTypeTickHistoryRegressionAlgorithm.py class PandasDataFrameFromMultipleTickTypeTickHistoryRegressionAlgorithm (line 21) | class PandasDataFrameFromMultipleTickTypeTickHistoryRegressionAlgorithm(... method initialize (line 22) | def initialize(self): FILE: Algorithm.Python/PandasDataFrameHistoryAlgorithm.py class PandasDataFrameHistoryAlgorithm (line 23) | class PandasDataFrameHistoryAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method coarse_selection (line 42) | def coarse_selection(self, coarse): method on_data (line 57) | def on_data(self, data): method assert_history_index (line 94) | def assert_history_index(self, df, column, expected, ticker, symbol): method assert_history_count (line 139) | def assert_history_count(self, method_call, trade_bar_history, expected): class QuandlFuture (line 148) | class QuandlFuture(PythonQuandl): method __init__ (line 150) | def __init__(self): FILE: Algorithm.Python/ParameterizedAlgorithm.py class ParameterizedAlgorithm (line 21) | class ParameterizedAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_data (line 40) | def on_data(self, data): FILE: Algorithm.Python/PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.py class PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm (line 22) | class PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm(QCAlgor... method initialize (line 27) | def initialize(self): method on_end_of_algorithm (line 49) | def on_end_of_algorithm(self) -> None: FILE: Algorithm.Python/PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.py class PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm (line 19) | class PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlg... method initialize (line 20) | def initialize(self): method assert_that_history_throws_for_tick_resolution (line 48) | def assert_that_history_throws_for_tick_resolution(self, history_call,... FILE: Algorithm.Python/PersistentCustomDataUniverseRegressionAlgorithm.py class PersistentCustomDataUniverseRegressionAlgorithm (line 21) | class PersistentCustomDataUniverseRegressionAlgorithm(QCAlgorithm): method Initialize (line 23) | def Initialize(self): method universe_selector (line 32) | def universe_selector(self, data): method retrieve_historical_data (line 35) | def retrieve_historical_data(self): method OnData (line 45) | def OnData(self, slice: Slice): method OnEndOfAlgorithm (line 52) | def OnEndOfAlgorithm(self) -> None: class StockDataSource (line 56) | class StockDataSource(PythonData): method get_source (line 58) | def get_source(self, config: SubscriptionDataConfig, date: datetime, i... method reader (line 62) | def reader(self, config: SubscriptionDataConfig, line: str, date: date... method period (line 79) | def period(self) -> timedelta: FILE: Algorithm.Python/PortfolioRebalanceOnCustomFuncRegressionAlgorithm.py class PortfolioRebalanceOnCustomFuncRegressionAlgorithm (line 20) | class PortfolioRebalanceOnCustomFuncRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method rebalance_function (line 42) | def rebalance_function(self, time): method on_order_event (line 71) | def on_order_event(self, order_event): FILE: Algorithm.Python/PortfolioRebalanceOnDateRulesRegressionAlgorithm.py class PortfolioRebalanceOnDateRulesRegressionAlgorithm (line 20) | class PortfolioRebalanceOnDateRulesRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_order_event (line 45) | def on_order_event(self, order_event): FILE: Algorithm.Python/PortfolioTargetTagsRegressionAlgorithm.py class PortfolioTargetTagsRegressionAlgorithm (line 19) | class PortfolioTargetTagsRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method set_target_tags_checked (line 41) | def set_target_tags_checked(self): method on_end_of_algorithm (line 44) | def on_end_of_algorithm(self): class CustomPortfolioConstructionModel (line 48) | class CustomPortfolioConstructionModel(EqualWeightingPortfolioConstructi... method __init__ (line 49) | def __init__(self): method create_targets (line 52) | def create_targets(self, algorithm: QCAlgorithm, insights: List[Insigh... method generate_portfolio_target_tag (line 57) | def generate_portfolio_target_tag(target: IPortfolioTarget) -> str: method add_p_portfolio_targets_tags (line 61) | def add_p_portfolio_targets_tags(targets: Iterable[IPortfolioTarget]) ... class CustomRiskManagementModel (line 65) | class CustomRiskManagementModel(MaximumDrawdownPercentPerSecurity): method __init__ (line 66) | def __init__(self): method manage_risk (line 69) | def manage_risk(self, algorithm: QCAlgorithm, targets: List[IPortfolio... class CustomExecutionModel (line 73) | class CustomExecutionModel(ImmediateExecutionModel): method __init__ (line 74) | def __init__(self, targets_tag_checked_callback: Callable) -> None: method execute (line 78) | def execute(self, algorithm: QCAlgorithm, targets: List[IPortfolioTarg... FILE: Algorithm.Python/PythonDictionaryFeatureRegressionAlgorithm.py class PythonDictionaryFeatureRegressionAlgorithm (line 19) | class PythonDictionaryFeatureRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method test_slice_dictionary (line 38) | def test_slice_dictionary(self): method test_securities_dictionary (line 59) | def test_securities_dictionary(self): method test_portfolio_dictionary (line 80) | def test_portfolio_dictionary(self): method on_end_of_algorithm (line 101) | def on_end_of_algorithm(self): method on_data (line 118) | def on_data(self, data): FILE: Algorithm.Python/PytorchNeuralNetworkAlgorithm.py class PytorchNeuralNetworkAlgorithm (line 18) | class PytorchNeuralNetworkAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self) -> None: method net_train (line 35) | def net_train(self) -> None: method trade (line 81) | def trade(self) -> None: class Net (line 96) | class Net(torch.nn.Module): method __init__ (line 97) | def __init__(self, n_feature: int, n_hidden: int, n_output: int) -> None: method forward (line 102) | def forward(self, x: torch.Tensor) -> torch.Tensor: FILE: Algorithm.Python/QLOptionPricingModelRegressionAlgorithm.py class QLOptionPricingModelRegressionAlgorithm (line 20) | class QLOptionPricingModelRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 39) | def on_data(self, slice): method on_end_of_algorithm (line 57) | def on_end_of_algorithm(self): FILE: Algorithm.Python/QuitAfterInitializationRegressionAlgorithm.py class QuitAfterInitializationRegressionAlgorithm (line 19) | class QuitAfterInitializationRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 32) | def on_data(self, data): FILE: Algorithm.Python/QuitInInitializationRegressionAlgorithm.py class QuitInInitializationRegressionAlgorithm (line 19) | class QuitInInitializationRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 32) | def on_data(self, data): FILE: Algorithm.Python/RangeConsolidatorAlgorithm.py class RangeConsolidatorAlgorithm (line 19) | class RangeConsolidatorAlgorithm(QCAlgorithm): method get_resolution (line 20) | def get_resolution(self) -> Resolution: method get_range (line 23) | def get_range(self) -> int: method initialize (line 26) | def initialize(self) -> None: method set_start_and_end_dates (line 35) | def set_start_and_end_dates(self) -> None: method on_end_of_algorithm (line 39) | def on_end_of_algorithm(self) -> None: method create_range_consolidator (line 43) | def create_range_consolidator(self) -> RangeConsolidator: method on_data_consolidated (line 46) | def on_data_consolidated(self, sender: object, range_bar: RangeBar) ->... FILE: Algorithm.Python/RangeConsolidatorWithTickAlgorithm.py class RangeConsolidatorWithTickAlgorithm (line 20) | class RangeConsolidatorWithTickAlgorithm(RangeConsolidatorAlgorithm): method get_range (line 21) | def get_range(self): method get_resolution (line 24) | def get_resolution(self): method set_start_and_end_dates (line 27) | def set_start_and_end_dates(self): FILE: Algorithm.Python/RawDataRegressionAlgorithm.py class RawDataRegressionAlgorithm (line 28) | class RawDataRegressionAlgorithm(QCAlgorithm): method initialize (line 30) | def initialize(self): method on_data (line 50) | def on_data(self, data): FILE: Algorithm.Python/RawPricesCoarseUniverseAlgorithm.py class RawPricesCoarseUniverseAlgorithm (line 23) | class RawPricesCoarseUniverseAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method custom_security_initializer (line 44) | def custom_security_initializer(self, security): method coarse_selection_function (line 52) | def coarse_selection_function(self, coarse): method on_securities_changed (line 61) | def on_securities_changed(self, changes): method on_order_event (line 71) | def on_order_event(self, order_event): FILE: Algorithm.Python/RawPricesUniverseRegressionAlgorithm.py class RawPricesUniverseRegressionAlgorithm (line 24) | class RawPricesUniverseRegressionAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method selection_function (line 48) | def selection_function(self, date_time): method on_securities_changed (line 56) | def on_securities_changed(self, changes): FILE: Algorithm.Python/RegisterIndicatorRegressionAlgorithm.py class RegisterIndicatorRegressionAlgorithm (line 20) | class RegisterIndicatorRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method set_selector_called (line 92) | def set_selector_called(self, position): method on_data (line 97) | def on_data(self, data): method on_end_of_algorithm (line 101) | def on_end_of_algorithm(self): class CustomIndicator (line 108) | class CustomIndicator(PythonIndicator): method __init__ (line 109) | def __init__(self): method update (line 114) | def update(self, input): FILE: Algorithm.Python/RegressionAlgorithm.py class RegressionAlgorithm (line 20) | class RegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 39) | def on_data(self, data): FILE: Algorithm.Python/RegressionChannelAlgorithm.py class RegressionChannelAlgorithm (line 23) | class RegressionChannelAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 44) | def on_data(self, data): method on_end_of_day (line 55) | def on_end_of_day(self, symbol): FILE: Algorithm.Python/RiskParityPortfolioAlgorithm.py class RiskParityPortfolioAlgorithm (line 17) | class RiskParityPortfolioAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): FILE: Algorithm.Python/RollingWindowAlgorithm.py class RollingWindowAlgorithm (line 25) | class RollingWindowAlgorithm(QCAlgorithm): method initialize (line 27) | def initialize(self): method _sma_updated (line 45) | def _sma_updated(self, sender, updated): method on_data (line 50) | def on_data(self, data): FILE: Algorithm.Python/RsiAlphaModelFrameworkRegressionAlgorithm.py class RsiAlphaModelFrameworkRegressionAlgorithm (line 21) | class RsiAlphaModelFrameworkRegressionAlgorithm(BaseFrameworkRegressionA... method initialize (line 23) | def initialize(self): method on_end_of_algorithm (line 27) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ScheduledEventsAlgorithm.py class ScheduledEventsAlgorithm (line 22) | class ScheduledEventsAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 64) | def on_data(self, data): method specific_time (line 70) | def specific_time(self): method every_day_after_market_open (line 74) | def every_day_after_market_open(self): method every_day_after_market_close (line 78) | def every_day_after_market_close(self): method every_wed_at_noon (line 82) | def every_wed_at_noon(self): method every_mon_fri_at_noon (line 86) | def every_mon_fri_at_noon(self): method liquidate_unrealized_losses (line 90) | def liquidate_unrealized_losses(self): method rebalancing_code (line 97) | def rebalancing_code(self): FILE: Algorithm.Python/ScheduledQueuingAlgorithm.py class ScheduledQueuingAlgorithm (line 17) | class ScheduledQueuingAlgorithm(QCAlgorithm): method initialize (line 19) | def initialize(self) -> None: method coarse_selection_function (line 39) | def coarse_selection_function(self, coarse: list[CoarseFundamental]) -... method fine_selection_function (line 44) | def fine_selection_function(self, fine: list[FineFundamental]) -> list... method fill_queue (line 48) | def fill_queue(self) -> None: method take_from_queue (line 57) | def take_from_queue(self) -> None: FILE: Algorithm.Python/ScheduledUniverseRegressionAlgorithm.py class BasicTemplateAlgorithm (line 19) | class BasicTemplateAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method select_assets (line 32) | def select_assets(self, time): method on_data (line 40) | def on_data(self, data): method on_end_of_algorithm (line 49) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ScheduledUniverseSelectionModelRegressionAlgorithm.py class ScheduledUniverseSelectionModelRegressionAlgorithm (line 19) | class ScheduledUniverseSelectionModelRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method select_symbols (line 46) | def select_symbols(self, dateTime): method on_securities_changed (line 69) | def on_securities_changed(self, changes): method on_order_event (line 100) | def on_order_event(self, orderEvent): method expect_additions (line 103) | def expect_additions(self, changes, *tickers): method expect_removals (line 111) | def expect_removals(self, changes, *tickers): FILE: Algorithm.Python/ScikitLearnLinearRegressionAlgorithm.py class ScikitLearnLinearRegressionAlgorithm (line 17) | class ScikitLearnLinearRegressionAlgorithm(QCAlgorithm): method initialize (line 19) | def initialize(self): method regression (line 34) | def regression(self): method trade (line 75) | def trade(self): FILE: Algorithm.Python/SectorExposureRiskFrameworkAlgorithm.py class SectorExposureRiskFrameworkAlgorithm (line 24) | class SectorExposureRiskFrameworkAlgorithm(QCAlgorithm): method initialize (line 28) | def initialize(self): method on_order_event (line 43) | def on_order_event(self, order_event): method select_coarse (line 47) | def select_coarse(self, coarse): method select_fine (line 51) | def select_fine(self, fine): FILE: Algorithm.Python/SectorWeightingFrameworkAlgorithm.py class SectorWeightingFrameworkAlgorithm (line 20) | class SectorWeightingFrameworkAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_order_event (line 38) | def on_order_event(self, order_event): method select_coarse (line 42) | def select_coarse(self, coarse): method select_fine (line 47) | def select_fine(self, fine): FILE: Algorithm.Python/SecurityCustomPropertiesAlgorithm.py class SecurityCustomPropertiesAlgorithm (line 21) | class SecurityCustomPropertiesAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 48) | def on_data(self, data): method on_order_event (line 64) | def on_order_event(self, order_event): method on_end_of_algorithm (line 71) | def on_end_of_algorithm(self): class CustomFeeModel (line 75) | class CustomFeeModel(FeeModel): method get_order_fee (line 78) | def get_order_fee(self, parameters): FILE: Algorithm.Python/SecurityDynamicPropertyPythonClassAlgorithm.py class SecurityDynamicPropertyPythonClassAlgorithm (line 23) | class SecurityDynamicPropertyPythonClassAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self) -> None: method on_warmup_finished (line 36) | def on_warmup_finished(self) -> None: method on_data (line 45) | def on_data(self, slice: Slice) -> None: class CustomSimpleMovingAverage (line 49) | class CustomSimpleMovingAverage(PythonIndicator): method __init__ (line 50) | def __init__(self, name: str, period: int) -> None: method update (line 56) | def update(self, input: IndicatorDataPoint) -> bool: FILE: Algorithm.Python/SecuritySeederRegressionAlgorithm.py class SecuritySeederRegressionAlgorithm (line 19) | class SecuritySeederRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 30) | def on_data(self, data): method on_securities_changed (line 39) | def on_securities_changed(self, changes): FILE: Algorithm.Python/SecuritySessionRegressionAlgorithm.py class SecuritySessionRegressionAlgorithm (line 20) | class SecuritySessionRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method initialize_security (line 50) | def initialize_security(self): method initialize_session_tracking (line 55) | def initialize_session_tracking(self, security): method _are_equal (line 59) | def _are_equal(self, value1, value2): method validate_session_bars (line 63) | def validate_session_bars(self): method is_within_market_hours (line 90) | def is_within_market_hours(self, current_date_time): method on_data (line 96) | def on_data(self, data): method accumulate_session_data (line 105) | def accumulate_session_data(self, data): FILE: Algorithm.Python/SecuritySessionWithChangeOfResolutionRegressionAlgorithm.py class SecuritySessionWithChangeOfResolutionRegressionAlgorithm (line 22) | class SecuritySessionWithChangeOfResolutionRegressionAlgorithm(SecurityS... method on_securities_changed (line 23) | def on_securities_changed(self, changes: SecurityChanges): method on_end_of_day (line 27) | def on_end_of_day(self, symbol: Symbol): FILE: Algorithm.Python/SecuritySessionWithFuturesRegressionAlgorithm.py class SecuritySessionWithFuturesRegressionAlgorithm (line 22) | class SecuritySessionWithFuturesRegressionAlgorithm(SecuritySessionRegre... method initialize_security (line 23) | def initialize_security(self): method is_within_market_hours (line 35) | def is_within_market_hours(self, current_date_time): method accumulate_session_data (line 38) | def accumulate_session_data(self, data): method validate_session_bars (line 89) | def validate_session_bars(self): FILE: Algorithm.Python/SecurityToSymbolRegressionAlgorithm.py class SecurityToSymbolRegressionAlgorithm (line 19) | class SecurityToSymbolRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): FILE: Algorithm.Python/SelectUniverseSymbolsFromIDRegressionAlgorithm.py class SelectUniverseSymbolsFromIDRegressionAlgorithm (line 19) | class SelectUniverseSymbolsFromIDRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method select_symbol (line 33) | def select_symbol(self, fundamental): method on_securities_changed (line 51) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 54) | def on_end_of_algorithm(self): FILE: Algorithm.Python/SetCustomSettlementModelRegressionAlgorithm.py class SetCustomSettlementModelRegressionAlgorithm (line 21) | class SetCustomSettlementModelRegressionAlgorithm(CustomSettlementModelR... method set_settlement_model (line 22) | def set_settlement_model(self, security): FILE: Algorithm.Python/SetEquityDataNormalizationModeOnAddEquity.py class SetEquityDataNormalizationModeOnAddEquity (line 20) | class SetEquityDataNormalizationModeOnAddEquity(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 43) | def on_data(self, slice): method check_equity_data_normalization_mode (line 48) | def check_equity_data_normalization_mode(self, equity, expected_normal... FILE: Algorithm.Python/SetHoldingsAsyncRegressionAlgorithm.py class SetHoldingsAsyncRegressionAlgorithm (line 20) | class SetHoldingsAsyncRegressionAlgorithm(SetHoldingsRegressionAlgorithm): FILE: Algorithm.Python/SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.py class SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm (line 23) | class SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgor... method on_data (line 24) | def on_data(self, data): FILE: Algorithm.Python/SetHoldingsMultipleTargetsRegressionAlgorithm.py class SetHoldingsMultipleTargetsRegressionAlgorithm (line 21) | class SetHoldingsMultipleTargetsRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 36) | def on_data(self, data): FILE: Algorithm.Python/SetHoldingsRegressionAlgorithm.py class SetHoldingsRegressionAlgorithm (line 19) | class SetHoldingsRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 31) | def on_data(self, data): method on_end_of_algorithm (line 43) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ShortInterestFeeRegressionAlgorithm.py class ShortInterestFeeRegressionAlgorithm (line 20) | class ShortInterestFeeRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 34) | def on_data(self, data): method on_end_of_algorithm (line 44) | def on_end_of_algorithm(self): FILE: Algorithm.Python/ShortableProviderOrdersRejectedRegressionAlgorithm.py class RegressionTestShortableProvider (line 16) | class RegressionTestShortableProvider(LocalDiskShortableProvider): method __init__ (line 17) | def __init__(self): class ShortableProviderOrdersRejectedRegressionAlgorithm (line 23) | class ShortableProviderOrdersRejectedRegressionAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 41) | def on_data(self, data): method handle_order (line 99) | def handle_order(self, order_ticket): FILE: Algorithm.Python/SliceGetByTypeRegressionAlgorithm.py class SliceGetByTypeRegressionAlgorithm (line 21) | class SliceGetByTypeRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self) -> None: method on_data (line 31) | def on_data(self, data: Slice) -> None: class TestAlphaModel (line 38) | class TestAlphaModel(AlphaModel): method update (line 39) | def update(self, algorithm: QCAlgorithm, data: Slice) -> list[Insight]: FILE: Algorithm.Python/SmaCrossUniverseSelectionAlgorithm.py class SmaCrossUniverseSelectionAlgorithm (line 16) | class SmaCrossUniverseSelectionAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self) -> None: method coarse_sma_selector (line 56) | def coarse_sma_selector(self, coarse: list[Fundamental]) -> list[Symbol]: method on_securities_changed (line 77) | def on_securities_changed(self, changes: SecurityChanges) -> None: FILE: Algorithm.Python/SpreadExecutionModelRegressionAlgorithm.py class SpreadExecutionModelRegressionAlgorithm (line 27) | class SpreadExecutionModelRegressionAlgorithm(QCAlgorithm): method initialize (line 32) | def initialize(self): method on_insights_generated (line 50) | def on_insights_generated(self, algorithm, data): method on_order_event (line 53) | def on_order_event(self, order_event): FILE: Algorithm.Python/StableCoinsRegressionAlgorithm.py class StableCoinsRegressionAlgorithm (line 20) | class StableCoinsRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 28) | def on_data(self, data): FILE: Algorithm.Python/StandardDeviationExecutionModelRegressionAlgorithm.py class StandardDeviationExecutionModelRegressionAlgorithm (line 27) | class StandardDeviationExecutionModelRegressionAlgorithm(QCAlgorithm): method initialize (line 32) | def initialize(self): method on_order_event (line 53) | def on_order_event(self, order_event): FILE: Algorithm.Python/StatisticsResultsAlgorithm.py class StatisticsResultsAlgorithm (line 21) | class StatisticsResultsAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 42) | def on_data(self, data: Slice): method on_order_event (line 55) | def on_order_event(self, order_event): method on_end_of_algorithm (line 94) | def on_end_of_algorithm(self): method check_most_traded_security_statistic (line 104) | def check_most_traded_security_statistic(self, statistics: Dictionary[... method get_most_trade_security (line 116) | def get_most_trade_security(self) -> tuple[Symbol, int]: FILE: Algorithm.Python/StochasticIndicatorWarmsUpProperlyRegressionAlgorithm.py class StochasticIndicatorWarmsUpProperlyRegressionAlgorithm (line 21) | class StochasticIndicatorWarmsUpProperlyRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 60) | def on_data(self, data: Slice): method on_end_of_algorithm (line 75) | def on_end_of_algorithm(self): FILE: Algorithm.Python/StopLimitOrderAsyncRegressionAlgorithm.py class StopLimitOrderAsyncRegressionAlgorithm (line 23) | class StopLimitOrderAsyncRegressionAlgorithm(StopLimitOrderRegressionAlg... FILE: Algorithm.Python/StopLimitOrderRegressionAlgorithm.py class StopLimitOrderRegressionAlgorithm (line 22) | class StopLimitOrderRegressionAlgorithm(QCAlgorithm): method initialize (line 30) | def initialize(self): method on_data (line 44) | def on_data(self, slice: Slice): method on_order_event (line 54) | def on_order_event(self, order_event: OrderEvent): method on_end_of_algorithm (line 71) | def on_end_of_algorithm(self): method is_ready (line 76) | def is_ready(self): method trend_is_up (line 79) | def trend_is_up(self): method trend_is_down (line 82) | def trend_is_down(self): FILE: Algorithm.Python/StringToSymbolImplicitConversionRegressionAlgorithm.py class StringToSymbolImplicitConversionRegressionAlgorithm (line 20) | class StringToSymbolImplicitConversionRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method on_data (line 28) | def on_data(self, data): FILE: Algorithm.Python/TalibIndicatorsAlgorithm.py class CalibratedResistanceAtmosphericScrubbers (line 17) | class CalibratedResistanceAtmosphericScrubbers(QCAlgorithm): method initialize (line 19) | def initialize(self): method on_data (line 32) | def on_data(self, data): method on_end_of_algorithm (line 65) | def on_end_of_algorithm(self): FILE: Algorithm.Python/TensorFlowNeuralNetworkAlgorithm.py class TensorFlowNeuralNetworkAlgorithm (line 17) | class TensorFlowNeuralNetworkAlgorithm(QCAlgorithm): method initialize (line 19) | def initialize(self) -> None: method add_layer (line 32) | def add_layer(self, inputs: tf.Tensor, in_size: int, out_size: int, ac... method net_train (line 44) | def net_train(self) -> None: method trade (line 100) | def trade(self) -> None: FILE: Algorithm.Python/TickDataFilteringAlgorithm.py class TickDataFilteringAlgorithm (line 24) | class TickDataFilteringAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 41) | def on_data(self, data): class TickExchangeDataFilter (line 61) | class TickExchangeDataFilter(SecurityDataFilter): method __init__ (line 67) | def __init__(self, algo: IAlgorithm): method filter (line 76) | def filter(self, asset: Security, data: BaseData): FILE: Algorithm.Python/TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.py class TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm (line 21) | class TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm(QCAlg... method initialize (line 23) | def initialize(self): FILE: Algorithm.Python/TiingoPriceAlgorithm.py class TiingoPriceAlgorithm (line 24) | class TiingoPriceAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 42) | def on_data(self, slice): FILE: Algorithm.Python/TimeInForceAlgorithm.py class TimeInForceAlgorithm (line 22) | class TimeInForceAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 49) | def on_data(self, data): method on_order_event (line 94) | def on_order_event(self, orderEvent): method on_end_of_algorithm (line 98) | def on_end_of_algorithm(self): FILE: Algorithm.Python/TrailingStopOrderAsyncRegressionAlgorithm.py class TrailingStopOrderAsyncRegressionAlgorithm (line 23) | class TrailingStopOrderAsyncRegressionAlgorithm(TrailingStopOrderRegress... FILE: Algorithm.Python/TrailingStopOrderRegressionAlgorithm.py class TrailingStopOrderRegressionAlgorithm (line 22) | class TrailingStopOrderRegressionAlgorithm(QCAlgorithm): method initialize (line 29) | def initialize(self): method on_data (line 41) | def on_data(self, slice: Slice): method on_order_event (line 75) | def on_order_event(self, orderEvent: OrderEvent): method on_end_of_algorithm (line 88) | def on_end_of_algorithm(self): FILE: Algorithm.Python/TrailingStopRiskFrameworkRegressionAlgorithm.py class TrailingStopRiskFrameworkRegressionAlgorithm (line 18) | class TrailingStopRiskFrameworkRegressionAlgorithm(BaseFrameworkRegressi... method initialize (line 21) | def initialize(self): FILE: Algorithm.Python/TrainingExampleAlgorithm.py class TrainingExampleAlgorithm (line 22) | class TrainingExampleAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method training_method (line 38) | def training_method(self): FILE: Algorithm.Python/TrainingInitializeRegressionAlgorithm.py class TrainingInitializeRegressionAlgorithm (line 23) | class TrainingInitializeRegressionAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): FILE: Algorithm.Python/TwoLegCurrencyConversionRegressionAlgorithm.py class TwoLegCurrencyConversionRegressionAlgorithm (line 19) | class TwoLegCurrencyConversionRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 33) | def on_data(self, data): method on_end_of_algorithm (line 37) | def on_end_of_algorithm(self): FILE: Algorithm.Python/UniverseOnlyRegressionAlgorithm.py class UniverseOnlyRegressionAlgorithm (line 20) | class UniverseOnlyRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method filter_universe (line 34) | def filter_universe(self, constituents: List[ETFConstituentData]) -> L... method on_end_of_algorithm (line 38) | def on_end_of_algorithm(self): FILE: Algorithm.Python/UniverseSelectedRegressionAlgorithm.py class UniverseSelectedRegressionAlgorithm (line 19) | class UniverseSelectedRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method selection_function (line 30) | def selection_function(self, fundamentals): method on_data (line 39) | def on_data(self, data): method on_end_of_algorithm (line 45) | def on_end_of_algorithm(self): FILE: Algorithm.Python/UniverseSelectionDefinitionsAlgorithm.py class UniverseSelectionDefinitionsAlgorithm (line 22) | class UniverseSelectionDefinitionsAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_data (line 38) | def on_data(self, data): method on_securities_changed (line 54) | def on_securities_changed(self, changes): method on_end_of_algorithm (line 58) | def on_end_of_algorithm(self): FILE: Algorithm.Python/UniverseSelectionRegressionAlgorithm.py class UniverseSelectionRegressionAlgorithm (line 20) | class UniverseSelectionRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method coarse_selection_function (line 40) | def coarse_selection_function(self, coarse): method on_data (line 44) | def on_data(self, data): method on_securities_changed (line 70) | def on_securities_changed(self, changes): method on_order_event (line 74) | def on_order_event(self, orderEvent): FILE: Algorithm.Python/UniverseUnchangedRegressionAlgorithm.py class UniverseUnchangedRegressionAlgorithm (line 19) | class UniverseUnchangedRegressionAlgorithm(QCAlgorithm): method initialize (line 21) | def initialize(self): method coarse_selection_function (line 37) | def coarse_selection_function(self, coarse): method fine_selection_function (line 46) | def fine_selection_function(self, fine): method on_securities_changed (line 55) | def on_securities_changed(self, changes): FILE: Algorithm.Python/UnregisterIndicatorRegressionAlgorithm.py class UnregisterIndicatorRegressionAlgorithm (line 19) | class UnregisterIndicatorRegressionAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): method on_data (line 32) | def on_data(self, data): FILE: Algorithm.Python/UpdateOrderRegressionAlgorithm.py class UpdateOrderRegressionAlgorithm (line 21) | class UpdateOrderRegressionAlgorithm(QCAlgorithm): method initialize (line 23) | def initialize(self): method on_circle_completed (line 48) | def on_circle_completed(self, sender, event): method on_data (line 53) | def on_data(self, data): method on_order_event (line 102) | def on_order_event(self, orderEvent): FILE: Algorithm.Python/UserDefinedUniverseAlgorithm.py class UserDefinedUniverseAlgorithm (line 24) | class UserDefinedUniverseAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self) -> None: method selection (line 35) | def selection(self, time: datetime) -> list[str]: method on_securities_changed (line 39) | def on_securities_changed(self, changes: SecurityChanges) -> None: FILE: Algorithm.Python/VBaseSignalExportDemonstrationAlgorithm.py class VBaseSignalExportDemonstrationAlgorithm (line 20) | class VBaseSignalExportDemonstrationAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 42) | def on_data(self, data): FILE: Algorithm.Python/VolumeRenkoConsolidatorAlgorithm.py class VolumeRenkoConsolidatorAlgorithm (line 22) | class VolumeRenkoConsolidatorAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self): method on_spy_data_consolidated (line 44) | def on_spy_data_consolidated(self, sender, bar): method on_ibm_data_consolidated (line 50) | def on_ibm_data_consolidated(self, sender, bar): method on_data (line 56) | def on_data(self, slice): method on_end_of_algorithm (line 71) | def on_end_of_algorithm(self): FILE: Algorithm.Python/VolumeShareSlippageModelAlgorithm.py class VolumeShareSlippageModelAlgorithm (line 20) | class VolumeShareSlippageModelAlgorithm(QCAlgorithm): method initialize (line 24) | def initialize(self) -> None: method selection (line 34) | def selection(self, constituents: list[ETFConstituentUniverse]) -> lis... method on_data (line 43) | def on_data(self, slice: Slice) -> None: FILE: Algorithm.Python/VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.py class VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm (line 27) | class VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm(QCAlgo... method initialize (line 32) | def initialize(self): method on_insights_generated (line 54) | def on_insights_generated(self, algorithm, data): method on_order_event (line 57) | def on_order_event(self, orderEvent): FILE: Algorithm.Python/WarmupAlgorithm.py class WarmupAlgorithm (line 23) | class WarmupAlgorithm(QCAlgorithm): method initialize (line 25) | def initialize(self): method on_data (line 44) | def on_data(self, data): FILE: Algorithm.Python/WarmupHistoryAlgorithm.py class WarmupHistoryAlgorithm (line 24) | class WarmupHistoryAlgorithm(QCAlgorithm): method initialize (line 26) | def initialize(self): method on_data (line 57) | def on_data(self, data): FILE: Algorithm.Python/WeeklyUniverseSelectionRegressionAlgorithm.py class WeeklyUniverseSelectionRegressionAlgorithm (line 20) | class WeeklyUniverseSelectionRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self) -> None: method on_data (line 32) | def on_data(self, slice: Slice) -> None: method on_securities_changed (line 50) | def on_securities_changed(self, changes: SecurityChanges) -> None: FILE: Algorithm.Python/ZeroedBenchmarkRegressionAlgorithm.py class ZeroedBenchmarkRegressionAlgorithm (line 20) | class ZeroedBenchmarkRegressionAlgorithm(QCAlgorithm): method initialize (line 22) | def initialize(self): method on_data (line 33) | def on_data(self, data): class TestBrokerageModel (line 42) | class TestBrokerageModel(DefaultBrokerageModel): method get_benchmark (line 44) | def get_benchmark(self, securities): method func (line 47) | def func(self, datetime): FILE: Algorithm.Python/main.py class BasicTemplateAlgorithm (line 16) | class BasicTemplateAlgorithm(QCAlgorithm): method initialize (line 19) | def initialize(self): method on_data (line 28) | def on_data(self, data): FILE: Algorithm/Alphas/AlphaModel.cs class AlphaModel (line 27) | public class AlphaModel : BasePythonWrapper, IAlphaModel, IN... method AlphaModel (line 37) | public AlphaModel() method Update (line 49) | public virtual IEnumerable Update(QCAlgorithm algorithm, Slic... method OnSecuritiesChanged (line 59) | public virtual void OnSecuritiesChanged(QCAlgorithm algorithm, Securit... FILE: Algorithm/Alphas/AlphaModelExtensions.cs class AlphaModelExtensions (line 21) | public static class AlphaModelExtensions method GetModelName (line 26) | public static string GetModelName(this IAlphaModel model) FILE: Algorithm/Alphas/AlphaModelPythonWrapper.cs class AlphaModelPythonWrapper (line 28) | public class AlphaModelPythonWrapper : AlphaModel method AlphaModelPythonWrapper (line 55) | public AlphaModelPythonWrapper(PyObject model) method Update (line 80) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 90) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... FILE: Algorithm/Alphas/CompositeAlphaModel.cs class CompositeAlphaModel (line 29) | public class CompositeAlphaModel : AlphaModel method CompositeAlphaModel (line 37) | public CompositeAlphaModel(params IAlphaModel[] alphaModels) method CompositeAlphaModel (line 51) | public CompositeAlphaModel(params PyObject[] alphaModels) method Update (line 72) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... method OnSecuritiesChanged (line 96) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method AddAlpha (line 108) | public void AddAlpha(IAlphaModel alphaModel) method AddAlpha (line 117) | public void AddAlpha(PyObject pyAlphaModel) FILE: Algorithm/Alphas/IAlphaModel.cs type IAlphaModel (line 24) | public interface IAlphaModel : INotifiedSecurityChanges method Update (line 33) | IEnumerable Update(QCAlgorithm algorithm, Slice data); FILE: Algorithm/Alphas/INamedModel.cs type INamedModel (line 24) | public interface INamedModel FILE: Algorithm/Alphas/NullAlphaModel.cs class NullAlphaModel (line 25) | public class NullAlphaModel : AlphaModel method Update (line 34) | public override IEnumerable Update(QCAlgorithm algorithm, Sli... FILE: Algorithm/Alphas/NullAlphaModel.py class NullAlphaModel (line 16) | class NullAlphaModel(AlphaModel): method update (line 19) | def update(self, algorithm, data): FILE: Algorithm/CandlestickPatterns.cs class CandlestickPatterns (line 27) | public class CandlestickPatterns method CandlestickPatterns (line 35) | public CandlestickPatterns(QCAlgorithm algorithm) method TwoCrows (line 48) | public TwoCrows TwoCrows(Symbol symbol, Resolution? resolution = null,... method ThreeBlackCrows (line 64) | public ThreeBlackCrows ThreeBlackCrows(Symbol symbol, Resolution? reso... method ThreeInside (line 80) | public ThreeInside ThreeInside(Symbol symbol, Resolution? resolution =... method ThreeLineStrike (line 96) | public ThreeLineStrike ThreeLineStrike(Symbol symbol, Resolution? reso... method ThreeOutside (line 112) | public ThreeOutside ThreeOutside(Symbol symbol, Resolution? resolution... method ThreeStarsInSouth (line 128) | public ThreeStarsInSouth ThreeStarsInSouth(Symbol symbol, Resolution? ... method ThreeWhiteSoldiers (line 144) | public ThreeWhiteSoldiers ThreeWhiteSoldiers(Symbol symbol, Resolution... method AbandonedBaby (line 161) | public AbandonedBaby AbandonedBaby(Symbol symbol, decimal penetration ... method AdvanceBlock (line 177) | public AdvanceBlock AdvanceBlock(Symbol symbol, Resolution? resolution... method BeltHold (line 193) | public BeltHold BeltHold(Symbol symbol, Resolution? resolution = null,... method Breakaway (line 209) | public Breakaway Breakaway(Symbol symbol, Resolution? resolution = nul... method ClosingMarubozu (line 225) | public ClosingMarubozu ClosingMarubozu(Symbol symbol, Resolution? reso... method ConcealedBabySwallow (line 241) | public ConcealedBabySwallow ConcealedBabySwallow(Symbol symbol, Resolu... method Counterattack (line 257) | public Counterattack Counterattack(Symbol symbol, Resolution? resoluti... method DarkCloudCover (line 274) | public DarkCloudCover DarkCloudCover(Symbol symbol, decimal penetratio... method Doji (line 290) | public Doji Doji(Symbol symbol, Resolution? resolution = null, Func, IExecut... method ExecutionModel (line 37) | public ExecutionModel(bool asynchronous = true) method Execute (line 49) | public virtual void Execute(QCAlgorithm algorithm, IPortfolioTarget[] ... method OnSecuritiesChanged (line 59) | public virtual void OnSecuritiesChanged(QCAlgorithm algorithm, Securit... method OnOrderEvent (line 68) | public virtual void OnOrderEvent(QCAlgorithm algorithm, OrderEvent ord... FILE: Algorithm/Execution/ExecutionModelPythonWrapper.cs class ExecutionModelPythonWrapper (line 28) | public class ExecutionModelPythonWrapper : ExecutionModel method ExecutionModelPythonWrapper (line 36) | public ExecutionModelPythonWrapper(PyObject model) method Execute (line 62) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget[]... method OnSecuritiesChanged (line 72) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method OnOrderEvent (line 82) | public override void OnOrderEvent(QCAlgorithm algorithm, OrderEvent or... FILE: Algorithm/Execution/IExecutionModel.cs type IExecutionModel (line 24) | public interface IExecutionModel : INotifiedSecurityChanges method Execute (line 33) | void Execute(QCAlgorithm algorithm, IPortfolioTarget[] targets); method OnOrderEvent (line 40) | void OnOrderEvent(QCAlgorithm algorithm, OrderEvent orderEvent); FILE: Algorithm/Execution/ImmediateExecutionModel.cs class ImmediateExecutionModel (line 27) | public class ImmediateExecutionModel : ExecutionModel method ImmediateExecutionModel (line 35) | public ImmediateExecutionModel(bool asynchronous = true) method Execute (line 45) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget[]... method OnSecuritiesChanged (line 82) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... FILE: Algorithm/Execution/ImmediateExecutionModel.py class ImmediateExecutionModel (line 16) | class ImmediateExecutionModel(ExecutionModel): method __init__ (line 19) | def __init__(self, asynchronous=True): method execute (line 26) | def execute(self, algorithm, targets): FILE: Algorithm/Execution/NullExecutionModel.cs class NullExecutionModel (line 23) | public class NullExecutionModel : ExecutionModel method Execute (line 30) | public override void Execute(QCAlgorithm algorithm, IPortfolioTarget[]... FILE: Algorithm/Execution/NullExecutionModel.py class NullExecutionModel (line 16) | class NullExecutionModel(ExecutionModel): method execute (line 18) | def execute(self, algorithm, targets): FILE: Algorithm/INotifiedSecurityChanges.cs type INotifiedSecurityChanges (line 23) | public interface INotifiedSecurityChanges method OnSecuritiesChanged (line 30) | void OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChanges changes); FILE: Algorithm/Portfolio/IPortfolioConstructionModel.cs type IPortfolioConstructionModel (line 24) | public interface IPortfolioConstructionModel : INotifiedSecurityChanges method CreateTargets (line 32) | IEnumerable CreateTargets(QCAlgorithm algorithm, Ins... FILE: Algorithm/Portfolio/IPortfolioOptimizer.cs type IPortfolioOptimizer (line 21) | public interface IPortfolioOptimizer method Optimize (line 30) | double[] Optimize(double[,] historicalReturns, double[] expectedReturn... FILE: Algorithm/Portfolio/NullPortfolioConstructionModel.cs class NullPortfolioConstructionModel (line 25) | public class NullPortfolioConstructionModel : PortfolioConstructionModel method CreateTargets (line 31) | public override IEnumerable CreateTargets(QCAlgorith... FILE: Algorithm/Portfolio/NullPortfolioConstructionModel.py class NullPortfolioConstructionModel (line 16) | class NullPortfolioConstructionModel(PortfolioConstructionModel): method create_targets (line 18) | def create_targets(self, algorithm, insights): FILE: Algorithm/Portfolio/PortfolioBias.cs type PortfolioBias (line 21) | public enum PortfolioBias FILE: Algorithm/Portfolio/PortfolioConstructionModel.cs class PortfolioConstructionModel (line 30) | public class PortfolioConstructionModel : IPortfolioConstructionModel method PortfolioConstructionModel (line 64) | public PortfolioConstructionModel(Func rebalancin... method PortfolioConstructionModel (line 74) | public PortfolioConstructionModel(Func rebalancing... method SetPythonWrapper (line 82) | protected void SetPythonWrapper(PortfolioConstructionModelPythonWrappe... method CreateTargets (line 93) | public virtual IEnumerable CreateTargets(QCAlgorithm... method OnSecuritiesChanged (line 150) | public virtual void OnSecuritiesChanged(QCAlgorithm algorithm, Securit... method GetTargetInsights (line 164) | protected virtual List GetTargetInsights() method ShouldCreateTargetForInsight (line 185) | protected virtual bool ShouldCreateTargetForInsight(Insight insight) method DetermineTargetPercent (line 195) | protected virtual Dictionary DetermineTargetPercent(L... method SetRebalancingFunc (line 211) | protected void SetRebalancingFunc(PyObject rebalance) method IsRebalanceDue (line 248) | protected virtual bool IsRebalanceDue(Insight[] insights, DateTime alg... method RefreshRebalance (line 294) | protected void RefreshRebalance(DateTime algorithmUtc) method FilterInvalidInsightMagnitude (line 311) | protected static Insight[] FilterInvalidInsightMagnitude(IAlgorithm al... FILE: Algorithm/Portfolio/PortfolioConstructionModelPythonWrapper.cs class PortfolioConstructionModelPythonWrapper (line 28) | public class PortfolioConstructionModelPythonWrapper : PortfolioConstruc... method PortfolioConstructionModelPythonWrapper (line 67) | public PortfolioConstructionModelPythonWrapper(PyObject model) method CreateTargets (line 92) | public override IEnumerable CreateTargets(QCAlgorith... method OnSecuritiesChanged (line 102) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method ShouldCreateTargetForInsight (line 113) | protected override bool ShouldCreateTargetForInsight(Insight insight) method IsRebalanceDue (line 126) | protected override bool IsRebalanceDue(Insight[] insights, DateTime al... method GetTargetInsights (line 135) | protected override List GetTargetInsights() method DetermineTargetPercent (line 145) | protected override Dictionary DetermineTargetPercent(... FILE: Algorithm/QCAlgorithm.Framework.Python.cs class QCAlgorithm (line 26) | public partial class QCAlgorithm method SetAlpha (line 32) | [DocumentationAttribute(AlgorithmFramework)] method AddAlpha (line 45) | [DocumentationAttribute(AlgorithmFramework)] method SetExecution (line 59) | [DocumentationAttribute(AlgorithmFramework)] method SetPortfolioConstruction (line 73) | [DocumentationAttribute(AlgorithmFramework)] method SetUniverseSelection (line 87) | [DocumentationAttribute(AlgorithmFramework)] method AddUniverseSelection (line 101) | [DocumentationAttribute(AlgorithmFramework)] method SetRiskManagement (line 116) | [DocumentationAttribute(AlgorithmFramework)] method AddRiskManagement (line 130) | [DocumentationAttribute(AlgorithmFramework)] FILE: Algorithm/QCAlgorithm.Framework.cs class QCAlgorithm (line 31) | public partial class QCAlgorithm method FrameworkPostInitialize (line 85) | [DocumentationAttribute(AlgorithmFramework)] method OnFrameworkData (line 104) | [DocumentationAttribute(AlgorithmFramework)] method ProcessInsights (line 175) | [DocumentationAttribute(AlgorithmFramework)] method OnFrameworkSecuritiesChanged (line 250) | [DocumentationAttribute(AlgorithmFramework)] method SetUniverseSelection (line 269) | [DocumentationAttribute(AlgorithmFramework)] method AddUniverseSelection (line 280) | [DocumentationAttribute(AlgorithmFramework)] method SetAlpha (line 306) | [DocumentationAttribute(AlgorithmFramework)] method AddAlpha (line 316) | [DocumentationAttribute(AlgorithmFramework)] method SetPortfolioConstruction (line 341) | [DocumentationAttribute(AlgorithmFramework)] method SetExecution (line 352) | [DocumentationAttribute(AlgorithmFramework)] method SetRiskManagement (line 363) | [DocumentationAttribute(AlgorithmFramework)] method AddRiskManagement (line 374) | [DocumentationAttribute(AlgorithmFramework)] method EmitInsights (line 402) | [DocumentationAttribute(AlgorithmFramework)] method EmitInsights (line 426) | [DocumentationAttribute(AlgorithmFramework)] method InitializeInsights (line 437) | private Insight[] InitializeInsights(Insight[] insights) method InitializeInsightFields (line 484) | private Insight InitializeInsightFields(Insight insight, Security secu... FILE: Algorithm/QCAlgorithm.History.cs class QCAlgorithm (line 32) | public partial class QCAlgorithm method SetWarmup (line 64) | [DocumentationAttribute(HistoricalData)] method SetWarmUp (line 74) | [DocumentationAttribute(HistoricalData)] method SetWarmup (line 85) | [DocumentationAttribute(HistoricalData)] method SetWarmUp (line 96) | [DocumentationAttribute(HistoricalData)] method SetWarmup (line 109) | [DocumentationAttribute(HistoricalData)] method SetWarmUp (line 122) | [DocumentationAttribute(HistoricalData)] method SetWarmup (line 134) | [DocumentationAttribute(HistoricalData)] method SetWarmUp (line 146) | [DocumentationAttribute(HistoricalData)] method SetFinishedWarmingUp (line 155) | [DocumentationAttribute(HistoricalData)] method TryGetWarmupHistoryStartTime (line 172) | [DocumentationAttribute(HistoricalData)] method History (line 240) | [DocumentationAttribute(HistoricalData)] method History (line 262) | [DocumentationAttribute(HistoricalData)] method History (line 285) | [DocumentationAttribute(HistoricalData)] method History (line 312) | [DocumentationAttribute(HistoricalData)] method History (line 334) | [DocumentationAttribute(HistoricalData)] method History (line 359) | [DocumentationAttribute(HistoricalData)] method History (line 384) | [DocumentationAttribute(HistoricalData)] method History (line 410) | [DocumentationAttribute(HistoricalData)] method History (line 437) | [DocumentationAttribute(HistoricalData)] method History (line 462) | [DocumentationAttribute(HistoricalData)] method History (line 486) | [DocumentationAttribute(HistoricalData)] method History (line 518) | [DocumentationAttribute(HistoricalData)] method History (line 545) | [DocumentationAttribute(HistoricalData)] method History (line 569) | [DocumentationAttribute(HistoricalData)] method History (line 592) | [DocumentationAttribute(HistoricalData)] method History (line 629) | [DocumentationAttribute(HistoricalData)] method History (line 653) | [DocumentationAttribute(HistoricalData)] method History (line 677) | [DocumentationAttribute(HistoricalData)] method History (line 691) | [DocumentationAttribute(HistoricalData)] method History (line 702) | [DocumentationAttribute(HistoricalData)] method GetLastKnownPrices (line 713) | [DocumentationAttribute(AddingData)] method GetLastKnownPrices (line 725) | [DocumentationAttribute(AddingData)] method GetLastKnownPrices (line 743) | [DocumentationAttribute(AddingData)] method GetLastKnownPrices (line 755) | [DocumentationAttribute(AddingData)] method GetLastKnownPrice (line 783) | [Obsolete("This method is obsolete please use 'GetLastKnownPrices' whi... method GetLastKnownPrice (line 798) | [Obsolete("This method is obsolete please use 'GetLastKnownPrices' whi... method GetLastKnownPricesImpl (line 810) | private void GetLastKnownPricesImpl(IEnumerable symbols, Dicti... method GetDataTypedHistory (line 940) | private IEnumerable GetDataTypedHistory(IEnumerable> GetDataTypedHistory(IEnume... method History (line 1019) | private IEnumerable History(IEnumerable request... method GetFilterestRequests (line 1038) | private IEnumerable GetFilterestRequests(IEnumerable CreateDateRangeHistoryRequests(I... method CreateDateRangeHistoryRequests (line 1097) | protected IEnumerable CreateDateRangeHistoryRequests(I... method CreateBarCountHistoryRequests (line 1119) | private IEnumerable CreateBarCountHistoryRequests(IEnu... method CreateBarCountHistoryRequests (line 1141) | private IEnumerable CreateBarCountHistoryRequests(IEnu... method GetTickTypeOrder (line 1170) | private int GetTickTypeOrder(SecurityType securityType, TickType tickT... method GetMatchingSubscriptions (line 1175) | private IEnumerable GetMatchingSubscriptions(S... method SubscriptionDataConfigTypeFilter (line 1367) | private bool SubscriptionDataConfigTypeFilter(Type targetType, Type co... method GetExchangeHours (line 1379) | private SecurityExchangeHours GetExchangeHours(Symbol symbol, Type typ... method GetMarketHours (line 1384) | private MarketHoursDatabase.Entry GetMarketHours(Symbol symbol, Type t... method GetResolution (line 1401) | private Resolution GetResolution(Symbol symbol, Resolution? resolution... method HistoryRequestValid (line 1461) | private bool HistoryRequestValid(Symbol symbol) method SetWarmup (line 1473) | private void SetWarmup(int? barCount, TimeSpan? timeSpan, Resolution? ... method CheckPeriodBasedHistoryRequestResolution (line 1488) | private void CheckPeriodBasedHistoryRequestResolution(IEnumerable GetPythonCustomDataTypeHistory(IEn... method WrapPythonDataHistory (line 1531) | private static IEnumerable WrapPythonDataHistory(IEnumerable GetDefaultSelector() method GetIndicatorWarmUpHistory (line 3502) | private IEnumerable GetIndicatorWarmUpHistory(IEnumerable(IEnumerable symbols, TimeS... method ResolveConsolidator (line 3635) | [DocumentationAttribute(ConsolidatingData)] method ResolveConsolidator (line 3650) | [DocumentationAttribute(ConsolidatingData)] method CreateConsolidator (line 3665) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3721) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3734) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3747) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3760) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3774) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3794) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3810) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3824) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3837) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3851) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 3871) | [DocumentationAttribute(ConsolidatingData)] method IndicatorHistory (line 3888) | public IndicatorHistory IndicatorHistory(IndicatorBase(IndicatorBase indicator... method IndicatorHistory (line 3940) | public IndicatorHistory IndicatorHistory(IndicatorBase indicator... method IndicatorHistory (line 3962) | public IndicatorHistory IndicatorHistory(IndicatorBase(IndicatorBase indicator... method IndicatorHistory (line 4008) | public IndicatorHistory IndicatorHistory(IndicatorBase indicator... method IndicatorHistory (line 4025) | public IndicatorHistory IndicatorHistory(IndicatorBase(IndicatorBase indicator... method IndicatorHistory (line 4075) | public IndicatorHistory IndicatorHistory(IndicatorBase indicator... method IndicatorHistory (line 4089) | public IndicatorHistory IndicatorHistory(IndicatorBase(IndicatorBase indicator... method Consolidate (line 4113) | private IDataConsolidator Consolidate(Symbol symbol, Func(Symbol symbol, decimal size, T... method CreateConsolidator (line 4152) | private IDataConsolidator CreateConsolidator(Symbol symbol, decimal si... method CreateConsolidator (line 4204) | private IDataConsolidator CreateConsolidator(Symbol symbol, Func ind... method InitializeIndicator (line 4354) | private void InitializeIndicator(IndicatorBase indicator, Resolu... method InitializeOptionIndicator (line 4369) | private void InitializeOptionIndicator(IndicatorBase indica... method InitializeOptionIndicator (line 4386) | private string InitializeOptionIndicator(Symbol symbol, out IRiskFr... method RegisterConsolidator (line 4411) | private void RegisterConsolidator(Symbol symbol, IDataConsolidator con... method GetIndicatorAdjustedHistoryStart (line 4420) | private DateTime GetIndicatorAdjustedHistoryStart(IndicatorBase indica... method GetIndicatorHistoryDataNormalizationMode (line 4442) | private DataNormalizationMode? GetIndicatorHistoryDataNormalizationMod... method IndicatorHistory (line 4453) | private IndicatorHistory IndicatorHistory(IndicatorBase indicato... method GetDataTypeFromSelector (line 4553) | private Type GetDataTypeFromSelector(Func selector) FILE: Algorithm/QCAlgorithm.Plotting.cs class QCAlgorithm (line 26) | public partial class QCAlgorithm method AddChart (line 55) | [DocumentationAttribute(Charting)] method Plot (line 67) | [DocumentationAttribute(Charting)] method Record (line 79) | [DocumentationAttribute(Charting)] method Record (line 89) | [DocumentationAttribute(Charting)] method Record (line 101) | [DocumentationAttribute(Charting)] method Plot (line 112) | [DocumentationAttribute(Charting)] method Plot (line 121) | [DocumentationAttribute(Charting)] method Plot (line 131) | [DocumentationAttribute(Charting)] method Plot (line 141) | [DocumentationAttribute(Charting)] method Plot (line 151) | [DocumentationAttribute(Charting)] method Plot (line 161) | [DocumentationAttribute(Charting)] method Plot (line 173) | [DocumentationAttribute(Charting)] method Plot (line 191) | [DocumentationAttribute(Charting)] method Plot (line 206) | [DocumentationAttribute(Charting)] method Plot (line 221) | [DocumentationAttribute(Charting)] method Plot (line 236) | [DocumentationAttribute(Charting)] method Plot (line 253) | [DocumentationAttribute(Charting)] method Plot (line 269) | [DocumentationAttribute(Charting)] method Plot (line 285) | [DocumentationAttribute(Charting)] method Plot (line 300) | [DocumentationAttribute(Charting)] method Plot (line 315) | [DocumentationAttribute(Charting)] method Plot (line 328) | [DocumentationAttribute(Charting)] method TryGetChartSeries (line 334) | private bool TryGetChartSeries(string chartName, string seriesName,... method AddSeries (line 387) | [DocumentationAttribute(Charting)] method Plot (line 405) | [DocumentationAttribute(Charting)] method PlotIndicator (line 417) | [DocumentationAttribute(Charting)] method PlotIndicator (line 427) | [DocumentationAttribute(Charting)] method SetRuntimeStatistic (line 453) | [DocumentationAttribute(Charting)] method SetRuntimeStatistic (line 464) | [DocumentationAttribute(Charting)] method SetRuntimeStatistic (line 475) | [DocumentationAttribute(Charting)] method SetRuntimeStatistic (line 486) | [DocumentationAttribute(Charting)] method SetSummaryStatistic (line 497) | [DocumentationAttribute(StatisticsTag)] method SetSummaryStatistic (line 514) | [DocumentationAttribute(StatisticsTag)] method SetSummaryStatistic (line 525) | [DocumentationAttribute(StatisticsTag)] method SetSummaryStatistic (line 536) | [DocumentationAttribute(StatisticsTag)] method GetChartUpdates (line 548) | [DocumentationAttribute(Charting)] FILE: Algorithm/QCAlgorithm.Python.cs class QCAlgorithm (line 40) | public partial class QCAlgorithm method SetPandasConverter (line 52) | public void SetPandasConverter() method AddData (line 67) | [DocumentationAttribute(AddingData)] method AddData (line 91) | [DocumentationAttribute(AddingData)] method AddData (line 109) | [DocumentationAttribute(AddingData)] method AddData (line 135) | [DocumentationAttribute(AddingData)] method AddData (line 153) | [DocumentationAttribute(AddingData)] method AddData (line 198) | [DocumentationAttribute(AddingData)] method AddData (line 218) | [DocumentationAttribute(AddingData)] method AddFutureOption (line 239) | [DocumentationAttribute(AddingData)] method AddDataImpl (line 263) | private Security AddDataImpl(Type dataType, Symbol symbol, Resolution?... method AddUniverse (line 292) | [DocumentationAttribute(Universes)] method AddUniverse (line 330) | [DocumentationAttribute(Universes)] method AddUniverse (line 385) | [DocumentationAttribute(Universes)] method AddUniverse (line 398) | [DocumentationAttribute(Universes)] method AddUniverse (line 414) | [DocumentationAttribute(Universes)] method AddUniverse (line 429) | [DocumentationAttribute(Universes)] method AddUniverse (line 444) | [DocumentationAttribute(Universes)] method AddUniverse (line 460) | [DocumentationAttribute(Universes)] method AddUniverse (line 475) | [DocumentationAttribute(Universes)] method AddUniverse (line 491) | [DocumentationAttribute(Universes)] method AddUniverse (line 507) | [DocumentationAttribute(Universes)] method AddUniverse (line 523) | [DocumentationAttribute(Universes)] method AddUniverseOptions (line 554) | [DocumentationAttribute(Universes)] method RegisterIndicator (line 581) | [DocumentationAttribute(Indicators)] method RegisterIndicator (line 596) | [DocumentationAttribute(Indicators)] method RegisterIndicator (line 611) | [DocumentationAttribute(Indicators)] method RegisterIndicator (line 661) | [DocumentationAttribute(Indicators)] method WarmUpIndicator (line 712) | [DocumentationAttribute(Indicators)] method WarmUpIndicator (line 727) | [DocumentationAttribute(Indicators)] method WarmUpIndicator (line 743) | private void WarmUpIndicator(IEnumerable symbols, PyObject ind... method WarmUpIndicator (line 786) | [DocumentationAttribute(Indicators)] method WarmUpIndicator (line 800) | [DocumentationAttribute(Indicators)] method WarmUpIndicator (line 815) | private void WarmUpIndicator(IEnumerable symbols, PyObject ind... method Plot (line 856) | [DocumentationAttribute(Charting)] method Plot (line 890) | [DocumentationAttribute(Charting)] method Plot (line 905) | [DocumentationAttribute(Charting)] method Plot (line 920) | [DocumentationAttribute(Charting)] method PlotIndicator (line 929) | [DocumentationAttribute(Charting)] method PlotIndicator (line 940) | [DocumentationAttribute(Charting)] method FilteredIdentity (line 957) | [DocumentationAttribute(Indicators)] method FilteredIdentity (line 974) | [DocumentationAttribute(Indicators)] method FilteredIdentity (line 994) | [DocumentationAttribute(Indicators)] method History (line 1022) | [DocumentationAttribute(HistoricalData)] method History (line 1069) | [DocumentationAttribute(HistoricalData)] method History (line 1096) | [DocumentationAttribute(HistoricalData)] method History (line 1144) | [DocumentationAttribute(HistoricalData)] method History (line 1176) | [DocumentationAttribute(HistoricalData)] method History (line 1210) | [DocumentationAttribute(HistoricalData)] method History (line 1238) | [DocumentationAttribute(HistoricalData)] method History (line 1266) | private PyObject History(Type type, Symbol symbol, DateTime start, Dat... method History (line 1301) | [DocumentationAttribute(HistoricalData)] method History (line 1336) | [DocumentationAttribute(HistoricalData)] method SetBenchmark (line 1350) | [DocumentationAttribute(TradingAndOrders)] method SetBrokerageModel (line 1372) | [DocumentationAttribute(Modeling)] method SetBrokerageMessageHandler (line 1389) | [DocumentationAttribute(Modeling)] method SetRiskFreeInterestRateModel (line 1404) | [DocumentationAttribute(Modeling)] method SetSecurityInitializer (line 1418) | [DocumentationAttribute(AddingData)] method AddSecurityInitializer (line 1438) | [DocumentationAttribute(AddingData)] method Download (line 1458) | [DocumentationAttribute(AddingData)] method Download (line 1471) | [DocumentationAttribute(AddingData)] method Debug (line 1508) | [DocumentationAttribute(Logging)] method Error (line 1520) | [DocumentationAttribute(Logging)] method Log (line 1532) | [DocumentationAttribute(Logging)] method Quit (line 1542) | [DocumentationAttribute(Logging)] method Consolidate (line 1558) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 1602) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 1616) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 1642) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 1656) | [DocumentationAttribute(ConsolidatingData)] method Consolidate (line 1682) | [DocumentationAttribute(ConsolidatingData)] method Train (line 1692) | [DocumentationAttribute(MachineLearning)] method Train (line 1705) | [DocumentationAttribute(MachineLearning)] method Consolidate (line 1720) | [DocumentationAttribute(ConsolidatingData)] method IndicatorHistory (line 1749) | public IndicatorHistory IndicatorHistory(PyObject indicator, PyObject ... method IndicatorHistory (line 1790) | public IndicatorHistory IndicatorHistory(PyObject indicator, PyObject ... method IndicatorHistory (line 1806) | public IndicatorHistory IndicatorHistory(PyObject indicator, PyObject ... method IndicatorHistory (line 1844) | public IndicatorHistory IndicatorHistory(PyObject indicator, IEnumerab... method Liquidate (line 1881) | [DocumentationAttribute(TradingAndOrders)] method AddCommand (line 1891) | public void AddCommand(PyObject type) method OptionChains (line 1917) | [DocumentationAttribute(AddingData)] method Link (line 1928) | public string Link(PyObject command) method BroadcastCommand (line 1939) | public RestResponse BroadcastCommand(PyObject command) method ConvertCommandToPayload (line 1951) | private Dictionary ConvertCommandToPayload(PyObject co... method GetIndicatorBaseType (line 1967) | private Type GetIndicatorBaseType(Type type) method GetIndicatorArray (line 1980) | private dynamic[] GetIndicatorArray(PyObject first, PyObject second = ... method ConvertPythonIndicator (line 2011) | private IndicatorBase ConvertPythonIndicator(PyObject pyIndicator) method WrapPythonIndicator (line 2032) | private PythonIndicator WrapPythonIndicator(PyObject pyObject, PythonI... method GetDataFrame (line 2066) | protected PyObject GetDataFrame(IEnumerable data, bool flatten,... method GetDataFrame (line 2075) | protected PyObject GetDataFrame(IEnumerable data, bool flatten) method RemoveMemoizing (line 2082) | private IEnumerable RemoveMemoizing(IEnumerable data) method TryCleanupCollectionDataFrame (line 2094) | private PyObject TryCleanupCollectionDataFrame(Type dataType, PyObject... FILE: Algorithm/QCAlgorithm.Trading.cs class QCAlgorithm (line 30) | public partial class QCAlgorithm method Buy (line 51) | [DocumentationAttribute(TradingAndOrders)] method Buy (line 64) | [DocumentationAttribute(TradingAndOrders)] method Buy (line 77) | [DocumentationAttribute(TradingAndOrders)] method Buy (line 90) | [DocumentationAttribute(TradingAndOrders)] method Sell (line 104) | [DocumentationAttribute(TradingAndOrders)] method Sell (line 116) | [DocumentationAttribute(TradingAndOrders)] method Sell (line 128) | [DocumentationAttribute(TradingAndOrders)] method Sell (line 140) | [DocumentationAttribute(TradingAndOrders)] method Order (line 153) | [DocumentationAttribute(TradingAndOrders)] method Order (line 165) | [DocumentationAttribute(TradingAndOrders)] method Order (line 177) | [DocumentationAttribute(TradingAndOrders)] method Order (line 193) | [DocumentationAttribute(TradingAndOrders)] method MarketOrder (line 208) | [DocumentationAttribute(TradingAndOrders)] method MarketOrder (line 223) | [DocumentationAttribute(TradingAndOrders)] method MarketOrder (line 238) | [DocumentationAttribute(TradingAndOrders)] method MarketOnOpenOrder (line 283) | [DocumentationAttribute(TradingAndOrders)] method MarketOnOpenOrder (line 298) | [DocumentationAttribute(TradingAndOrders)] method MarketOnOpenOrder (line 313) | [DocumentationAttribute(TradingAndOrders)] method MarketOnCloseOrder (line 334) | [DocumentationAttribute(TradingAndOrders)] method MarketOnCloseOrder (line 349) | [DocumentationAttribute(TradingAndOrders)] method MarketOnCloseOrder (line 364) | [DocumentationAttribute(TradingAndOrders)] method LimitOrder (line 386) | [DocumentationAttribute(TradingAndOrders)] method LimitOrder (line 402) | [DocumentationAttribute(TradingAndOrders)] method LimitOrder (line 418) | [DocumentationAttribute(TradingAndOrders)] method StopMarketOrder (line 438) | [DocumentationAttribute(TradingAndOrders)] method StopMarketOrder (line 454) | [DocumentationAttribute(TradingAndOrders)] method StopMarketOrder (line 470) | [DocumentationAttribute(TradingAndOrders)] method TrailingStopOrder (line 492) | [DocumentationAttribute(TradingAndOrders)] method TrailingStopOrder (line 511) | [DocumentationAttribute(TradingAndOrders)] method TrailingStopOrder (line 530) | [DocumentationAttribute(TradingAndOrders)] method TrailingStopOrder (line 552) | [DocumentationAttribute(TradingAndOrders)] method TrailingStopOrder (line 571) | [DocumentationAttribute(TradingAndOrders)] method TrailingStopOrder (line 590) | [DocumentationAttribute(TradingAndOrders)] method StopLimitOrder (line 620) | [DocumentationAttribute(TradingAndOrders)] method StopLimitOrder (line 638) | [DocumentationAttribute(TradingAndOrders)] method StopLimitOrder (line 656) | [DocumentationAttribute(TradingAndOrders)] method LimitIfTouchedOrder (line 678) | [DocumentationAttribute(TradingAndOrders)] method LimitIfTouchedOrder (line 696) | [DocumentationAttribute(TradingAndOrders)] method LimitIfTouchedOrder (line 714) | [DocumentationAttribute(TradingAndOrders)] method ExerciseOption (line 735) | [DocumentationAttribute(TradingAndOrders)] method Buy (line 775) | [DocumentationAttribute(TradingAndOrders)] method Sell (line 790) | [DocumentationAttribute(TradingAndOrders)] method Order (line 805) | [DocumentationAttribute(TradingAndOrders)] method ComboMarketOrder (line 820) | [DocumentationAttribute(TradingAndOrders)] method ComboLegLimitOrder (line 836) | [DocumentationAttribute(TradingAndOrders)] method ComboLimitOrder (line 860) | [DocumentationAttribute(TradingAndOrders)] method GenerateOptionStrategyOrders (line 877) | private List GenerateOptionStrategyOrders(OptionStrategy ... method SubmitComboOrder (line 890) | private List SubmitComboOrder(List legs, decimal qua... method SubmitOrderRequest (line 963) | [DocumentationAttribute(TradingAndOrders)] method PreOrderChecks (line 981) | private OrderResponse PreOrderChecks(SubmitOrderRequest request) method PreOrderChecksImpl (line 996) | private OrderResponse PreOrderChecksImpl(SubmitOrderRequest request) method GetSecurityForOrder (line 1214) | private Security GetSecurityForOrder(Symbol symbol) method Liquidate (line 1257) | [DocumentationAttribute(TradingAndOrders)] method Liquidate (line 1281) | [DocumentationAttribute(TradingAndOrders)] method Liquidate (line 1351) | [Obsolete($"This method is obsolete, please use Liquidate(symbol: symb... method SetMaximumOrders (line 1361) | [DocumentationAttribute(TradingAndOrders)] method SetHoldings (line 1382) | [DocumentationAttribute(TradingAndOrders)] method SetHoldings (line 1415) | [DocumentationAttribute(TradingAndOrders)] method SetHoldings (line 1432) | [DocumentationAttribute(TradingAndOrders)] method SetHoldings (line 1449) | [DocumentationAttribute(TradingAndOrders)] method SetHoldings (line 1469) | [DocumentationAttribute(TradingAndOrders)] method SetHoldingsImpl (line 1478) | private List SetHoldingsImpl(Symbol symbol, decimal order... method GetSymbolsToLiquidate (line 1527) | private List GetSymbolsToLiquidate(IEnumerable symbols) method CalculateOrderQuantity (line 1543) | [DocumentationAttribute(TradingAndOrders)] method CalculateOrderQuantity (line 1557) | [DocumentationAttribute(TradingAndOrders)] method Order (line 1580) | [Obsolete("This Order method has been made obsolete, use Order(string,... method Order (line 1594) | [Obsolete("This Order method has been made obsolete, use the specializ... method Order (line 1608) | [Obsolete("This Order method has been made obsolete, use the specializ... method IsMarketOpen (line 1620) | [DocumentationAttribute(TradingAndOrders)] method CreateSubmitOrderRequest (line 1631) | private SubmitOrderRequest CreateSubmitOrderRequest(OrderType orderTyp... method CheckComboOrderSizing (line 1639) | private static void CheckComboOrderSizing(List legs, decimal quan... method InvalidateGoodTilDateTimeInForce (line 1658) | private void InvalidateGoodTilDateTimeInForce(IOrderProperties orderPr... FILE: Algorithm/QCAlgorithm.Universe.cs class QCAlgorithm (line 31) | public partial class QCAlgorithm method OnEndOfTimeStep (line 67) | [DocumentationAttribute(HandlingData)] method AddUniverse (line 204) | [DocumentationAttribute(Universes)] method AddUniverse (line 225) | [DocumentationAttribute(Universes)] method AddUniverse (line 238) | [DocumentationAttribute(Universes)] method AddUniverse (line 252) | [DocumentationAttribute(Universes)] method AddUniverse (line 266) | [DocumentationAttribute(Universes)] method AddUniverse (line 281) | [DocumentationAttribute(Universes)] method AddUniverse (line 296) | [DocumentationAttribute(Universes)] method AddUniverse (line 311) | [DocumentationAttribute(Universes)] method AddUniverse (line 326) | [DocumentationAttribute(Universes)] method AddUniverse (line 342) | [DocumentationAttribute(Universes)] method AddUniverse (line 358) | [DocumentationAttribute(Universes)] method AddUniverse (line 373) | [DocumentationAttribute(Universes)] method AddUniverse (line 389) | [DocumentationAttribute(Universes)] method AddUniverse (line 405) | [DocumentationAttribute(Universes)] method AddUniverse (line 420) | [DocumentationAttribute(Universes)] method AddUniverse (line 432) | [DocumentationAttribute(Universes)] method AddUniverse (line 444) | [DocumentationAttribute(Universes)] method AddUniverse (line 458) | [Obsolete("This method is obsolete, please use AddUniverse(Func(Func tags) method SetAccountCurrency (line 1597) | [DocumentationAttribute(SecuritiesAndPortfolio)] method SetCash (line 1624) | [DocumentationAttribute(SecuritiesAndPortfolio)] method SetCash (line 1636) | [DocumentationAttribute(SecuritiesAndPortfolio)] method SetCash (line 1647) | [DocumentationAttribute(SecuritiesAndPortfolio)] method SetCash (line 1666) | [DocumentationAttribute(SecuritiesAndPortfolio)] method SetStartDate (line 1689) | [DocumentationAttribute(HandlingData)] method SetEndDate (line 1715) | [DocumentationAttribute(HandlingData)] method SetAlgorithmId (line 1738) | [DocumentationAttribute(HandlingData)] method SetStartDate (line 1750) | [DocumentationAttribute(HandlingData)] method SetEndDate (line 1791) | [DocumentationAttribute(HandlingData)] method SetLocked (line 1819) | [DocumentationAttribute(AlgorithmFramework)] method GetLocked (line 1832) | [DocumentationAttribute(AlgorithmFramework)] method SetLiveMode (line 1841) | [DocumentationAttribute(LiveTrading)] method SetAlgorithmMode (line 1863) | public void SetAlgorithmMode(AlgorithmMode algorithmMode) method SetDeploymentTarget (line 1876) | public void SetDeploymentTarget(DeploymentTarget deploymentTarget) method SetTradeBuilder (line 1887) | [DocumentationAttribute(TradingAndOrders)] method AddSecurity (line 1905) | [DocumentationAttribute(AddingData)] method AddSecurity (line 1924) | [DocumentationAttribute(AddingData)] method AddSecurity (line 1943) | [DocumentationAttribute(AddingData)] method AddSecurity (line 1992) | [DocumentationAttribute(AddingData)] method AddEquity (line 2119) | [DocumentationAttribute(AddingData)] method AddOption (line 2135) | [DocumentationAttribute(AddingData)] method AddOption (line 2156) | [DocumentationAttribute(AddingData)] method AddOption (line 2175) | [DocumentationAttribute(AddingData)] method AddFuture (line 2218) | [DocumentationAttribute(AddingData)] method AddFutureContract (line 2247) | [DocumentationAttribute(AddingData)] method AddFutureOption (line 2261) | [DocumentationAttribute(AddingData)] method AddFutureOptionContract (line 2289) | [DocumentationAttribute(AddingData)] method AddIndexOption (line 2309) | [DocumentationAttribute(AddingData)] method AddIndexOption (line 2323) | [DocumentationAttribute(AddingData)] method AddIndexOption (line 2337) | [DocumentationAttribute(AddingData)] method AddIndexOption (line 2357) | [DocumentationAttribute(AddingData)] method AddIndexOptionContract (line 2373) | [DocumentationAttribute(AddingData)] method AddOptionContract (line 2393) | [DocumentationAttribute(AddingData)] method AddForex (line 2489) | [DocumentationAttribute(AddingData)] method AddCfd (line 2504) | [DocumentationAttribute(AddingData)] method AddIndex (line 2519) | [DocumentationAttribute(AddingData)] method AddCrypto (line 2535) | [DocumentationAttribute(AddingData)] method AddCryptoFuture (line 2550) | [DocumentationAttribute(AddingData)] method RemoveOptionContract (line 2563) | [DocumentationAttribute(AddingData)] method RemoveSecurity (line 2575) | [DocumentationAttribute(AddingData)] method AddData (line 2658) | [DocumentationAttribute(AddingData)] method AddData (line 2677) | [DocumentationAttribute(AddingData)] method AddData (line 2699) | [DocumentationAttribute(AddingData)] method AddData (line 2716) | [DocumentationAttribute(AddingData)] method AddData (line 2733) | [DocumentationAttribute(AddingData)] method AddData (line 2750) | [DocumentationAttribute(AddingData)] method AddData (line 2768) | [DocumentationAttribute(AddingData)] method Debug (line 2788) | [DocumentationAttribute(Logging)] method Debug (line 2802) | [DocumentationAttribute(Logging)] method Debug (line 2814) | [DocumentationAttribute(Logging)] method Debug (line 2826) | [DocumentationAttribute(Logging)] method Log (line 2838) | [DocumentationAttribute(Logging)] method Log (line 2851) | [DocumentationAttribute(Logging)] method Log (line 2863) | [DocumentationAttribute(Logging)] method Log (line 2875) | [DocumentationAttribute(Logging)] method Error (line 2887) | [DocumentationAttribute(Logging)] method Error (line 2901) | [DocumentationAttribute(Logging)] method Error (line 2913) | [DocumentationAttribute(Logging)] method Error (line 2925) | [DocumentationAttribute(Logging)] method Error (line 2937) | [DocumentationAttribute(Logging)] method Quit (line 2947) | [DocumentationAttribute(Logging)] method SetQuit (line 2960) | [DocumentationAttribute(Logging)] method Symbol (line 2976) | [DocumentationAttribute(AddingData)] method Ticker (line 2988) | [DocumentationAttribute(AddingData)] method AddSecurity (line 2998) | [DocumentationAttribute(AddingData)] method SetHistoryProvider (line 3025) | [DocumentationAttribute(HistoricalData)] method SetRunTimeError (line 3039) | [DocumentationAttribute(HandlingData)] method SetStatus (line 3055) | [DocumentationAttribute(LiveTrading)] method Download (line 3067) | [DocumentationAttribute(AddingData)] method Download (line 3078) | [DocumentationAttribute(AddingData)] method Download (line 3091) | [DocumentationAttribute(AddingData)] method Train (line 3102) | [DocumentationAttribute(MachineLearning)] method Train (line 3115) | [DocumentationAttribute(MachineLearning)] method OnInsightsGenerated (line 3126) | [DocumentationAttribute(AlgorithmFramework)] method SetCurrentSlice (line 3144) | [DocumentationAttribute(HandlingData)] method SetApi (line 3155) | [DocumentationAttribute(HandlingData)] method SetObjectStore (line 3165) | [DocumentationAttribute(HandlingData)] method Shortable (line 3177) | [DocumentationAttribute(TradingAndOrders)] method Shortable (line 3192) | [DocumentationAttribute(TradingAndOrders)] method ShortableQuantity (line 3225) | [DocumentationAttribute(TradingAndOrders)] method ISIN (line 3241) | [DocumentationAttribute(HandlingData)] method ISIN (line 3253) | [DocumentationAttribute(HandlingData)] method CompositeFIGI (line 3273) | [DocumentationAttribute(HandlingData)] method CompositeFIGI (line 3285) | [DocumentationAttribute(HandlingData)] method CUSIP (line 3301) | [DocumentationAttribute(HandlingData)] method CUSIP (line 3313) | [DocumentationAttribute(HandlingData)] method SEDOL (line 3329) | [DocumentationAttribute(HandlingData)] method SEDOL (line 3341) | [DocumentationAttribute(HandlingData)] method CIK (line 3357) | [DocumentationAttribute(HandlingData)] method CIK (line 3369) | [DocumentationAttribute(HandlingData)] method Fundamentals (line 3381) | [DocumentationAttribute(HandlingData)] method Fundamentals (line 3393) | [DocumentationAttribute(HandlingData)] method OptionChain (line 3417) | [DocumentationAttribute(AddingData)] method OptionChains (line 3436) | [DocumentationAttribute(AddingData)] method FutureChain (line 3465) | [DocumentationAttribute(AddingData)] method FuturesChain (line 3483) | [DocumentationAttribute(AddingData)] method FutureChains (line 3502) | [DocumentationAttribute(AddingData)] method FuturesChains (line 3520) | [DocumentationAttribute(AddingData)] method Link (line 3545) | public string Link(object command) method AddCommand (line 3560) | public void AddCommand() where T : Command method BroadcastCommand (line 3574) | public RestResponse BroadcastCommand(object command) method RunCommand (line 3592) | public CommandResultPacket RunCommand(CallbackCommand command) method OnCommand (line 3625) | public virtual bool? OnCommand(dynamic data) method GetMarket (line 3633) | private string GetMarket(string market, string ticker, SecurityType se... method CommandLink (line 3659) | private string CommandLink(string typeName, object command) method SendBroadcast (line 3669) | private RestResponse SendBroadcast(string typeName, Dictionary>> GetChainsDat... method GetTimeInExchangeTimeZone (line 3813) | private DateTime GetTimeInExchangeTimeZone(Symbol symbol) method FormatLog (line 3819) | private string FormatLog(string message) FILE: Algorithm/Risk/CompositeRiskManagementModel.cs class CompositeRiskManagementModel (line 30) | public class CompositeRiskManagementModel : RiskManagementModel method CompositeRiskManagementModel (line 38) | public CompositeRiskManagementModel(params IRiskManagementModel[] risk... method CompositeRiskManagementModel (line 52) | public CompositeRiskManagementModel(IEnumerable ... method CompositeRiskManagementModel (line 69) | public CompositeRiskManagementModel(params PyObject[] riskManagementMo... method ManageRisk (line 89) | public override IEnumerable ManageRisk(QCAlgorithm a... method OnSecuritiesChanged (line 109) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... method AddRiskManagement (line 121) | public void AddRiskManagement(IRiskManagementModel riskManagementModel) method AddRiskManagement (line 130) | public void AddRiskManagement(PyObject pyRiskManagementModel) FILE: Algorithm/Risk/CompositeRiskManagementModel.py class CompositeRiskManagementModel (line 16) | class CompositeRiskManagementModel(RiskManagementModel): method __init__ (line 20) | def __init__(self, *risk_management_models): method manage_risk (line 31) | def manage_risk(self, algorithm, targets): method on_securities_changed (line 50) | def on_securities_changed(self, algorithm, changes): method add_risk_management (line 59) | def add_risk_management(self, risk_management_model): FILE: Algorithm/Risk/IRiskManagementModel.cs type IRiskManagementModel (line 24) | public interface IRiskManagementModel : INotifiedSecurityChanges method ManageRisk (line 31) | IEnumerable ManageRisk(QCAlgorithm algorithm, IPortf... FILE: Algorithm/Risk/NullRiskManagementModel.cs class NullRiskManagementModel (line 10) | public class NullRiskManagementModel : RiskManagementModel method ManageRisk (line 17) | public override IEnumerable ManageRisk(QCAlgorithm a... FILE: Algorithm/Risk/NullRiskManagementModel.py class NullRiskManagementModel (line 16) | class NullRiskManagementModel(RiskManagementModel): method manage_risk (line 18) | def manage_risk(self, algorithm, targets): FILE: Algorithm/Risk/RiskManagementModel.cs class RiskManagementModel (line 25) | public class RiskManagementModel : IRiskManagementModel method ManageRisk (line 32) | public virtual IEnumerable ManageRisk(QCAlgorithm al... method OnSecuritiesChanged (line 42) | public virtual void OnSecuritiesChanged(QCAlgorithm algorithm, Securit... FILE: Algorithm/Risk/RiskManagementModelPythonWrapper.cs class RiskManagementModelPythonWrapper (line 27) | public class RiskManagementModelPythonWrapper : RiskManagementModel method RiskManagementModelPythonWrapper (line 35) | public RiskManagementModelPythonWrapper(PyObject model) method ManageRisk (line 45) | public override IEnumerable ManageRisk(QCAlgorithm a... method OnSecuritiesChanged (line 55) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Securi... FILE: Algorithm/Selection/CompositeUniverseSelectionModel.cs class CompositeUniverseSelectionModel (line 29) | public class CompositeUniverseSelectionModel : UniverseSelectionModel method CompositeUniverseSelectionModel (line 38) | public CompositeUniverseSelectionModel(params IUniverseSelectionModel[... method CompositeUniverseSelectionModel (line 52) | public CompositeUniverseSelectionModel(params PyObject[] universeSelec... method AddUniverseSelection (line 69) | public void AddUniverseSelection(IUniverseSelectionModel universeSelec... method AddUniverseSelection (line 78) | public void AddUniverseSelection(PyObject pyUniverseSelectionModel) method GetNextRefreshTimeUtc (line 91) | public override DateTime GetNextRefreshTimeUtc() method CreateUniverses (line 101) | public override IEnumerable CreateUniverses(QCAlgorithm algo... FILE: Algorithm/Selection/CustomUniverse.cs class CustomUniverse (line 29) | public class CustomUniverse : UserDefinedUniverse method CustomUniverse (line 34) | public CustomUniverse(SubscriptionDataConfig configuration, method GetSubscriptionRequests (line 50) | public override IEnumerable GetSubscriptionReques... FILE: Algorithm/Selection/CustomUniverseSelectionModel.cs class CustomUniverseSelectionModel (line 30) | public class CustomUniverseSelectionModel : UniverseSelectionModel method CustomUniverseSelectionModel (line 45) | public CustomUniverseSelectionModel(string name, Func CreateUniverses(QCAlgorithm algo... method Select (line 129) | public virtual IEnumerable Select(QCAlgorithm algorithm, DateT... method ToString (line 148) | public override string ToString() => _symbol.Value; FILE: Algorithm/Selection/IUniverseSelectionModel.cs type IUniverseSelectionModel (line 26) | public interface IUniverseSelectionModel method GetNextRefreshTimeUtc (line 31) | DateTime GetNextRefreshTimeUtc(); method CreateUniverses (line 38) | IEnumerable CreateUniverses(QCAlgorithm algorithm); FILE: Algorithm/Selection/ManualUniverse.cs class ManualUniverse (line 32) | public class ManualUniverse : UserDefinedUniverse method ManualUniverse (line 37) | public ManualUniverse(SubscriptionDataConfig configuration, method ManualUniverse (line 47) | public ManualUniverse(SubscriptionDataConfig configuration, method GetSubscriptionRequests (line 62) | public override IEnumerable GetSubscriptionReques... FILE: Algorithm/Selection/ManualUniverseSelectionModel.cs class ManualUniverseSelectionModel (line 30) | public class ManualUniverseSelectionModel : UniverseSelectionModel method ManualUniverseSelectionModel (line 41) | public ManualUniverseSelectionModel() method ManualUniverseSelectionModel (line 52) | public ManualUniverseSelectionModel(IEnumerable symbols) method ManualUniverseSelectionModel (line 63) | public ManualUniverseSelectionModel(params Symbol[] symbols) method ManualUniverseSelectionModel (line 74) | public ManualUniverseSelectionModel(IEnumerable symbols, Unive... method CreateUniverses (line 95) | public override IEnumerable CreateUniverses(QCAlgorithm algo... FILE: Algorithm/Selection/ManualUniverseSelectionModel.py class ManualUniverseSelectionModel (line 20) | class ManualUniverseSelectionModel(UniverseSelectionModel): method __init__ (line 23) | def __init__(self, symbols = list(), universe_settings = None): method create_universes (line 31) | def create_universes(self, algorithm: QCAlgorithm) -> list[Universe]: FILE: Algorithm/Selection/NullUniverseSelectionModel.cs class NullUniverseSelectionModel (line 24) | public class NullUniverseSelectionModel : UniverseSelectionModel method CreateUniverses (line 31) | public override IEnumerable CreateUniverses(QCAlgorithm algo... FILE: Algorithm/Selection/OptionChainedUniverseSelectionModel.cs class OptionChainedUniverseSelectionModel (line 32) | public class OptionChainedUniverseSelectionModel : UniverseSelectionModel method GetNextRefreshTimeUtc (line 42) | public override DateTime GetNextRefreshTimeUtc() => _nextRefreshTimeUtc; method OptionChainedUniverseSelectionModel (line 50) | public OptionChainedUniverseSelectionModel(Universe universe, method OptionChainedUniverseSelectionModel (line 85) | public OptionChainedUniverseSelectionModel(Universe universe, method CreateUniverses (line 96) | public override IEnumerable CreateUniverses(QCAlgorithm algo... method ConvertOptionFilter (line 106) | private static Func Conver... FILE: Algorithm/Selection/OptionContractUniverse.cs class OptionContractUniverse (line 28) | public class OptionContractUniverse : UserDefinedUniverse method OptionContractUniverse (line 37) | public OptionContractUniverse(SubscriptionDataConfig configuration, Un... method SelectSymbols (line 51) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method OnCollectionChanged (line 60) | protected override void OnCollectionChanged(NotifyCollectionChangedEve... method CreateSymbol (line 90) | public static Symbol CreateSymbol(string market, SecurityType security... method AdjustUniverseConfiguration (line 102) | private static SubscriptionDataConfig AdjustUniverseConfiguration(Subs... FILE: Algorithm/Selection/UniverseSelectionModel.cs class UniverseSelectionModel (line 27) | public class UniverseSelectionModel : BasePythonWrapper CreateUniverses(QCAlgorithm algor... FILE: Algorithm/Selection/UniverseSelectionModel.py class UniverseSelectionModel (line 16) | class UniverseSelectionModel: method get_next_refresh_time_utc (line 19) | def get_next_refresh_time_utc(self) -> datetime: method create_universes (line 25) | def create_universes(self, algorithm: QCAlgorithm) -> list[Universe]: FILE: Algorithm/Selection/UniverseSelectionModelPythonWrapper.cs class UniverseSelectionModelPythonWrapper (line 28) | public class UniverseSelectionModelPythonWrapper : UniverseSelectionModel method GetNextRefreshTimeUtc (line 35) | public override DateTime GetNextRefreshTimeUtc() method UniverseSelectionModelPythonWrapper (line 49) | public UniverseSelectionModelPythonWrapper(PyObject model) method CreateUniverses (line 77) | public override IEnumerable CreateUniverses(QCAlgorithm algo... FILE: Algorithm/UniverseDefinitions.cs class UniverseDefinitions (line 29) | public class UniverseDefinitions method UniverseDefinitions (line 47) | public UniverseDefinitions(QCAlgorithm algorithm) method ETF (line 61) | public Universe ETF( method ETF (line 89) | public Universe ETF(string etfTicker, string market, Func GetExtendedTypeNames(Assembly assembly) method TryCreateAlgorithmInstanceWithIsolator (line 361) | public bool TryCreateAlgorithmInstanceWithIsolator(string assemblyPath... method Unload (line 392) | public void Unload() { FILE: AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs class AlgorithmPythonWrapper (line 50) | public class AlgorithmPythonWrapper : BasePythonWrapper, IAl... method AlgorithmPythonWrapper (line 93) | public AlgorithmPythonWrapper(string moduleName) method SetStatus (line 459) | public void SetStatus(AlgorithmStatus status) => _baseAlgorithm.SetSta... method SetAvailableDataTypes (line 465) | public void SetAvailableDataTypes(Dictionary _baseAlgorithm.Debug(message); method Error (line 662) | public void Error(string message) => _baseAlgorithm.Error(message); method AddChart (line 668) | public void AddChart(Chart chart) => _baseAlgorithm.AddChart(chart); method GetChartUpdates (line 675) | public IEnumerable GetChartUpdates(bool clearChartData = false)... method GetLocked (line 680) | public bool GetLocked() => _baseAlgorithm.GetLocked(); method GetParameters (line 685) | public ReadOnlyExtendedDictionary GetParameters() => _... method GetParameter (line 694) | public string GetParameter(string name, string defaultValue = null) =>... method GetParameter (line 703) | public int GetParameter(string name, int defaultValue) => _baseAlgorit... method GetParameter (line 712) | public double GetParameter(string name, double defaultValue) => _baseA... method GetParameter (line 721) | public decimal GetParameter(string name, decimal defaultValue) => _bas... method Initialize (line 726) | public void Initialize() method Liquidate (line 738) | public List Liquidate(Symbol symbol = null, bool asynchro... method Log (line 744) | public void Log(string message) => _baseAlgorithm.Log(message); method OnBrokerageDisconnect (line 749) | public void OnBrokerageDisconnect() method OnBrokerageMessage (line 757) | public void OnBrokerageMessage(BrokerageMessageEvent messageEvent) method OnBrokerageReconnect (line 765) | public void OnBrokerageReconnect() method OnData (line 774) | public void OnData(Slice slice) method OnFrameworkData (line 789) | public void OnFrameworkData(Slice slice) method OnSplits (line 798) | public void OnSplits(Splits splits) method OnDividends (line 807) | public void OnDividends(Dividends dividends) method OnDelistings (line 816) | public void OnDelistings(Delistings delistings) method OnSymbolChangedEvents (line 825) | public void OnSymbolChangedEvents(SymbolChangedEvents symbolsChanged) method OnEndOfAlgorithm (line 833) | public void OnEndOfAlgorithm() method OnEndOfDay (line 844) | [Obsolete("This method is deprecated. Please use this overload: OnEndO... method OnEndOfDay (line 871) | [StubsAvoidImplicits] method OnMarginCall (line 893) | public void OnMarginCall(List requests) method OnMarginCallWarning (line 931) | public void OnMarginCallWarning() method OnOrderEvent (line 941) | public void OnOrderEvent(OrderEvent newEvent) method OnCommand (line 951) | public bool? OnCommand(dynamic data) method SubmitOrderRequest (line 962) | public OrderTicket SubmitOrderRequest(SubmitOrderRequest request) method OnAssignmentOrderEvent (line 972) | public void OnAssignmentOrderEvent(OrderEvent assignmentEvent) method OnSecuritiesChanged (line 981) | public void OnSecuritiesChanged(SecurityChanges changes) method OnFrameworkSecuritiesChanged (line 990) | public void OnFrameworkSecuritiesChanged(SecurityChanges changes) method PostInitialize (line 999) | public void PostInitialize() method OnWarmupFinished (line 1007) | public void OnWarmupFinished() method RemoveSecurity (line 1018) | public bool RemoveSecurity(Symbol symbol, string tag = null) => _baseA... method SetAlgorithmId (line 1024) | public void SetAlgorithmId(string algorithmId) => _baseAlgorithm.SetAl... method SetBrokerageMessageHandler (line 1033) | public void SetBrokerageMessageHandler(IBrokerageMessageHandler handle... method SetBrokerageModel (line 1041) | public void SetBrokerageModel(IBrokerageModel brokerageModel) => _base... method SetAccountCurrency (line 1051) | public void SetAccountCurrency(string accountCurrency, decimal? starti... method SetCash (line 1057) | public void SetCash(decimal startingCash) => _baseAlgorithm.SetCash(st... method SetCash (line 1065) | public void SetCash(string symbol, decimal startingCash, decimal conve... method SetDateTime (line 1071) | public void SetDateTime(DateTime time) => _baseAlgorithm.SetDateTime(t... method SetStartDate (line 1078) | public void SetStartDate(DateTime start) => _baseAlgorithm.SetStartDat... method SetEndDate (line 1085) | public void SetEndDate(DateTime end) => _baseAlgorithm.SetEndDate(end); method GetLastKnownPrice (line 1093) | public BaseData GetLastKnownPrice(Symbol symbol) => _baseAlgorithm.Get... method GetLastKnownPrices (line 1100) | public IEnumerable GetLastKnownPrices(Symbol symbol) => _bas... method GetLastKnownPrices (line 1107) | public DataDictionary> GetLastKnownPrices(IEnume... method SetRunTimeError (line 1113) | public void SetRunTimeError(Exception exception) => _baseAlgorithm.Set... method SetFinishedWarmingUp (line 1118) | public void SetFinishedWarmingUp() method SetHistoryProvider (line 1130) | public void SetHistoryProvider(IHistoryProvider historyProvider) => _b... method SetLiveMode (line 1136) | public void SetLiveMode(bool live) => _baseAlgorithm.SetLiveMode(live); method SetAlgorithmMode (line 1142) | public void SetAlgorithmMode(AlgorithmMode algorithmMode) => _baseAlgo... method SetDeploymentTarget (line 1148) | public void SetDeploymentTarget(DeploymentTarget deploymentTarget) => ... method SetLocked (line 1153) | public void SetLocked() => _baseAlgorithm.SetLocked(); method SetMaximumOrders (line 1159) | public void SetMaximumOrders(int max) => _baseAlgorithm.SetMaximumOrde... method SetParameters (line 1165) | public void SetParameters(Dictionary parameters) => _b... method TryConvert (line 1174) | private bool TryConvert(PyObject pyObject, out T result) method ToString (line 1191) | public override string ToString() method SetCurrentSlice (line 1207) | public void SetCurrentSlice(Slice slice) method SetApi (line 1216) | public void SetApi(IApi api) => _baseAlgorithm.SetApi(api); method SetObjectStore (line 1222) | public void SetObjectStore(IObjectStore objectStore) => _baseAlgorithm... method Shortable (line 1233) | public bool Shortable(Symbol symbol, decimal shortQuantity, int? updat... method ShortableQuantity (line 1245) | public long ShortableQuantity(Symbol symbol) method Symbol (line 1257) | public Symbol Symbol(string ticker) => _baseAlgorithm.Symbol(ticker); method Ticker (line 1264) | public string Ticker(Symbol symbol) => _baseAlgorithm.Ticker(symbol); method SetName (line 1270) | public void SetName(string name) method AddTag (line 1279) | public void AddTag(string tag) method SetTags (line 1288) | public void SetTags(HashSet tags) method RunCommand (line 1298) | public CommandResultPacket RunCommand(CallbackCommand command) => _bas... method Dispose (line 1308) | public override void Dispose() FILE: Api/Api.cs class Api (line 43) | public class Api : IApi, IDownloadProvider method Api (line 71) | public Api() method Initialize (line 83) | public virtual void Initialize(int userId, string token, string dataFo... method CreateProject (line 109) | public ProjectResponse CreateProject(string name, Language language, s... method ReadProject (line 125) | public ProjectResponse ReadProject(int projectId) method ListProjects (line 136) | public ProjectResponse ListProjects() method AddProjectFile (line 151) | public RestResponse AddProjectFile(int projectId, string name, string ... method UpdateProjectFileName (line 165) | public RestResponse UpdateProjectFileName(int projectId, string oldFil... method UpdateProjectFileContent (line 186) | public RestResponse UpdateProjectFileContent(int projectId, string fil... method ReadProjectFiles (line 205) | public ProjectFilesResponse ReadProjectFiles(int projectId) method ReadProjectNodes (line 216) | public ProjectNodesResponse ReadProjectNodes(int projectId) method UpdateProjectNodes (line 229) | public ProjectNodesResponse UpdateProjectNodes(int projectId, string[]... method ReadProjectFile (line 242) | public ProjectFilesResponse ReadProjectFile(int projectId, string file... method ReadLeanVersions (line 251) | public VersionsResponse ReadLeanVersions() method DeleteProjectFile (line 264) | public RestResponse DeleteProjectFile(int projectId, string name) method DeleteProject (line 276) | public RestResponse DeleteProject(int projectId) method CreateCompile (line 288) | public Compile CreateCompile(int projectId) method ReadCompile (line 301) | public Compile ReadCompile(int projectId, string compileId) method SendNotification (line 313) | public virtual RestResponse SendNotification(Notification notification... method CreateBacktest (line 326) | public Backtest CreateBacktest(int projectId, string compileId, string... method ReadBacktest (line 353) | public Backtest ReadBacktest(int projectId, string backtestId, bool ge... method ReadBacktestOrders (line 420) | public List ReadBacktestOrders(int projectId, string... method ReadBacktestChart (line 443) | public ReadChartResponse ReadBacktestChart(int projectId, string name,... method UpdateBacktest (line 480) | public RestResponse UpdateBacktest(int projectId, string backtestId, s... method ListBacktests (line 496) | public BacktestSummaryList ListBacktests(int projectId, bool includeSt... method DeleteBacktest (line 509) | public RestResponse DeleteBacktest(int projectId, string backtestId) method UpdateBacktestTags (line 522) | public RestResponse UpdateBacktestTags(int projectId, string backtestI... method ReadBacktestInsights (line 537) | public InsightResponse ReadBacktestInsights(int projectId, string back... method CreateLiveAlgorithm (line 575) | public CreateLiveAlgorithmResponse CreateLiveAlgorithm(int projectId, method CreateLiveAlgorithm (line 615) | public CreateLiveAlgorithmResponse CreateLiveAlgorithm(int projectId, ... method ConvertToDictionary (line 624) | private static Dictionary ConvertToDictionary(PyObject... method ListLiveAlgorithms (line 638) | public LiveList ListLiveAlgorithms(AlgorithmStatus? status = null) method ReadLiveAlgorithm (line 665) | public LiveAlgorithmResults ReadLiveAlgorithm(int projectId, string de... method ReadLivePortfolio (line 676) | public PortfolioResponse ReadLivePortfolio(int projectId) method ReadLiveOrders (line 691) | public List ReadLiveOrders(int projectId, int start ... method LiquidateLiveAlgorithm (line 709) | public RestResponse LiquidateLiveAlgorithm(int projectId) method StopLiveAlgorithm (line 720) | public RestResponse StopLiveAlgorithm(int projectId) method CreateLiveCommand (line 732) | public RestResponse CreateLiveCommand(int projectId, object command) method BroadcastLiveCommand (line 745) | public RestResponse BroadcastLiveCommand(string organizationId, int? e... method ReadLiveLogs (line 759) | public LiveLog ReadLiveLogs(int projectId, string algorithmId, int sta... method ReadLiveChart (line 789) | public ReadChartResponse ReadLiveChart(int projectId, string name, int... method ReadLiveInsights (line 823) | public InsightResponse ReadLiveInsights(int projectId, int start = 0, ... method ReadDataLink (line 845) | public DataLink ReadDataLink(string filePath, string organizationId) method ReadDataDirectory (line 870) | public DataList ReadDataDirectory(string filePath) method ReadDataPrices (line 895) | public DataPricesList ReadDataPrices(string organizationId) method ReadBacktestReport (line 907) | public BacktestReport ReadBacktestReport(int projectId, string backtes... method DownloadData (line 928) | public bool DownloadData(string filePath, string organizationId) method GetAlgorithmStatus (line 977) | public virtual AlgorithmControl GetAlgorithmStatus(string algorithmId) method SetAlgorithmStatus (line 993) | public virtual void SetAlgorithmStatus(string algorithmId, AlgorithmSt... method SendStatistics (line 1012) | public virtual void SendStatistics(string algorithmId, decimal unreali... method Download (line 1025) | public virtual string Download(string address, IEnumerable ListOptimizations(int projectId) method ReadOptimization (line 1243) | public Optimization ReadOptimization(string optimizationId) method AbortOptimization (line 1254) | public RestResponse AbortOptimization(string optimizationId) method UpdateOptimization (line 1266) | public RestResponse UpdateOptimization(string optimizationId, string n... method DeleteOptimization (line 1280) | public RestResponse DeleteOptimization(string optimizationId) method GetObjectStore (line 1293) | public bool GetObjectStore(string organizationId, List keys, s... method GetObjectStoreProperties (line 1361) | public PropertiesObjectStoreResponse GetObjectStoreProperties(string o... method SetObjectStore (line 1379) | public RestResponse SetObjectStore(string organizationId, string key, ... method DeleteObjectStore (line 1403) | public RestResponse DeleteObjectStore(string organizationId, string key) method ListObjectStore (line 1415) | public ListObjectStoreResponse ListObjectStore(string organizationId, ... method FormatPathForDataRequest (line 1427) | public static string FormatPathForDataRequest(string filePath, string ... method TryPost (line 1454) | protected bool TryPost(string endpoint, out T result, IEnumerable(string endpoint, out T result, object pa... method CreateApiConnection (line 1478) | protected virtual ApiConnection CreateApiConnection(int userId, string... method MakeRequestOrThrow (line 1486) | private T MakeRequestOrThrow(HttpRequestMessage request, string cal... method BorrowClient (line 1505) | private Lazy BorrowClient() method ReturnClient (line 1514) | private void ReturnClient(Lazy client) FILE: Api/ApiConnection.cs class ApiConnection (line 33) | public class ApiConnection : IDisposable method ApiConnection (line 57) | public ApiConnection(int userId, string token) method ApiConnection (line 70) | public ApiConnection(int userId, string token, string baseUrl = null, ... method SetClient (line 95) | public void SetClient(string baseUrl, Dictionary defau... method Dispose (line 128) | public void Dispose() method TryRequest (line 140) | [Obsolete("RestSharp is deprecated and will be removed in a future rel... method TryRequest (line 157) | public bool TryRequest(HttpRequestMessage request, out T result, Ti... method TryRequestAsync (line 171) | [Obsolete("RestSharp is deprecated and will be removed in a future rel... method TryRequestAsync (line 221) | public async Task> TryRequestAsync(HttpRequestMessag... method GetRawResponseContent (line 275) | private static string GetRawResponseContent(Stream stream) method SetAuthenticator (line 294) | private void SetAuthenticator(RestRequest request) method SetAuthenticator (line 301) | private void SetAuthenticator(HttpRequestMessage request) method GetAuthenticatorHeader (line 311) | private string GetAuthenticatorHeader(out string timeStamp) class LeanAuthenticator (line 330) | private class LeanAuthenticator method LeanAuthenticator (line 335) | public LeanAuthenticator(int timeStamp, string base64EncodedAuthenti... FILE: Api/ApiUtils.cs class ApiUtils (line 27) | public static class ApiUtils method CreatePostRequest (line 35) | public static HttpRequestMessage CreatePostRequest(string endpoint, IE... method CreateJsonPostRequest (line 53) | public static HttpRequestMessage CreateJsonPostRequest(string endpoint... FILE: Brokerages/Authentication/AccessTokenMetaDataRequest.cs class AccessTokenMetaDataRequest (line 24) | public abstract class AccessTokenMetaDataRequest method AccessTokenMetaDataRequest (line 42) | protected AccessTokenMetaDataRequest(string brokerage, string accountId) method ToJson (line 54) | public string ToJson() FILE: Brokerages/Authentication/AccessTokenMetaDataResponse.cs class AccessTokenMetaDataResponse (line 24) | public abstract class AccessTokenMetaDataResponse : RestResponse method AccessTokenMetaDataResponse (line 47) | protected AccessTokenMetaDataResponse(string accessToken, TokenType to... FILE: Brokerages/Authentication/LeanOAuthTokenHandler.cs class LeanOAuthTokenHandler (line 26) | public class LeanOAuthTokenHandler : LeanOAuthTokenHandler : LeanTokenHandler method LeanOAuthTokenHandler (line 28) | public LeanOAuthTokenHandler(ApiConnection apiClient, OAuthTokenReques... method LeanOAuthTokenHandler (line 99) | public LeanOAuthTokenHandler(ApiConnection apiClient, OAuthTokenReques... method GetAccessToken (line 113) | public override T GetAccessToken(CancellationToken cancellationToken) FILE: Brokerages/Authentication/LeanTokenCredentials.cs class LeanTokenCredentials (line 24) | public class LeanTokenCredentials : RestResponse method LeanTokenCredentials (line 41) | public LeanTokenCredentials(TokenType tokenType, string accessToken) method LeanTokenCredentials (line 50) | public LeanTokenCredentials() FILE: Brokerages/Authentication/LeanTokenHandler.cs class LeanTokenHandler (line 29) | public abstract class LeanTokenHandler : DelegatingHandler method LeanTokenHandler (line 50) | protected LeanTokenHandler(Func SendAsync(HttpRequestMess... method Send (line 97) | protected override HttpResponseMessage Send(HttpRequestMessage request... FILE: Brokerages/Authentication/OAuthTokenHandler.cs class OAuthTokenHandler (line 28) | public sealed class OAuthTokenHandler : TokenHandler method OAuthTokenHandler (line 57) | public OAuthTokenHandler(ApiConnection apiClient, TRequest modelRequest) method GetAccessToken (line 69) | public override TokenCredentials GetAccessToken(CancellationToken canc... FILE: Brokerages/Authentication/OAuthTokenRequest.cs class OAuthTokenRequest (line 25) | public class OAuthTokenRequest method OAuthTokenRequest (line 58) | public OAuthTokenRequest( method ToJson (line 77) | public string ToJson() FILE: Brokerages/Authentication/TokenCredentials.cs class TokenCredentials (line 22) | public class TokenCredentials method TokenCredentials (line 39) | public TokenCredentials(TokenType tokenType, string accessToken) FILE: Brokerages/Authentication/TokenHandler.cs class TokenHandler (line 29) | public abstract class TokenHandler : DelegatingHandler method TokenHandler (line 57) | protected TokenHandler(Func SendAsync(HttpRequestMess... method Send (line 96) | protected override HttpResponseMessage Send(HttpRequestMessage request... FILE: Brokerages/Authentication/TokenType.cs type TokenType (line 24) | [JsonConverter(typeof(StringEnumConverter))] FILE: Brokerages/Backtesting/BacktestingBrokerage.cs class BacktestingBrokerage (line 37) | [BrokerageFactory(typeof(BacktestingBrokerageFactory))] method BacktestingBrokerage (line 59) | public BacktestingBrokerage(IAlgorithm algorithm) method BacktestingBrokerage (line 69) | protected BacktestingBrokerage(IAlgorithm algorithm, string name) method GetOpenOrders (line 88) | public override List GetOpenOrders() method GetAccountHoldings (line 97) | public override List GetAccountHoldings() method GetCashBalance (line 109) | public override List GetCashBalance() method PlaceOrder (line 119) | public override bool PlaceOrder(Order order) method UpdateOrder (line 153) | public override bool UpdateOrder(Order order) method CancelOrder (line 192) | public override bool CancelOrder(Order order) method Scan (line 233) | public virtual void Scan() method OnOrderUpdated (line 439) | private void OnOrderUpdated(Order order) method ProcessAssignmentOrders (line 456) | private void ProcessAssignmentOrders() method OnOrderEvents (line 485) | protected override void OnOrderEvents(List orderEvents) method Connect (line 497) | public override void Connect() method Disconnect (line 505) | public override void Disconnect() method SetPendingOrder (line 515) | private void SetPendingOrder(Order order) method ProcessDelistings (line 524) | public void ProcessDelistings(Delistings delistings) method RemoveOrders (line 584) | private void RemoveOrders(List orders, OrderStatus orderStatus,... method TryOrderPreChecks (line 597) | private bool TryOrderPreChecks(Dictionary ordersSecur... method TryGetOrder (line 645) | private Order TryGetOrder(int orderId) method AddBrokerageOrderId (line 651) | private static void AddBrokerageOrderId(Order order) FILE: Brokerages/Backtesting/BacktestingBrokerageFactory.cs class BacktestingBrokerageFactory (line 26) | public class BacktestingBrokerageFactory : BrokerageFactory method GetBrokerageModel (line 44) | public override IBrokerageModel GetBrokerageModel(IOrderProvider order... method CreateBrokerage (line 52) | public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgori... method Dispose (line 61) | public override void Dispose() method BacktestingBrokerageFactory (line 69) | public BacktestingBrokerageFactory() FILE: Brokerages/BaseWebsocketsBrokerage.cs class BaseWebsocketsBrokerage (line 33) | public abstract class BaseWebsocketsBrokerage : Brokerage method Initialize (line 122) | [Obsolete("This Initialize method is deprecated. Use the overload that... method Initialize (line 139) | protected void Initialize(string wssUrl, IWebSocket websocket, HttpCli... method TryInitialize (line 147) | private bool TryInitialize(string wssUrl, IWebSocket websocket, string... method BaseWebsocketsBrokerage (line 177) | protected BaseWebsocketsBrokerage(string name) : base(name) method OnMessage (line 186) | protected abstract void OnMessage(object sender, WebSocketMessage e); method Connect (line 191) | public override void Connect() method Subscribe (line 205) | protected abstract bool Subscribe(IEnumerable symbols); method GetSubscribed (line 211) | protected virtual IEnumerable GetSubscribed() method ConnectSync (line 219) | protected void ConnectSync() FILE: Brokerages/BestBidAskUpdatedEventArgs.cs class BestBidAskUpdatedEventArgs (line 23) | public sealed class BestBidAskUpdatedEventArgs : EventArgs method BestBidAskUpdatedEventArgs (line 58) | public BestBidAskUpdatedEventArgs(Symbol symbol, decimal bestBidPrice,... FILE: Brokerages/Brokerage.cs class Brokerage (line 39) | public abstract class Brokerage : IBrokerage method Brokerage (line 115) | protected Brokerage(string name) method PlaceOrder (line 125) | public abstract bool PlaceOrder(Order order); method UpdateOrder (line 132) | public abstract bool UpdateOrder(Order order); method CancelOrder (line 139) | public abstract bool CancelOrder(Order order); method Connect (line 144) | public abstract void Connect(); method Disconnect (line 149) | public abstract void Disconnect(); method Dispose (line 154) | public virtual void Dispose() method OnOrderEvents (line 163) | protected virtual void OnOrderEvents(List orderEvents) method OnOrderEvent (line 179) | protected virtual void OnOrderEvent(OrderEvent e) method OnOrderUpdated (line 188) | protected virtual void OnOrderUpdated(OrderUpdateEvent e) method OnOrderIdChangedEvent (line 204) | protected virtual void OnOrderIdChangedEvent(BrokerageOrderIdChangedEv... method OnOptionPositionAssigned (line 220) | protected virtual void OnOptionPositionAssigned(OrderEvent e) method OnOptionNotification (line 238) | protected virtual void OnOptionNotification(OptionNotificationEventArg... method OnNewBrokerageOrderNotification (line 256) | protected virtual void OnNewBrokerageOrderNotification(NewBrokerageOrd... method OnDelistingNotification (line 274) | protected virtual void OnDelistingNotification(DelistingNotificationEv... method OnAccountChanged (line 292) | protected virtual void OnAccountChanged(AccountEvent e) method OnMessage (line 310) | protected virtual void OnMessage(BrokerageMessageEvent e) method CreateOAuthTokenHandler (line 342) | protected LeanOAuthTokenHandler CreateOAuthTokenHandler(ApiConne... method GetAccountHoldings (line 355) | protected virtual List GetAccountHoldings(Dictionary GetCashBalance(Dictionary GetOpenOrders(); method GetAccountHoldings (line 422) | public abstract List GetAccountHoldings(); method GetCashBalance (line 428) | public abstract List GetCashBalance(); method GetHistory (line 445) | public virtual IEnumerable GetHistory(HistoryRequest request) method GetOrderPosition (line 458) | protected static OrderPosition GetOrderPosition(OrderDirection orderDi... method ShouldPerformCashSync (line 480) | public virtual bool ShouldPerformCashSync(DateTime currentTimeUtc) method PerformCashSync (line 499) | public virtual bool PerformCashSync(IAlgorithm algorithm, DateTime cur... method PlaceCrossZeroOrder (line 642) | protected virtual CrossZeroOrderResponse PlaceCrossZeroOrder(CrossZero... method TryCrossZeroPositionOrder (line 662) | protected bool? TryCrossZeroPositionOrder(Order order, decimal holding... method TryGetUpdateCrossZeroOrderQuantity (line 729) | protected bool TryGetUpdateCrossZeroOrderQuantity(Order leanOrder, out... method TryGetOrRemoveCrossZeroOrder (line 773) | protected bool TryGetOrRemoveCrossZeroOrder(string brokerageOrderId, O... method TryHandleRemainingCrossZeroOrder (line 799) | protected bool TryHandleRemainingCrossZeroOrder(Order leanOrder, Order... method GetQuantityOnCrossPosition (line 888) | private static (decimal closePostionQunatity, decimal newPositionQuant... FILE: Brokerages/BrokerageConcurrentMessageHandler.cs class BrokerageConcurrentMessageHandler (line 27) | public class BrokerageConcurrentMessageHandler : IDisposable method BrokerageConcurrentMessageHandler (line 40) | public BrokerageConcurrentMessageHandler(Action processMessages) method BrokerageConcurrentMessageHandler (line 50) | public BrokerageConcurrentMessageHandler(Action processMessages, bo... method Dispose (line 62) | public void Dispose() method HandleNewMessage (line 72) | public void HandleNewMessage(T message) method WithLockedStream (line 99) | public void WithLockedStream(Action code) method ProcessMessages (line 143) | private void ProcessMessages(T message = null) type ILock (line 171) | private interface ILock : IDisposable method ExitReadLock (line 175) | void ExitReadLock(); method TryEnterReadLockImmediately (line 177) | bool TryEnterReadLockImmediately(); method EnterWriteLock (line 179) | void EnterWriteLock(); method ExitWriteLock (line 181) | void ExitWriteLock(); class ReaderWriterLockWrapper (line 195) | private class ReaderWriterLockWrapper : ILock method ReaderWriterLockWrapper (line 201) | public ReaderWriterLockWrapper() method ExitReadLock (line 205) | public void ExitReadLock() => _lock.ExitWriteLock(); method TryEnterReadLockImmediately (line 206) | public bool TryEnterReadLockImmediately() => _lock.TryEnterWriteLock... method EnterWriteLock (line 207) | public void EnterWriteLock() => _lock.EnterReadLock(); method ExitWriteLock (line 208) | public void ExitWriteLock() => _lock.ExitReadLock(); method Dispose (line 210) | public void Dispose() class MonitorWrapper (line 216) | private class MonitorWrapper : ILock method MonitorWrapper (line 224) | public MonitorWrapper() method ExitReadLock (line 229) | public void ExitReadLock() => Monitor.Exit(_lockObject); method TryEnterReadLockImmediately (line 231) | public bool TryEnterReadLockImmediately() => Monitor.TryEnter(_lockO... method EnterWriteLock (line 233) | public void EnterWriteLock() method ExitWriteLock (line 239) | public void ExitWriteLock() method Dispose (line 245) | public void Dispose() FILE: Brokerages/BrokerageException.cs class BrokerageException (line 23) | public class BrokerageException : Exception method BrokerageException (line 29) | public BrokerageException(string message) method BrokerageException (line 39) | public BrokerageException(string message, Exception inner) FILE: Brokerages/BrokerageFactory.cs class BrokerageFactory (line 27) | public abstract class BrokerageFactory : IBrokerageFactory method Dispose (line 35) | public abstract void Dispose(); method GetBrokerageModel (line 58) | public abstract IBrokerageModel GetBrokerageModel(IOrderProvider order... method CreateBrokerage (line 66) | public abstract IBrokerage CreateBrokerage(LiveNodePacket job, IAlgori... method CreateBrokerageMessageHandler (line 71) | public virtual IBrokerageMessageHandler CreateBrokerageMessageHandler(... method BrokerageFactory (line 80) | protected BrokerageFactory(Type brokerageType) method Read (line 88) | protected static T Read(IReadOnlyDictionary brokera... FILE: Brokerages/BrokerageMultiWebSocketEntry.cs class BrokerageMultiWebSocketEntry (line 24) | public class BrokerageMultiWebSocketEntry method Contains (line 59) | public bool Contains(Symbol symbol) method BrokerageMultiWebSocketEntry (line 87) | public BrokerageMultiWebSocketEntry(Dictionary symbolWeig... method BrokerageMultiWebSocketEntry (line 99) | public BrokerageMultiWebSocketEntry(IWebSocket webSocket) method AddSymbol (line 108) | public void AddSymbol(Symbol symbol) method RemoveSymbol (line 125) | public void RemoveSymbol(Symbol symbol) FILE: Brokerages/BrokerageMultiWebSocketSubscriptionManager.cs class BrokerageMultiWebSocketSubscriptionManager (line 31) | public class BrokerageMultiWebSocketSubscriptionManager : EventBasedData... method BrokerageMultiWebSocketSubscriptionManager (line 61) | public BrokerageMultiWebSocketSubscriptionManager( method Subscribe (line 135) | protected override bool Subscribe(IEnumerable symbols, TickTyp... method Unsubscribe (line 156) | protected override bool Unsubscribe(IEnumerable symbols, TickT... method Dispose (line 179) | public override void Dispose() method GetWebSocketEntryBySymbol (line 202) | private BrokerageMultiWebSocketEntry GetWebSocketEntryBySymbol(Symbol ... method GetWebSocketForSymbol (line 218) | private IWebSocket GetWebSocketForSymbol(Symbol symbol) method CreateWebSocket (line 264) | private IWebSocket CreateWebSocket() method EventHandler (line 274) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Connect (line 280) | private void Connect(IWebSocket webSocket) method Disconnect (line 309) | private void Disconnect(IWebSocket webSocket) method OnOpen (line 314) | private void OnOpen(object sender, EventArgs e) FILE: Brokerages/CrossZero/CrossZeroFirstOrderRequest.cs class CrossZeroFirstOrderRequest (line 24) | public class CrossZeroFirstOrderRequest method CrossZeroFirstOrderRequest (line 67) | public CrossZeroFirstOrderRequest(Order leanOrder, OrderType orderType... FILE: Brokerages/CrossZero/CrossZeroOrderResponse.cs type CrossZeroOrderResponse (line 21) | public readonly struct CrossZeroOrderResponse method CrossZeroOrderResponse (line 44) | public CrossZeroOrderResponse(string brokerageOrderId, bool isOrderPla... FILE: Brokerages/CrossZero/CrossZeroSecondOrderRequest.cs class CrossZeroSecondOrderRequest (line 23) | public class CrossZeroSecondOrderRequest : CrossZeroFirstOrderRequest method CrossZeroSecondOrderRequest (line 39) | public CrossZeroSecondOrderRequest(Order leanOrder, OrderType orderTyp... method ConvertStopCrossingOrderType (line 55) | private static OrderType ConvertStopCrossingOrderType(OrderType orderT... FILE: Brokerages/DefaultConnectionHandler.cs class DefaultConnectionHandler (line 28) | public class DefaultConnectionHandler : IConnectionHandler method Initialize (line 82) | public void Initialize(string connectionId) method EnableMonitoring (line 167) | public void EnableMonitoring(bool isEnabled) method KeepAlive (line 182) | public void KeepAlive(DateTime lastDataReceivedTime) method OnConnectionLost (line 193) | protected virtual void OnConnectionLost() method OnConnectionRestored (line 202) | protected virtual void OnConnectionRestored() method OnReconnectRequested (line 211) | protected virtual void OnReconnectRequested() method Dispose (line 219) | public void Dispose() FILE: Brokerages/DefaultOrderBook.cs class DefaultOrderBook (line 27) | public class DefaultOrderBook : IOrderBookUpdater method DefaultOrderBook (line 115) | public DefaultOrderBook(Symbol symbol) method Clear (line 123) | public void Clear() method UpdateBidRow (line 142) | public void UpdateBidRow(decimal price, decimal size) method UpdateAskRow (line 163) | public void UpdateAskRow(decimal price, decimal size) method RemoveBidRow (line 183) | public void RemoveBidRow(decimal price) method RemoveAskRow (line 204) | public void RemoveAskRow(decimal price) method RemovePriceLevel (line 225) | public void RemovePriceLevel(decimal priceLevel) FILE: Brokerages/IConnectionHandler.cs type IConnectionHandler (line 23) | public interface IConnectionHandler : IDisposable method Initialize (line 49) | void Initialize(string connectionId); method EnableMonitoring (line 55) | void EnableMonitoring(bool isEnabled); method KeepAlive (line 61) | void KeepAlive(DateTime lastDataReceivedTime); FILE: Brokerages/IOrderBookUpdater.cs type IOrderBookUpdater (line 28) | public interface IOrderBookUpdater method UpdateBidRow (line 40) | void UpdateBidRow(K price, V size); method UpdateAskRow (line 47) | void UpdateAskRow(K price, V size); method RemoveBidRow (line 53) | void RemoveBidRow(K price); method RemoveAskRow (line 59) | void RemoveAskRow(K price); FILE: Brokerages/ISymbolMapper.cs type ISymbolMapper (line 23) | public interface ISymbolMapper method GetBrokerageSymbol (line 30) | string GetBrokerageSymbol(Symbol symbol); method GetLeanSymbol (line 42) | Symbol GetLeanSymbol(string brokerageSymbol, SecurityType securityType... FILE: Brokerages/IWebSocket.cs type IWebSocket (line 23) | public interface IWebSocket method Initialize (line 30) | void Initialize(string url, string sessionToken = null); method Send (line 36) | void Send(string data); method Connect (line 41) | void Connect(); method Close (line 46) | void Close(); FILE: Brokerages/LevelOneOrderBook/BaseDataEventArgs.cs class BaseDataEventArgs (line 24) | public sealed class BaseDataEventArgs : EventArgs method BaseDataEventArgs (line 35) | public BaseDataEventArgs(BaseData tick) FILE: Brokerages/LevelOneOrderBook/LevelOneMarketData.cs class LevelOneMarketData (line 27) | public class LevelOneMarketData method LevelOneMarketData (line 99) | public LevelOneMarketData(Symbol symbol) method UpdateQuote (line 114) | public void UpdateQuote(DateTime? quoteDateTimeUtc, decimal? bidPrice,... method UpdateLastTrade (line 159) | public void UpdateLastTrade(DateTime? tradeDateTimeUtc, decimal? lastQ... method UpdateOpenInterest (line 191) | public void UpdateOpenInterest(DateTime? openInterestDateTimeUtc, deci... method TryResolvePriceSize (line 216) | private bool TryResolvePriceSize(decimal? price, decimal? size, decima... method IsValidTimestamp (line 254) | private static bool IsValidTimestamp(DateTime? timestamp) FILE: Brokerages/LevelOneOrderBook/LevelOneServiceManager.cs class LevelOneServiceManager (line 31) | public sealed class LevelOneServiceManager : IDisposable method LevelOneServiceManager (line 69) | public LevelOneServiceManager(IDataAggregator dataAggregator, Func GetSubscribedSymbols() method BaseDataReceived (line 185) | private void BaseDataReceived(object _, BaseDataEventArgs eventData) method SubscribeCallbackWrapper (line 200) | private bool SubscribeCallbackWrapper(IEnumerable symbols, Tic... method UnsubscribeCallbackWrapper (line 224) | private bool UnsubscribeCallbackWrapper(IEnumerable symbols, T... method TryGetLevelOneMarketData (line 254) | private bool TryGetLevelOneMarketData(Symbol symbol, out LevelOneMarke... method Dispose (line 268) | public void Dispose() FILE: Brokerages/Paper/PaperBrokerage.cs class PaperBrokerage (line 29) | public class PaperBrokerage : BacktestingBrokerage method PaperBrokerage (line 44) | public PaperBrokerage(IAlgorithm algorithm, LiveNodePacket job) method GetCashBalance (line 54) | public override List GetCashBalance() method GetAccountHoldings (line 63) | public override List GetAccountHoldings() method Scan (line 72) | public override void Scan() FILE: Brokerages/Paper/PaperBrokerageFactory.cs class PaperBrokerageFactory (line 27) | public class PaperBrokerageFactory : BrokerageFactory method GetBrokerageModel (line 46) | public override IBrokerageModel GetBrokerageModel(IOrderProvider order... method CreateBrokerage (line 54) | public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgori... method Dispose (line 63) | public override void Dispose() method PaperBrokerageFactory (line 71) | public PaperBrokerageFactory() FILE: Brokerages/SymbolPropertiesDatabaseSymbolMapper.cs class SymbolPropertiesDatabaseSymbolMapper (line 26) | public class SymbolPropertiesDatabaseSymbolMapper : ISymbolMapper method SymbolPropertiesDatabaseSymbolMapper (line 46) | public SymbolPropertiesDatabaseSymbolMapper(string market) method TryRefreshMappings (line 56) | private bool TryRefreshMappings() method GetBrokerageSymbol (line 98) | public string GetBrokerageSymbol(Symbol symbol) method GetLeanSymbol (line 138) | public Symbol GetLeanSymbol(string brokerageSymbol, SecurityType secur... method TryGetLeanSymbol (line 163) | private bool TryGetLeanSymbol(string brokerageSymbol, SecurityType sec... method IsKnownLeanSymbol (line 174) | public bool IsKnownLeanSymbol(Symbol symbol) method GetBrokerageSecurityType (line 196) | public SecurityType GetBrokerageSecurityType(string brokerageSymbol) method GetMatchingSymbols (line 222) | private List GetMatchingSymbols(string brokerageSymbol) method IsKnownBrokerageSymbol (line 236) | public bool IsKnownBrokerageSymbol(string brokerageSymbol) FILE: Brokerages/WebSocketClientWrapper.cs class WebSocketClientWrapper (line 31) | public class WebSocketClientWrapper : IWebSocket method Initialize (line 48) | public void Initialize(string url, string sessionToken = null) method Send (line 58) | public void Send(string data) method Connect (line 70) | public void Connect() method Close (line 118) | public void Close() method OnMessage (line 181) | protected virtual void OnMessage(WebSocketMessage e) method OnError (line 190) | protected virtual void OnError(WebSocketError e) method OnOpen (line 199) | protected virtual void OnOpen() method OnClose (line 208) | protected virtual void OnClose(WebSocketCloseData e) method HandleConnection (line 214) | private void HandleConnection() method ReceiveMessage (line 285) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class MessageData (line 331) | public abstract class MessageData class TextMessage (line 342) | public class TextMessage : MessageData method TextMessage (line 352) | public TextMessage() class BinaryMessage (line 361) | public class BinaryMessage : MessageData method BinaryMessage (line 376) | public BinaryMessage() FILE: Brokerages/WebSocketCloseData.cs class WebSocketCloseData (line 21) | public class WebSocketCloseData method WebSocketCloseData (line 44) | public WebSocketCloseData(ushort code, string reason, bool wasClean) FILE: Brokerages/WebSocketError.cs class WebSocketError (line 23) | public class WebSocketError method WebSocketError (line 40) | public WebSocketError(string message, Exception exception) FILE: Brokerages/WebSocketMessage.cs class WebSocketMessage (line 21) | public class WebSocketMessage method WebSocketMessage (line 38) | public WebSocketMessage(IWebSocket webSocket, WebSocketClientWrapper.M... FILE: Common/Algorithm/Framework/Alphas/Analysis/InsightManager.cs class InsightManager (line 27) | public class InsightManager : InsightCollection method InsightManager (line 36) | public InsightManager(IAlgorithm algorithm) method Step (line 45) | public void Step(DateTime utcNow) method SetInsightScoreFunction (line 54) | public void SetInsightScoreFunction(IInsightScoreFunction insightScore... method SetInsightScoreFunction (line 63) | public void SetInsightScoreFunction(PyObject insightScoreFunction) method Expire (line 75) | public void Expire(IEnumerable symbols) method Cancel (line 95) | public void Cancel(IEnumerable symbols) method Expire (line 104) | public void Expire(IEnumerable insights) method Cancel (line 122) | public void Cancel(IEnumerable insights) FILE: Common/Algorithm/Framework/Alphas/GeneratedInsightsCollection.cs class GeneratedInsightsCollection (line 24) | public class GeneratedInsightsCollection method GeneratedInsightsCollection (line 41) | public GeneratedInsightsCollection(DateTime dateTimeUtc, Insight[] ins... FILE: Common/Algorithm/Framework/Alphas/IInsightScoreFunction.cs type IInsightScoreFunction (line 24) | public interface IInsightScoreFunction method Score (line 29) | void Score(InsightManager insightManager, DateTime utcTime); FILE: Common/Algorithm/Framework/Alphas/Insight.cs class Insight (line 31) | [JsonConverter(typeof(InsightJsonConverter))] method IsExpired (line 133) | public bool IsExpired(DateTime utcTime) method IsActive (line 143) | public bool IsActive(DateTime utcTime) method Expire (line 152) | public void Expire(DateTime utcTime) method Cancel (line 165) | public void Cancel(DateTime utcTime) method Insight (line 178) | public Insight(Symbol symbol, TimeSpan period, InsightType type, Insig... method Insight (line 195) | public Insight(Symbol symbol, TimeSpan period, InsightType type, Insig... method Insight (line 223) | public Insight(Symbol symbol, Func expiryFunc, Ins... method Insight (line 240) | public Insight(Symbol symbol, Func expiryFunc, Ins... method Insight (line 260) | public Insight(DateTime generatedTimeUtc, Symbol symbol, TimeSpan peri... method Insight (line 279) | private Insight(Symbol symbol, IPeriodSpecification periodSpec, Insigh... method SetPeriodAndCloseTime (line 309) | public void SetPeriodAndCloseTime(SecurityExchangeHours exchangeHours) method Clone (line 323) | public virtual Insight Clone() method Price (line 352) | public static Insight Price(Symbol symbol, Resolution resolution, int ... method Price (line 375) | public static Insight Price(Symbol symbol, DateTime closeTimeLocal, In... method Price (line 394) | public static Insight Price(Symbol symbol, TimeSpan period, InsightDir... method Price (line 418) | public static Insight Price(Symbol symbol, Func ex... method Group (line 427) | public static IEnumerable Group(params Insight[] insights) method Group (line 451) | public static IEnumerable Group(Insight insight) => Group(new... method FromSerializedInsight (line 458) | public static Insight FromSerializedInsight(SerializedInsight serializ... method ComputeCloseTime (line 514) | public static DateTime ComputeCloseTime(SecurityExchangeHours exchange... method ComputeCloseTime (line 544) | public static DateTime ComputeCloseTime(SecurityExchangeHours exchange... method ToString (line 592) | public override string ToString() method ShortToString (line 601) | public string ShortToString() type IPeriodSpecification (line 613) | private interface IPeriodSpecification method SetPeriodAndCloseTime (line 615) | void SetPeriodAndCloseTime(Insight insight, SecurityExchangeHours ex... class TimeSpanPeriodSpecification (line 621) | private class TimeSpanPeriodSpecification : IPeriodSpecification method TimeSpanPeriodSpecification (line 625) | public TimeSpanPeriodSpecification(TimeSpan period) method SetPeriodAndCloseTime (line 635) | public void SetPeriodAndCloseTime(Insight insight, SecurityExchangeH... class ResolutionBarCountPeriodSpecification (line 645) | private class ResolutionBarCountPeriodSpecification : IPeriodSpecifica... method ResolutionBarCountPeriodSpecification (line 650) | public ResolutionBarCountPeriodSpecification(Resolution resolution, ... method SetPeriodAndCloseTime (line 668) | public void SetPeriodAndCloseTime(Insight insight, SecurityExchangeH... class CloseTimePeriodSpecification (line 678) | private class CloseTimePeriodSpecification : IPeriodSpecification method CloseTimePeriodSpecification (line 682) | public CloseTimePeriodSpecification(DateTime closeTimeLocal) method SetPeriodAndCloseTime (line 687) | public void SetPeriodAndCloseTime(Insight insight, SecurityExchangeH... class FuncPeriodSpecification (line 709) | private class FuncPeriodSpecification : IPeriodSpecification method FuncPeriodSpecification (line 713) | public FuncPeriodSpecification(Func expiryFunc) method SetPeriodAndCloseTime (line 718) | public void SetPeriodAndCloseTime(Insight insight, SecurityExchangeH... class EndOfTimeCloseTimePeriodSpecification (line 738) | private class EndOfTimeCloseTimePeriodSpecification : IPeriodSpecifica... method SetPeriodAndCloseTime (line 740) | public void SetPeriodAndCloseTime(Insight insight, SecurityExchangeH... FILE: Common/Algorithm/Framework/Alphas/InsightCollection.cs class InsightCollection (line 28) | public class InsightCollection : IEnumerable method Add (line 66) | public void Add(Insight item) method AddRange (line 87) | public void AddRange(IEnumerable insights) method Contains (line 98) | public bool Contains(Insight item) method ContainsKey (line 112) | public bool ContainsKey(Symbol symbol) method Remove (line 125) | public bool Remove(Insight item) method TryGetValue (line 187) | public bool TryGetValue(Symbol symbol, out List insights) method GetEnumerator (line 204) | public IEnumerator GetEnumerator() method GetEnumerator (line 215) | IEnumerator IEnumerable.GetEnumerator() method Clear (line 224) | public void Clear(Symbol[] symbols) method GetNextExpiryTime (line 241) | public DateTime? GetNextExpiryTime() method GetActiveInsights (line 259) | public ICollection GetActiveInsights(DateTime utcTime) method HasActiveInsights (line 284) | public bool HasActiveInsights(Symbol symbol, DateTime utcTime) method RemoveExpiredInsights (line 301) | public ICollection RemoveExpiredInsights(DateTime utcTime) method RemoveInsights (line 328) | public void RemoveInsights(Func filter) method GetInsights (line 362) | public List GetInsights(Func filter = null) method GetInsights (line 379) | public List GetInsights(PyObject filter) FILE: Common/Algorithm/Framework/Alphas/InsightDirection.cs type InsightDirection (line 24) | [JsonConverter(typeof(StringEnumConverter), true)] FILE: Common/Algorithm/Framework/Alphas/InsightScore.cs class InsightScore (line 25) | public class InsightScore method InsightScore (line 54) | public InsightScore() method InsightScore (line 64) | public InsightScore(double direction, double magnitude, DateTime updat... method SetScore (line 77) | public void SetScore(InsightScoreType type, double value, DateTime alg... method Finalize (line 102) | public void Finalize(DateTime algorithmUtcTime) method GetScore (line 113) | public double GetScore(InsightScoreType type) method ToString (line 131) | public override string ToString() FILE: Common/Algorithm/Framework/Alphas/InsightScoreFunctionPythonWrapper.cs class InsightScoreFunctionPythonWrapper (line 26) | public class InsightScoreFunctionPythonWrapper : BasePythonWrapper, ... method Add (line 105) | public void Add(IPortfolioTarget target) method Add (line 125) | public void Add(KeyValuePair target) method Add (line 136) | public void Add(Symbol symbol, IPortfolioTarget target) method AddRange (line 146) | public void AddRange(IEnumerable targets) method AddRange (line 164) | public void AddRange(IPortfolioTarget[] targets) method Clear (line 172) | public void Clear() method ClearFulfilled (line 186) | public void ClearFulfilled(IAlgorithm algorithm) method Contains (line 207) | public bool Contains(IPortfolioTarget target) method Contains (line 225) | public bool Contains(KeyValuePair target) method ContainsKey (line 235) | public bool ContainsKey(Symbol symbol) method CopyTo (line 248) | public void CopyTo(IPortfolioTarget[] array, int arrayIndex) method CopyTo (line 261) | public void CopyTo(KeyValuePair[] array, int... method Remove (line 271) | public bool Remove(Symbol symbol) method Remove (line 290) | public bool Remove(KeyValuePair target) method Remove (line 300) | public bool Remove(IPortfolioTarget target) method TryGetValue (line 329) | public bool TryGetValue(Symbol symbol, out IPortfolioTarget target) method GetEnumerator (line 366) | IEnumerator> IEnumerable GetEnumerator() method GetEnumerator (line 403) | IEnumerator IEnumerable.GetEnumerator() method WithDictionary (line 411) | private void WithDictionary(Action OrderByMarginImpact(IAlgorithm al... FILE: Common/Algorithm/Framework/Portfolio/SignalExports/BaseSignalExport.cs class BaseSignalExport (line 27) | public abstract class BaseSignalExport : ISignalExportTarget method Send (line 74) | public virtual bool Send(SignalExportTargetParameters parameters) method VerifyTargets (line 90) | private bool VerifyTargets(SignalExportTargetParameters parameters) method Dispose (line 107) | public void Dispose() FILE: Common/Algorithm/Framework/Portfolio/SignalExports/Collective2SignalExport.cs class Collective2SignalExport (line 33) | public class Collective2SignalExport : BaseSignalExport method Collective2SignalExport (line 119) | public Collective2SignalExport(string apiKey, int systemId, bool useWh... method Send (line 140) | public override bool Send(SignalExportTargetParameters parameters) method ConvertHoldingsToCollective2 (line 167) | protected bool ConvertHoldingsToCollective2(SignalExportTargetParamete... method ConvertPercentageToQuantity (line 223) | protected int ConvertPercentageToQuantity(IAlgorithm algorithm, Portfo... method CreateMessage (line 260) | protected string CreateMessage(List positions) method SendPositions (line 279) | private bool SendPositions(string message) method PrintErrors (line 311) | private static string PrintErrors(List errors) class C2Response (line 330) | private class C2Response class DesiredPositionResponse (line 343) | private class DesiredPositionResponse method GetSymbol (line 356) | private string GetSymbol(Symbol symbol) method GetCurrency (line 375) | private string GetCurrency(IAlgorithm algorithm, Symbol symbol) method GetMICExchangeCode (line 391) | private string GetMICExchangeCode(Symbol symbol) method GetSecurityTypeAcronym (line 440) | private string GetSecurityTypeAcronym(SecurityType securityType) method GetMaturityMonthYear (line 465) | private string GetMaturityMonthYear(Symbol symbol) method GetPutOrCallValue (line 482) | private int? GetPutOrCallValue(Symbol symbol) method GetStrikePrice (line 498) | private decimal? GetStrikePrice(Symbol symbol) class ResponseStatus (line 513) | private class ResponseStatus class ResponseError (line 548) | private class ResponseError class Collective2Position (line 566) | protected class Collective2Position class C2ExchangeSymbol (line 585) | protected class C2ExchangeSymbol FILE: Common/Algorithm/Framework/Portfolio/SignalExports/CrunchDAOSignalExport.cs class CrunchDAOSignalExport (line 29) | public class CrunchDAOSignalExport : BaseSignalExport method CrunchDAOSignalExport (line 87) | public CrunchDAOSignalExport(string apiKey, string model, string submi... method Send (line 104) | public override bool Send(SignalExportTargetParameters parameters) method ConvertToCSVFormat (line 141) | protected bool ConvertToCSVFormat(SignalExportTargetParameters paramet... method SendPositions (line 167) | private bool SendPositions(string positions) method GetCurrentRoundID (line 216) | private bool GetCurrentRoundID(out int currentRoundId) method GetLastSubmissionId (line 246) | private bool GetLastSubmissionId(int currentRoundId, out int lastSubmi... method DeleteLastSubmission (line 275) | private bool DeleteLastSubmission(int lastSubmissionId) FILE: Common/Algorithm/Framework/Portfolio/SignalExports/NumeraiSignalExport.cs class NumeraiSignalExport (line 34) | public class NumeraiSignalExport : BaseSignalExport method NumeraiSignalExport (line 100) | public NumeraiSignalExport(string publicId, string secretId, string mo... method Send (line 115) | public override bool Send(SignalExportTargetParameters parameters) method ConvertTargetsToNumerai (line 145) | protected bool ConvertTargetsToNumerai(SignalExportTargetParameters pa... method SendPositions (line 168) | private bool SendPositions(string positions) FILE: Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportManager.cs class SignalExportManager (line 32) | public class SignalExportManager method SignalExportManager (line 65) | public SignalExportManager(IAlgorithm algorithm) method AddSignalExportProvider (line 75) | public void AddSignalExportProvider(ISignalExportTarget signalExport) method AddSignalExportProvider (line 85) | public void AddSignalExportProvider(PyObject signalExport) method AddSignalExportProviders (line 98) | public void AddSignalExportProviders(params ISignalExportTarget[] sign... method AddSignalExportProviders (line 107) | public void AddSignalExportProviders(PyObject signalExports) method SetTargetPortfolioFromPortfolio (line 124) | public bool SetTargetPortfolioFromPortfolio() method GetPortfolioTargets (line 141) | protected bool GetPortfolioTargets(out PortfolioTarget[] targets) method SetTargetPortfolio (line 161) | public bool SetTargetPortfolio(params PortfolioTarget[] portfolioTargets) method GetPortfolioTargets (line 201) | private IEnumerable GetPortfolioTargets(decimal total... method OnOrderEvent (line 238) | public void OnOrderEvent(OrderEvent orderEvent) method Flush (line 250) | public void Flush(DateTime currentTimeUtc) FILE: Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportTargetParameters.cs class SignalExportTargetParameters (line 24) | public class SignalExportTargetParameters FILE: Common/Algorithm/Framework/Portfolio/SignalExports/VBaseSignalExport.cs class VBaseSignalExport (line 33) | public class VBaseSignalExport : BaseSignalExport method VBaseSignalExport (line 77) | public VBaseSignalExport( method Send (line 109) | public override bool Send(SignalExportTargetParameters parameters) method BuildCsv (line 126) | protected virtual string BuildCsv(SignalExportTargetParameters paramet... method Stamp (line 140) | private bool Stamp(string csv, IAlgorithm algorithm) FILE: Common/AlgorithmConfiguration.cs class AlgorithmConfiguration (line 30) | public class AlgorithmConfiguration method AlgorithmConfiguration (line 96) | public AlgorithmConfiguration(string name, ISet tags, string a... method AlgorithmConfiguration (line 116) | public AlgorithmConfiguration() method Create (line 128) | public static AlgorithmConfiguration Create(IAlgorithm algorithm, Back... FILE: Common/AlgorithmSettings.cs class AlgorithmSettings (line 27) | public class AlgorithmSettings : IAlgorithmSettings method AlgorithmSettings (line 184) | public AlgorithmSettings() FILE: Common/AlgorithmUtils.cs class AlgorithmUtils (line 26) | public static class AlgorithmUtils method SeedSecurities (line 33) | public static void SeedSecurities(IReadOnlyCollection securi... FILE: Common/Api/Account.cs class Account (line 24) | public class Account : RestResponse class Card (line 45) | public class Card FILE: Common/Api/Authentication.cs class Authentication (line 30) | public static class Authentication method Hash (line 36) | public static string Hash(int timestamp) method Hash (line 45) | public static string Hash(int timestamp, string token) method Link (line 59) | public static string Link(string endpoint, IEnumerable values); method GetUpdates (line 163) | public BaseSeries GetUpdates() method Purge (line 187) | public void Purge() method ConsolidateChartPoints (line 197) | public abstract ISeriesPoint ConsolidateChartPoints(); method Clone (line 203) | public abstract BaseSeries Clone(bool empty = false); method CloneValues (line 209) | protected List CloneValues() method GetValues (line 223) | public IEnumerable GetValues() method Create (line 240) | public static BaseSeries Create(SeriesType seriesType, string name, in... type SeriesType (line 259) | public enum SeriesType FILE: Common/Benchmarks/FuncBenchmark.cs class FuncBenchmark (line 24) | public class FuncBenchmark : IBenchmark method FuncBenchmark (line 32) | public FuncBenchmark(Func benchmark) method FuncBenchmark (line 45) | public FuncBenchmark(PyObject pyFunc) method Evaluate (line 58) | public decimal Evaluate(DateTime time) FILE: Common/Benchmarks/IBenchmark.cs type IBenchmark (line 23) | public interface IBenchmark method Evaluate (line 30) | decimal Evaluate(DateTime time); FILE: Common/Benchmarks/SecurityBenchmark.cs class SecurityBenchmark (line 26) | public class SecurityBenchmark : IBenchmark method SecurityBenchmark (line 36) | public SecurityBenchmark(Security security) method Evaluate (line 47) | public decimal Evaluate(DateTime time) method CreateInstance (line 59) | public static SecurityBenchmark CreateInstance(SecurityManager securit... FILE: Common/BinaryComparison.cs class BinaryComparison (line 27) | public class BinaryComparison method FromExpressionType (line 62) | public static BinaryComparison FromExpressionType(ExpressionType type) method BinaryComparison (line 82) | private BinaryComparison(ExpressionType type) method Evaluate (line 90) | public bool Evaluate(T left, T right) method GetEvaluator (line 96) | public Func GetEvaluator() method GetExpression (line 102) | public Expression> GetExpression() method FlipOperands (line 109) | public BinaryComparison FlipOperands() method ToString (line 130) | public override string ToString() class OfType (line 140) | private static class OfType method GetExpression (line 149) | public static Expression> GetExpression(ExpressionT... method GetFunc (line 171) | public static Func GetFunc(ExpressionType type) method MakeBinaryComparisonLambdaOrNull (line 186) | private static Expression> MakeBinaryComparisonLamb... FILE: Common/BinaryComparisonExtensions.cs class BinaryComparisonExtensions (line 26) | public static class BinaryComparisonExtensions method Filter (line 34) | public static TCollection Filter( method Filter (line 60) | public static SortedDictionary Filter( method Filter (line 114) | public static ImmutableSortedDictionary Filter, Immutable... FILE: Common/Brokerages/AlpacaBrokerageModel.cs class AlpacaBrokerageModel (line 29) | public class AlpacaBrokerageModel : DefaultBrokerageModel method AlpacaBrokerageModel (line 58) | public AlpacaBrokerageModel() : base(AccountType.Margin) method GetFeeModel (line 68) | public override IFeeModel GetFeeModel(Security security) method CanSubmitOrder (line 84) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 129) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetMarketOnOpenAllowedWindow (line 143) | private (TimeOnly MarketOnOpenWindowStart, TimeOnly MarketOnOpenWindow... FILE: Common/Brokerages/AlphaStreamsBrokerageModel.cs class AlphaStreamsBrokerageModel (line 26) | public class AlphaStreamsBrokerageModel : DefaultBrokerageModel method AlphaStreamsBrokerageModel (line 32) | public AlphaStreamsBrokerageModel(AccountType accountType = AccountTyp... method GetFeeModel (line 46) | public override IFeeModel GetFeeModel(Security security) => new AlphaS... method GetSlippageModel (line 53) | public override ISlippageModel GetSlippageModel(Security security) => ... method GetLeverage (line 60) | public override decimal GetLeverage(Security security) method GetSettlementModel (line 78) | public override ISettlementModel GetSettlementModel(Security security)... FILE: Common/Brokerages/AxosClearingBrokerageModel.cs class AxosClearingBrokerageModel (line 32) | public class AxosClearingBrokerageModel : DefaultBrokerageModel method AxosClearingBrokerageModel (line 52) | public AxosClearingBrokerageModel(AccountType accountType = AccountTyp... method GetFeeModel (line 66) | public override IFeeModel GetFeeModel(Security security) method GetShortableProvider (line 75) | public override IShortableProvider GetShortableProvider(Security secur... method GetBenchmark (line 89) | public override IBenchmark GetBenchmark(SecurityManager securities) method CanSubmitOrder (line 102) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 144) | public override bool CanUpdateOrder(Security security, Order order, Up... FILE: Common/Brokerages/BinanceBrokerageModel.cs class BinanceBrokerageModel (line 29) | public class BinanceBrokerageModel : DefaultBrokerageModel method BinanceBrokerageModel (line 53) | public BinanceBrokerageModel(AccountType accountType = AccountType.Cas... method GetLeverage (line 62) | public override decimal GetLeverage(Security security) method GetBenchmark (line 77) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 88) | public override IFeeModel GetFeeModel(Security security) method CanUpdateOrder (line 101) | public override bool CanUpdateOrder(Security security, Order order, Up... method CanSubmitOrder (line 118) | public override bool CanSubmitOrder(Security security, Order order, ou... method GetDefaultMarkets (line 203) | protected static IReadOnlyDictionary GetDefaultM... FILE: Common/Brokerages/BinanceCoinFuturesBrokerageModel.cs class BinanceCoinFuturesBrokerageModel (line 25) | public class BinanceCoinFuturesBrokerageModel : BinanceFuturesBrokerageM... method BinanceCoinFuturesBrokerageModel (line 30) | public BinanceCoinFuturesBrokerageModel(AccountType accountType) : bas... method GetBenchmark (line 39) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 50) | public override IFeeModel GetFeeModel(Security security) FILE: Common/Brokerages/BinanceFuturesBrokerageModel.cs class BinanceFuturesBrokerageModel (line 27) | public class BinanceFuturesBrokerageModel : BinanceBrokerageModel method BinanceFuturesBrokerageModel (line 32) | public BinanceFuturesBrokerageModel(AccountType accountType) : base(ac... method GetBenchmark (line 45) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 56) | public override IFeeModel GetFeeModel(Security security) method GetMarginInterestRateModel (line 66) | public override IMarginInterestRateModel GetMarginInterestRateModel(Se... FILE: Common/Brokerages/BinanceUSBrokerageModel.cs class BinanceUSBrokerageModel (line 25) | public class BinanceUSBrokerageModel : BinanceBrokerageModel method BinanceUSBrokerageModel (line 46) | public BinanceUSBrokerageModel(AccountType accountType = AccountType.C... method GetLeverage (line 59) | public override decimal GetLeverage(Security security) FILE: Common/Brokerages/BitfinexBrokerageModel.cs class BitfinexBrokerageModel (line 30) | public class BitfinexBrokerageModel : DefaultBrokerageModel method BitfinexBrokerageModel (line 54) | public BitfinexBrokerageModel(AccountType accountType = AccountType.Ma... method GetLeverage (line 64) | public override decimal GetLeverage(Security security) method GetBenchmark (line 84) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 95) | public override IFeeModel GetFeeModel(Security security) method CanUpdateOrder (line 108) | public override bool CanUpdateOrder(Security security, Order order, Up... method CanSubmitOrder (line 133) | public override bool CanSubmitOrder(Security security, Order order, ou... method GetDefaultMarkets (line 158) | private static IReadOnlyDictionary GetDefaultMar... FILE: Common/Brokerages/BrokerageExtensions.cs class BrokerageExtensions (line 28) | public static class BrokerageExtensions method OrderCrossesZero (line 51) | public static bool OrderCrossesZero(decimal holdingQuantity, decimal o... method ValidateCrossZeroOrder (line 89) | public static bool ValidateCrossZeroOrder( method ValidateMarketOnOpenOrder (line 127) | public static bool ValidateMarketOnOpenOrder( method GetOrderPosition (line 178) | public static OrderPosition GetOrderPosition(OrderDirection orderDirec... FILE: Common/Brokerages/BrokerageFactoryAttribute.cs class BrokerageFactoryAttribute (line 23) | [AttributeUsage(AttributeTargets.Class)] method BrokerageFactoryAttribute (line 35) | public BrokerageFactoryAttribute(Type type) FILE: Common/Brokerages/BrokerageMessageEvent.cs class BrokerageMessageEvent (line 21) | public class BrokerageMessageEvent method BrokerageMessageEvent (line 44) | public BrokerageMessageEvent(BrokerageMessageType type, int code, stri... method BrokerageMessageEvent (line 57) | public BrokerageMessageEvent(BrokerageMessageType type, string code, s... method Disconnected (line 69) | public static BrokerageMessageEvent Disconnected(string message) method Reconnected (line 79) | public static BrokerageMessageEvent Reconnected(string message) method ToString (line 91) | public override string ToString() FILE: Common/Brokerages/BrokerageMessageType.cs type BrokerageMessageType (line 21) | public enum BrokerageMessageType FILE: Common/Brokerages/BrokerageName.cs type BrokerageName (line 23) | public enum BrokerageName FILE: Common/Brokerages/BybitBrokerageModel.cs class BybitBrokerageModel (line 31) | public class BybitBrokerageModel : DefaultBrokerageModel method BybitBrokerageModel (line 47) | public BybitBrokerageModel(AccountType accountType = AccountType.Cash)... method GetLeverage (line 56) | public override decimal GetLeverage(Security security) method GetFeeModel (line 71) | public override IFeeModel GetFeeModel(Security security) method GetMarginInterestRateModel (line 87) | public override IMarginInterestRateModel GetMarginInterestRateModel(Se... method GetBenchmark (line 104) | public override IBenchmark GetBenchmark(SecurityManager securities) method CanUpdateOrder (line 120) | public override bool CanUpdateOrder(Security security, Order order, Up... method CanSubmitOrder (line 160) | public override bool CanSubmitOrder(Security security, Order order, ou... method IsOrderSizeLargeEnough (line 205) | protected virtual bool IsOrderSizeLargeEnough(Security security, decim... method GetDefaultMarkets (line 211) | private static IReadOnlyDictionary GetDefaultMar... FILE: Common/Brokerages/CharlesSchwabBrokerageModel.cs class CharlesSchwabBrokerageModel (line 27) | public class CharlesSchwabBrokerageModel : DefaultBrokerageModel method CharlesSchwabBrokerageModel (line 59) | public CharlesSchwabBrokerageModel(AccountType accountType = AccountTy... method GetFeeModel (line 69) | public override IFeeModel GetFeeModel(Security security) method CanSubmitOrder (line 85) | public override bool CanSubmitOrder(Security security, Order order, ou... FILE: Common/Brokerages/CoinbaseBrokerageModel.cs class CoinbaseBrokerageModel (line 31) | public class CoinbaseBrokerageModel : DefaultBrokerageModel method CoinbaseBrokerageModel (line 66) | public CoinbaseBrokerageModel(AccountType accountType = AccountType.Cash) method GetLeverage (line 80) | public override decimal GetLeverage(Security security) method GetBenchmark (line 91) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 102) | public override IFeeModel GetFeeModel(Security security) method CanUpdateOrder (line 116) | public override bool CanUpdateOrder(Security security, Order order, Up... method CanSubmitOrder (line 163) | public override bool CanSubmitOrder(Security security, Order order, ou... method GetBuyingPowerModel (line 220) | public override IBuyingPowerModel GetBuyingPowerModel(Security security) method IsOrderSizeLargeEnough (line 232) | protected virtual bool IsOrderSizeLargeEnough(Security security, decim... method GetDefaultMarkets (line 247) | protected static IReadOnlyDictionary GetDefaultM... FILE: Common/Brokerages/DefaultBrokerageMessageHandler.cs class DefaultBrokerageMessageHandler (line 35) | public class DefaultBrokerageMessageHandler : IBrokerageMessageHandler method DefaultBrokerageMessageHandler (line 54) | public DefaultBrokerageMessageHandler(IAlgorithm algorithm, TimeSpan? ... method DefaultBrokerageMessageHandler (line 67) | public DefaultBrokerageMessageHandler(IAlgorithm algorithm, AlgorithmN... method HandleMessage (line 79) | public void HandleMessage(BrokerageMessageEvent message) method HandleOrder (line 180) | public virtual bool HandleOrder(NewBrokerageOrderNotificationEventArgs... method StartCheckReconnected (line 190) | private void StartCheckReconnected(TimeSpan delay, BrokerageMessageEve... method CheckReconnected (line 207) | private void CheckReconnected(BrokerageMessageEvent message) FILE: Common/Brokerages/DefaultBrokerageModel.cs class DefaultBrokerageModel (line 39) | public class DefaultBrokerageModel : IBrokerageModel method DefaultBrokerageModel (line 87) | public DefaultBrokerageModel(AccountType accountType = AccountType.Mar... method CanSubmitOrder (line 103) | public virtual bool CanSubmitOrder(Security security, Order order, out... method CanUpdateOrder (line 124) | public virtual bool CanUpdateOrder(Security security, Order order, Upd... method CanExecuteOrder (line 140) | public virtual bool CanExecuteOrder(Security security, Order order) method ApplySplit (line 153) | public virtual void ApplySplit(List tickets, Split split) method GetLeverage (line 172) | public virtual decimal GetLeverage(Security security) method GetBenchmark (line 211) | public virtual IBenchmark GetBenchmark(SecurityManager securities) method GetFillModel (line 222) | public virtual IFillModel GetFillModel(Security security) method GetFeeModel (line 252) | public virtual IFeeModel GetFeeModel(Security security) method GetSlippageModel (line 281) | public virtual ISlippageModel GetSlippageModel(Security security) method GetSettlementModel (line 291) | public virtual ISettlementModel GetSettlementModel(Security security) method GetSettlementModel (line 319) | [Obsolete("Flagged deprecated and will remove December 1st 2018")] method GetBuyingPowerModel (line 331) | public virtual IBuyingPowerModel GetBuyingPowerModel(Security security) method GetShortableProvider (line 355) | public virtual IShortableProvider GetShortableProvider(Security security) method GetMarginInterestRateModel (line 368) | public virtual IMarginInterestRateModel GetMarginInterestRateModel(Sec... method GetBuyingPowerModel (line 379) | [Obsolete("Flagged deprecated and will remove December 1st 2018")] method IsValidOrderSize (line 392) | public static bool IsValidOrderSize(Security security, decimal orderQu... FILE: Common/Brokerages/DelistingNotificationEventArgs.cs class DelistingNotificationEventArgs (line 23) | public class DelistingNotificationEventArgs method DelistingNotificationEventArgs (line 34) | public DelistingNotificationEventArgs(Symbol symbol) method ToString (line 42) | public override string ToString() FILE: Common/Brokerages/DowngradeErrorCodeToWarningBrokerageMessageHandler.cs class DowngradeErrorCodeToWarningBrokerageMessageHandler (line 24) | public class DowngradeErrorCodeToWarningBrokerageMessageHandler : IBroke... method DowngradeErrorCodeToWarningBrokerageMessageHandler (line 34) | public DowngradeErrorCodeToWarningBrokerageMessageHandler(IBrokerageMe... method HandleMessage (line 44) | public void HandleMessage(BrokerageMessageEvent message) method HandleOrder (line 60) | public bool HandleOrder(NewBrokerageOrderNotificationEventArgs eventArgs) FILE: Common/Brokerages/ExanteBrokerageModel.cs class ExanteBrokerageModel (line 27) | public class ExanteBrokerageModel : DefaultBrokerageModel method ExanteBrokerageModel (line 35) | public ExanteBrokerageModel(AccountType accountType = AccountType.Cash) method GetBenchmark (line 45) | public override IBenchmark GetBenchmark(SecurityManager securities) method CanSubmitOrder (line 62) | public override bool CanSubmitOrder(Security security, Order order, ou... method GetFeeModel (line 100) | public override IFeeModel GetFeeModel(Security security) => new Exante... method GetLeverage (line 107) | public override decimal GetLeverage(Security security) FILE: Common/Brokerages/EzeBrokerageModel.cs class EzeBrokerageModel (line 27) | public class EzeBrokerageModel : DefaultBrokerageModel method EzeBrokerageModel (line 61) | public EzeBrokerageModel(AccountType accountType = AccountType.Margin)... method GetFeeModel (line 74) | public override IFeeModel GetFeeModel(Security security) method CanSubmitOrder (line 90) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 136) | public override bool CanUpdateOrder(Security security, Order order, Up... FILE: Common/Brokerages/FTXBrokerageModel.cs class FTXBrokerageModel (line 29) | public class FTXBrokerageModel : DefaultBrokerageModel method FTXBrokerageModel (line 55) | public FTXBrokerageModel(AccountType accountType = AccountType.Margin)... method GetLeverage (line 64) | public override decimal GetLeverage(Security security) method GetFeeModel (line 79) | public override IFeeModel GetFeeModel(Security security) method GetBenchmark (line 87) | public override IBenchmark GetBenchmark(SecurityManager securities) method CanSubmitOrder (line 104) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 183) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetDefaultMarkets (line 192) | protected static IReadOnlyDictionary GetDefaultM... FILE: Common/Brokerages/FTXUSBrokerageModel.cs class FTXUSBrokerageModel (line 25) | public class FTXUSBrokerageModel : FTXBrokerageModel method FTXUSBrokerageModel (line 41) | public FTXUSBrokerageModel(AccountType accountType = AccountType.Margi... method GetFeeModel (line 50) | public override IFeeModel GetFeeModel(Security security) FILE: Common/Brokerages/FxcmBrokerageModel.cs class FxcmBrokerageModel (line 30) | public class FxcmBrokerageModel : DefaultBrokerageModel method FxcmBrokerageModel (line 61) | public FxcmBrokerageModel(AccountType accountType = AccountType.Margin) method CanSubmitOrder (line 77) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 141) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetBenchmark (line 170) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 181) | public override IFeeModel GetFeeModel(Security security) method GetSettlementModel (line 191) | public override ISettlementModel GetSettlementModel(Security security) method IsValidOrderPrices (line 201) | private static bool IsValidOrderPrices(Security security, OrderType or... FILE: Common/Brokerages/GDAXBrokerageModel.cs class GDAXBrokerageModel (line 23) | [Obsolete("GDAXBrokerageModel is deprecated. Use CoinbaseBrokerageModel ... method GDAXBrokerageModel (line 31) | public GDAXBrokerageModel(AccountType accountType = AccountType.Cash) FILE: Common/Brokerages/IBrokerageMessageHandler.cs type IBrokerageMessageHandler (line 22) | public interface IBrokerageMessageHandler method HandleMessage (line 28) | void HandleMessage(BrokerageMessageEvent message); method HandleOrder (line 35) | bool HandleOrder(NewBrokerageOrderNotificationEventArgs eventArgs); FILE: Common/Brokerages/IBrokerageModel.cs type IBrokerageModel (line 34) | public interface IBrokerageModel method CanSubmitOrder (line 69) | bool CanSubmitOrder(Security security, Order order, out BrokerageMessa... method CanUpdateOrder (line 79) | bool CanUpdateOrder(Security security, Order order, UpdateOrderRequest... method CanExecuteOrder (line 91) | bool CanExecuteOrder(Security security, Order order); method ApplySplit (line 98) | void ApplySplit(List tickets, Split split); method GetLeverage (line 105) | decimal GetLeverage(Security security); method GetBenchmark (line 112) | IBenchmark GetBenchmark(SecurityManager securities); method GetFillModel (line 119) | IFillModel GetFillModel(Security security); method GetFeeModel (line 126) | IFeeModel GetFeeModel(Security security); method GetSlippageModel (line 133) | ISlippageModel GetSlippageModel(Security security); method GetSettlementModel (line 140) | ISettlementModel GetSettlementModel(Security security); method GetMarginInterestRateModel (line 147) | IMarginInterestRateModel GetMarginInterestRateModel(Security security); method GetSettlementModel (line 155) | [Obsolete("Flagged deprecated and will remove December 1st 2018")] method GetBuyingPowerModel (line 163) | IBuyingPowerModel GetBuyingPowerModel(Security security); method GetBuyingPowerModel (line 171) | [Obsolete("Flagged deprecated and will remove December 1st 2018")] method GetShortableProvider (line 178) | IShortableProvider GetShortableProvider(Security security); class BrokerageModel (line 184) | public static class BrokerageModel method Create (line 193) | public static IBrokerageModel Create(IOrderProvider orderProvider, Bro... method GetBrokerageName (line 305) | public static BrokerageName GetBrokerageName(IBrokerageModel brokerage... FILE: Common/Brokerages/InteractiveBrokersBrokerageModel.cs class InteractiveBrokersBrokerageModel (line 33) | public class InteractiveBrokersBrokerageModel : DefaultBrokerageModel method InteractiveBrokersBrokerageModel (line 97) | public InteractiveBrokersBrokerageModel(AccountType accountType = Acco... method GetBenchmark (line 112) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 123) | public override IFeeModel GetFeeModel(Security security) method GetLeverage (line 133) | public override decimal GetLeverage(Security security) method CanSubmitOrder (line 154) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 239) | public override bool CanUpdateOrder(Security security, Order order, Up... method CanExecuteOrder (line 261) | public override bool CanExecuteOrder(Security security, Order order) method IsForexWithinOrderSizeLimits (line 269) | private bool IsForexWithinOrderSizeLimits(string currencyPair, decimal... method GetMarketOnOpenAllowedWindow (line 352) | private (TimeOnly MarketOnOpenWindowStart, TimeOnly MarketOnOpenWindow... FILE: Common/Brokerages/InteractiveBrokersFixModel.cs class InteractiveBrokersFixModel (line 28) | public class InteractiveBrokersFixModel : InteractiveBrokersBrokerageModel method InteractiveBrokersFixModel (line 62) | public InteractiveBrokersFixModel(AccountType accountType = AccountTyp... method CanSubmitOrder (line 78) | public override bool CanSubmitOrder(Security security, Order order, ou... FILE: Common/Brokerages/KrakenBrokerageModel.cs class KrakenBrokerageModel (line 30) | public class KrakenBrokerageModel : DefaultBrokerageModel method KrakenBrokerageModel (line 76) | public KrakenBrokerageModel(AccountType accountType = AccountType.Cash... method CanSubmitOrder (line 92) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 127) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetFeeModel (line 138) | public override IFeeModel GetFeeModel(Security security) method GetLeverage (line 148) | public override decimal GetLeverage(Security security) method GetBenchmark (line 184) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetDefaultMarkets (line 194) | private static IReadOnlyDictionary GetDefaultMar... FILE: Common/Brokerages/NewBrokerageOrderNotificationEventArgs.cs class NewBrokerageOrderNotificationEventArgs (line 24) | public class NewBrokerageOrderNotificationEventArgs method NewBrokerageOrderNotificationEventArgs (line 34) | public NewBrokerageOrderNotificationEventArgs(Order order) method ToString (line 42) | override public string ToString() FILE: Common/Brokerages/OandaBrokerageModel.cs class OandaBrokerageModel (line 30) | public class OandaBrokerageModel : DefaultBrokerageModel method OandaBrokerageModel (line 62) | public OandaBrokerageModel(AccountType accountType = AccountType.Margin) method CanSubmitOrder (line 82) | public override bool CanSubmitOrder(Security security, Order order, ou... method GetBenchmark (line 121) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 132) | public override IFeeModel GetFeeModel(Security security) method GetSettlementModel (line 142) | public override ISettlementModel GetSettlementModel(Security security) FILE: Common/Brokerages/OptionNotificationEventArgs.cs class OptionNotificationEventArgs (line 24) | public sealed class OptionNotificationEventArgs : EventArgs method OptionNotificationEventArgs (line 46) | public OptionNotificationEventArgs(Symbol symbol, decimal position) method OptionNotificationEventArgs (line 58) | public OptionNotificationEventArgs(Symbol symbol, decimal position, st... method ToString (line 67) | public override string ToString() FILE: Common/Brokerages/RBIBrokerageModel.cs class RBIBrokerageModel (line 27) | public class RBIBrokerageModel : DefaultBrokerageModel method RBIBrokerageModel (line 43) | public RBIBrokerageModel(AccountType accountType = AccountType.Margin)... method CanSubmitOrder (line 58) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 93) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetFeeModel (line 104) | public override IFeeModel GetFeeModel(Security security) FILE: Common/Brokerages/SamcoBrokerageModel.cs class SamcoBrokerageModel (line 31) | public class SamcoBrokerageModel : DefaultBrokerageModel method SamcoBrokerageModel (line 53) | public SamcoBrokerageModel(AccountType accountType = AccountType.Margi... method CanExecuteOrder (line 67) | public override bool CanExecuteOrder(Security security, Order order) method CanSubmitOrder (line 100) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 147) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetLeverage (line 163) | public override decimal GetLeverage(Security security) method GetBenchmark (line 183) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 194) | public override IFeeModel GetFeeModel(Security security) method GetDefaultMarkets (line 199) | private static IReadOnlyDictionary GetDefaultMar... FILE: Common/Brokerages/TDAmeritradeBrokerageModel.cs class TDAmeritradeBrokerageModel (line 27) | public class TDAmeritradeBrokerageModel : DefaultBrokerageModel method TDAmeritradeBrokerageModel (line 43) | public TDAmeritradeBrokerageModel(AccountType accountType = AccountTyp... method CanSubmitOrder (line 59) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 95) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetFeeModel (line 106) | public override IFeeModel GetFeeModel(Security security) FILE: Common/Brokerages/TastytradeBrokerageModel.cs class TastytradeBrokerageModel (line 27) | public class TastytradeBrokerageModel : DefaultBrokerageModel method TastytradeBrokerageModel (line 67) | public TastytradeBrokerageModel(AccountType accountType = AccountType.... method GetFeeModel (line 77) | public override IFeeModel GetFeeModel(Security security) method CanSubmitOrder (line 89) | public override bool CanSubmitOrder(Security security, Order order, ou... FILE: Common/Brokerages/TradeStationBrokerageModel.cs class TradeStationBrokerageModel (line 28) | public class TradeStationBrokerageModel : DefaultBrokerageModel method TradeStationBrokerageModel (line 91) | public TradeStationBrokerageModel(AccountType accountType = AccountTyp... method GetFeeModel (line 101) | public override IFeeModel GetFeeModel(Security security) method CanSubmitOrder (line 117) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 164) | public override bool CanUpdateOrder(Security security, Order order, Up... method IsComboOrderType (line 190) | private static bool IsComboOrderType(OrderType orderType) method GetMarketOnOpenAllowedWindow (line 200) | private (TimeOnly MarketOnOpenWindowStart, TimeOnly MarketOnOpenWindow... FILE: Common/Brokerages/TradierBrokerageModel.cs class TradierBrokerageModel (line 29) | public class TradierBrokerageModel : DefaultBrokerageModel method TradierBrokerageModel (line 54) | public TradierBrokerageModel(AccountType accountType = AccountType.Mar... method CanSubmitOrder (line 70) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 152) | public override bool CanUpdateOrder(Security security, Order order, Up... method CanExecuteOrderImpl (line 168) | private static bool CanExecuteOrderImpl(Security security, Order order... method CanExecuteOrder (line 199) | public override bool CanExecuteOrder(Security security, Order order) method ApplySplit (line 209) | public override void ApplySplit(List tickets, Split split) method GetFeeModel (line 228) | public override IFeeModel GetFeeModel(Security security) method IsWithinTradierExtendedSession (line 234) | private static bool IsWithinTradierExtendedSession(DateTime localTime) FILE: Common/Brokerages/TradingTechnologiesBrokerageModel.cs class TradingTechnologiesBrokerageModel (line 31) | public class TradingTechnologiesBrokerageModel : DefaultBrokerageModel method TradingTechnologiesBrokerageModel (line 60) | public TradingTechnologiesBrokerageModel(AccountType accountType = Acc... method GetBenchmark (line 75) | public override IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 86) | public override IFeeModel GetFeeModel(Security security) method CanSubmitOrder (line 102) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 157) | public override bool CanUpdateOrder(Security security, Order order, Up... method CanExecuteOrder (line 174) | public override bool CanExecuteOrder(Security security, Order order) method IsValidOrderPrices (line 182) | private static bool IsValidOrderPrices( FILE: Common/Brokerages/WolverineBrokerageModel.cs class WolverineBrokerageModel (line 27) | public class WolverineBrokerageModel : DefaultBrokerageModel method WolverineBrokerageModel (line 45) | public WolverineBrokerageModel(AccountType accountType = AccountType.M... method CanSubmitOrder (line 60) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 90) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetFeeModel (line 101) | public override IFeeModel GetFeeModel(Security security) FILE: Common/Brokerages/ZerodhaBrokerageModel.cs class ZerodhaBrokerageModel (line 31) | public class ZerodhaBrokerageModel : DefaultBrokerageModel method ZerodhaBrokerageModel (line 55) | public ZerodhaBrokerageModel(AccountType accountType = AccountType.Mar... method CanExecuteOrder (line 69) | public override bool CanExecuteOrder(Security security, Order order) method CanSubmitOrder (line 99) | public override bool CanSubmitOrder(Security security, Order order, ou... method CanUpdateOrder (line 143) | public override bool CanUpdateOrder(Security security, Order order, Up... method GetLeverage (line 159) | public override decimal GetLeverage(Security security) method GetFeeModel (line 179) | public override IFeeModel GetFeeModel(Security security) method GetDefaultMarkets (line 184) | private static IReadOnlyDictionary GetDefaultMar... FILE: Common/Brokerages/dYdXBrokerageModel.cs class dYdXBrokerageModel (line 28) | public class dYdXBrokerageModel : DefaultBrokerageModel method dYdXBrokerageModel (line 39) | public dYdXBrokerageModel(AccountType accountType = AccountType.Margin... method GetBuyingPowerModel (line 53) | public override IBuyingPowerModel GetBuyingPowerModel(Security security) method GetFeeModel (line 67) | public override IFeeModel GetFeeModel(Security security) method GetMarginInterestRateModel (line 81) | public override IMarginInterestRateModel GetMarginInterestRateModel(Se... method GetBenchmark (line 96) | public override IBenchmark GetBenchmark(SecurityManager securities) method CanUpdateOrder (line 112) | public override bool CanUpdateOrder(Security security, Order order, Up... method CanSubmitOrder (line 131) | public override bool CanSubmitOrder(Security security, Order order, ou... method GetDefaultMarkets (line 162) | private static IReadOnlyDictionary GetDefaultMar... FILE: Common/Candlestick.cs class Candlestick (line 26) | [JsonConverter(typeof(CandlestickJsonConverter))] method Candlestick (line 90) | public Candlestick() { } method Candlestick (line 100) | public Candlestick(long time, decimal? open, decimal? high, decimal? l... method Candlestick (line 113) | public Candlestick(DateTime time, decimal? open, decimal? high, decima... method Candlestick (line 126) | public Candlestick(TradeBar bar) method Candlestick (line 136) | public Candlestick(DateTime time, Bar bar) method Candlestick (line 145) | public Candlestick(Candlestick candlestick) method ToString (line 153) | public override string ToString() method Clone (line 162) | public ISeriesPoint Clone() method Update (line 171) | public void Update(decimal? value) method Update (line 183) | public void Update(decimal value) FILE: Common/CandlestickSeries.cs class CandlestickSeries (line 27) | [JsonConverter(typeof(SeriesJsonConverter))] method CandlestickSeries (line 33) | public CandlestickSeries() : base() method CandlestickSeries (line 42) | public CandlestickSeries(string name) method CandlestickSeries (line 52) | public CandlestickSeries(string name, int index) method CandlestickSeries (line 63) | public CandlestickSeries(string name, int index, string unit) method CandlestickSeries (line 74) | public CandlestickSeries(string name, string unit) method AddPoint (line 87) | public void AddPoint(DateTime time, decimal open, decimal high, decima... method AddPoint (line 95) | public void AddPoint(TradeBar bar) method AddPoint (line 104) | public override void AddPoint(ISeriesPoint point) method AddPoint (line 119) | public override void AddPoint(DateTime time, List values) method ConsolidateChartPoints (line 133) | public override ISeriesPoint ConsolidateChartPoints() method Clone (line 173) | public override BaseSeries Clone(bool empty = false) FILE: Common/CapacityEstimate.cs class CapacityEstimate (line 35) | public class CapacityEstimate method CapacityEstimate (line 75) | public CapacityEstimate(IAlgorithm algorithm) method OnOrderEvent (line 91) | public void OnOrderEvent(OrderEvent orderEvent) method UpdateMarketCapacity (line 124) | public void UpdateMarketCapacity(bool forceProcess) FILE: Common/Chart.cs class Chart (line 30) | public class Chart method Chart (line 60) | public Chart() { } method Chart (line 67) | [Obsolete("ChartType is now obsolete and ignored in charting. Please u... method Chart (line 79) | public Chart(string name) : this(name, null) method Chart (line 88) | public Chart(string name, Symbol symbol) method AddSeries (line 99) | public void AddSeries(BaseSeries series) method TryAddAndGetSeries (line 118) | public Series TryAddAndGetSeries(string name, SeriesType type, int ind... method TryAddAndGetSeries (line 141) | public BaseSeries TryAddAndGetSeries(string name, BaseSeries templateS... method GetUpdates (line 157) | public Chart GetUpdates() method Clone (line 178) | public virtual Chart Clone() method CloneEmpty (line 193) | public virtual Chart CloneEmpty() method Aggregate (line 201) | public virtual Chart Aggregate(SeriesType seriesType = SeriesType.Line) type ChartType (line 232) | public enum ChartType FILE: Common/ChartPoint.cs class ChartPoint (line 25) | [JsonConverter(typeof(ChartPointJsonConverter))] method ChartPoint (line 97) | public ChartPoint() { } method ChartPoint (line 104) | public ChartPoint(long xValue, decimal? yValue) method ChartPoint (line 116) | public ChartPoint(DateTime time, decimal? value) method ChartPoint (line 124) | public ChartPoint(ChartPoint point) method ToString (line 134) | public override string ToString() method Clone (line 143) | public virtual ISeriesPoint Clone() FILE: Common/ChartSeriesJsonConverter.cs class ChartSeriesJsonConverter (line 26) | public class ChartSeriesJsonConverter : JsonConverter method CanConvert (line 36) | public override bool CanConvert(Type objectType) method WriteJson (line 44) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 69) | public override object ReadJson(JsonReader reader, Type objectType, ob... FILE: Common/Commands/AddSecurityCommand.cs class AddSecurityCommand (line 24) | public class AddSecurityCommand : BaseCommand method AddSecurityCommand (line 64) | public AddSecurityCommand() method Run (line 77) | public override CommandResultPacket Run(IAlgorithm algorithm) class Result (line 86) | public class Result : CommandResultPacket method Result (line 96) | public Result(AddSecurityCommand command, bool success, Symbol symbol) FILE: Common/Commands/AlgorithmStatusCommand.cs class AlgorithmStatusCommand (line 23) | public class AlgorithmStatusCommand : BaseCommand method AlgorithmStatusCommand (line 33) | public AlgorithmStatusCommand() method AlgorithmStatusCommand (line 42) | public AlgorithmStatusCommand(AlgorithmStatus status) method Run (line 51) | public override CommandResultPacket Run(IAlgorithm algorithm) FILE: Common/Commands/BaseCommand.cs class BaseCommand (line 24) | public abstract class BaseCommand : ICommand method Run (line 35) | public abstract CommandResultPacket Run(IAlgorithm algorithm); method GetSymbol (line 45) | protected Symbol GetSymbol(string ticker, SecurityType securityType, s... FILE: Common/Commands/BaseCommandHandler.cs class BaseCommandHandler (line 30) | public abstract class BaseCommandHandler : ICommandHandler method Initialize (line 47) | public virtual void Initialize(AlgorithmNodePacket job, IAlgorithm alg... method GetCommands (line 55) | protected abstract IEnumerable GetCommands(); method Acknowledge (line 62) | protected virtual void Acknowledge(ICommand command, CommandResultPack... method ProcessCommands (line 70) | public IEnumerable ProcessCommands() method Dispose (line 110) | public virtual void Dispose() method TryGetCallbackCommand (line 118) | protected ICommand TryGetCallbackCommand(string payload) FILE: Common/Commands/CallbackCommand.cs class CallbackCommand (line 24) | public class CallbackCommand : BaseCommand method Run (line 40) | public override CommandResultPacket Run(IAlgorithm algorithm) method ToString (line 54) | public override string ToString() FILE: Common/Commands/CancelOrderCommand.cs class CancelOrderCommand (line 23) | public class CancelOrderCommand : BaseCommand method Run (line 34) | public override CommandResultPacket Run(IAlgorithm algorithm) class Result (line 45) | public class Result : CommandResultPacket method Result (line 55) | public Result(ICommand command, bool success, decimal quantityFilled) FILE: Common/Commands/Command.cs class Command (line 32) | public class Command : DynamicObject method GetMetaObject (line 47) | public sealed override DynamicMetaObject GetMetaObject(Expression para... method SetProperty (line 58) | public object SetProperty(string name, object value) method GetProperty (line 79) | public object GetProperty(string name) method Run (line 107) | public virtual bool? Run(IAlgorithm algorithm) method ToString (line 115) | public override string ToString() class SerializableDynamicMetaObject (line 127) | private class SerializableDynamicMetaObject : GetSetPropertyDynamicMet... method SerializableDynamicMetaObject (line 130) | public SerializableDynamicMetaObject(Expression expression, object v... method GetDynamicMemberNames (line 135) | public override IEnumerable GetDynamicMemberNames() FILE: Common/Commands/CommandResultsPacket.cs class CommandResultPacket (line 24) | public class CommandResultPacket : Packet method CommandResultPacket (line 39) | public CommandResultPacket(ICommand command, bool? success) FILE: Common/Commands/FileCommandHandler.cs class FileCommandHandler (line 29) | public class FileCommandHandler : BaseCommandHandler method FileCommandHandler (line 39) | public FileCommandHandler() method GetCommandFiles (line 47) | public static IEnumerable GetCommandFiles() method GetCommands (line 58) | protected override IEnumerable GetCommands() method Acknowledge (line 77) | protected override void Acknowledge(ICommand command, CommandResultPac... method ReadCommandFile (line 91) | private void ReadCommandFile(string commandFilePath) FILE: Common/Commands/ICommand.cs type ICommand (line 23) | public interface ICommand method Run (line 34) | CommandResultPacket Run(IAlgorithm algorithm); FILE: Common/Commands/ICommandHandler.cs type ICommandHandler (line 27) | public interface ICommandHandler : IDisposable method Initialize (line 34) | void Initialize(AlgorithmNodePacket job, IAlgorithm algorithm); method ProcessCommands (line 40) | IEnumerable ProcessCommands(); FILE: Common/Commands/LiquidateCommand.cs class LiquidateCommand (line 24) | public class LiquidateCommand : BaseCommand method Run (line 45) | public override CommandResultPacket Run(IAlgorithm algorithm) FILE: Common/Commands/OrderCommand.cs class OrderCommand (line 25) | public class OrderCommand : BaseCommand method Run (line 76) | public override CommandResultPacket Run(IAlgorithm algorithm) method ToString (line 103) | public override string ToString() FILE: Common/Commands/QuitCommand.cs class QuitCommand (line 21) | public class QuitCommand : AlgorithmStatusCommand method QuitCommand (line 26) | public QuitCommand() FILE: Common/Commands/UpdateOrderCommand.cs class UpdateOrderCommand (line 24) | public class UpdateOrderCommand : BaseCommand method Run (line 57) | public override CommandResultPacket Run(IAlgorithm algorithm) FILE: Common/Country.cs class Country (line 22) | public static class Country FILE: Common/Currencies.cs class Currencies (line 27) | public static class Currencies method IsStableCoinWithoutPair (line 282) | public static bool IsStableCoinWithoutPair(string accountCurrency, str... method IsStableCoinWithoutPair (line 311) | public static bool IsStableCoinWithoutPair(string symbol, string market) method GetCurrencySymbol (line 325) | public static string GetCurrencySymbol(string currency) method Parse (line 341) | public static decimal Parse(string value) method TryParse (line 359) | public static bool TryParse(string value, out decimal parsedValue) FILE: Common/Data/Auxiliary/AuxiliaryDataKey.cs class AuxiliaryDataKey (line 22) | public class AuxiliaryDataKey method AuxiliaryDataKey (line 42) | public AuxiliaryDataKey(string market, SecurityType securityType) method GetHashCode (line 51) | public override int GetHashCode() method Equals (line 67) | public override bool Equals(object? obj) method ToString (line 81) | public override string ToString() method Create (line 89) | public static AuxiliaryDataKey Create(Symbol symbol) => Create(symbol.... method Create (line 94) | public static AuxiliaryDataKey Create(SecurityIdentifier securityIdent... FILE: Common/Data/Auxiliary/CorporateFactorProvider.cs class CorporateFactorProvider (line 30) | public class CorporateFactorProvider : FactorFile method CorporateFactorProvider (line 35) | public CorporateFactorProvider(string permtick, IEnumerable GetSplitsAndDividends(Symbol symbol, SecurityExc... method Apply (line 215) | public CorporateFactorProvider Apply(List data, SecurityExch... FILE: Common/Data/Auxiliary/CorporateFactorRow.cs class CorporateFactorRow (line 30) | public class CorporateFactorRow : IFactorRow method CorporateFactorRow (line 86) | public CorporateFactorRow(DateTime date, decimal priceFactor, decimal ... method Parse (line 100) | public static List Parse(IEnumerable lines... method Apply (line 142) | public CorporateFactorRow Apply(Dividend dividend, SecurityExchangeHou... method Apply (line 180) | public CorporateFactorRow Apply(Split split, SecurityExchangeHours exc... method GetDividend (line 220) | public Dividend GetDividend(CorporateFactorRow nextCorporateFactorRow,... method GetSplit (line 249) | public Split GetSplit(CorporateFactorRow nextCorporateFactorRow, Symbo... method Parse (line 273) | private static CorporateFactorRow Parse(string line) method GetFileFormat (line 288) | public string GetFileFormat(string source = null) method ToString (line 305) | public override string ToString() method UpdatePriceScaleFactor (line 314) | private void UpdatePriceScaleFactor() FILE: Common/Data/Auxiliary/FactorFile.cs class FactorFile (line 29) | public abstract class FactorFile : IFactorProvider method FactorFile (line 68) | protected FactorFile(string permtick, IEnumerable data, DateTime? f... method GetPriceFactor (line 95) | public abstract decimal GetPriceFactor( method GetFileFormat (line 106) | public IEnumerable GetFileFormat() method WriteToFile (line 115) | public void WriteToFile(Symbol symbol) method GetEnumerator (line 124) | public IEnumerator GetEnumerator() method GetEnumerator (line 138) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Data/Auxiliary/FactorFileZipHelper.cs class FactorFileZipHelper (line 27) | public static class FactorFileZipHelper method GetRelativeFactorFilePath (line 35) | public static string GetRelativeFactorFilePath(string market, Security... method GetFactorFileZipFileName (line 43) | public static string GetFactorFileZipFileName(string market, DateTime ... method ReadFactorFileZip (line 51) | public static IEnumerable> ReadF... method GetSymbol (line 71) | private static Symbol GetSymbol(MapFile mapFile, string market, Securi... FILE: Common/Data/Auxiliary/IFactorProvider.cs type IFactorProvider (line 25) | public interface IFactorProvider : IEnumerable method GetPriceFactor (line 47) | decimal GetPriceFactor(DateTime searchDate, DataNormalizationMode data... FILE: Common/Data/Auxiliary/IFactorRow.cs type IFactorRow (line 24) | public interface IFactorRow method GetFileFormat (line 34) | string GetFileFormat(string source = null); FILE: Common/Data/Auxiliary/LocalDiskFactorFileProvider.cs class LocalDiskFactorFileProvider (line 27) | public class LocalDiskFactorFileProvider : IFactorFileProvider method LocalDiskFactorFileProvider (line 36) | public LocalDiskFactorFileProvider() method Initialize (line 47) | public void Initialize(IMapFileProvider mapFileProvider, IDataProvider... method Get (line 58) | public IFactorProvider Get(Symbol symbol) method GetFactorFile (line 86) | private IFactorProvider GetFactorFile(Symbol symbol, string permtick) FILE: Common/Data/Auxiliary/LocalDiskMapFileProvider.cs class LocalDiskMapFileProvider (line 29) | public class LocalDiskMapFileProvider : IMapFileProvider method LocalDiskMapFileProvider (line 38) | public LocalDiskMapFileProvider() method Initialize (line 47) | public void Initialize(IDataProvider dataProvider) method Get (line 58) | public MapFileResolver Get(AuxiliaryDataKey auxiliaryDataKey) method GetMapFileResolver (line 63) | private MapFileResolver GetMapFileResolver(AuxiliaryDataKey key) FILE: Common/Data/Auxiliary/LocalZipFactorFileProvider.cs class LocalZipFactorFileProvider (line 28) | public class LocalZipFactorFileProvider : IFactorFileProvider method LocalZipFactorFileProvider (line 57) | public LocalZipFactorFileProvider() method Initialize (line 70) | public void Initialize(IMapFileProvider mapFileProvider, IDataProvider... method Get (line 87) | public IFactorProvider Get(Symbol symbol) method StartExpirationTask (line 113) | protected virtual void StartExpirationTask() method HydrateFactorFileFromLatestZip (line 124) | private void HydrateFactorFileFromLatestZip(AuxiliaryDataKey key) FILE: Common/Data/Auxiliary/LocalZipMapFileProvider.cs class LocalZipMapFileProvider (line 28) | public class LocalZipMapFileProvider : IMapFileProvider method LocalZipMapFileProvider (line 55) | public LocalZipMapFileProvider() method Initialize (line 65) | public void Initialize(IDataProvider dataProvider) method Get (line 81) | public MapFileResolver Get(AuxiliaryDataKey auxiliaryDataKey) method StartExpirationTask (line 99) | protected virtual void StartExpirationTask() method GetMapFileResolver (line 109) | private MapFileResolver GetMapFileResolver(AuxiliaryDataKey auxiliaryD... FILE: Common/Data/Auxiliary/MapFile.cs class MapFile (line 32) | public class MapFile : IEnumerable method MapFile (line 59) | public MapFile(string permtick, IEnumerable data) method GetMappedSymbol (line 106) | public string GetMappedSymbol(DateTime searchDate, string defaultRetur... method HasData (line 126) | public bool HasData(DateTime date) method ToCsvLines (line 146) | public IEnumerable ToCsvLines() method WriteToCsv (line 156) | public void WriteToCsv(string market, SecurityType securityType) method GetRelativeMapFilePath (line 176) | public static string GetRelativeMapFilePath(string market, SecurityTyp... method GetEnumerator (line 190) | public IEnumerator GetEnumerator() method GetEnumerator (line 202) | IEnumerator IEnumerable.GetEnumerator() method GetMapFiles (line 217) | public static IEnumerable GetMapFiles(string mapFileDirectory... method SafeMapFileRowRead (line 240) | private static List SafeMapFileRowRead(string file, string... FILE: Common/Data/Auxiliary/MapFilePrimaryExchangeProvider.cs class MapFilePrimaryExchangeProvider (line 26) | public class MapFilePrimaryExchangeProvider : IPrimaryExchangeProvider method MapFilePrimaryExchangeProvider (line 35) | public MapFilePrimaryExchangeProvider(IMapFileProvider mapFileProvider) method GetPrimaryExchange (line 46) | public Exchange GetPrimaryExchange(SecurityIdentifier securityIdentifier) FILE: Common/Data/Auxiliary/MapFileResolver.cs class MapFileResolver (line 32) | public class MapFileResolver : IEnumerable method MapFileResolver (line 48) | public MapFileResolver(IEnumerable mapFiles) method GetByPermtick (line 90) | public MapFile GetByPermtick(string permtick) method ResolveMapFile (line 103) | public MapFile ResolveMapFile(string symbol, DateTime date) class MapFileRowEntry (line 152) | class MapFileRowEntry : IEquatable method MapFileRowEntry (line 169) | public MapFileRowEntry(string entitySymbol, MapFileRow mapFileRow) method Equals (line 182) | public bool Equals(MapFileRowEntry other) method ToString (line 196) | public override string ToString() method GetEnumerator (line 211) | public IEnumerator GetEnumerator() method GetEnumerator (line 223) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Data/Auxiliary/MapFileRow.cs class MapFileRow (line 27) | public class MapFileRow : IEquatable method MapFileRow (line 52) | public MapFileRow(DateTime date, string mappedSymbol, string primaryEx... method MapFileRow (line 60) | public MapFileRow(DateTime date, string mappedSymbol, Exchange primary... method Read (line 71) | public static IEnumerable Read(string file, string market,... method Parse (line 92) | public static MapFileRow Parse(string line, string market, SecurityTyp... method Equals (line 119) | public bool Equals(MapFileRow other) method Equals (line 136) | public override bool Equals(object obj) method GetHashCode (line 151) | public override int GetHashCode() method ToCsv (line 183) | public string ToCsv() method ToString (line 206) | public override string ToString() FILE: Common/Data/Auxiliary/MapFileZipHelper.cs class MapFileZipHelper (line 26) | public static class MapFileZipHelper method GetMapFileZipFileName (line 31) | public static string GetMapFileZipFileName(string market, DateTime dat... method ReadMapFileZip (line 39) | public static IEnumerable ReadMapFileZip(Stream file, string ... method SafeRead (line 58) | private static MapFile SafeRead(string filename, IEnumerable c... FILE: Common/Data/Auxiliary/MappingContractFactorProvider.cs class MappingContractFactorProvider (line 26) | public class MappingContractFactorProvider : FactorFile Parse(IEnumerable... FILE: Common/Data/Auxiliary/MappingExtensions.cs class MappingExtensions (line 27) | public static class MappingExtensions method ResolveMapFile (line 37) | public static MapFile ResolveMapFile(this IMapFileProvider mapFileProv... method ResolveMapFile (line 56) | public static MapFile ResolveMapFile(this MapFileResolver mapFileResol... method RetrieveSymbolHistoricalDefinitionsInDateRange (line 101) | public static IEnumerable RetrieveSymbolHistoricalDef... method RetrieveAllMappedSymbolInDateRange (line 145) | public static IEnumerable RetrieveAllMappedSymbolInDa... method GetTickerDateRanges (line 187) | private static IEnumerable<(DateTime StartDate, DateTime EndDate)> Get... FILE: Common/Data/Auxiliary/PriceScalingExtensions.cs class PriceScalingExtensions (line 26) | public static class PriceScalingExtensions method GetPriceScale (line 45) | public static decimal GetPriceScale( method GetFactorFileSymbol (line 83) | public static Symbol GetFactorFileSymbol(this Symbol symbol) method GetEmptyFactorFile (line 91) | public static IFactorProvider GetEmptyFactorFile(this Symbol symbol) method SafeRead (line 103) | public static IFactorProvider SafeRead(string permtick, IEnumerable SupportedResolutions() method DataTimeZone (line 268) | public virtual DateTimeZone DataTimeZone() method UpdateTrade (line 282) | public void UpdateTrade(decimal lastTrade, decimal tradeSize) method UpdateQuote (line 294) | public void UpdateQuote(decimal bidPrice, decimal bidSize, decimal ask... method UpdateBid (line 304) | public void UpdateBid(decimal bidPrice, decimal bidSize) method UpdateAsk (line 314) | public void UpdateAsk(decimal askPrice, decimal askSize) method Update (line 328) | public virtual void Update(decimal lastTrade, decimal bidPrice, decima... method Clone (line 341) | public virtual BaseData Clone(bool fillForward) method Clone (line 355) | public virtual BaseData Clone() method ToString (line 364) | public override string ToString() method Reader (line 379) | [Obsolete("Reader(SubscriptionDataConfig, string, DateTime, DataFeedEn... method GetSource (line 396) | [Obsolete("GetSource(SubscriptionDataConfig, DateTime, DataFeedEndpoin... method DeserializeMessage (line 410) | public static IEnumerable DeserializeMessage(string serialized) FILE: Common/Data/BaseDataRequest.cs class BaseDataRequest (line 25) | public abstract class BaseDataRequest method BaseDataRequest (line 79) | protected BaseDataRequest(DateTime startTimeUtc, FILE: Common/Data/Channel.cs class Channel (line 24) | public class Channel method Channel (line 47) | public Channel(string channelName, Symbol symbol) method Equals (line 70) | public bool Equals(Channel other) method Equals (line 84) | public override bool Equals(object obj) method GetHashCode (line 95) | public override int GetHashCode() FILE: Common/Data/ConsolidatorWrapper.cs class ConsolidatorWrapper (line 27) | internal class ConsolidatorWrapper : IDisposable method ConsolidatorWrapper (line 57) | public ConsolidatorWrapper(IDataConsolidator consolidator, TimeSpan co... method Scan (line 73) | public void Scan() method Dispose (line 82) | public void Dispose() method AdvanceScanTime (line 91) | public void AdvanceScanTime(object _ = null, IBaseData consolidated = ... class ConsolidatorScanPriority (line 141) | internal class ConsolidatorScanPriority class UtcScanTimeIdRelationalComparer (line 143) | private sealed class UtcScanTimeIdRelationalComparer : IComparer method FromResolution (line 32) | public static BaseDataConsolidator FromResolution(Resolution resolution) method BaseDataConsolidator (line 41) | public BaseDataConsolidator(TimeSpan period) method BaseDataConsolidator (line 50) | public BaseDataConsolidator(int maxCount) method BaseDataConsolidator (line 60) | public BaseDataConsolidator(int maxCount, TimeSpan period) method BaseDataConsolidator (line 69) | public BaseDataConsolidator(Func func) method BaseDataConsolidator (line 79) | public BaseDataConsolidator(PyObject pyfuncobj) method AggregateBar (line 90) | protected override void AggregateBar(ref TradeBar workingBar, BaseData... FILE: Common/Data/Consolidators/BaseTimelessConsolidator.cs class BaseTimelessConsolidator (line 26) | public abstract class BaseTimelessConsolidator : IDataConsolidator method BaseTimelessConsolidator (line 92) | protected BaseTimelessConsolidator(Func selector =... method BaseTimelessConsolidator (line 105) | protected BaseTimelessConsolidator(PyObject valueSelector, PyObject vo... method TryToConvertSelector (line 118) | private static Func TryToConvertSelector(PyObject ... method Update (line 144) | public void Update(IBaseData data) method UpdateBar (line 170) | protected abstract void UpdateBar(DateTime time, decimal currentValue,... method CreateNewBar (line 178) | protected abstract void CreateNewBar(IBaseData data, decimal currentVa... method OnDataConsolidated (line 185) | protected void OnDataConsolidated(T consolidated) method Dispose (line 196) | public virtual void Dispose() method Reset (line 205) | public virtual void Reset() method Scan (line 215) | public void Scan(DateTime currentLocalTime) FILE: Common/Data/Consolidators/Calendar.cs class Calendar (line 23) | public static class Calendar type CalendarInfo (line 94) | public readonly struct CalendarInfo method CalendarInfo (line 116) | public CalendarInfo(DateTime start, TimeSpan period) method ToString (line 125) | public override string ToString() method Equals (line 134) | public override bool Equals(object obj) method GetHashCode (line 146) | public override int GetHashCode() FILE: Common/Data/Consolidators/CalendarType.cs class CalendarType (line 23) | [Obsolete("CalendarType is obsolete, please use Calendar instead")] FILE: Common/Data/Consolidators/ClassicRangeConsolidator.cs class ClassicRangeConsolidator (line 30) | public class ClassicRangeConsolidator : RangeConsolidator method ClassicRangeConsolidator (line 41) | public ClassicRangeConsolidator( method ClassicRangeConsolidator (line 58) | public ClassicRangeConsolidator(int range, method UpdateBar (line 72) | protected override void UpdateBar(DateTime time, decimal currentValue,... FILE: Common/Data/Consolidators/ClassicRenkoConsolidator.cs class ClassicRenkoConsolidator (line 25) | public class ClassicRenkoConsolidator : BaseTimelessConsolidator method ClassicRenkoConsolidator (line 58) | public ClassicRenkoConsolidator(decimal barSize, bool evenBars = true) method ClassicRenkoConsolidator (line 75) | public ClassicRenkoConsolidator( method ClassicRenkoConsolidator (line 92) | [Obsolete("Please use the new RenkoConsolidator if RenkoType is not Cl... method ClassicRenkoConsolidator (line 111) | public ClassicRenkoConsolidator(decimal barSize, method Reset (line 125) | public override void Reset() method UpdateBar (line 138) | protected override void UpdateBar(DateTime time, decimal currentValue,... method CreateNewBar (line 156) | protected override void CreateNewBar(IBaseData data, decimal currentVa... method EpsilonCheck (line 167) | private static void EpsilonCheck(decimal barSize) method ClassicRenkoConsolidator (line 193) | public ClassicRenkoConsolidator( method ClassicRenkoConsolidator (line 211) | public ClassicRenkoConsolidator(decimal barSize, bool evenBars = true) method ClassicRenkoConsolidator (line 223) | [Obsolete("Please use the WickedRenkoConsolidator if RenkoType is not ... method Update (line 236) | public void Update(TInput data) class ClassicRenkoConsolidator (line 181) | public class ClassicRenkoConsolidator : ClassicRenkoConsolidator method ClassicRenkoConsolidator (line 58) | public ClassicRenkoConsolidator(decimal barSize, bool evenBars = true) method ClassicRenkoConsolidator (line 75) | public ClassicRenkoConsolidator( method ClassicRenkoConsolidator (line 92) | [Obsolete("Please use the new RenkoConsolidator if RenkoType is not Cl... method ClassicRenkoConsolidator (line 111) | public ClassicRenkoConsolidator(decimal barSize, method Reset (line 125) | public override void Reset() method UpdateBar (line 138) | protected override void UpdateBar(DateTime time, decimal currentValue,... method CreateNewBar (line 156) | protected override void CreateNewBar(IBaseData data, decimal currentVa... method EpsilonCheck (line 167) | private static void EpsilonCheck(decimal barSize) method ClassicRenkoConsolidator (line 193) | public ClassicRenkoConsolidator( method ClassicRenkoConsolidator (line 211) | public ClassicRenkoConsolidator(decimal barSize, bool evenBars = true) method ClassicRenkoConsolidator (line 223) | [Obsolete("Please use the WickedRenkoConsolidator if RenkoType is not ... method Update (line 236) | public void Update(TInput data) FILE: Common/Data/Consolidators/DataConsolidator.cs class DataConsolidator (line 26) | public abstract class DataConsolidator : IDataConsolidator method Update (line 33) | public void Update(IBaseData data) method Scan (line 48) | public abstract void Scan(DateTime currentLocalTime); method Update (line 93) | public abstract void Update(TInput data); method OnDataConsolidated (line 100) | protected virtual void OnDataConsolidated(IBaseData consolidated) method Reset (line 114) | public virtual void Reset() method Dispose (line 121) | public void Dispose() FILE: Common/Data/Consolidators/DollarVolumeRenkoConsolidator.cs class DollarVolumeRenkoConsolidator (line 26) | public class DollarVolumeRenkoConsolidator : VolumeRenkoConsolidator method DollarVolumeRenkoConsolidator (line 32) | public DollarVolumeRenkoConsolidator(decimal barSize) method AdjustVolume (line 43) | protected override decimal AdjustVolume(decimal volume, decimal price) FILE: Common/Data/Consolidators/DynamicDataConsolidator.cs class DynamicDataConsolidator (line 25) | public class DynamicDataConsolidator : TradeBarConsolidatorBase func) method AggregateBar (line 70) | protected override void AggregateBar(ref TradeBar workingBar, DynamicD... method GetNamedPropertyOrValueProperty (line 106) | private static decimal GetNamedPropertyOrValueProperty(DynamicData dat... FILE: Common/Data/Consolidators/FilteredIdentityDataConsolidator.cs class FilteredIdentityDataConsolidator (line 26) | public class FilteredIdentityDataConsolidator : IdentityDataConsolida... method FilteredIdentityDataConsolidator (line 35) | public FilteredIdentityDataConsolidator(Func predicate) method Update (line 44) | public override void Update(T data) method ForTickType (line 65) | public static FilteredIdentityDataConsolidator ForTickType(TickT... class FilteredIdentityDataConsolidator (line 57) | public static class FilteredIdentityDataConsolidator method FilteredIdentityDataConsolidator (line 35) | public FilteredIdentityDataConsolidator(Func predicate) method Update (line 44) | public override void Update(T data) method ForTickType (line 65) | public static FilteredIdentityDataConsolidator ForTickType(TickT... FILE: Common/Data/Consolidators/IDataConsolidator.cs type IDataConsolidator (line 33) | public interface IDataConsolidator : IDisposable method Update (line 60) | void Update(IBaseData data); method Scan (line 66) | void Scan(DateTime currentLocalTime); method Reset (line 71) | void Reset(); FILE: Common/Data/Consolidators/IdentityDataConsolidator.cs class IdentityDataConsolidator (line 26) | public class IdentityDataConsolidator : DataConsolidator method Update (line 58) | public override void Update(T data) method Scan (line 72) | public override void Scan(DateTime currentLocalTime) method Reset (line 79) | public override void Reset() FILE: Common/Data/Consolidators/MarketHourAwareConsolidator.cs class MarketHourAwareConsolidator (line 28) | public class MarketHourAwareConsolidator : IDataConsolidator method MarketHourAwareConsolidator (line 82) | public MarketHourAwareConsolidator(bool dailyStrictEndTimeEnabled, Res... method Update (line 131) | public virtual void Update(IBaseData data) method Scan (line 150) | public void Scan(DateTime currentLocalTime) method Dispose (line 158) | public void Dispose() method Reset (line 167) | public void Reset() method Initialize (line 178) | protected void Initialize(IBaseData data) method DailyStrictEndTime (line 194) | protected virtual CalendarInfo DailyStrictEndTime(DateTime dateTime) method UseStrictEndTime (line 206) | protected virtual bool UseStrictEndTime(Symbol symbol) method ForwardConsolidatedBar (line 214) | protected virtual void ForwardConsolidatedBar(object sender, IBaseData... FILE: Common/Data/Consolidators/OpenInterestConsolidator.cs class OpenInterestConsolidator (line 25) | public class OpenInterestConsolidator : PeriodCountConsolidatorBase func) method OpenInterestConsolidator (line 84) | public OpenInterestConsolidator(PyObject pyfuncobj) method ShouldProcess (line 95) | protected override bool ShouldProcess(Tick data) method AggregateBar (line 106) | protected override void AggregateBar(ref OpenInterest workingBar, Tick... method Update (line 138) | public override void Update(Tick data) FILE: Common/Data/Consolidators/PeriodCountConsolidatorBase.cs class PeriodCountConsolidatorBase (line 31) | public abstract class PeriodCountConsolidatorBase : Da... method PeriodCountConsolidatorBase (line 52) | private PeriodCountConsolidatorBase(IPeriodSpecification periodSpecifi... method PeriodCountConsolidatorBase (line 63) | protected PeriodCountConsolidatorBase(TimeSpan period, TimeSpan? start... method PeriodCountConsolidatorBase (line 73) | protected PeriodCountConsolidatorBase(int maxCount) method PeriodCountConsolidatorBase (line 84) | protected PeriodCountConsolidatorBase(int maxCount, TimeSpan period) method PeriodCountConsolidatorBase (line 95) | protected PeriodCountConsolidatorBase(Func func) method PeriodCountConsolidatorBase (line 105) | protected PeriodCountConsolidatorBase(PyObject pyObject) method Update (line 135) | public override void Update(T data) method Scan (line 250) | public override void Scan(DateTime currentLocalTime) method Reset (line 263) | public override void Reset() method ShouldProcess (line 289) | protected virtual bool ShouldProcess(T data) => true; method AggregateBar (line 297) | protected abstract void AggregateBar(ref TConsolidated workingBar, T d... method GetRoundedBarTime (line 304) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetRoundedBarTime (line 323) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method OnDataConsolidated (line 351) | protected virtual void OnDataConsolidated(TConsolidated e) method ResetWorkingBar (line 362) | protected virtual void ResetWorkingBar() method GetPeriodSpecificationFromPyObject (line 372) | private static IPeriodSpecification GetPeriodSpecificationFromPyObject... type IPeriodSpecification (line 389) | private interface IPeriodSpecification method GetRoundedBarTime (line 392) | DateTime GetRoundedBarTime(DateTime time); class BarCountPeriodSpecification (line 398) | private class BarCountPeriodSpecification : IPeriodSpecification method GetRoundedBarTime (line 402) | public DateTime GetRoundedBarTime(DateTime time) => time; class MixedModePeriodSpecification (line 408) | private class MixedModePeriodSpecification : IPeriodSpecification method MixedModePeriodSpecification (line 412) | public MixedModePeriodSpecification(TimeSpan period) method GetRoundedBarTime (line 417) | public DateTime GetRoundedBarTime(DateTime time) => time; class TimeSpanPeriodSpecification (line 423) | private class TimeSpanPeriodSpecification : IPeriodSpecification method TimeSpanPeriodSpecification (line 428) | public TimeSpanPeriodSpecification(TimeSpan period, TimeSpan? startT... method GetRoundedBarTime (line 434) | public DateTime GetRoundedBarTime(DateTime time) class FuncPeriodSpecification (line 450) | private class FuncPeriodSpecification : IPeriodSpecification method FuncPeriodSpecification (line 457) | public FuncPeriodSpecification(Func expiryFunc) method GetRoundedBarTime (line 466) | public DateTime GetRoundedBarTime(DateTime time) FILE: Common/Data/Consolidators/QuoteBarConsolidator.cs class QuoteBarConsolidator (line 26) | public class QuoteBarConsolidator : PeriodCountConsolidatorBase func) method QuoteBarConsolidator (line 70) | public QuoteBarConsolidator(PyObject pyfuncobj) method AggregateBar (line 81) | protected override void AggregateBar(ref QuoteBar workingBar, QuoteBar... FILE: Common/Data/Consolidators/RangeConsolidator.cs class RangeConsolidator (line 26) | public class RangeConsolidator : BaseTimelessConsolidator method RangeConsolidator (line 71) | public RangeConsolidator( method RangeConsolidator (line 90) | public RangeConsolidator(int range, method Reset (line 102) | public override void Reset() method UpdateBar (line 117) | protected override void UpdateBar(DateTime time, decimal currentValue,... method CreateNewBar (line 144) | protected override void CreateNewBar(IBaseData data, decimal currentVa... FILE: Common/Data/Consolidators/RenkoConsolidator.cs class RenkoConsolidator (line 27) | public class RenkoConsolidator : IDataConsolidator method RenkoConsolidator (line 125) | public RenkoConsolidator(decimal barSize) method Update (line 139) | public void Update(IBaseData data) method Scan (line 232) | public void Scan(DateTime currentLocalTime) method Dispose (line 238) | public void Dispose() method Reset (line 247) | public void Reset() method OnDataConsolidated (line 266) | protected void OnDataConsolidated(RenkoBar consolidated) method Rising (line 274) | private void Rising(IBaseData data) method Falling (line 292) | private void Falling(IBaseData data) method GetClosestMultiple (line 317) | public static decimal GetClosestMultiple(decimal price, decimal barSize) method RenkoConsolidator (line 341) | public RenkoConsolidator(decimal barSize) method Update (line 353) | public void Update(TInput data) class RenkoConsolidator (line 334) | public class RenkoConsolidator : RenkoConsolidator method RenkoConsolidator (line 125) | public RenkoConsolidator(decimal barSize) method Update (line 139) | public void Update(IBaseData data) method Scan (line 232) | public void Scan(DateTime currentLocalTime) method Dispose (line 238) | public void Dispose() method Reset (line 247) | public void Reset() method OnDataConsolidated (line 266) | protected void OnDataConsolidated(RenkoBar consolidated) method Rising (line 274) | private void Rising(IBaseData data) method Falling (line 292) | private void Falling(IBaseData data) method GetClosestMultiple (line 317) | public static decimal GetClosestMultiple(decimal price, decimal barSize) method RenkoConsolidator (line 341) | public RenkoConsolidator(decimal barSize) method Update (line 353) | public void Update(TInput data) class WickedRenkoConsolidator (line 364) | public class WickedRenkoConsolidator : RenkoConsolidator method WickedRenkoConsolidator (line 370) | public WickedRenkoConsolidator(decimal barSize) method WickedRenkoConsolidator (line 389) | public WickedRenkoConsolidator(decimal barSize) class WickedRenkoConsolidator (line 382) | public class WickedRenkoConsolidator : RenkoConsolidator method WickedRenkoConsolidator (line 370) | public WickedRenkoConsolidator(decimal barSize) method WickedRenkoConsolidator (line 389) | public WickedRenkoConsolidator(decimal barSize) FILE: Common/Data/Consolidators/SequentialConsolidator.cs class SequentialConsolidator (line 25) | public class SequentialConsolidator : IDataConsolidator method Update (line 83) | public void Update(IBaseData data) method Scan (line 92) | public void Scan(DateTime currentLocalTime) method SequentialConsolidator (line 108) | public SequentialConsolidator(IDataConsolidator first, IDataConsolidat... method OnDataConsolidated (line 130) | protected virtual void OnDataConsolidated(IBaseData consolidated) method Dispose (line 138) | public void Dispose() method Reset (line 148) | public void Reset() FILE: Common/Data/Consolidators/SessionConsolidator.cs class SessionConsolidator (line 29) | public class SessionConsolidator : PeriodCountConsolidatorBase method TickConsolidator (line 32) | public TickConsolidator(TimeSpan period) method TickConsolidator (line 41) | public TickConsolidator(int maxCount) method TickConsolidator (line 51) | public TickConsolidator(int maxCount, TimeSpan period) method TickConsolidator (line 60) | public TickConsolidator(Func func) method TickConsolidator (line 69) | public TickConsolidator(PyObject pyfuncobj) method ShouldProcess (line 79) | protected override bool ShouldProcess(Tick data) method AggregateBar (line 90) | protected override void AggregateBar(ref TradeBar workingBar, Tick data) FILE: Common/Data/Consolidators/TickQuoteBarConsolidator.cs class TickQuoteBarConsolidator (line 26) | public class TickQuoteBarConsolidator : PeriodCountConsolidatorBase func) method TickQuoteBarConsolidator (line 70) | public TickQuoteBarConsolidator(PyObject pyfuncobj) method ShouldProcess (line 80) | protected override bool ShouldProcess(Tick data) method AggregateBar (line 91) | protected override void AggregateBar(ref QuoteBar workingBar, Tick data) FILE: Common/Data/Consolidators/TradeBarConsolidator.cs class TradeBarConsolidator (line 30) | public class TradeBarConsolidator : TradeBarConsolidatorBase method FromResolution (line 37) | public static TradeBarConsolidator FromResolution(Resolution resolution) method TradeBarConsolidator (line 47) | public TradeBarConsolidator(TimeSpan period, TimeSpan? startTime = null) method TradeBarConsolidator (line 56) | public TradeBarConsolidator(int maxCount) method TradeBarConsolidator (line 66) | public TradeBarConsolidator(int maxCount, TimeSpan period) method TradeBarConsolidator (line 75) | public TradeBarConsolidator(Func func) method TradeBarConsolidator (line 84) | public TradeBarConsolidator(PyObject pyfuncobj) method AggregateBar (line 95) | protected override void AggregateBar(ref TradeBar workingBar, TradeBar... FILE: Common/Data/Consolidators/TradeBarConsolidatorBase.cs class TradeBarConsolidatorBase (line 29) | public abstract class TradeBarConsolidatorBase : PeriodCountConsolida... method TradeBarConsolidatorBase (line 37) | protected TradeBarConsolidatorBase(TimeSpan period, TimeSpan? startTim... method TradeBarConsolidatorBase (line 46) | protected TradeBarConsolidatorBase(int maxCount) method TradeBarConsolidatorBase (line 56) | protected TradeBarConsolidatorBase(int maxCount, TimeSpan period) method TradeBarConsolidatorBase (line 65) | protected TradeBarConsolidatorBase(Func func) method TradeBarConsolidatorBase (line 74) | protected TradeBarConsolidatorBase(PyObject pyfuncobj) FILE: Common/Data/Consolidators/VolumeRenkoConsolidator.cs class VolumeRenkoConsolidator (line 25) | public class VolumeRenkoConsolidator : DataConsolidator method VolumeRenkoConsolidator (line 49) | public VolumeRenkoConsolidator(decimal barSize) method Update (line 58) | public override void Update(BaseData data) method AdjustVolume (line 116) | protected virtual decimal AdjustVolume(decimal volume, decimal price) method Scan (line 125) | public override void Scan(DateTime currentLocalTime) method Reset (line 132) | public override void Reset() method OnDataConsolidated (line 143) | protected void OnDataConsolidated(VolumeRenkoBar consolidated) FILE: Common/Data/ConstantDividendYieldModel.cs class ConstantDividendYieldModel (line 23) | public class ConstantDividendYieldModel : IDividendYieldModel method ConstantDividendYieldModel (line 30) | public ConstantDividendYieldModel(decimal dividendYield) method GetDividendYield (line 40) | public decimal GetDividendYield(DateTime date) method GetDividendYield (line 51) | public decimal GetDividendYield(DateTime date, decimal securityPrice) FILE: Common/Data/ConstantRiskFreeRateInterestRateModel.cs class ConstantRiskFreeRateInterestRateModel (line 23) | public class ConstantRiskFreeRateInterestRateModel : IRiskFreeInterestRa... method ConstantRiskFreeRateInterestRateModel (line 30) | public ConstantRiskFreeRateInterestRateModel(decimal riskFreeRate) method GetInterestRate (line 40) | public decimal GetInterestRate(DateTime date) FILE: Common/Data/Custom/AlphaStreams/PlaceHolder.cs class PlaceHolder (line 23) | [Obsolete("'QuantConnect.Data.Custom.Alphas' namespace is obsolete")] FILE: Common/Data/Custom/FxcmVolume.cs class FxcmVolume (line 33) | public class FxcmVolume : BaseData type FxcmSymbolId (line 38) | private enum FxcmSymbolId method GetSource (line 106) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 135) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GenerateZipFilePath (line 173) | private static string GenerateZipFilePath(SubscriptionDataConfig confi... method GetFxcmIDFromSymbol (line 198) | private int GetFxcmIDFromSymbol(string ticker) method GetIntervalFromResolution (line 222) | private string GetIntervalFromResolution(Resolution resolution) FILE: Common/Data/Custom/IconicTypes/IndexedLinkedData.cs class IndexedLinkedData (line 29) | [ProtoContract(SkipConstructor = true)] method GetSourceForAnIndex (line 46) | public override SubscriptionDataSource GetSourceForAnIndex(Subscriptio... method GetSource (line 66) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 87) | public override BaseData Reader(SubscriptionDataConfig config, string ... method IsSparseData (line 102) | public override bool IsSparseData() method RequiresMapping (line 112) | public override bool RequiresMapping() method DataTimeZone (line 121) | public override DateTimeZone DataTimeZone() method DefaultResolution (line 130) | public override Resolution DefaultResolution() method SupportedResolutions (line 139) | public override List SupportedResolutions() FILE: Common/Data/Custom/IconicTypes/IndexedLinkedData2.cs class IndexedLinkedData2 (line 29) | [ProtoContract(SkipConstructor = true)] method GetSourceForAnIndex (line 46) | public override SubscriptionDataSource GetSourceForAnIndex(Subscriptio... method GetSource (line 66) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 92) | public override BaseData Reader(SubscriptionDataConfig config, string ... method IsSparseData (line 107) | public override bool IsSparseData() method RequiresMapping (line 117) | public override bool RequiresMapping() method DataTimeZone (line 126) | public override DateTimeZone DataTimeZone() method DefaultResolution (line 135) | public override Resolution DefaultResolution() method SupportedResolutions (line 144) | public override List SupportedResolutions() FILE: Common/Data/Custom/IconicTypes/LinkedData.cs class LinkedData (line 28) | [ProtoContract(SkipConstructor = true)] method GetSource (line 40) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 56) | public override BaseData Reader(SubscriptionDataConfig config, string ... method IsSparseData (line 71) | public override bool IsSparseData() method RequiresMapping (line 81) | public override bool RequiresMapping() method DataTimeZone (line 90) | public override DateTimeZone DataTimeZone() method DefaultResolution (line 99) | public override Resolution DefaultResolution() method SupportedResolutions (line 108) | public override List SupportedResolutions() FILE: Common/Data/Custom/IconicTypes/UnlinkedData.cs class UnlinkedData (line 28) | [ProtoContract(SkipConstructor = true)] method GetSource (line 49) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 69) | public override BaseData Reader(SubscriptionDataConfig config, string ... method IsSparseData (line 84) | public override bool IsSparseData() method RequiresMapping (line 94) | public override bool RequiresMapping() method DataTimeZone (line 103) | public override DateTimeZone DataTimeZone() method DefaultResolution (line 112) | public override Resolution DefaultResolution() method SupportedResolutions (line 121) | public override List SupportedResolutions() FILE: Common/Data/Custom/IconicTypes/UnlinkedDataTradeBar.cs class UnlinkedDataTradeBar (line 29) | [ProtoContract(SkipConstructor = true)] method UnlinkedDataTradeBar (line 40) | public UnlinkedDataTradeBar() method GetSource (line 54) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 74) | public override BaseData Reader(SubscriptionDataConfig config, string ... method IsSparseData (line 94) | public override bool IsSparseData() method RequiresMapping (line 104) | public override bool RequiresMapping() method DataTimeZone (line 113) | public override DateTimeZone DataTimeZone() method DefaultResolution (line 122) | public override Resolution DefaultResolution() method SupportedResolutions (line 131) | public override List SupportedResolutions() FILE: Common/Data/Custom/Intrinio/EconomicDataSources.cs class IntrinioEconomicDataSources (line 21) | public static class IntrinioEconomicDataSources class BofAMerrillLynch (line 26) | public static class BofAMerrillLynch class CBOE (line 118) | public static class CBOE class Commodities (line 188) | public static class Commodities class ExchangeRates (line 250) | public static class ExchangeRates class Moodys (line 416) | public static class Moodys class TradeWeightedUsDollarIndex (line 457) | public static class TradeWeightedUsDollarIndex FILE: Common/Data/Custom/Intrinio/IntrinioConfig.cs class IntrinioConfig (line 24) | public static class IntrinioConfig method SetTimeIntervalBetweenCalls (line 55) | public static void SetTimeIntervalBetweenCalls(TimeSpan timeSpan) method SetUserAndPassword (line 63) | public static void SetUserAndPassword(string user, string password) FILE: Common/Data/Custom/Intrinio/IntrinioEconomicData.cs type IntrinioDataTransformation (line 26) | public enum IntrinioDataTransformation class IntrinioEconomicData (line 78) | public class IntrinioEconomicData : BaseData method IntrinioEconomicData (line 90) | public IntrinioEconomicData() : this(IntrinioDataTransformation.Level) method IntrinioEconomicData (line 98) | public IntrinioEconomicData(IntrinioDataTransformation dataTransformat... method GetSource (line 126) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 160) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GetStringForDataTransformation (line 176) | private static string GetStringForDataTransformation(IntrinioDataTrans... method GetIntrinioSubscription (line 212) | private SubscriptionDataSource GetIntrinioSubscription(SubscriptionDat... FILE: Common/Data/Custom/NullData.cs class NullData (line 23) | public class NullData : BaseData FILE: Common/Data/Custom/Tiingo/Tiingo.cs class Tiingo (line 21) | public static class Tiingo method SetAuthCode (line 37) | public static void SetAuthCode(string authCode) FILE: Common/Data/Custom/Tiingo/TiingoDailyData.cs class TiingoDailyData (line 25) | [Obsolete("This is kept for backwards compatibility, please use TiingoPr... FILE: Common/Data/Custom/Tiingo/TiingoPrice.cs class TiingoPrice (line 32) | public class TiingoPrice : TradeBar method TiingoPrice (line 133) | public TiingoPrice() method GetSource (line 146) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 172) | public override BaseData Reader(SubscriptionDataConfig config, string ... method RequiresMapping (line 190) | public override bool RequiresMapping() method DataTimeZone (line 199) | public override DateTimeZone DataTimeZone() method DefaultResolution (line 207) | public override Resolution DefaultResolution() method SupportedResolutions (line 215) | public override List SupportedResolutions() FILE: Common/Data/Custom/Tiingo/TiingoSymbolMapper.cs class TiingoSymbolMapper (line 23) | public static class TiingoSymbolMapper method GetTiingoTicker (line 28) | public static string GetTiingoTicker(Symbol symbol) method GetLeanTicker (line 36) | public static string GetLeanTicker(string ticker) FILE: Common/Data/DataAggregatorInitializeParameters.cs class DataAggregatorInitializeParameters (line 23) | public class DataAggregatorInitializeParameters FILE: Common/Data/DataHistory.cs class DataHistory (line 30) | public class DataHistory : IEnumerable method DataHistory (line 53) | public DataHistory(IEnumerable data, Lazy dataframe) method ToString (line 64) | public override string ToString() method GetEnumerator (line 77) | public IEnumerator GetEnumerator() method GetEnumerator (line 82) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Data/DataMonitor.cs class DataMonitor (line 30) | public class DataMonitor : IDataMonitor method DataMonitor (line 59) | public DataMonitor() method OnNewDataRequest (line 69) | public void OnNewDataRequest(object sender, DataProviderNewDataRequest... method Exit (line 116) | public void Exit() method Dispose (line 140) | public void Dispose() method StripDataFolder (line 148) | protected virtual string StripDataFolder(string path) method Initialize (line 161) | private void Initialize() method GenerateReport (line 191) | private DataMonitorReport GenerateReport() method ComputeFileRequestFrequency (line 212) | private void ComputeFileRequestFrequency() method StoreDataMonitorReport (line 238) | private void StoreDataMonitorReport(DataMonitorReport report) method GetFilePath (line 250) | private string GetFilePath(string filename) method OpenStream (line 258) | private static TextWriter OpenStream(string filename) method WriteLineToFile (line 264) | private static void WriteLineToFile(TextWriter writer, string line, st... FILE: Common/Data/DataQueueHandlerSubscriptionManager.cs class DataQueueHandlerSubscriptionManager (line 28) | public abstract class DataQueueHandlerSubscriptionManager : IDisposable method Subscribe (line 39) | public virtual void Subscribe(SubscriptionDataConfig dataConfig) method Unsubscribe (line 67) | public void Unsubscribe(SubscriptionDataConfig dataConfig) method GetSubscribedSymbols (line 98) | public IEnumerable GetSubscribedSymbols() method GetSubscribedSymbols (line 110) | public IEnumerable GetSubscribedSymbols(TickType tickType) method IsSubscribed (line 126) | public bool IsSubscribed(Symbol symbol, TickType tickType) method Dispose (line 136) | public virtual void Dispose() method Subscribe (line 146) | protected abstract bool Subscribe(IEnumerable symbols, TickTyp... method Unsubscribe (line 154) | protected abstract bool Unsubscribe(IEnumerable symbols, TickT... method ChannelNameFromTickType (line 161) | protected abstract string ChannelNameFromTickType(TickType tickType); method GetChannel (line 163) | private Channel GetChannel(SubscriptionDataConfig dataConfig) => GetCh... method GetChannel (line 165) | private Channel GetChannel(Symbol symbol, TickType tickType) FILE: Common/Data/DiskDataCacheProvider.cs class DiskDataCacheProvider (line 31) | public class DiskDataCacheProvider : IDataCacheProvider method DiskDataCacheProvider (line 43) | public DiskDataCacheProvider() : this(new KeyStringSynchronizer()) method DiskDataCacheProvider (line 51) | public DiskDataCacheProvider(KeyStringSynchronizer locker) method Fetch (line 61) | public Stream Fetch(string key) method Store (line 113) | public void Store(string key, byte[] data) method GetZipEntries (line 126) | public List GetZipEntries(string zipFile) method Dispose (line 138) | public void Dispose() FILE: Common/Data/DividendYieldProvider.cs class DividendYieldProvider (line 31) | public class DividendYieldProvider : IDividendYieldModel method DividendYieldProvider (line 82) | public DividendYieldProvider() : this(DefaultSymbol) method DividendYieldProvider (line 89) | public DividendYieldProvider(Symbol symbol) method CreateForOption (line 110) | public static IDividendYieldModel CreateForOption(Symbol optionSymbol) method StartExpirationTask (line 134) | private static void StartExpirationTask(TimeSpan cacheRefreshPeriod) method GetDividendYield (line 152) | public decimal GetDividendYield(DateTime date) method GetDividendYield (line 163) | public decimal GetDividendYield(IBaseData priceData) method GetDividendYield (line 180) | public decimal GetDividendYield(DateTime date, decimal securityPrice) method GetDividendYieldImpl (line 193) | private decimal GetDividendYieldImpl(DateTime date, decimal? securityP... method LoadCorporateEvents (line 278) | protected virtual List LoadCorporateEvents(Symbol symbol) method FromCorporateFactorRows (line 298) | private IEnumerable FromCorporateFactorRows(IEnumerable GetDataDownload... FILE: Common/Data/DynamicData.cs class DynamicData (line 30) | public abstract class DynamicData : BaseData, IDynamicMetaObjectProvider method GetMetaObject (line 41) | public DynamicMetaObject GetMetaObject(Expression parameter) method SetProperty (line 52) | public object SetProperty(string name, object value) method GetProperty (line 123) | public object GetProperty(string name) method HasProperty (line 167) | public bool HasProperty(string name) method GetStorageDictionary (line 177) | public IDictionary GetStorageDictionary() method Clone (line 189) | public override BaseData Clone() FILE: Common/Data/EventBasedDataQueueHandlerSubscriptionManager.cs class EventBasedDataQueueHandlerSubscriptionManager (line 27) | public class EventBasedDataQueueHandlerSubscriptionManager : DataQueueHa... method EventBasedDataQueueHandlerSubscriptionManager (line 32) | public EventBasedDataQueueHandlerSubscriptionManager() : this(t => Cha... method EventBasedDataQueueHandlerSubscriptionManager (line 38) | public EventBasedDataQueueHandlerSubscriptionManager(Func symbols, TickTyp... method Unsubscribe (line 76) | protected override bool Unsubscribe(IEnumerable symbols, TickT... method ChannelNameFromTickType (line 87) | protected override string ChannelNameFromTickType(TickType tickType) FILE: Common/Data/FileFormat.cs type FileFormat (line 21) | public enum FileFormat FILE: Common/Data/FuncRiskFreeRateInterestRateModel.cs class FuncRiskFreeRateInterestRateModel (line 24) | public class FuncRiskFreeRateInterestRateModel : IRiskFreeInterestRateModel method FuncRiskFreeRateInterestRateModel (line 31) | public FuncRiskFreeRateInterestRateModel(Func getIn... method FuncRiskFreeRateInterestRateModel (line 39) | public FuncRiskFreeRateInterestRateModel(PyObject getInterestRateFunc) method GetInterestRate (line 52) | public decimal GetInterestRate(DateTime date) FILE: Common/Data/Fundamental/AssetClassificationHelper.cs class StockType (line 21) | public static class StockType class StyleBox (line 77) | public static class StyleBox class MorningstarEconomySphereCode (line 95) | public static class MorningstarEconomySphereCode class MorningstarSectorCode (line 126) | public static class MorningstarSectorCode class MorningstarIndustryGroupCode (line 199) | public static class MorningstarIndustryGroupCode class MorningstarIndustryCode (line 264) | public static class MorningstarIndustryCode FILE: Common/Data/Fundamental/FineFundamental.cs class FineFundamental (line 25) | public partial class FineFundamental method GetSource (line 48) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 57) | public override BaseData Reader(SubscriptionDataConfig config, string ... method Clone (line 66) | public override BaseData Clone() method SupportedResolutions (line 74) | public override List SupportedResolutions() method DefaultResolution (line 82) | public override Resolution DefaultResolution() FILE: Common/Data/Fundamental/Fundamental.cs class Fundamental (line 25) | public class Fundamental : FineFundamental method Fundamental (line 60) | public Fundamental() method Fundamental (line 69) | public Fundamental(DateTime time, Symbol symbol) method ForDate (line 79) | public static Fundamental ForDate(DateTime time, Symbol symbol) method GetSource (line 89) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 103) | public override BaseData Reader(SubscriptionDataConfig config, string ... method Clone (line 127) | public override BaseData Clone() method DefaultResolution (line 135) | public override Resolution DefaultResolution() FILE: Common/Data/Fundamental/FundamentalInstanceProvider.cs class FundamentalInstanceProvider (line 26) | public class FundamentalInstanceProvider method Get (line 46) | public static FundamentalInstanceProvider Get(Symbol symbol) method FundamentalInstanceProvider (line 72) | private FundamentalInstanceProvider(Symbol symbol) method GetValuationRatios (line 89) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetEarningRatios (line 99) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetEarningReports (line 109) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetOperationRatios (line 119) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetFinancialStatements (line 129) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetSecurityReference (line 139) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetCompanyReference (line 149) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetCompanyProfile (line 159) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetAssetClassification (line 169) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class FundamentalTimeProvider (line 176) | private class FundamentalTimeProvider : ITimeProvider method GetUtcNow (line 180) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Data/Fundamental/FundamentalProperty.cs type FundamentalProperty (line 22) | public enum FundamentalProperty FILE: Common/Data/Fundamental/FundamentalTimeDependentProperty.cs class FundamentalTimeDependentProperty (line 24) | public abstract class FundamentalTimeDependentProperty : ReusuableCLRObject method FundamentalTimeDependentProperty (line 39) | public FundamentalTimeDependentProperty(ITimeProvider timeProvider, Se... method Clone (line 48) | public abstract FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/FundamentalUniverse.cs class Fundamentals (line 26) | [Obsolete("'Fundamentals' was renamed to 'FundamentalUniverse'")] class FundamentalUniverse (line 32) | public class FundamentalUniverse : BaseDataCollection method FundamentalUniverse (line 39) | public FundamentalUniverse() method FundamentalUniverse (line 48) | public FundamentalUniverse(DateTime time, Symbol symbol) : base(time, ... method GetSource (line 55) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 69) | public override BaseData Reader(SubscriptionDataConfig config, string ... method Clone (line 87) | public override BaseData Clone() method DefaultResolution (line 97) | public override Resolution DefaultResolution() method UniverseSymbol (line 106) | public override Symbol UniverseSymbol(string market = null) method USA (line 119) | public static FundamentalUniverseFactory USA(Func GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method AVG5YrsROIC (line 90) | public AVG5YrsROIC() method AVG5YrsROIC (line 97) | public AVG5YrsROIC(ITimeProvider timeProvider, SecurityIdentifier secu... FILE: Common/Data/Fundamental/Generated/AccountsPayableBalanceSheet.cs class AccountsPayableBalanceSheet (line 29) | public class AccountsPayableBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AccountsPayableBalanceSheet (line 120) | public AccountsPayableBalanceSheet() method AccountsPayableBalanceSheet (line 127) | public AccountsPayableBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/AccountsReceivableBalanceSheet.cs class AccountsReceivableBalanceSheet (line 29) | public class AccountsReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AccountsReceivableBalanceSheet (line 120) | public AccountsReceivableBalanceSheet() method AccountsReceivableBalanceSheet (line 127) | public AccountsReceivableBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/AccruedInterestReceivableBalanceSheet.cs class AccruedInterestReceivableBalanceSheet (line 29) | public class AccruedInterestReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method AccruedInterestReceivableBalanceSheet (line 114) | public AccruedInterestReceivableBalanceSheet() method AccruedInterestReceivableBalanceSheet (line 121) | public AccruedInterestReceivableBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/AccruedInvestmentIncomeBalanceSheet.cs class AccruedInvestmentIncomeBalanceSheet (line 29) | public class AccruedInvestmentIncomeBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method AccruedInvestmentIncomeBalanceSheet (line 102) | public AccruedInvestmentIncomeBalanceSheet() method AccruedInvestmentIncomeBalanceSheet (line 109) | public AccruedInvestmentIncomeBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/AccruedLiabilitiesTotalBalanceSheet.cs class AccruedLiabilitiesTotalBalanceSheet (line 29) | public class AccruedLiabilitiesTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method AccruedLiabilitiesTotalBalanceSheet (line 102) | public AccruedLiabilitiesTotalBalanceSheet() method AccruedLiabilitiesTotalBalanceSheet (line 109) | public AccruedLiabilitiesTotalBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/AccruedandDeferredIncomeBalanceSheet.cs class AccruedandDeferredIncomeBalanceSheet (line 29) | public class AccruedandDeferredIncomeBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AccruedandDeferredIncomeBalanceSheet (line 96) | public AccruedandDeferredIncomeBalanceSheet() method AccruedandDeferredIncomeBalanceSheet (line 103) | public AccruedandDeferredIncomeBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/AccruedandDeferredIncomeCurrentBalanceSheet.cs class AccruedandDeferredIncomeCurrentBalanceSheet (line 29) | public class AccruedandDeferredIncomeCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AccruedandDeferredIncomeCurrentBalanceSheet (line 96) | public AccruedandDeferredIncomeCurrentBalanceSheet() method AccruedandDeferredIncomeCurrentBalanceSheet (line 103) | public AccruedandDeferredIncomeCurrentBalanceSheet(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/AccruedandDeferredIncomeNonCurrentBalanceSheet.cs class AccruedandDeferredIncomeNonCurrentBalanceSheet (line 29) | public class AccruedandDeferredIncomeNonCurrentBalanceSheet : MultiPerio... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AccruedandDeferredIncomeNonCurrentBalanceSheet (line 96) | public AccruedandDeferredIncomeNonCurrentBalanceSheet() method AccruedandDeferredIncomeNonCurrentBalanceSheet (line 103) | public AccruedandDeferredIncomeNonCurrentBalanceSheet(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/AccumulatedDepreciationBalanceSheet.cs class AccumulatedDepreciationBalanceSheet (line 29) | public class AccumulatedDepreciationBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AccumulatedDepreciationBalanceSheet (line 120) | public AccumulatedDepreciationBalanceSheet() method AccumulatedDepreciationBalanceSheet (line 127) | public AccumulatedDepreciationBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/AdditionalPaidInCapitalBalanceSheet.cs class AdditionalPaidInCapitalBalanceSheet (line 29) | public class AdditionalPaidInCapitalBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AdditionalPaidInCapitalBalanceSheet (line 120) | public AdditionalPaidInCapitalBalanceSheet() method AdditionalPaidInCapitalBalanceSheet (line 127) | public AdditionalPaidInCapitalBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/AdvanceFromFederalHomeLoanBanksBalanceSheet.cs class AdvanceFromFederalHomeLoanBanksBalanceSheet (line 29) | public class AdvanceFromFederalHomeLoanBanksBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method AdvanceFromFederalHomeLoanBanksBalanceSheet (line 108) | public AdvanceFromFederalHomeLoanBanksBalanceSheet() method AdvanceFromFederalHomeLoanBanksBalanceSheet (line 115) | public AdvanceFromFederalHomeLoanBanksBalanceSheet(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/AdvancesfromCentralBanksBalanceSheet.cs class AdvancesfromCentralBanksBalanceSheet (line 29) | public class AdvancesfromCentralBanksBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AdvancesfromCentralBanksBalanceSheet (line 96) | public AdvancesfromCentralBanksBalanceSheet() method AdvancesfromCentralBanksBalanceSheet (line 103) | public AdvancesfromCentralBanksBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/AllTaxesPaidCashFlowStatement.cs class AllTaxesPaidCashFlowStatement (line 29) | public class AllTaxesPaidCashFlowStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method AllTaxesPaidCashFlowStatement (line 114) | public AllTaxesPaidCashFlowStatement() method AllTaxesPaidCashFlowStatement (line 121) | public AllTaxesPaidCashFlowStatement(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/AllowanceForDoubtfulAccountsReceivableBalanceSheet.cs class AllowanceForDoubtfulAccountsReceivableBalanceSheet (line 29) | public class AllowanceForDoubtfulAccountsReceivableBalanceSheet : MultiP... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AllowanceForDoubtfulAccountsReceivableBalanceSheet (line 96) | public AllowanceForDoubtfulAccountsReceivableBalanceSheet() method AllowanceForDoubtfulAccountsReceivableBalanceSheet (line 103) | public AllowanceForDoubtfulAccountsReceivableBalanceSheet(ITimeProvide... FILE: Common/Data/Fundamental/Generated/AllowanceForLoansAndLeaseLossesBalanceSheet.cs class AllowanceForLoansAndLeaseLossesBalanceSheet (line 29) | public class AllowanceForLoansAndLeaseLossesBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method AllowanceForLoansAndLeaseLossesBalanceSheet (line 108) | public AllowanceForLoansAndLeaseLossesBalanceSheet() method AllowanceForLoansAndLeaseLossesBalanceSheet (line 115) | public AllowanceForLoansAndLeaseLossesBalanceSheet(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/AllowanceForNotesReceivableBalanceSheet.cs class AllowanceForNotesReceivableBalanceSheet (line 29) | public class AllowanceForNotesReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AllowanceForNotesReceivableBalanceSheet (line 96) | public AllowanceForNotesReceivableBalanceSheet() method AllowanceForNotesReceivableBalanceSheet (line 103) | public AllowanceForNotesReceivableBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/AmortizationCashFlowStatement.cs class AmortizationCashFlowStatement (line 29) | public class AmortizationCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AmortizationCashFlowStatement (line 120) | public AmortizationCashFlowStatement() method AmortizationCashFlowStatement (line 127) | public AmortizationCashFlowStatement(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/AmortizationIncomeStatement.cs class AmortizationIncomeStatement (line 29) | public class AmortizationIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AmortizationIncomeStatement (line 120) | public AmortizationIncomeStatement() method AmortizationIncomeStatement (line 127) | public AmortizationIncomeStatement(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/AmortizationOfFinancingCostsAndDiscountsCashFlowStatement.cs class AmortizationOfFinancingCostsAndDiscountsCashFlowStatement (line 29) | public class AmortizationOfFinancingCostsAndDiscountsCashFlowStatement :... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AmortizationOfFinancingCostsAndDiscountsCashFlowStatement (line 120) | public AmortizationOfFinancingCostsAndDiscountsCashFlowStatement() method AmortizationOfFinancingCostsAndDiscountsCashFlowStatement (line 127) | public AmortizationOfFinancingCostsAndDiscountsCashFlowStatement(ITime... FILE: Common/Data/Fundamental/Generated/AmortizationOfIntangiblesCashFlowStatement.cs class AmortizationOfIntangiblesCashFlowStatement (line 29) | public class AmortizationOfIntangiblesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AmortizationOfIntangiblesCashFlowStatement (line 120) | public AmortizationOfIntangiblesCashFlowStatement() method AmortizationOfIntangiblesCashFlowStatement (line 127) | public AmortizationOfIntangiblesCashFlowStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/AmortizationOfIntangiblesIncomeStatement.cs class AmortizationOfIntangiblesIncomeStatement (line 29) | public class AmortizationOfIntangiblesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AmortizationOfIntangiblesIncomeStatement (line 120) | public AmortizationOfIntangiblesIncomeStatement() method AmortizationOfIntangiblesIncomeStatement (line 127) | public AmortizationOfIntangiblesIncomeStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/AmortizationOfSecuritiesCashFlowStatement.cs class AmortizationOfSecuritiesCashFlowStatement (line 29) | public class AmortizationOfSecuritiesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AmortizationOfSecuritiesCashFlowStatement (line 120) | public AmortizationOfSecuritiesCashFlowStatement() method AmortizationOfSecuritiesCashFlowStatement (line 127) | public AmortizationOfSecuritiesCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/AmortizationSupplementalIncomeStatement.cs class AmortizationSupplementalIncomeStatement (line 29) | public class AmortizationSupplementalIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method AmortizationSupplementalIncomeStatement (line 108) | public AmortizationSupplementalIncomeStatement() method AmortizationSupplementalIncomeStatement (line 115) | public AmortizationSupplementalIncomeStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/AssetClassification.cs class AssetClassification (line 29) | public class AssetClassification : FundamentalTimeDependentProperty method AssetClassification (line 187) | public AssetClassification(ITimeProvider timeProvider, SecurityIdentif... method Clone (line 195) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/AssetImpairmentChargeCashFlowStatement.cs class AssetImpairmentChargeCashFlowStatement (line 29) | public class AssetImpairmentChargeCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method AssetImpairmentChargeCashFlowStatement (line 120) | public AssetImpairmentChargeCashFlowStatement() method AssetImpairmentChargeCashFlowStatement (line 127) | public AssetImpairmentChargeCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/AssetsHeldForSaleBalanceSheet.cs class AssetsHeldForSaleBalanceSheet (line 29) | public class AssetsHeldForSaleBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AssetsHeldForSaleBalanceSheet (line 96) | public AssetsHeldForSaleBalanceSheet() method AssetsHeldForSaleBalanceSheet (line 103) | public AssetsHeldForSaleBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/AssetsHeldForSaleCurrentBalanceSheet.cs class AssetsHeldForSaleCurrentBalanceSheet (line 29) | public class AssetsHeldForSaleCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AssetsHeldForSaleCurrentBalanceSheet (line 96) | public AssetsHeldForSaleCurrentBalanceSheet() method AssetsHeldForSaleCurrentBalanceSheet (line 103) | public AssetsHeldForSaleCurrentBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/AssetsHeldForSaleNonCurrentBalanceSheet.cs class AssetsHeldForSaleNonCurrentBalanceSheet (line 29) | public class AssetsHeldForSaleNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AssetsHeldForSaleNonCurrentBalanceSheet (line 96) | public AssetsHeldForSaleNonCurrentBalanceSheet() method AssetsHeldForSaleNonCurrentBalanceSheet (line 103) | public AssetsHeldForSaleNonCurrentBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/AssetsOfDiscontinuedOperationsBalanceSheet.cs class AssetsOfDiscontinuedOperationsBalanceSheet (line 29) | public class AssetsOfDiscontinuedOperationsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AssetsOfDiscontinuedOperationsBalanceSheet (line 96) | public AssetsOfDiscontinuedOperationsBalanceSheet() method AssetsOfDiscontinuedOperationsBalanceSheet (line 103) | public AssetsOfDiscontinuedOperationsBalanceSheet(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet.cs class AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet (line 29) | public class AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBala... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet (line 96) | public AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceS... method AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet (line 103) | public AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceS... FILE: Common/Data/Fundamental/Generated/AssetsTurnover.cs class AssetsTurnover (line 29) | public class AssetsTurnover : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method AssetsTurnover (line 102) | public AssetsTurnover() method AssetsTurnover (line 109) | public AssetsTurnover(ITimeProvider timeProvider, SecurityIdentifier s... FILE: Common/Data/Fundamental/Generated/AuditorReportStatus.cs class AuditorReportStatus (line 29) | public class AuditorReportStatus : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override string GetPeriodValue(string period) => FundamentalSer... method AuditorReportStatus (line 120) | public AuditorReportStatus() method AuditorReportStatus (line 127) | public AuditorReportStatus(ITimeProvider timeProvider, SecurityIdentif... FILE: Common/Data/Fundamental/Generated/AvailableForSaleSecuritiesBalanceSheet.cs class AvailableForSaleSecuritiesBalanceSheet (line 29) | public class AvailableForSaleSecuritiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method AvailableForSaleSecuritiesBalanceSheet (line 108) | public AvailableForSaleSecuritiesBalanceSheet() method AvailableForSaleSecuritiesBalanceSheet (line 115) | public AvailableForSaleSecuritiesBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/AverageDilutionEarningsIncomeStatement.cs class AverageDilutionEarningsIncomeStatement (line 29) | public class AverageDilutionEarningsIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method AverageDilutionEarningsIncomeStatement (line 108) | public AverageDilutionEarningsIncomeStatement() method AverageDilutionEarningsIncomeStatement (line 115) | public AverageDilutionEarningsIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/BalanceSheet.cs class BalanceSheet (line 29) | public class BalanceSheet : ReusuableCLRObject method BalanceSheet (line 3127) | public BalanceSheet(ITimeProvider timeProvider, SecurityIdentifier sec... FILE: Common/Data/Fundamental/Generated/BalanceSheetFileDate.cs class BalanceSheetFileDate (line 29) | public class BalanceSheetFileDate : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override DateTime GetPeriodValue(string period) => FundamentalS... method BalanceSheetFileDate (line 102) | public BalanceSheetFileDate() method BalanceSheetFileDate (line 109) | public BalanceSheetFileDate(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/BankIndebtednessBalanceSheet.cs class BankIndebtednessBalanceSheet (line 29) | public class BankIndebtednessBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method BankIndebtednessBalanceSheet (line 96) | public BankIndebtednessBalanceSheet() method BankIndebtednessBalanceSheet (line 103) | public BankIndebtednessBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/BankLoansCurrentBalanceSheet.cs class BankLoansCurrentBalanceSheet (line 29) | public class BankLoansCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method BankLoansCurrentBalanceSheet (line 96) | public BankLoansCurrentBalanceSheet() method BankLoansCurrentBalanceSheet (line 103) | public BankLoansCurrentBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/BankLoansNonCurrentBalanceSheet.cs class BankLoansNonCurrentBalanceSheet (line 29) | public class BankLoansNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method BankLoansNonCurrentBalanceSheet (line 96) | public BankLoansNonCurrentBalanceSheet() method BankLoansNonCurrentBalanceSheet (line 103) | public BankLoansNonCurrentBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/BankLoansTotalBalanceSheet.cs class BankLoansTotalBalanceSheet (line 29) | public class BankLoansTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method BankLoansTotalBalanceSheet (line 96) | public BankLoansTotalBalanceSheet() method BankLoansTotalBalanceSheet (line 103) | public BankLoansTotalBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/BankOwnedLifeInsuranceBalanceSheet.cs class BankOwnedLifeInsuranceBalanceSheet (line 29) | public class BankOwnedLifeInsuranceBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method BankOwnedLifeInsuranceBalanceSheet (line 108) | public BankOwnedLifeInsuranceBalanceSheet() method BankOwnedLifeInsuranceBalanceSheet (line 115) | public BankOwnedLifeInsuranceBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/BasicAccountingChange.cs class BasicAccountingChange (line 29) | public class BasicAccountingChange : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method BasicAccountingChange (line 108) | public BasicAccountingChange() method BasicAccountingChange (line 115) | public BasicAccountingChange(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/BasicAverageShares.cs class BasicAverageShares (line 29) | public class BasicAverageShares : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method BasicAverageShares (line 120) | public BasicAverageShares() method BasicAverageShares (line 127) | public BasicAverageShares(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/BasicContinuousOperations.cs class BasicContinuousOperations (line 29) | public class BasicContinuousOperations : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method BasicContinuousOperations (line 120) | public BasicContinuousOperations() method BasicContinuousOperations (line 127) | public BasicContinuousOperations(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/BasicDiscontinuousOperations.cs class BasicDiscontinuousOperations (line 29) | public class BasicDiscontinuousOperations : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method BasicDiscontinuousOperations (line 120) | public BasicDiscontinuousOperations() method BasicDiscontinuousOperations (line 127) | public BasicDiscontinuousOperations(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/BasicEPS.cs class BasicEPS (line 29) | public class BasicEPS : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method BasicEPS (line 120) | public BasicEPS() method BasicEPS (line 127) | public BasicEPS(ITimeProvider timeProvider, SecurityIdentifier securit... FILE: Common/Data/Fundamental/Generated/BasicEPSOtherGainsLosses.cs class BasicEPSOtherGainsLosses (line 29) | public class BasicEPSOtherGainsLosses : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method BasicEPSOtherGainsLosses (line 108) | public BasicEPSOtherGainsLosses() method BasicEPSOtherGainsLosses (line 115) | public BasicEPSOtherGainsLosses(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/BasicExtraordinary.cs class BasicExtraordinary (line 29) | public class BasicExtraordinary : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method BasicExtraordinary (line 120) | public BasicExtraordinary() method BasicExtraordinary (line 127) | public BasicExtraordinary(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/BeginningCashPositionCashFlowStatement.cs class BeginningCashPositionCashFlowStatement (line 29) | public class BeginningCashPositionCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method BeginningCashPositionCashFlowStatement (line 120) | public BeginningCashPositionCashFlowStatement() method BeginningCashPositionCashFlowStatement (line 127) | public BeginningCashPositionCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/BiologicalAssetsBalanceSheet.cs class BiologicalAssetsBalanceSheet (line 29) | public class BiologicalAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method BiologicalAssetsBalanceSheet (line 96) | public BiologicalAssetsBalanceSheet() method BiologicalAssetsBalanceSheet (line 103) | public BiologicalAssetsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/BookValuePerShareGrowth.cs class BookValuePerShareGrowth (line 29) | public class BookValuePerShareGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method BookValuePerShareGrowth (line 108) | public BookValuePerShareGrowth() method BookValuePerShareGrowth (line 115) | public BookValuePerShareGrowth(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/BuildingsAndImprovementsBalanceSheet.cs class BuildingsAndImprovementsBalanceSheet (line 29) | public class BuildingsAndImprovementsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method BuildingsAndImprovementsBalanceSheet (line 120) | public BuildingsAndImprovementsBalanceSheet() method BuildingsAndImprovementsBalanceSheet (line 127) | public BuildingsAndImprovementsBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/CFOGrowth.cs class CFOGrowth (line 29) | public class CFOGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CFOGrowth (line 102) | public CFOGrowth() method CFOGrowth (line 109) | public CFOGrowth(ITimeProvider timeProvider, SecurityIdentifier securi... FILE: Common/Data/Fundamental/Generated/CapExGrowth.cs class CapExGrowth (line 29) | public class CapExGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CapExGrowth (line 102) | public CapExGrowth() method CapExGrowth (line 109) | public CapExGrowth(ITimeProvider timeProvider, SecurityIdentifier secu... FILE: Common/Data/Fundamental/Generated/CapExReportedCashFlowStatement.cs class CapExReportedCashFlowStatement (line 29) | public class CapExReportedCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CapExReportedCashFlowStatement (line 120) | public CapExReportedCashFlowStatement() method CapExReportedCashFlowStatement (line 127) | public CapExReportedCashFlowStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/CapExSalesRatio.cs class CapExSalesRatio (line 29) | public class CapExSalesRatio : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method CapExSalesRatio (line 90) | public CapExSalesRatio() method CapExSalesRatio (line 97) | public CapExSalesRatio(ITimeProvider timeProvider, SecurityIdentifier ... FILE: Common/Data/Fundamental/Generated/CapitalExpenditureAnnual5YrGrowth.cs class CapitalExpenditureAnnual5YrGrowth (line 29) | public class CapitalExpenditureAnnual5YrGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CapitalExpenditureAnnual5YrGrowth (line 102) | public CapitalExpenditureAnnual5YrGrowth() method CapitalExpenditureAnnual5YrGrowth (line 109) | public CapitalExpenditureAnnual5YrGrowth(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/CapitalExpenditureCashFlowStatement.cs class CapitalExpenditureCashFlowStatement (line 29) | public class CapitalExpenditureCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CapitalExpenditureCashFlowStatement (line 120) | public CapitalExpenditureCashFlowStatement() method CapitalExpenditureCashFlowStatement (line 127) | public CapitalExpenditureCashFlowStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/CapitalExpendituretoEBITDA.cs class CapitalExpendituretoEBITDA (line 29) | public class CapitalExpendituretoEBITDA : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method CapitalExpendituretoEBITDA (line 90) | public CapitalExpendituretoEBITDA() method CapitalExpendituretoEBITDA (line 97) | public CapitalExpendituretoEBITDA(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/CapitalLeaseObligationsBalanceSheet.cs class CapitalLeaseObligationsBalanceSheet (line 29) | public class CapitalLeaseObligationsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CapitalLeaseObligationsBalanceSheet (line 120) | public CapitalLeaseObligationsBalanceSheet() method CapitalLeaseObligationsBalanceSheet (line 127) | public CapitalLeaseObligationsBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/CapitalStockBalanceSheet.cs class CapitalStockBalanceSheet (line 29) | public class CapitalStockBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CapitalStockBalanceSheet (line 120) | public CapitalStockBalanceSheet() method CapitalStockBalanceSheet (line 127) | public CapitalStockBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement.cs class CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement (line 29) | public class CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement : M... method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement (line 90) | public CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement() method CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement (line 97) | public CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement(ITimePr... FILE: Common/Data/Fundamental/Generated/CashAndCashEquivalentsBalanceSheet.cs class CashAndCashEquivalentsBalanceSheet (line 29) | public class CashAndCashEquivalentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CashAndCashEquivalentsBalanceSheet (line 120) | public CashAndCashEquivalentsBalanceSheet() method CashAndCashEquivalentsBalanceSheet (line 127) | public CashAndCashEquivalentsBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/CashAndDueFromBanksBalanceSheet.cs class CashAndDueFromBanksBalanceSheet (line 29) | public class CashAndDueFromBanksBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashAndDueFromBanksBalanceSheet (line 108) | public CashAndDueFromBanksBalanceSheet() method CashAndDueFromBanksBalanceSheet (line 115) | public CashAndDueFromBanksBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/CashBalanceSheet.cs class CashBalanceSheet (line 29) | public class CashBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CashBalanceSheet (line 120) | public CashBalanceSheet() method CashBalanceSheet (line 127) | public CashBalanceSheet(ITimeProvider timeProvider, SecurityIdentifier... FILE: Common/Data/Fundamental/Generated/CashCashEquivalentsAndFederalFundsSoldBalanceSheet.cs class CashCashEquivalentsAndFederalFundsSoldBalanceSheet (line 29) | public class CashCashEquivalentsAndFederalFundsSoldBalanceSheet : MultiP... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashCashEquivalentsAndFederalFundsSoldBalanceSheet (line 114) | public CashCashEquivalentsAndFederalFundsSoldBalanceSheet() method CashCashEquivalentsAndFederalFundsSoldBalanceSheet (line 121) | public CashCashEquivalentsAndFederalFundsSoldBalanceSheet(ITimeProvide... FILE: Common/Data/Fundamental/Generated/CashCashEquivalentsAndMarketableSecuritiesBalanceSheet.cs class CashCashEquivalentsAndMarketableSecuritiesBalanceSheet (line 29) | public class CashCashEquivalentsAndMarketableSecuritiesBalanceSheet : Mu... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CashCashEquivalentsAndMarketableSecuritiesBalanceSheet (line 120) | public CashCashEquivalentsAndMarketableSecuritiesBalanceSheet() method CashCashEquivalentsAndMarketableSecuritiesBalanceSheet (line 127) | public CashCashEquivalentsAndMarketableSecuritiesBalanceSheet(ITimePro... FILE: Common/Data/Fundamental/Generated/CashConversionCycle.cs class CashConversionCycle (line 29) | public class CashConversionCycle : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CashConversionCycle (line 102) | public CashConversionCycle() method CashConversionCycle (line 109) | public CashConversionCycle(ITimeProvider timeProvider, SecurityIdentif... FILE: Common/Data/Fundamental/Generated/CashDividendsForMinoritiesCashFlowStatement.cs class CashDividendsForMinoritiesCashFlowStatement (line 29) | public class CashDividendsForMinoritiesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashDividendsForMinoritiesCashFlowStatement (line 108) | public CashDividendsForMinoritiesCashFlowStatement() method CashDividendsForMinoritiesCashFlowStatement (line 115) | public CashDividendsForMinoritiesCashFlowStatement(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/CashDividendsPaidCashFlowStatement.cs class CashDividendsPaidCashFlowStatement (line 29) | public class CashDividendsPaidCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CashDividendsPaidCashFlowStatement (line 120) | public CashDividendsPaidCashFlowStatement() method CashDividendsPaidCashFlowStatement (line 127) | public CashDividendsPaidCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/CashEquivalentsBalanceSheet.cs class CashEquivalentsBalanceSheet (line 29) | public class CashEquivalentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashEquivalentsBalanceSheet (line 108) | public CashEquivalentsBalanceSheet() method CashEquivalentsBalanceSheet (line 115) | public CashEquivalentsBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/CashFlowFileDate.cs class CashFlowFileDate (line 29) | public class CashFlowFileDate : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override DateTime GetPeriodValue(string period) => FundamentalS... method CashFlowFileDate (line 120) | public CashFlowFileDate() method CashFlowFileDate (line 127) | public CashFlowFileDate(ITimeProvider timeProvider, SecurityIdentifier... FILE: Common/Data/Fundamental/Generated/CashFlowFromContinuingFinancingActivitiesCashFlowStatement.cs class CashFlowFromContinuingFinancingActivitiesCashFlowStatement (line 29) | public class CashFlowFromContinuingFinancingActivitiesCashFlowStatement ... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFlowFromContinuingFinancingActivitiesCashFlowStatement (line 114) | public CashFlowFromContinuingFinancingActivitiesCashFlowStatement() method CashFlowFromContinuingFinancingActivitiesCashFlowStatement (line 121) | public CashFlowFromContinuingFinancingActivitiesCashFlowStatement(ITim... FILE: Common/Data/Fundamental/Generated/CashFlowFromContinuingInvestingActivitiesCashFlowStatement.cs class CashFlowFromContinuingInvestingActivitiesCashFlowStatement (line 29) | public class CashFlowFromContinuingInvestingActivitiesCashFlowStatement ... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFlowFromContinuingInvestingActivitiesCashFlowStatement (line 114) | public CashFlowFromContinuingInvestingActivitiesCashFlowStatement() method CashFlowFromContinuingInvestingActivitiesCashFlowStatement (line 121) | public CashFlowFromContinuingInvestingActivitiesCashFlowStatement(ITim... FILE: Common/Data/Fundamental/Generated/CashFlowFromContinuingOperatingActivitiesCashFlowStatement.cs class CashFlowFromContinuingOperatingActivitiesCashFlowStatement (line 29) | public class CashFlowFromContinuingOperatingActivitiesCashFlowStatement ... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFlowFromContinuingOperatingActivitiesCashFlowStatement (line 114) | public CashFlowFromContinuingOperatingActivitiesCashFlowStatement() method CashFlowFromContinuingOperatingActivitiesCashFlowStatement (line 121) | public CashFlowFromContinuingOperatingActivitiesCashFlowStatement(ITim... FILE: Common/Data/Fundamental/Generated/CashFlowFromDiscontinuedOperationCashFlowStatement.cs class CashFlowFromDiscontinuedOperationCashFlowStatement (line 29) | public class CashFlowFromDiscontinuedOperationCashFlowStatement : MultiP... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFlowFromDiscontinuedOperationCashFlowStatement (line 108) | public CashFlowFromDiscontinuedOperationCashFlowStatement() method CashFlowFromDiscontinuedOperationCashFlowStatement (line 115) | public CashFlowFromDiscontinuedOperationCashFlowStatement(ITimeProvide... FILE: Common/Data/Fundamental/Generated/CashFlowStatement.cs class CashFlowStatement (line 29) | public class CashFlowStatement : ReusuableCLRObject method CashFlowStatement (line 2007) | public CashFlowStatement(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/CashFlowfromFinancingGrowth.cs class CashFlowFromFinancingGrowth (line 29) | public class CashFlowFromFinancingGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFlowFromFinancingGrowth (line 102) | public CashFlowFromFinancingGrowth() method CashFlowFromFinancingGrowth (line 109) | public CashFlowFromFinancingGrowth(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/CashFlowfromInvestingGrowth.cs class CashFlowFromInvestingGrowth (line 29) | public class CashFlowFromInvestingGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFlowFromInvestingGrowth (line 102) | public CashFlowFromInvestingGrowth() method CashFlowFromInvestingGrowth (line 109) | public CashFlowFromInvestingGrowth(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement.cs class CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement (line 29) | public class CashFlowsfromusedinOperatingActivitiesDirectCashFlowStateme... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement (line 114) | public CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement() method CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement (line 121) | public CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement(I... FILE: Common/Data/Fundamental/Generated/CashFromDiscontinuedFinancingActivitiesCashFlowStatement.cs class CashFromDiscontinuedFinancingActivitiesCashFlowStatement (line 29) | public class CashFromDiscontinuedFinancingActivitiesCashFlowStatement : ... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFromDiscontinuedFinancingActivitiesCashFlowStatement (line 108) | public CashFromDiscontinuedFinancingActivitiesCashFlowStatement() method CashFromDiscontinuedFinancingActivitiesCashFlowStatement (line 115) | public CashFromDiscontinuedFinancingActivitiesCashFlowStatement(ITimeP... FILE: Common/Data/Fundamental/Generated/CashFromDiscontinuedInvestingActivitiesCashFlowStatement.cs class CashFromDiscontinuedInvestingActivitiesCashFlowStatement (line 29) | public class CashFromDiscontinuedInvestingActivitiesCashFlowStatement : ... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFromDiscontinuedInvestingActivitiesCashFlowStatement (line 108) | public CashFromDiscontinuedInvestingActivitiesCashFlowStatement() method CashFromDiscontinuedInvestingActivitiesCashFlowStatement (line 115) | public CashFromDiscontinuedInvestingActivitiesCashFlowStatement(ITimeP... FILE: Common/Data/Fundamental/Generated/CashFromDiscontinuedOperatingActivitiesCashFlowStatement.cs class CashFromDiscontinuedOperatingActivitiesCashFlowStatement (line 29) | public class CashFromDiscontinuedOperatingActivitiesCashFlowStatement : ... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashFromDiscontinuedOperatingActivitiesCashFlowStatement (line 108) | public CashFromDiscontinuedOperatingActivitiesCashFlowStatement() method CashFromDiscontinuedOperatingActivitiesCashFlowStatement (line 115) | public CashFromDiscontinuedOperatingActivitiesCashFlowStatement(ITimeP... FILE: Common/Data/Fundamental/Generated/CashGeneratedfromOperatingActivitiesCashFlowStatement.cs class CashGeneratedfromOperatingActivitiesCashFlowStatement (line 29) | public class CashGeneratedfromOperatingActivitiesCashFlowStatement : Mul... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashGeneratedfromOperatingActivitiesCashFlowStatement (line 108) | public CashGeneratedfromOperatingActivitiesCashFlowStatement() method CashGeneratedfromOperatingActivitiesCashFlowStatement (line 115) | public CashGeneratedfromOperatingActivitiesCashFlowStatement(ITimeProv... FILE: Common/Data/Fundamental/Generated/CashPaidforInsuranceActivitiesCashFlowStatement.cs class CashPaidforInsuranceActivitiesCashFlowStatement (line 29) | public class CashPaidforInsuranceActivitiesCashFlowStatement : MultiPeri... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashPaidforInsuranceActivitiesCashFlowStatement (line 108) | public CashPaidforInsuranceActivitiesCashFlowStatement() method CashPaidforInsuranceActivitiesCashFlowStatement (line 115) | public CashPaidforInsuranceActivitiesCashFlowStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/CashPaidtoReinsurersCashFlowStatement.cs class CashPaidtoReinsurersCashFlowStatement (line 29) | public class CashPaidtoReinsurersCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashPaidtoReinsurersCashFlowStatement (line 108) | public CashPaidtoReinsurersCashFlowStatement() method CashPaidtoReinsurersCashFlowStatement (line 115) | public CashPaidtoReinsurersCashFlowStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement.cs class CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement (line 29) | public class CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement (line 114) | public CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement() method CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement (line 121) | public CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement(ITi... FILE: Common/Data/Fundamental/Generated/CashPaymentsforLoansCashFlowStatement.cs class CashPaymentsforLoansCashFlowStatement (line 29) | public class CashPaymentsforLoansCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashPaymentsforLoansCashFlowStatement (line 108) | public CashPaymentsforLoansCashFlowStatement() method CashPaymentsforLoansCashFlowStatement (line 115) | public CashPaymentsforLoansCashFlowStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/CashRatio.cs class CashRatio (line 29) | public class CashRatio : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method CashRatio (line 96) | public CashRatio() method CashRatio (line 103) | public CashRatio(ITimeProvider timeProvider, SecurityIdentifier securi... FILE: Common/Data/Fundamental/Generated/CashRatioGrowth.cs class CashRatioGrowth (line 29) | public class CashRatioGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CashRatioGrowth (line 102) | public CashRatioGrowth() method CashRatioGrowth (line 109) | public CashRatioGrowth(ITimeProvider timeProvider, SecurityIdentifier ... FILE: Common/Data/Fundamental/Generated/CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement.cs class CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement (line 29) | public class CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatemen... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement (line 114) | public CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement() method CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement (line 121) | public CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement(IT... FILE: Common/Data/Fundamental/Generated/CashReceiptsfromFeesandCommissionsCashFlowStatement.cs class CashReceiptsfromFeesandCommissionsCashFlowStatement (line 29) | public class CashReceiptsfromFeesandCommissionsCashFlowStatement : Multi... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashReceiptsfromFeesandCommissionsCashFlowStatement (line 108) | public CashReceiptsfromFeesandCommissionsCashFlowStatement() method CashReceiptsfromFeesandCommissionsCashFlowStatement (line 115) | public CashReceiptsfromFeesandCommissionsCashFlowStatement(ITimeProvid... FILE: Common/Data/Fundamental/Generated/CashReceiptsfromLoansCashFlowStatement.cs class CashReceiptsfromLoansCashFlowStatement (line 29) | public class CashReceiptsfromLoansCashFlowStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashReceiptsfromLoansCashFlowStatement (line 114) | public CashReceiptsfromLoansCashFlowStatement() method CashReceiptsfromLoansCashFlowStatement (line 121) | public CashReceiptsfromLoansCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement.cs class CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement (line 29) | public class CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherParti... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement (line 96) | public CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCa... method CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement (line 103) | public CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCa... FILE: Common/Data/Fundamental/Generated/CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement.cs class CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement (line 29) | public class CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatemen... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement (line 114) | public CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement() method CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement (line 121) | public CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement(IT... FILE: Common/Data/Fundamental/Generated/CashReceiptsfromTaxRefundsCashFlowStatement.cs class CashReceiptsfromTaxRefundsCashFlowStatement (line 29) | public class CashReceiptsfromTaxRefundsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashReceiptsfromTaxRefundsCashFlowStatement (line 108) | public CashReceiptsfromTaxRefundsCashFlowStatement() method CashReceiptsfromTaxRefundsCashFlowStatement (line 115) | public CashReceiptsfromTaxRefundsCashFlowStatement(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/CashReceivedfromInsuranceActivitiesCashFlowStatement.cs class CashReceivedfromInsuranceActivitiesCashFlowStatement (line 29) | public class CashReceivedfromInsuranceActivitiesCashFlowStatement : Mult... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CashReceivedfromInsuranceActivitiesCashFlowStatement (line 108) | public CashReceivedfromInsuranceActivitiesCashFlowStatement() method CashReceivedfromInsuranceActivitiesCashFlowStatement (line 115) | public CashReceivedfromInsuranceActivitiesCashFlowStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/CashRestrictedOrPledgedBalanceSheet.cs class CashRestrictedOrPledgedBalanceSheet (line 29) | public class CashRestrictedOrPledgedBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method CashRestrictedOrPledgedBalanceSheet (line 96) | public CashRestrictedOrPledgedBalanceSheet() method CashRestrictedOrPledgedBalanceSheet (line 103) | public CashRestrictedOrPledgedBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/CashtoTotalAssets.cs class CashtoTotalAssets (line 29) | public class CashtoTotalAssets : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method CashtoTotalAssets (line 96) | public CashtoTotalAssets() method CashtoTotalAssets (line 103) | public CashtoTotalAssets(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/CededPremiumsIncomeStatement.cs class CededPremiumsIncomeStatement (line 29) | public class CededPremiumsIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CededPremiumsIncomeStatement (line 108) | public CededPremiumsIncomeStatement() method CededPremiumsIncomeStatement (line 115) | public CededPremiumsIncomeStatement(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/ChangeInAccountPayableCashFlowStatement.cs class ChangeInAccountPayableCashFlowStatement (line 29) | public class ChangeInAccountPayableCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInAccountPayableCashFlowStatement (line 120) | public ChangeInAccountPayableCashFlowStatement() method ChangeInAccountPayableCashFlowStatement (line 127) | public ChangeInAccountPayableCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/ChangeInAccruedExpenseCashFlowStatement.cs class ChangeInAccruedExpenseCashFlowStatement (line 29) | public class ChangeInAccruedExpenseCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInAccruedExpenseCashFlowStatement (line 120) | public ChangeInAccruedExpenseCashFlowStatement() method ChangeInAccruedExpenseCashFlowStatement (line 127) | public ChangeInAccruedExpenseCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/ChangeInAccruedInvestmentIncomeCashFlowStatement.cs class ChangeInAccruedInvestmentIncomeCashFlowStatement (line 29) | public class ChangeInAccruedInvestmentIncomeCashFlowStatement : MultiPer... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInAccruedInvestmentIncomeCashFlowStatement (line 108) | public ChangeInAccruedInvestmentIncomeCashFlowStatement() method ChangeInAccruedInvestmentIncomeCashFlowStatement (line 115) | public ChangeInAccruedInvestmentIncomeCashFlowStatement(ITimeProvider ... FILE: Common/Data/Fundamental/Generated/ChangeInDeferredAcquisitionCostsCashFlowStatement.cs class ChangeInDeferredAcquisitionCostsCashFlowStatement (line 29) | public class ChangeInDeferredAcquisitionCostsCashFlowStatement : MultiPe... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInDeferredAcquisitionCostsCashFlowStatement (line 108) | public ChangeInDeferredAcquisitionCostsCashFlowStatement() method ChangeInDeferredAcquisitionCostsCashFlowStatement (line 115) | public ChangeInDeferredAcquisitionCostsCashFlowStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/ChangeInDeferredChargesCashFlowStatement.cs class ChangeInDeferredChargesCashFlowStatement (line 29) | public class ChangeInDeferredChargesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInDeferredChargesCashFlowStatement (line 108) | public ChangeInDeferredChargesCashFlowStatement() method ChangeInDeferredChargesCashFlowStatement (line 115) | public ChangeInDeferredChargesCashFlowStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/ChangeInDividendPayableCashFlowStatement.cs class ChangeInDividendPayableCashFlowStatement (line 29) | public class ChangeInDividendPayableCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInDividendPayableCashFlowStatement (line 108) | public ChangeInDividendPayableCashFlowStatement() method ChangeInDividendPayableCashFlowStatement (line 115) | public ChangeInDividendPayableCashFlowStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement.cs class ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement (line 29) | public class ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowS... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement (line 108) | public ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowState... method ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement (line 115) | public ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowState... FILE: Common/Data/Fundamental/Generated/ChangeInFundsWithheldCashFlowStatement.cs class ChangeInFundsWithheldCashFlowStatement (line 29) | public class ChangeInFundsWithheldCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInFundsWithheldCashFlowStatement (line 108) | public ChangeInFundsWithheldCashFlowStatement() method ChangeInFundsWithheldCashFlowStatement (line 115) | public ChangeInFundsWithheldCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ChangeInIncomeTaxPayableCashFlowStatement.cs class ChangeInIncomeTaxPayableCashFlowStatement (line 29) | public class ChangeInIncomeTaxPayableCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInIncomeTaxPayableCashFlowStatement (line 120) | public ChangeInIncomeTaxPayableCashFlowStatement() method ChangeInIncomeTaxPayableCashFlowStatement (line 127) | public ChangeInIncomeTaxPayableCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/ChangeInInterestPayableCashFlowStatement.cs class ChangeInInterestPayableCashFlowStatement (line 29) | public class ChangeInInterestPayableCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInInterestPayableCashFlowStatement (line 120) | public ChangeInInterestPayableCashFlowStatement() method ChangeInInterestPayableCashFlowStatement (line 127) | public ChangeInInterestPayableCashFlowStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/ChangeInInventoryCashFlowStatement.cs class ChangeInInventoryCashFlowStatement (line 29) | public class ChangeInInventoryCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInInventoryCashFlowStatement (line 120) | public ChangeInInventoryCashFlowStatement() method ChangeInInventoryCashFlowStatement (line 127) | public ChangeInInventoryCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/ChangeInLoansCashFlowStatement.cs class ChangeInLoansCashFlowStatement (line 29) | public class ChangeInLoansCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInLoansCashFlowStatement (line 108) | public ChangeInLoansCashFlowStatement() method ChangeInLoansCashFlowStatement (line 115) | public ChangeInLoansCashFlowStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement.cs class ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement (line 29) | public class ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStateme... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement (line 108) | public ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement() method ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement (line 115) | public ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement(I... FILE: Common/Data/Fundamental/Generated/ChangeInOtherCurrentAssetsCashFlowStatement.cs class ChangeInOtherCurrentAssetsCashFlowStatement (line 29) | public class ChangeInOtherCurrentAssetsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInOtherCurrentAssetsCashFlowStatement (line 120) | public ChangeInOtherCurrentAssetsCashFlowStatement() method ChangeInOtherCurrentAssetsCashFlowStatement (line 127) | public ChangeInOtherCurrentAssetsCashFlowStatement(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/ChangeInOtherCurrentLiabilitiesCashFlowStatement.cs class ChangeInOtherCurrentLiabilitiesCashFlowStatement (line 29) | public class ChangeInOtherCurrentLiabilitiesCashFlowStatement : MultiPer... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInOtherCurrentLiabilitiesCashFlowStatement (line 120) | public ChangeInOtherCurrentLiabilitiesCashFlowStatement() method ChangeInOtherCurrentLiabilitiesCashFlowStatement (line 127) | public ChangeInOtherCurrentLiabilitiesCashFlowStatement(ITimeProvider ... FILE: Common/Data/Fundamental/Generated/ChangeInOtherWorkingCapitalCashFlowStatement.cs class ChangeInOtherWorkingCapitalCashFlowStatement (line 29) | public class ChangeInOtherWorkingCapitalCashFlowStatement : MultiPeriodF... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInOtherWorkingCapitalCashFlowStatement (line 120) | public ChangeInOtherWorkingCapitalCashFlowStatement() method ChangeInOtherWorkingCapitalCashFlowStatement (line 127) | public ChangeInOtherWorkingCapitalCashFlowStatement(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/ChangeInPayableCashFlowStatement.cs class ChangeInPayableCashFlowStatement (line 29) | public class ChangeInPayableCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInPayableCashFlowStatement (line 120) | public ChangeInPayableCashFlowStatement() method ChangeInPayableCashFlowStatement (line 127) | public ChangeInPayableCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/ChangeInPayablesAndAccruedExpenseCashFlowStatement.cs class ChangeInPayablesAndAccruedExpenseCashFlowStatement (line 29) | public class ChangeInPayablesAndAccruedExpenseCashFlowStatement : MultiP... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInPayablesAndAccruedExpenseCashFlowStatement (line 120) | public ChangeInPayablesAndAccruedExpenseCashFlowStatement() method ChangeInPayablesAndAccruedExpenseCashFlowStatement (line 127) | public ChangeInPayablesAndAccruedExpenseCashFlowStatement(ITimeProvide... FILE: Common/Data/Fundamental/Generated/ChangeInPrepaidAssetsCashFlowStatement.cs class ChangeInPrepaidAssetsCashFlowStatement (line 29) | public class ChangeInPrepaidAssetsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInPrepaidAssetsCashFlowStatement (line 120) | public ChangeInPrepaidAssetsCashFlowStatement() method ChangeInPrepaidAssetsCashFlowStatement (line 127) | public ChangeInPrepaidAssetsCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ChangeInReceivablesCashFlowStatement.cs class ChangeInReceivablesCashFlowStatement (line 29) | public class ChangeInReceivablesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInReceivablesCashFlowStatement (line 120) | public ChangeInReceivablesCashFlowStatement() method ChangeInReceivablesCashFlowStatement (line 127) | public ChangeInReceivablesCashFlowStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement.cs class ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement (line 29) | public class ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlow... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement (line 108) | public ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStat... method ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement (line 115) | public ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStat... FILE: Common/Data/Fundamental/Generated/ChangeInRestrictedCashCashFlowStatement.cs class ChangeInRestrictedCashCashFlowStatement (line 29) | public class ChangeInRestrictedCashCashFlowStatement : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInRestrictedCashCashFlowStatement (line 96) | public ChangeInRestrictedCashCashFlowStatement() method ChangeInRestrictedCashCashFlowStatement (line 103) | public ChangeInRestrictedCashCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/ChangeInTaxPayableCashFlowStatement.cs class ChangeInTaxPayableCashFlowStatement (line 29) | public class ChangeInTaxPayableCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInTaxPayableCashFlowStatement (line 120) | public ChangeInTaxPayableCashFlowStatement() method ChangeInTaxPayableCashFlowStatement (line 127) | public ChangeInTaxPayableCashFlowStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/ChangeInTradingAccountSecuritiesCashFlowStatement.cs class ChangeInTradingAccountSecuritiesCashFlowStatement (line 29) | public class ChangeInTradingAccountSecuritiesCashFlowStatement : MultiPe... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInTradingAccountSecuritiesCashFlowStatement (line 108) | public ChangeInTradingAccountSecuritiesCashFlowStatement() method ChangeInTradingAccountSecuritiesCashFlowStatement (line 115) | public ChangeInTradingAccountSecuritiesCashFlowStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/ChangeInUnearnedPremiumsCashFlowStatement.cs class ChangeInUnearnedPremiumsCashFlowStatement (line 29) | public class ChangeInUnearnedPremiumsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInUnearnedPremiumsCashFlowStatement (line 108) | public ChangeInUnearnedPremiumsCashFlowStatement() method ChangeInUnearnedPremiumsCashFlowStatement (line 115) | public ChangeInUnearnedPremiumsCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/ChangeInWorkingCapitalCashFlowStatement.cs class ChangeInWorkingCapitalCashFlowStatement (line 29) | public class ChangeInWorkingCapitalCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeInWorkingCapitalCashFlowStatement (line 120) | public ChangeInWorkingCapitalCashFlowStatement() method ChangeInWorkingCapitalCashFlowStatement (line 127) | public ChangeInWorkingCapitalCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/ChangeinAccruedIncomeCashFlowStatement.cs class ChangeinAccruedIncomeCashFlowStatement (line 29) | public class ChangeinAccruedIncomeCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinAccruedIncomeCashFlowStatement (line 108) | public ChangeinAccruedIncomeCashFlowStatement() method ChangeinAccruedIncomeCashFlowStatement (line 115) | public ChangeinAccruedIncomeCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ChangeinAdvancesfromCentralBanksCashFlowStatement.cs class ChangeinAdvancesfromCentralBanksCashFlowStatement (line 29) | public class ChangeinAdvancesfromCentralBanksCashFlowStatement : MultiPe... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinAdvancesfromCentralBanksCashFlowStatement (line 108) | public ChangeinAdvancesfromCentralBanksCashFlowStatement() method ChangeinAdvancesfromCentralBanksCashFlowStatement (line 115) | public ChangeinAdvancesfromCentralBanksCashFlowStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/ChangeinCashSupplementalAsReportedCashFlowStatement.cs class ChangeinCashSupplementalAsReportedCashFlowStatement (line 29) | public class ChangeinCashSupplementalAsReportedCashFlowStatement : Multi... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinCashSupplementalAsReportedCashFlowStatement (line 108) | public ChangeinCashSupplementalAsReportedCashFlowStatement() method ChangeinCashSupplementalAsReportedCashFlowStatement (line 115) | public ChangeinCashSupplementalAsReportedCashFlowStatement(ITimeProvid... FILE: Common/Data/Fundamental/Generated/ChangeinDeferredAcquisitionCostsNetCashFlowStatement.cs class ChangeinDeferredAcquisitionCostsNetCashFlowStatement (line 29) | public class ChangeinDeferredAcquisitionCostsNetCashFlowStatement : Mult... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinDeferredAcquisitionCostsNetCashFlowStatement (line 108) | public ChangeinDeferredAcquisitionCostsNetCashFlowStatement() method ChangeinDeferredAcquisitionCostsNetCashFlowStatement (line 115) | public ChangeinDeferredAcquisitionCostsNetCashFlowStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/ChangeinDepositsbyBanksandCustomersCashFlowStatement.cs class ChangeinDepositsbyBanksandCustomersCashFlowStatement (line 29) | public class ChangeinDepositsbyBanksandCustomersCashFlowStatement : Mult... method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinDepositsbyBanksandCustomersCashFlowStatement (line 90) | public ChangeinDepositsbyBanksandCustomersCashFlowStatement() method ChangeinDepositsbyBanksandCustomersCashFlowStatement (line 97) | public ChangeinDepositsbyBanksandCustomersCashFlowStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/ChangeinFinancialAssetsCashFlowStatement.cs class ChangeinFinancialAssetsCashFlowStatement (line 29) | public class ChangeinFinancialAssetsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinFinancialAssetsCashFlowStatement (line 90) | public ChangeinFinancialAssetsCashFlowStatement() method ChangeinFinancialAssetsCashFlowStatement (line 97) | public ChangeinFinancialAssetsCashFlowStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/ChangeinFinancialLiabilitiesCashFlowStatement.cs class ChangeinFinancialLiabilitiesCashFlowStatement (line 29) | public class ChangeinFinancialLiabilitiesCashFlowStatement : MultiPeriod... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinFinancialLiabilitiesCashFlowStatement (line 108) | public ChangeinFinancialLiabilitiesCashFlowStatement() method ChangeinFinancialLiabilitiesCashFlowStatement (line 115) | public ChangeinFinancialLiabilitiesCashFlowStatement(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/ChangeinInsuranceContractAssetsCashFlowStatement.cs class ChangeinInsuranceContractAssetsCashFlowStatement (line 29) | public class ChangeinInsuranceContractAssetsCashFlowStatement : MultiPer... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinInsuranceContractAssetsCashFlowStatement (line 108) | public ChangeinInsuranceContractAssetsCashFlowStatement() method ChangeinInsuranceContractAssetsCashFlowStatement (line 115) | public ChangeinInsuranceContractAssetsCashFlowStatement(ITimeProvider ... FILE: Common/Data/Fundamental/Generated/ChangeinInsuranceContractLiabilitiesCashFlowStatement.cs class ChangeinInsuranceContractLiabilitiesCashFlowStatement (line 29) | public class ChangeinInsuranceContractLiabilitiesCashFlowStatement : Mul... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinInsuranceContractLiabilitiesCashFlowStatement (line 108) | public ChangeinInsuranceContractLiabilitiesCashFlowStatement() method ChangeinInsuranceContractLiabilitiesCashFlowStatement (line 115) | public ChangeinInsuranceContractLiabilitiesCashFlowStatement(ITimeProv... FILE: Common/Data/Fundamental/Generated/ChangeinInsuranceFundsCashFlowStatement.cs class ChangeinInsuranceFundsCashFlowStatement (line 29) | public class ChangeinInsuranceFundsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinInsuranceFundsCashFlowStatement (line 108) | public ChangeinInsuranceFundsCashFlowStatement() method ChangeinInsuranceFundsCashFlowStatement (line 115) | public ChangeinInsuranceFundsCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement.cs class ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement (line 29) | public class ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement (line 108) | public ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement() method ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement (line 115) | public ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement(ITi... FILE: Common/Data/Fundamental/Generated/ChangeinInvestmentContractIncomeStatement.cs class ChangeinInvestmentContractIncomeStatement (line 29) | public class ChangeinInvestmentContractIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinInvestmentContractIncomeStatement (line 108) | public ChangeinInvestmentContractIncomeStatement() method ChangeinInvestmentContractIncomeStatement (line 115) | public ChangeinInvestmentContractIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/ChangeinInvestmentContractLiabilitiesCashFlowStatement.cs class ChangeinInvestmentContractLiabilitiesCashFlowStatement (line 29) | public class ChangeinInvestmentContractLiabilitiesCashFlowStatement : Mu... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinInvestmentContractLiabilitiesCashFlowStatement (line 108) | public ChangeinInvestmentContractLiabilitiesCashFlowStatement() method ChangeinInvestmentContractLiabilitiesCashFlowStatement (line 115) | public ChangeinInvestmentContractLiabilitiesCashFlowStatement(ITimePro... FILE: Common/Data/Fundamental/Generated/ChangeinReinsuranceReceivablesCashFlowStatement.cs class ChangeinReinsuranceReceivablesCashFlowStatement (line 29) | public class ChangeinReinsuranceReceivablesCashFlowStatement : MultiPeri... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinReinsuranceReceivablesCashFlowStatement (line 108) | public ChangeinReinsuranceReceivablesCashFlowStatement() method ChangeinReinsuranceReceivablesCashFlowStatement (line 115) | public ChangeinReinsuranceReceivablesCashFlowStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement.cs class ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement (line 29) | public class ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement (line 108) | public ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement() method ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement (line 115) | public ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement(ITi... FILE: Common/Data/Fundamental/Generated/ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement.cs class ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement (line 29) | public class ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShare... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement (line 108) | public ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareInco... method ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement (line 115) | public ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareInco... FILE: Common/Data/Fundamental/Generated/ChangesInAccountReceivablesCashFlowStatement.cs class ChangesInAccountReceivablesCashFlowStatement (line 29) | public class ChangesInAccountReceivablesCashFlowStatement : MultiPeriodF... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangesInAccountReceivablesCashFlowStatement (line 120) | public ChangesInAccountReceivablesCashFlowStatement() method ChangesInAccountReceivablesCashFlowStatement (line 127) | public ChangesInAccountReceivablesCashFlowStatement(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/ChangesInCashCashFlowStatement.cs class ChangesInCashCashFlowStatement (line 29) | public class ChangesInCashCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ChangesInCashCashFlowStatement (line 120) | public ChangesInCashCashFlowStatement() method ChangesInCashCashFlowStatement (line 127) | public ChangesInCashCashFlowStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/ClaimsOutstandingBalanceSheet.cs class ClaimsOutstandingBalanceSheet (line 29) | public class ClaimsOutstandingBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ClaimsOutstandingBalanceSheet (line 96) | public ClaimsOutstandingBalanceSheet() method ClaimsOutstandingBalanceSheet (line 103) | public ClaimsOutstandingBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/ClaimsPaidCashFlowStatement.cs class ClaimsPaidCashFlowStatement (line 29) | public class ClaimsPaidCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ClaimsPaidCashFlowStatement (line 108) | public ClaimsPaidCashFlowStatement() method ClaimsPaidCashFlowStatement (line 115) | public ClaimsPaidCashFlowStatement(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/ClaimsandChangeinInsuranceLiabilitiesIncomeStatement.cs class ClaimsandChangeinInsuranceLiabilitiesIncomeStatement (line 29) | public class ClaimsandChangeinInsuranceLiabilitiesIncomeStatement : Mult... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ClaimsandChangeinInsuranceLiabilitiesIncomeStatement (line 108) | public ClaimsandChangeinInsuranceLiabilitiesIncomeStatement() method ClaimsandChangeinInsuranceLiabilitiesIncomeStatement (line 115) | public ClaimsandChangeinInsuranceLiabilitiesIncomeStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/ClaimsandPaidIncurredIncomeStatement.cs class ClaimsandPaidIncurredIncomeStatement (line 29) | public class ClaimsandPaidIncurredIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ClaimsandPaidIncurredIncomeStatement (line 108) | public ClaimsandPaidIncurredIncomeStatement() method ClaimsandPaidIncurredIncomeStatement (line 115) | public ClaimsandPaidIncurredIncomeStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/ClassesofCashPaymentsCashFlowStatement.cs class ClassesofCashPaymentsCashFlowStatement (line 29) | public class ClassesofCashPaymentsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method ClassesofCashPaymentsCashFlowStatement (line 114) | public ClassesofCashPaymentsCashFlowStatement() method ClassesofCashPaymentsCashFlowStatement (line 121) | public ClassesofCashPaymentsCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement.cs class ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement (line 29) | public class ClassesofCashReceiptsfromOperatingActivitiesCashFlowStateme... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement (line 114) | public ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement() method ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement (line 121) | public ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement(I... FILE: Common/Data/Fundamental/Generated/ComTreShaNumBalanceSheet.cs class ComTreShaNumBalanceSheet (line 29) | public class ComTreShaNumBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ComTreShaNumBalanceSheet (line 96) | public ComTreShaNumBalanceSheet() method ComTreShaNumBalanceSheet (line 103) | public ComTreShaNumBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/CommercialLoanBalanceSheet.cs class CommercialLoanBalanceSheet (line 29) | public class CommercialLoanBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CommercialLoanBalanceSheet (line 108) | public CommercialLoanBalanceSheet() method CommercialLoanBalanceSheet (line 115) | public CommercialLoanBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/CommercialPaperBalanceSheet.cs class CommercialPaperBalanceSheet (line 29) | public class CommercialPaperBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method CommercialPaperBalanceSheet (line 96) | public CommercialPaperBalanceSheet() method CommercialPaperBalanceSheet (line 103) | public CommercialPaperBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/CommissionExpensesIncomeStatement.cs class CommissionExpensesIncomeStatement (line 29) | public class CommissionExpensesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CommissionExpensesIncomeStatement (line 120) | public CommissionExpensesIncomeStatement() method CommissionExpensesIncomeStatement (line 127) | public CommissionExpensesIncomeStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/CommissionPaidCashFlowStatement.cs class CommissionPaidCashFlowStatement (line 29) | public class CommissionPaidCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CommissionPaidCashFlowStatement (line 108) | public CommissionPaidCashFlowStatement() method CommissionPaidCashFlowStatement (line 115) | public CommissionPaidCashFlowStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/CommonEquityToAssets.cs class CommonEquityToAssets (line 29) | public class CommonEquityToAssets : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CommonEquityToAssets (line 120) | public CommonEquityToAssets() method CommonEquityToAssets (line 127) | public CommonEquityToAssets(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/CommonStockBalanceSheet.cs class CommonStockBalanceSheet (line 29) | public class CommonStockBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CommonStockBalanceSheet (line 120) | public CommonStockBalanceSheet() method CommonStockBalanceSheet (line 127) | public CommonStockBalanceSheet(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/CommonStockDividendPaidCashFlowStatement.cs class CommonStockDividendPaidCashFlowStatement (line 29) | public class CommonStockDividendPaidCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CommonStockDividendPaidCashFlowStatement (line 120) | public CommonStockDividendPaidCashFlowStatement() method CommonStockDividendPaidCashFlowStatement (line 127) | public CommonStockDividendPaidCashFlowStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/CommonStockEquityBalanceSheet.cs class CommonStockEquityBalanceSheet (line 29) | public class CommonStockEquityBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CommonStockEquityBalanceSheet (line 120) | public CommonStockEquityBalanceSheet() method CommonStockEquityBalanceSheet (line 127) | public CommonStockEquityBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/CommonStockIssuanceCashFlowStatement.cs class CommonStockIssuanceCashFlowStatement (line 29) | public class CommonStockIssuanceCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CommonStockIssuanceCashFlowStatement (line 120) | public CommonStockIssuanceCashFlowStatement() method CommonStockIssuanceCashFlowStatement (line 127) | public CommonStockIssuanceCashFlowStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/CommonStockPaymentsCashFlowStatement.cs class CommonStockPaymentsCashFlowStatement (line 29) | public class CommonStockPaymentsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CommonStockPaymentsCashFlowStatement (line 120) | public CommonStockPaymentsCashFlowStatement() method CommonStockPaymentsCashFlowStatement (line 127) | public CommonStockPaymentsCashFlowStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/CommonUtilityPlantBalanceSheet.cs class CommonUtilityPlantBalanceSheet (line 29) | public class CommonUtilityPlantBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CommonUtilityPlantBalanceSheet (line 102) | public CommonUtilityPlantBalanceSheet() method CommonUtilityPlantBalanceSheet (line 109) | public CommonUtilityPlantBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/CompanyProfile.cs class CompanyProfile (line 29) | public class CompanyProfile : FundamentalTimeDependentProperty method CompanyProfile (line 322) | public CompanyProfile(ITimeProvider timeProvider, SecurityIdentifier s... method Clone (line 330) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/CompanyReference.cs class CompanyReference (line 29) | public class CompanyReference : FundamentalTimeDependentProperty method CompanyReference (line 259) | public CompanyReference(ITimeProvider timeProvider, SecurityIdentifier... method Clone (line 267) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/ConstructionInProgressBalanceSheet.cs class ConstructionInProgressBalanceSheet (line 29) | public class ConstructionInProgressBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ConstructionInProgressBalanceSheet (line 120) | public ConstructionInProgressBalanceSheet() method ConstructionInProgressBalanceSheet (line 127) | public ConstructionInProgressBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/ConsumerLoanBalanceSheet.cs class ConsumerLoanBalanceSheet (line 29) | public class ConsumerLoanBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ConsumerLoanBalanceSheet (line 108) | public ConsumerLoanBalanceSheet() method ConsumerLoanBalanceSheet (line 115) | public ConsumerLoanBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/ContinuingAndDiscontinuedBasicEPS.cs class ContinuingAndDiscontinuedBasicEPS (line 29) | public class ContinuingAndDiscontinuedBasicEPS : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ContinuingAndDiscontinuedBasicEPS (line 120) | public ContinuingAndDiscontinuedBasicEPS() method ContinuingAndDiscontinuedBasicEPS (line 127) | public ContinuingAndDiscontinuedBasicEPS(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/ContinuingAndDiscontinuedDilutedEPS.cs class ContinuingAndDiscontinuedDilutedEPS (line 29) | public class ContinuingAndDiscontinuedDilutedEPS : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ContinuingAndDiscontinuedDilutedEPS (line 120) | public ContinuingAndDiscontinuedDilutedEPS() method ContinuingAndDiscontinuedDilutedEPS (line 127) | public ContinuingAndDiscontinuedDilutedEPS(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/ConvertibleLoansCurrentBalanceSheet.cs class ConvertibleLoansCurrentBalanceSheet (line 29) | public class ConvertibleLoansCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method ConvertibleLoansCurrentBalanceSheet (line 90) | public ConvertibleLoansCurrentBalanceSheet() method ConvertibleLoansCurrentBalanceSheet (line 97) | public ConvertibleLoansCurrentBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/ConvertibleLoansNonCurrentBalanceSheet.cs class ConvertibleLoansNonCurrentBalanceSheet (line 29) | public class ConvertibleLoansNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ConvertibleLoansNonCurrentBalanceSheet (line 96) | public ConvertibleLoansNonCurrentBalanceSheet() method ConvertibleLoansNonCurrentBalanceSheet (line 103) | public ConvertibleLoansNonCurrentBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ConvertibleLoansTotalBalanceSheet.cs class ConvertibleLoansTotalBalanceSheet (line 29) | public class ConvertibleLoansTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ConvertibleLoansTotalBalanceSheet (line 96) | public ConvertibleLoansTotalBalanceSheet() method ConvertibleLoansTotalBalanceSheet (line 103) | public ConvertibleLoansTotalBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/CostOfRevenueIncomeStatement.cs class CostOfRevenueIncomeStatement (line 29) | public class CostOfRevenueIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CostOfRevenueIncomeStatement (line 120) | public CostOfRevenueIncomeStatement() method CostOfRevenueIncomeStatement (line 127) | public CostOfRevenueIncomeStatement(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/CreditCardIncomeStatement.cs class CreditCardIncomeStatement (line 29) | public class CreditCardIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CreditCardIncomeStatement (line 108) | public CreditCardIncomeStatement() method CreditCardIncomeStatement (line 115) | public CreditCardIncomeStatement(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/CreditLossesProvisionIncomeStatement.cs class CreditLossesProvisionIncomeStatement (line 29) | public class CreditLossesProvisionIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method CreditLossesProvisionIncomeStatement (line 114) | public CreditLossesProvisionIncomeStatement() method CreditLossesProvisionIncomeStatement (line 121) | public CreditLossesProvisionIncomeStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/CreditRiskProvisionsIncomeStatement.cs class CreditRiskProvisionsIncomeStatement (line 29) | public class CreditRiskProvisionsIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CreditRiskProvisionsIncomeStatement (line 108) | public CreditRiskProvisionsIncomeStatement() method CreditRiskProvisionsIncomeStatement (line 115) | public CreditRiskProvisionsIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/CurrentAccruedExpensesBalanceSheet.cs class CurrentAccruedExpensesBalanceSheet (line 29) | public class CurrentAccruedExpensesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentAccruedExpensesBalanceSheet (line 120) | public CurrentAccruedExpensesBalanceSheet() method CurrentAccruedExpensesBalanceSheet (line 127) | public CurrentAccruedExpensesBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/CurrentAssetsBalanceSheet.cs class CurrentAssetsBalanceSheet (line 29) | public class CurrentAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentAssetsBalanceSheet (line 120) | public CurrentAssetsBalanceSheet() method CurrentAssetsBalanceSheet (line 127) | public CurrentAssetsBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/CurrentCapitalLeaseObligationBalanceSheet.cs class CurrentCapitalLeaseObligationBalanceSheet (line 29) | public class CurrentCapitalLeaseObligationBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentCapitalLeaseObligationBalanceSheet (line 120) | public CurrentCapitalLeaseObligationBalanceSheet() method CurrentCapitalLeaseObligationBalanceSheet (line 127) | public CurrentCapitalLeaseObligationBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/CurrentDebtAndCapitalLeaseObligationBalanceSheet.cs class CurrentDebtAndCapitalLeaseObligationBalanceSheet (line 29) | public class CurrentDebtAndCapitalLeaseObligationBalanceSheet : MultiPer... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentDebtAndCapitalLeaseObligationBalanceSheet (line 120) | public CurrentDebtAndCapitalLeaseObligationBalanceSheet() method CurrentDebtAndCapitalLeaseObligationBalanceSheet (line 127) | public CurrentDebtAndCapitalLeaseObligationBalanceSheet(ITimeProvider ... FILE: Common/Data/Fundamental/Generated/CurrentDebtBalanceSheet.cs class CurrentDebtBalanceSheet (line 29) | public class CurrentDebtBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentDebtBalanceSheet (line 120) | public CurrentDebtBalanceSheet() method CurrentDebtBalanceSheet (line 127) | public CurrentDebtBalanceSheet(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/CurrentDeferredAssetsBalanceSheet.cs class CurrentDeferredAssetsBalanceSheet (line 29) | public class CurrentDeferredAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentDeferredAssetsBalanceSheet (line 120) | public CurrentDeferredAssetsBalanceSheet() method CurrentDeferredAssetsBalanceSheet (line 127) | public CurrentDeferredAssetsBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/CurrentDeferredLiabilitiesBalanceSheet.cs class CurrentDeferredLiabilitiesBalanceSheet (line 29) | public class CurrentDeferredLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentDeferredLiabilitiesBalanceSheet (line 120) | public CurrentDeferredLiabilitiesBalanceSheet() method CurrentDeferredLiabilitiesBalanceSheet (line 127) | public CurrentDeferredLiabilitiesBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/CurrentDeferredRevenueBalanceSheet.cs class CurrentDeferredRevenueBalanceSheet (line 29) | public class CurrentDeferredRevenueBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentDeferredRevenueBalanceSheet (line 120) | public CurrentDeferredRevenueBalanceSheet() method CurrentDeferredRevenueBalanceSheet (line 127) | public CurrentDeferredRevenueBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/CurrentDeferredTaxesAssetsBalanceSheet.cs class CurrentDeferredTaxesAssetsBalanceSheet (line 29) | public class CurrentDeferredTaxesAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentDeferredTaxesAssetsBalanceSheet (line 120) | public CurrentDeferredTaxesAssetsBalanceSheet() method CurrentDeferredTaxesAssetsBalanceSheet (line 127) | public CurrentDeferredTaxesAssetsBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/CurrentDeferredTaxesLiabilitiesBalanceSheet.cs class CurrentDeferredTaxesLiabilitiesBalanceSheet (line 29) | public class CurrentDeferredTaxesLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentDeferredTaxesLiabilitiesBalanceSheet (line 108) | public CurrentDeferredTaxesLiabilitiesBalanceSheet() method CurrentDeferredTaxesLiabilitiesBalanceSheet (line 115) | public CurrentDeferredTaxesLiabilitiesBalanceSheet(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/CurrentLiabilitiesBalanceSheet.cs class CurrentLiabilitiesBalanceSheet (line 29) | public class CurrentLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentLiabilitiesBalanceSheet (line 120) | public CurrentLiabilitiesBalanceSheet() method CurrentLiabilitiesBalanceSheet (line 127) | public CurrentLiabilitiesBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/CurrentNotesPayableBalanceSheet.cs class CurrentNotesPayableBalanceSheet (line 29) | public class CurrentNotesPayableBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentNotesPayableBalanceSheet (line 120) | public CurrentNotesPayableBalanceSheet() method CurrentNotesPayableBalanceSheet (line 127) | public CurrentNotesPayableBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/CurrentOtherFinancialLiabilitiesBalanceSheet.cs class CurrentOtherFinancialLiabilitiesBalanceSheet (line 29) | public class CurrentOtherFinancialLiabilitiesBalanceSheet : MultiPeriodF... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentOtherFinancialLiabilitiesBalanceSheet (line 96) | public CurrentOtherFinancialLiabilitiesBalanceSheet() method CurrentOtherFinancialLiabilitiesBalanceSheet (line 103) | public CurrentOtherFinancialLiabilitiesBalanceSheet(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/CurrentProvisionsBalanceSheet.cs class CurrentProvisionsBalanceSheet (line 29) | public class CurrentProvisionsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentProvisionsBalanceSheet (line 108) | public CurrentProvisionsBalanceSheet() method CurrentProvisionsBalanceSheet (line 115) | public CurrentProvisionsBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/CurrentRatio.cs class CurrentRatio (line 29) | public class CurrentRatio : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentRatio (line 120) | public CurrentRatio() method CurrentRatio (line 127) | public CurrentRatio(ITimeProvider timeProvider, SecurityIdentifier sec... FILE: Common/Data/Fundamental/Generated/CurrentRatioGrowth.cs class CurrentRatioGrowth (line 29) | public class CurrentRatioGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method CurrentRatioGrowth (line 102) | public CurrentRatioGrowth() method CurrentRatioGrowth (line 109) | public CurrentRatioGrowth(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/CustomerAcceptancesBalanceSheet.cs class CustomerAcceptancesBalanceSheet (line 29) | public class CustomerAcceptancesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method CustomerAcceptancesBalanceSheet (line 96) | public CustomerAcceptancesBalanceSheet() method CustomerAcceptancesBalanceSheet (line 103) | public CustomerAcceptancesBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/CustomerAccountsBalanceSheet.cs class CustomerAccountsBalanceSheet (line 29) | public class CustomerAccountsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method CustomerAccountsBalanceSheet (line 96) | public CustomerAccountsBalanceSheet() method CustomerAccountsBalanceSheet (line 103) | public CustomerAccountsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/DDACostofRevenueIncomeStatement.cs class DDACostofRevenueIncomeStatement (line 29) | public class DDACostofRevenueIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DDACostofRevenueIncomeStatement (line 108) | public DDACostofRevenueIncomeStatement() method DDACostofRevenueIncomeStatement (line 115) | public DDACostofRevenueIncomeStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/DPSGrowth.cs class DPSGrowth (line 29) | public class DPSGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DPSGrowth (line 108) | public DPSGrowth() method DPSGrowth (line 115) | public DPSGrowth(ITimeProvider timeProvider, SecurityIdentifier securi... FILE: Common/Data/Fundamental/Generated/DaysInInventory.cs class DaysInInventory (line 29) | public class DaysInInventory : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method DaysInInventory (line 102) | public DaysInInventory() method DaysInInventory (line 109) | public DaysInInventory(ITimeProvider timeProvider, SecurityIdentifier ... FILE: Common/Data/Fundamental/Generated/DaysInPayment.cs class DaysInPayment (line 29) | public class DaysInPayment : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method DaysInPayment (line 102) | public DaysInPayment() method DaysInPayment (line 109) | public DaysInPayment(ITimeProvider timeProvider, SecurityIdentifier se... FILE: Common/Data/Fundamental/Generated/DaysInSales.cs class DaysInSales (line 29) | public class DaysInSales : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method DaysInSales (line 102) | public DaysInSales() method DaysInSales (line 109) | public DaysInSales(ITimeProvider timeProvider, SecurityIdentifier secu... FILE: Common/Data/Fundamental/Generated/DebtDueBeyondBalanceSheet.cs class DebtDueBeyondBalanceSheet (line 29) | public class DebtDueBeyondBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DebtDueBeyondBalanceSheet (line 96) | public DebtDueBeyondBalanceSheet() method DebtDueBeyondBalanceSheet (line 103) | public DebtDueBeyondBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/DebtDueInYear1BalanceSheet.cs class DebtDueInYear1BalanceSheet (line 29) | public class DebtDueInYear1BalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DebtDueInYear1BalanceSheet (line 96) | public DebtDueInYear1BalanceSheet() method DebtDueInYear1BalanceSheet (line 103) | public DebtDueInYear1BalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/DebtDueInYear2BalanceSheet.cs class DebtDueInYear2BalanceSheet (line 29) | public class DebtDueInYear2BalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DebtDueInYear2BalanceSheet (line 96) | public DebtDueInYear2BalanceSheet() method DebtDueInYear2BalanceSheet (line 103) | public DebtDueInYear2BalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/DebtDueInYear5BalanceSheet.cs class DebtDueInYear5BalanceSheet (line 29) | public class DebtDueInYear5BalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DebtDueInYear5BalanceSheet (line 96) | public DebtDueInYear5BalanceSheet() method DebtDueInYear5BalanceSheet (line 103) | public DebtDueInYear5BalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/DebtSecuritiesBalanceSheet.cs class DebtSecuritiesBalanceSheet (line 29) | public class DebtSecuritiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DebtSecuritiesBalanceSheet (line 96) | public DebtSecuritiesBalanceSheet() method DebtSecuritiesBalanceSheet (line 103) | public DebtSecuritiesBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/DebtSecuritiesinIssueBalanceSheet.cs class DebtSecuritiesinIssueBalanceSheet (line 29) | public class DebtSecuritiesinIssueBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DebtSecuritiesinIssueBalanceSheet (line 96) | public DebtSecuritiesinIssueBalanceSheet() method DebtSecuritiesinIssueBalanceSheet (line 103) | public DebtSecuritiesinIssueBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/DebtTotalBalanceSheet.cs class DebtTotalBalanceSheet (line 29) | public class DebtTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DebtTotalBalanceSheet (line 96) | public DebtTotalBalanceSheet() method DebtTotalBalanceSheet (line 103) | public DebtTotalBalanceSheet(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/DebttoAssets.cs class DebtToAssets (line 29) | public class DebtToAssets : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DebtToAssets (line 120) | public DebtToAssets() method DebtToAssets (line 127) | public DebtToAssets(ITimeProvider timeProvider, SecurityIdentifier sec... FILE: Common/Data/Fundamental/Generated/DecreaseInInterestBearingDepositsInBankCashFlowStatement.cs class DecreaseInInterestBearingDepositsInBankCashFlowStatement (line 29) | public class DecreaseInInterestBearingDepositsInBankCashFlowStatement : ... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DecreaseInInterestBearingDepositsInBankCashFlowStatement (line 108) | public DecreaseInInterestBearingDepositsInBankCashFlowStatement() method DecreaseInInterestBearingDepositsInBankCashFlowStatement (line 115) | public DecreaseInInterestBearingDepositsInBankCashFlowStatement(ITimeP... FILE: Common/Data/Fundamental/Generated/DeferredAssetsBalanceSheet.cs class DeferredAssetsBalanceSheet (line 29) | public class DeferredAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DeferredAssetsBalanceSheet (line 108) | public DeferredAssetsBalanceSheet() method DeferredAssetsBalanceSheet (line 115) | public DeferredAssetsBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/DeferredCostsBalanceSheet.cs class DeferredCostsBalanceSheet (line 29) | public class DeferredCostsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DeferredCostsBalanceSheet (line 120) | public DeferredCostsBalanceSheet() method DeferredCostsBalanceSheet (line 127) | public DeferredCostsBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/DeferredIncomeTaxCashFlowStatement.cs class DeferredIncomeTaxCashFlowStatement (line 29) | public class DeferredIncomeTaxCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DeferredIncomeTaxCashFlowStatement (line 120) | public DeferredIncomeTaxCashFlowStatement() method DeferredIncomeTaxCashFlowStatement (line 127) | public DeferredIncomeTaxCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/DeferredIncomeTotalBalanceSheet.cs class DeferredIncomeTotalBalanceSheet (line 29) | public class DeferredIncomeTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DeferredIncomeTotalBalanceSheet (line 96) | public DeferredIncomeTotalBalanceSheet() method DeferredIncomeTotalBalanceSheet (line 103) | public DeferredIncomeTotalBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/DeferredPolicyAcquisitionCostsBalanceSheet.cs class DeferredPolicyAcquisitionCostsBalanceSheet (line 29) | public class DeferredPolicyAcquisitionCostsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DeferredPolicyAcquisitionCostsBalanceSheet (line 108) | public DeferredPolicyAcquisitionCostsBalanceSheet() method DeferredPolicyAcquisitionCostsBalanceSheet (line 115) | public DeferredPolicyAcquisitionCostsBalanceSheet(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/DeferredTaxAssetsBalanceSheet.cs class DeferredTaxAssetsBalanceSheet (line 29) | public class DeferredTaxAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DeferredTaxAssetsBalanceSheet (line 108) | public DeferredTaxAssetsBalanceSheet() method DeferredTaxAssetsBalanceSheet (line 115) | public DeferredTaxAssetsBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/DeferredTaxCashFlowStatement.cs class DeferredTaxCashFlowStatement (line 29) | public class DeferredTaxCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DeferredTaxCashFlowStatement (line 120) | public DeferredTaxCashFlowStatement() method DeferredTaxCashFlowStatement (line 127) | public DeferredTaxCashFlowStatement(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/DeferredTaxLiabilitiesTotalBalanceSheet.cs class DeferredTaxLiabilitiesTotalBalanceSheet (line 29) | public class DeferredTaxLiabilitiesTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DeferredTaxLiabilitiesTotalBalanceSheet (line 96) | public DeferredTaxLiabilitiesTotalBalanceSheet() method DeferredTaxLiabilitiesTotalBalanceSheet (line 103) | public DeferredTaxLiabilitiesTotalBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/DefinedPensionBenefitBalanceSheet.cs class DefinedPensionBenefitBalanceSheet (line 29) | public class DefinedPensionBenefitBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method DefinedPensionBenefitBalanceSheet (line 102) | public DefinedPensionBenefitBalanceSheet() method DefinedPensionBenefitBalanceSheet (line 109) | public DefinedPensionBenefitBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/DepletionCashFlowStatement.cs class DepletionCashFlowStatement (line 29) | public class DepletionCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DepletionCashFlowStatement (line 108) | public DepletionCashFlowStatement() method DepletionCashFlowStatement (line 115) | public DepletionCashFlowStatement(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/DepletionIncomeStatement.cs class DepletionIncomeStatement (line 29) | public class DepletionIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DepletionIncomeStatement (line 108) | public DepletionIncomeStatement() method DepletionIncomeStatement (line 115) | public DepletionIncomeStatement(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/DepositCertificatesBalanceSheet.cs class DepositCertificatesBalanceSheet (line 29) | public class DepositCertificatesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DepositCertificatesBalanceSheet (line 96) | public DepositCertificatesBalanceSheet() method DepositCertificatesBalanceSheet (line 103) | public DepositCertificatesBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/DepositsMadeunderAssumedReinsuranceContractBalanceSheet.cs class DepositsMadeunderAssumedReinsuranceContractBalanceSheet (line 29) | public class DepositsMadeunderAssumedReinsuranceContractBalanceSheet : M... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DepositsMadeunderAssumedReinsuranceContractBalanceSheet (line 96) | public DepositsMadeunderAssumedReinsuranceContractBalanceSheet() method DepositsMadeunderAssumedReinsuranceContractBalanceSheet (line 103) | public DepositsMadeunderAssumedReinsuranceContractBalanceSheet(ITimePr... FILE: Common/Data/Fundamental/Generated/DepositsReceivedunderCededInsuranceContractBalanceSheet.cs class DepositsReceivedunderCededInsuranceContractBalanceSheet (line 29) | public class DepositsReceivedunderCededInsuranceContractBalanceSheet : M... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DepositsReceivedunderCededInsuranceContractBalanceSheet (line 96) | public DepositsReceivedunderCededInsuranceContractBalanceSheet() method DepositsReceivedunderCededInsuranceContractBalanceSheet (line 103) | public DepositsReceivedunderCededInsuranceContractBalanceSheet(ITimePr... FILE: Common/Data/Fundamental/Generated/DepositsbyBankBalanceSheet.cs class DepositsbyBankBalanceSheet (line 29) | public class DepositsbyBankBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DepositsbyBankBalanceSheet (line 96) | public DepositsbyBankBalanceSheet() method DepositsbyBankBalanceSheet (line 103) | public DepositsbyBankBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/DepreciationAmortizationDepletionCashFlowStatement.cs class DepreciationAmortizationDepletionCashFlowStatement (line 29) | public class DepreciationAmortizationDepletionCashFlowStatement : MultiP... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DepreciationAmortizationDepletionCashFlowStatement (line 120) | public DepreciationAmortizationDepletionCashFlowStatement() method DepreciationAmortizationDepletionCashFlowStatement (line 127) | public DepreciationAmortizationDepletionCashFlowStatement(ITimeProvide... FILE: Common/Data/Fundamental/Generated/DepreciationAmortizationDepletionIncomeStatement.cs class DepreciationAmortizationDepletionIncomeStatement (line 29) | public class DepreciationAmortizationDepletionIncomeStatement : MultiPer... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DepreciationAmortizationDepletionIncomeStatement (line 120) | public DepreciationAmortizationDepletionIncomeStatement() method DepreciationAmortizationDepletionIncomeStatement (line 127) | public DepreciationAmortizationDepletionIncomeStatement(ITimeProvider ... FILE: Common/Data/Fundamental/Generated/DepreciationAndAmortizationCashFlowStatement.cs class DepreciationAndAmortizationCashFlowStatement (line 29) | public class DepreciationAndAmortizationCashFlowStatement : MultiPeriodF... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DepreciationAndAmortizationCashFlowStatement (line 120) | public DepreciationAndAmortizationCashFlowStatement() method DepreciationAndAmortizationCashFlowStatement (line 127) | public DepreciationAndAmortizationCashFlowStatement(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/DepreciationAndAmortizationIncomeStatement.cs class DepreciationAndAmortizationIncomeStatement (line 29) | public class DepreciationAndAmortizationIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DepreciationAndAmortizationIncomeStatement (line 120) | public DepreciationAndAmortizationIncomeStatement() method DepreciationAndAmortizationIncomeStatement (line 127) | public DepreciationAndAmortizationIncomeStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/DepreciationCashFlowStatement.cs class DepreciationCashFlowStatement (line 29) | public class DepreciationCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DepreciationCashFlowStatement (line 120) | public DepreciationCashFlowStatement() method DepreciationCashFlowStatement (line 127) | public DepreciationCashFlowStatement(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/DepreciationIncomeStatement.cs class DepreciationIncomeStatement (line 29) | public class DepreciationIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method DepreciationIncomeStatement (line 114) | public DepreciationIncomeStatement() method DepreciationIncomeStatement (line 121) | public DepreciationIncomeStatement(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/DepreciationSupplementalIncomeStatement.cs class DepreciationSupplementalIncomeStatement (line 29) | public class DepreciationSupplementalIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DepreciationSupplementalIncomeStatement (line 108) | public DepreciationSupplementalIncomeStatement() method DepreciationSupplementalIncomeStatement (line 115) | public DepreciationSupplementalIncomeStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/DerivativeAssetsBalanceSheet.cs class DerivativeAssetsBalanceSheet (line 29) | public class DerivativeAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method DerivativeAssetsBalanceSheet (line 102) | public DerivativeAssetsBalanceSheet() method DerivativeAssetsBalanceSheet (line 109) | public DerivativeAssetsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/DerivativeProductLiabilitiesBalanceSheet.cs class DerivativeProductLiabilitiesBalanceSheet (line 29) | public class DerivativeProductLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DerivativeProductLiabilitiesBalanceSheet (line 120) | public DerivativeProductLiabilitiesBalanceSheet() method DerivativeProductLiabilitiesBalanceSheet (line 127) | public DerivativeProductLiabilitiesBalanceSheet(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/DilutedAccountingChange.cs class DilutedAccountingChange (line 29) | public class DilutedAccountingChange : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedAccountingChange (line 108) | public DilutedAccountingChange() method DilutedAccountingChange (line 115) | public DilutedAccountingChange(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/DilutedAverageShares.cs class DilutedAverageShares (line 29) | public class DilutedAverageShares : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedAverageShares (line 120) | public DilutedAverageShares() method DilutedAverageShares (line 127) | public DilutedAverageShares(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/DilutedContEPSGrowth.cs class DilutedContEPSGrowth (line 29) | public class DilutedContEPSGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedContEPSGrowth (line 108) | public DilutedContEPSGrowth() method DilutedContEPSGrowth (line 115) | public DilutedContEPSGrowth(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/DilutedContinuousOperations.cs class DilutedContinuousOperations (line 29) | public class DilutedContinuousOperations : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedContinuousOperations (line 120) | public DilutedContinuousOperations() method DilutedContinuousOperations (line 127) | public DilutedContinuousOperations(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/DilutedDiscontinuousOperations.cs class DilutedDiscontinuousOperations (line 29) | public class DilutedDiscontinuousOperations : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedDiscontinuousOperations (line 120) | public DilutedDiscontinuousOperations() method DilutedDiscontinuousOperations (line 127) | public DilutedDiscontinuousOperations(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/DilutedEPS.cs class DilutedEPS (line 29) | public class DilutedEPS : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedEPS (line 120) | public DilutedEPS() method DilutedEPS (line 127) | public DilutedEPS(ITimeProvider timeProvider, SecurityIdentifier secur... FILE: Common/Data/Fundamental/Generated/DilutedEPSGrowth.cs class DilutedEPSGrowth (line 29) | public class DilutedEPSGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedEPSGrowth (line 108) | public DilutedEPSGrowth() method DilutedEPSGrowth (line 115) | public DilutedEPSGrowth(ITimeProvider timeProvider, SecurityIdentifier... FILE: Common/Data/Fundamental/Generated/DilutedEPSOtherGainsLosses.cs class DilutedEPSOtherGainsLosses (line 29) | public class DilutedEPSOtherGainsLosses : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedEPSOtherGainsLosses (line 108) | public DilutedEPSOtherGainsLosses() method DilutedEPSOtherGainsLosses (line 115) | public DilutedEPSOtherGainsLosses(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/DilutedExtraordinary.cs class DilutedExtraordinary (line 29) | public class DilutedExtraordinary : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedExtraordinary (line 120) | public DilutedExtraordinary() method DilutedExtraordinary (line 127) | public DilutedExtraordinary(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/DilutedNIAvailtoComStockholdersIncomeStatement.cs class DilutedNIAvailtoComStockholdersIncomeStatement (line 29) | public class DilutedNIAvailtoComStockholdersIncomeStatement : MultiPerio... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DilutedNIAvailtoComStockholdersIncomeStatement (line 108) | public DilutedNIAvailtoComStockholdersIncomeStatement() method DilutedNIAvailtoComStockholdersIncomeStatement (line 115) | public DilutedNIAvailtoComStockholdersIncomeStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/DividendCoverageRatio.cs class DividendCoverageRatio (line 29) | public class DividendCoverageRatio : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendCoverageRatio (line 108) | public DividendCoverageRatio() method DividendCoverageRatio (line 115) | public DividendCoverageRatio(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/DividendIncomeIncomeStatement.cs class DividendIncomeIncomeStatement (line 29) | public class DividendIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendIncomeIncomeStatement (line 120) | public DividendIncomeIncomeStatement() method DividendIncomeIncomeStatement (line 127) | public DividendIncomeIncomeStatement(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/DividendPaidCFOCashFlowStatement.cs class DividendPaidCFOCashFlowStatement (line 29) | public class DividendPaidCFOCashFlowStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendPaidCFOCashFlowStatement (line 90) | public DividendPaidCFOCashFlowStatement() method DividendPaidCFOCashFlowStatement (line 97) | public DividendPaidCFOCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/DividendPerShare.cs class DividendPerShare (line 29) | public class DividendPerShare : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendPerShare (line 120) | public DividendPerShare() method DividendPerShare (line 127) | public DividendPerShare(ITimeProvider timeProvider, SecurityIdentifier... FILE: Common/Data/Fundamental/Generated/DividendReceivedCFOCashFlowStatement.cs class DividendReceivedCFOCashFlowStatement (line 29) | public class DividendReceivedCFOCashFlowStatement : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendReceivedCFOCashFlowStatement (line 96) | public DividendReceivedCFOCashFlowStatement() method DividendReceivedCFOCashFlowStatement (line 103) | public DividendReceivedCFOCashFlowStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/DividendsPaidDirectCashFlowStatement.cs class DividendsPaidDirectCashFlowStatement (line 29) | public class DividendsPaidDirectCashFlowStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendsPaidDirectCashFlowStatement (line 90) | public DividendsPaidDirectCashFlowStatement() method DividendsPaidDirectCashFlowStatement (line 97) | public DividendsPaidDirectCashFlowStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/DividendsPayableBalanceSheet.cs class DividendsPayableBalanceSheet (line 29) | public class DividendsPayableBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendsPayableBalanceSheet (line 114) | public DividendsPayableBalanceSheet() method DividendsPayableBalanceSheet (line 121) | public DividendsPayableBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/DividendsReceivedCFICashFlowStatement.cs class DividendsReceivedCFICashFlowStatement (line 29) | public class DividendsReceivedCFICashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendsReceivedCFICashFlowStatement (line 108) | public DividendsReceivedCFICashFlowStatement() method DividendsReceivedCFICashFlowStatement (line 115) | public DividendsReceivedCFICashFlowStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/DividendsReceivedDirectCashFlowStatement.cs class DividendsReceivedDirectCashFlowStatement (line 29) | public class DividendsReceivedDirectCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method DividendsReceivedDirectCashFlowStatement (line 108) | public DividendsReceivedDirectCashFlowStatement() method DividendsReceivedDirectCashFlowStatement (line 115) | public DividendsReceivedDirectCashFlowStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/DueFromRelatedPartiesBalanceSheet.cs class DueFromRelatedPartiesBalanceSheet (line 29) | public class DueFromRelatedPartiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DueFromRelatedPartiesBalanceSheet (line 96) | public DueFromRelatedPartiesBalanceSheet() method DueFromRelatedPartiesBalanceSheet (line 103) | public DueFromRelatedPartiesBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/DuefromRelatedPartiesCurrentBalanceSheet.cs class DuefromRelatedPartiesCurrentBalanceSheet (line 29) | public class DuefromRelatedPartiesCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DuefromRelatedPartiesCurrentBalanceSheet (line 96) | public DuefromRelatedPartiesCurrentBalanceSheet() method DuefromRelatedPartiesCurrentBalanceSheet (line 103) | public DuefromRelatedPartiesCurrentBalanceSheet(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/DuefromRelatedPartiesNonCurrentBalanceSheet.cs class DuefromRelatedPartiesNonCurrentBalanceSheet (line 29) | public class DuefromRelatedPartiesNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DuefromRelatedPartiesNonCurrentBalanceSheet (line 96) | public DuefromRelatedPartiesNonCurrentBalanceSheet() method DuefromRelatedPartiesNonCurrentBalanceSheet (line 103) | public DuefromRelatedPartiesNonCurrentBalanceSheet(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/DuetoRelatedPartiesBalanceSheet.cs class DuetoRelatedPartiesBalanceSheet (line 29) | public class DuetoRelatedPartiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DuetoRelatedPartiesBalanceSheet (line 96) | public DuetoRelatedPartiesBalanceSheet() method DuetoRelatedPartiesBalanceSheet (line 103) | public DuetoRelatedPartiesBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/DuetoRelatedPartiesCurrentBalanceSheet.cs class DuetoRelatedPartiesCurrentBalanceSheet (line 29) | public class DuetoRelatedPartiesCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DuetoRelatedPartiesCurrentBalanceSheet (line 96) | public DuetoRelatedPartiesCurrentBalanceSheet() method DuetoRelatedPartiesCurrentBalanceSheet (line 103) | public DuetoRelatedPartiesCurrentBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/DuetoRelatedPartiesNonCurrentBalanceSheet.cs class DuetoRelatedPartiesNonCurrentBalanceSheet (line 29) | public class DuetoRelatedPartiesNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method DuetoRelatedPartiesNonCurrentBalanceSheet (line 96) | public DuetoRelatedPartiesNonCurrentBalanceSheet() method DuetoRelatedPartiesNonCurrentBalanceSheet (line 103) | public DuetoRelatedPartiesNonCurrentBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/EBITDAGrowth.cs class EBITDAGrowth (line 29) | public class EBITDAGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method EBITDAGrowth (line 102) | public EBITDAGrowth() method EBITDAGrowth (line 109) | public EBITDAGrowth(ITimeProvider timeProvider, SecurityIdentifier sec... FILE: Common/Data/Fundamental/Generated/EBITDAIncomeStatement.cs class EBITDAIncomeStatement (line 29) | public class EBITDAIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EBITDAIncomeStatement (line 120) | public EBITDAIncomeStatement() method EBITDAIncomeStatement (line 127) | public EBITDAIncomeStatement(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/EBITDAMargin.cs class EBITDAMargin (line 29) | public class EBITDAMargin : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EBITDAMargin (line 120) | public EBITDAMargin() method EBITDAMargin (line 127) | public EBITDAMargin(ITimeProvider timeProvider, SecurityIdentifier sec... FILE: Common/Data/Fundamental/Generated/EBITIncomeStatement.cs class EBITIncomeStatement (line 29) | public class EBITIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EBITIncomeStatement (line 120) | public EBITIncomeStatement() method EBITIncomeStatement (line 127) | public EBITIncomeStatement(ITimeProvider timeProvider, SecurityIdentif... FILE: Common/Data/Fundamental/Generated/EBITMargin.cs class EBITMargin (line 29) | public class EBITMargin : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EBITMargin (line 120) | public EBITMargin() method EBITMargin (line 127) | public EBITMargin(ITimeProvider timeProvider, SecurityIdentifier secur... FILE: Common/Data/Fundamental/Generated/EarningRatios.cs class EarningRatios (line 29) | public class EarningRatios : FundamentalTimeDependentProperty method EarningRatios (line 124) | public EarningRatios(ITimeProvider timeProvider, SecurityIdentifier se... method Clone (line 132) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/EarningReports.cs class EarningReports (line 29) | public class EarningReports : FundamentalTimeDependentProperty method EarningReports (line 334) | public EarningReports(ITimeProvider timeProvider, SecurityIdentifier s... method Clone (line 342) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/EarningReportsAccessionNumber.cs class EarningReportsAccessionNumber (line 29) | public class EarningReportsAccessionNumber : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override string GetPeriodValue(string period) => FundamentalSer... method EarningReportsAccessionNumber (line 114) | public EarningReportsAccessionNumber() method EarningReportsAccessionNumber (line 121) | public EarningReportsAccessionNumber(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/EarningReportsFileDate.cs class EarningReportsFileDate (line 29) | public class EarningReportsFileDate : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override DateTime GetPeriodValue(string period) => FundamentalS... method EarningReportsFileDate (line 120) | public EarningReportsFileDate() method EarningReportsFileDate (line 127) | public EarningReportsFileDate(ITimeProvider timeProvider, SecurityIden... FILE: Common/Data/Fundamental/Generated/EarningReportsFormType.cs class EarningReportsFormType (line 29) | public class EarningReportsFormType : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override string GetPeriodValue(string period) => FundamentalSer... method EarningReportsFormType (line 120) | public EarningReportsFormType() method EarningReportsFormType (line 127) | public EarningReportsFormType(ITimeProvider timeProvider, SecurityIden... FILE: Common/Data/Fundamental/Generated/EarningReportsPeriodEndingDate.cs class EarningReportsPeriodEndingDate (line 29) | public class EarningReportsPeriodEndingDate : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override DateTime GetPeriodValue(string period) => FundamentalS... method EarningReportsPeriodEndingDate (line 120) | public EarningReportsPeriodEndingDate() method EarningReportsPeriodEndingDate (line 127) | public EarningReportsPeriodEndingDate(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/EarningReportsPeriodType.cs class EarningReportsPeriodType (line 29) | public class EarningReportsPeriodType : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override string GetPeriodValue(string period) => FundamentalSer... method EarningReportsPeriodType (line 120) | public EarningReportsPeriodType() method EarningReportsPeriodType (line 127) | public EarningReportsPeriodType(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/EarningsFromEquityInterestIncomeStatement.cs class EarningsFromEquityInterestIncomeStatement (line 29) | public class EarningsFromEquityInterestIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EarningsFromEquityInterestIncomeStatement (line 120) | public EarningsFromEquityInterestIncomeStatement() method EarningsFromEquityInterestIncomeStatement (line 127) | public EarningsFromEquityInterestIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/EarningsLossesFromEquityInvestmentsCashFlowStatement.cs class EarningsLossesFromEquityInvestmentsCashFlowStatement (line 29) | public class EarningsLossesFromEquityInvestmentsCashFlowStatement : Mult... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EarningsLossesFromEquityInvestmentsCashFlowStatement (line 120) | public EarningsLossesFromEquityInvestmentsCashFlowStatement() method EarningsLossesFromEquityInvestmentsCashFlowStatement (line 127) | public EarningsLossesFromEquityInvestmentsCashFlowStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/EarningsfromEquityInterestNetOfTaxIncomeStatement.cs class EarningsfromEquityInterestNetOfTaxIncomeStatement (line 29) | public class EarningsfromEquityInterestNetOfTaxIncomeStatement : MultiPe... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EarningsfromEquityInterestNetOfTaxIncomeStatement (line 120) | public EarningsfromEquityInterestNetOfTaxIncomeStatement() method EarningsfromEquityInterestNetOfTaxIncomeStatement (line 127) | public EarningsfromEquityInterestNetOfTaxIncomeStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/EffectOfExchangeRateChangesCashFlowStatement.cs class EffectOfExchangeRateChangesCashFlowStatement (line 29) | public class EffectOfExchangeRateChangesCashFlowStatement : MultiPeriodF... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EffectOfExchangeRateChangesCashFlowStatement (line 120) | public EffectOfExchangeRateChangesCashFlowStatement() method EffectOfExchangeRateChangesCashFlowStatement (line 127) | public EffectOfExchangeRateChangesCashFlowStatement(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/EffectiveTaxRateAsReportedIncomeStatement.cs class EffectiveTaxRateAsReportedIncomeStatement (line 29) | public class EffectiveTaxRateAsReportedIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method EffectiveTaxRateAsReportedIncomeStatement (line 108) | public EffectiveTaxRateAsReportedIncomeStatement() method EffectiveTaxRateAsReportedIncomeStatement (line 115) | public EffectiveTaxRateAsReportedIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/ElectricUtilityPlantBalanceSheet.cs class ElectricUtilityPlantBalanceSheet (line 29) | public class ElectricUtilityPlantBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ElectricUtilityPlantBalanceSheet (line 96) | public ElectricUtilityPlantBalanceSheet() method ElectricUtilityPlantBalanceSheet (line 103) | public ElectricUtilityPlantBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/EmployeeBenefitsBalanceSheet.cs class EmployeeBenefitsBalanceSheet (line 29) | public class EmployeeBenefitsBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method EmployeeBenefitsBalanceSheet (line 114) | public EmployeeBenefitsBalanceSheet() method EmployeeBenefitsBalanceSheet (line 121) | public EmployeeBenefitsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/EndCashPositionCashFlowStatement.cs class EndCashPositionCashFlowStatement (line 29) | public class EndCashPositionCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method EndCashPositionCashFlowStatement (line 120) | public EndCashPositionCashFlowStatement() method EndCashPositionCashFlowStatement (line 127) | public EndCashPositionCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/EquipmentIncomeStatement.cs class EquipmentIncomeStatement (line 29) | public class EquipmentIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method EquipmentIncomeStatement (line 108) | public EquipmentIncomeStatement() method EquipmentIncomeStatement (line 115) | public EquipmentIncomeStatement(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/EquityAttributableToOwnersOfParentBalanceSheet.cs class EquityAttributableToOwnersOfParentBalanceSheet (line 29) | public class EquityAttributableToOwnersOfParentBalanceSheet : MultiPerio... method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method EquityAttributableToOwnersOfParentBalanceSheet (line 102) | public EquityAttributableToOwnersOfParentBalanceSheet() method EquityAttributableToOwnersOfParentBalanceSheet (line 109) | public EquityAttributableToOwnersOfParentBalanceSheet(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/EquityInvestmentsBalanceSheet.cs class EquityInvestmentsBalanceSheet (line 29) | public class EquityInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method EquityInvestmentsBalanceSheet (line 102) | public EquityInvestmentsBalanceSheet() method EquityInvestmentsBalanceSheet (line 109) | public EquityInvestmentsBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/EquityPerShareGrowth.cs class EquityPerShareGrowth (line 29) | public class EquityPerShareGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method EquityPerShareGrowth (line 108) | public EquityPerShareGrowth() method EquityPerShareGrowth (line 115) | public EquityPerShareGrowth(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/EquitySharesInvestmentsBalanceSheet.cs class EquitySharesInvestmentsBalanceSheet (line 29) | public class EquitySharesInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method EquitySharesInvestmentsBalanceSheet (line 96) | public EquitySharesInvestmentsBalanceSheet() method EquitySharesInvestmentsBalanceSheet (line 103) | public EquitySharesInvestmentsBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement.cs class ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement (line 29) | public class ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement (line 114) | public ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement() method ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement (line 121) | public ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement(ITi... FILE: Common/Data/Fundamental/Generated/ExciseTaxesIncomeStatement.cs class ExciseTaxesIncomeStatement (line 29) | public class ExciseTaxesIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ExciseTaxesIncomeStatement (line 108) | public ExciseTaxesIncomeStatement() method ExciseTaxesIncomeStatement (line 115) | public ExciseTaxesIncomeStatement(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/ExpenseRatio.cs class ExpenseRatio (line 29) | public class ExpenseRatio : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ExpenseRatio (line 96) | public ExpenseRatio() method ExpenseRatio (line 103) | public ExpenseRatio(ITimeProvider timeProvider, SecurityIdentifier sec... FILE: Common/Data/Fundamental/Generated/ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement.cs class ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement (line 29) | public class ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncome... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement (line 108) | public ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStat... method ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement (line 115) | public ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStat... FILE: Common/Data/Fundamental/Generated/FCFGrowth.cs class FCFGrowth (line 29) | public class FCFGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method FCFGrowth (line 102) | public FCFGrowth() method FCFGrowth (line 109) | public FCFGrowth(ITimeProvider timeProvider, SecurityIdentifier securi... FILE: Common/Data/Fundamental/Generated/FCFNetIncomeRatio.cs class FCFNetIncomeRatio (line 29) | public class FCFNetIncomeRatio : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method FCFNetIncomeRatio (line 90) | public FCFNetIncomeRatio() method FCFNetIncomeRatio (line 97) | public FCFNetIncomeRatio(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/FCFPerShareGrowth.cs class FCFPerShareGrowth (line 29) | public class FCFPerShareGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method FCFPerShareGrowth (line 102) | public FCFPerShareGrowth() method FCFPerShareGrowth (line 109) | public FCFPerShareGrowth(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/FCFSalesRatio.cs class FCFSalesRatio (line 29) | public class FCFSalesRatio : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method FCFSalesRatio (line 90) | public FCFSalesRatio() method FCFSalesRatio (line 97) | public FCFSalesRatio(ITimeProvider timeProvider, SecurityIdentifier se... FILE: Common/Data/Fundamental/Generated/FCFtoCFO.cs class FCFtoCFO (line 29) | public class FCFtoCFO : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method FCFtoCFO (line 90) | public FCFtoCFO() method FCFtoCFO (line 97) | public FCFtoCFO(ITimeProvider timeProvider, SecurityIdentifier securit... FILE: Common/Data/Fundamental/Generated/FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet.cs class FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet (line 29) | public class FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepur... method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet (line 102) | public FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchas... method FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet (line 109) | public FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchas... FILE: Common/Data/Fundamental/Generated/FederalFundsPurchasedBalanceSheet.cs class FederalFundsPurchasedBalanceSheet (line 29) | public class FederalFundsPurchasedBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FederalFundsPurchasedBalanceSheet (line 96) | public FederalFundsPurchasedBalanceSheet() method FederalFundsPurchasedBalanceSheet (line 103) | public FederalFundsPurchasedBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet.cs class FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet (line 29) | public class FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResel... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet (line 108) | public FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBal... method FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet (line 115) | public FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBal... FILE: Common/Data/Fundamental/Generated/FederalFundsSoldBalanceSheet.cs class FederalFundsSoldBalanceSheet (line 29) | public class FederalFundsSoldBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method FederalFundsSoldBalanceSheet (line 102) | public FederalFundsSoldBalanceSheet() method FederalFundsSoldBalanceSheet (line 109) | public FederalFundsSoldBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/FederalHomeLoanBankStockBalanceSheet.cs class FederalHomeLoanBankStockBalanceSheet (line 29) | public class FederalHomeLoanBankStockBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method FederalHomeLoanBankStockBalanceSheet (line 108) | public FederalHomeLoanBankStockBalanceSheet() method FederalHomeLoanBankStockBalanceSheet (line 115) | public FederalHomeLoanBankStockBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/FeeRevenueAndOtherIncomeIncomeStatement.cs class FeeRevenueAndOtherIncomeIncomeStatement (line 29) | public class FeeRevenueAndOtherIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method FeeRevenueAndOtherIncomeIncomeStatement (line 108) | public FeeRevenueAndOtherIncomeIncomeStatement() method FeeRevenueAndOtherIncomeIncomeStatement (line 115) | public FeeRevenueAndOtherIncomeIncomeStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/FeesAndCommissionsIncomeStatement.cs class FeesAndCommissionsIncomeStatement (line 29) | public class FeesAndCommissionsIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method FeesAndCommissionsIncomeStatement (line 114) | public FeesAndCommissionsIncomeStatement() method FeesAndCommissionsIncomeStatement (line 121) | public FeesAndCommissionsIncomeStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/FeesandCommissionExpenseIncomeStatement.cs class FeesandCommissionExpenseIncomeStatement (line 29) | public class FeesandCommissionExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method FeesandCommissionExpenseIncomeStatement (line 108) | public FeesandCommissionExpenseIncomeStatement() method FeesandCommissionExpenseIncomeStatement (line 115) | public FeesandCommissionExpenseIncomeStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/FeesandCommissionIncomeIncomeStatement.cs class FeesandCommissionIncomeIncomeStatement (line 29) | public class FeesandCommissionIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method FeesandCommissionIncomeIncomeStatement (line 108) | public FeesandCommissionIncomeIncomeStatement() method FeesandCommissionIncomeIncomeStatement (line 115) | public FeesandCommissionIncomeIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/FinanceLeaseReceivablesBalanceSheet.cs class FinanceLeaseReceivablesBalanceSheet (line 29) | public class FinanceLeaseReceivablesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinanceLeaseReceivablesBalanceSheet (line 96) | public FinanceLeaseReceivablesBalanceSheet() method FinanceLeaseReceivablesBalanceSheet (line 103) | public FinanceLeaseReceivablesBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/FinanceLeaseReceivablesCurrentBalanceSheet.cs class FinanceLeaseReceivablesCurrentBalanceSheet (line 29) | public class FinanceLeaseReceivablesCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinanceLeaseReceivablesCurrentBalanceSheet (line 96) | public FinanceLeaseReceivablesCurrentBalanceSheet() method FinanceLeaseReceivablesCurrentBalanceSheet (line 103) | public FinanceLeaseReceivablesCurrentBalanceSheet(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/FinanceLeaseReceivablesNonCurrentBalanceSheet.cs class FinanceLeaseReceivablesNonCurrentBalanceSheet (line 29) | public class FinanceLeaseReceivablesNonCurrentBalanceSheet : MultiPeriod... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinanceLeaseReceivablesNonCurrentBalanceSheet (line 96) | public FinanceLeaseReceivablesNonCurrentBalanceSheet() method FinanceLeaseReceivablesNonCurrentBalanceSheet (line 103) | public FinanceLeaseReceivablesNonCurrentBalanceSheet(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/FinancialAssetsBalanceSheet.cs class FinancialAssetsBalanceSheet (line 29) | public class FinancialAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialAssetsBalanceSheet (line 102) | public FinancialAssetsBalanceSheet() method FinancialAssetsBalanceSheet (line 109) | public FinancialAssetsBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet.cs class FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet (line 29) | public class FinancialAssetsDesignatedasFairValueThroughProfitorLossTota... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet (line 96) | public FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBal... method FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet (line 103) | public FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBal... FILE: Common/Data/Fundamental/Generated/FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet.cs class FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet (line 29) | public class FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceS... method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet (line 102) | public FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet() method FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet (line 109) | public FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet... FILE: Common/Data/Fundamental/Generated/FinancialLeverage.cs class FinancialLeverage (line 29) | public class FinancialLeverage : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialLeverage (line 120) | public FinancialLeverage() method FinancialLeverage (line 127) | public FinancialLeverage(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/FinancialLiabilitiesCurrentBalanceSheet.cs class FinancialLiabilitiesCurrentBalanceSheet (line 29) | public class FinancialLiabilitiesCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialLiabilitiesCurrentBalanceSheet (line 96) | public FinancialLiabilitiesCurrentBalanceSheet() method FinancialLiabilitiesCurrentBalanceSheet (line 103) | public FinancialLiabilitiesCurrentBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet.cs class FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet (line 29) | public class FinancialLiabilitiesDesignatedasFairValueThroughProfitorLos... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet (line 96) | public FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTot... method FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet (line 103) | public FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTot... FILE: Common/Data/Fundamental/Generated/FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet.cs class FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet (line 29) | public class FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceShee... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet (line 96) | public FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet() method FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet (line 103) | public FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet(IT... FILE: Common/Data/Fundamental/Generated/FinancialLiabilitiesNonCurrentBalanceSheet.cs class FinancialLiabilitiesNonCurrentBalanceSheet (line 29) | public class FinancialLiabilitiesNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialLiabilitiesNonCurrentBalanceSheet (line 96) | public FinancialLiabilitiesNonCurrentBalanceSheet() method FinancialLiabilitiesNonCurrentBalanceSheet (line 103) | public FinancialLiabilitiesNonCurrentBalanceSheet(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet.cs class FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet (line 29) | public class FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceShe... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet (line 96) | public FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet() method FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet (line 103) | public FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet(I... FILE: Common/Data/Fundamental/Generated/FinancialStatements.cs class FinancialStatements (line 29) | public class FinancialStatements : FundamentalTimeDependentProperty method FinancialStatements (line 155) | public FinancialStatements(ITimeProvider timeProvider, SecurityIdentif... method Clone (line 163) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/FinancialStatementsAccessionNumber.cs class FinancialStatementsAccessionNumber (line 29) | public class FinancialStatementsAccessionNumber : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override string GetPeriodValue(string period) => FundamentalSer... method FinancialStatementsAccessionNumber (line 114) | public FinancialStatementsAccessionNumber() method FinancialStatementsAccessionNumber (line 121) | public FinancialStatementsAccessionNumber(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/FinancialStatementsFileDate.cs class FinancialStatementsFileDate (line 29) | public class FinancialStatementsFileDate : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override DateTime GetPeriodValue(string period) => FundamentalS... method FinancialStatementsFileDate (line 120) | public FinancialStatementsFileDate() method FinancialStatementsFileDate (line 127) | public FinancialStatementsFileDate(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/FinancialStatementsFormType.cs class FinancialStatementsFormType (line 29) | public class FinancialStatementsFormType : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override string GetPeriodValue(string period) => FundamentalSer... method FinancialStatementsFormType (line 120) | public FinancialStatementsFormType() method FinancialStatementsFormType (line 127) | public FinancialStatementsFormType(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/FinancialStatementsPeriodEndingDate.cs class FinancialStatementsPeriodEndingDate (line 29) | public class FinancialStatementsPeriodEndingDate : MultiPeriodField GetPeriodValues() method GetPeriodValue (line 115) | public override DateTime GetPeriodValue(string period) => FundamentalS... method FinancialStatementsPeriodEndingDate (line 120) | public FinancialStatementsPeriodEndingDate() method FinancialStatementsPeriodEndingDate (line 127) | public FinancialStatementsPeriodEndingDate(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/FinancialStatementsPeriodType.cs class FinancialStatementsPeriodType (line 29) | public class FinancialStatementsPeriodType : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override string GetPeriodValue(string period) => FundamentalSer... method FinancialStatementsPeriodType (line 120) | public FinancialStatementsPeriodType() method FinancialStatementsPeriodType (line 127) | public FinancialStatementsPeriodType(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/FinancingCashFlowCashFlowStatement.cs class FinancingCashFlowCashFlowStatement (line 29) | public class FinancingCashFlowCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method FinancingCashFlowCashFlowStatement (line 120) | public FinancingCashFlowCashFlowStatement() method FinancingCashFlowCashFlowStatement (line 127) | public FinancingCashFlowCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/FineFundamental.cs class FineFundamental (line 26) | public partial class FineFundamental : CoarseFundamental method FineFundamental (line 87) | public FineFundamental() method FineFundamental (line 95) | public FineFundamental(DateTime time, Symbol symbol) method FineFundamental (line 105) | public FineFundamental(DateTime time, Symbol symbol, FundamentalInstan... FILE: Common/Data/Fundamental/Generated/FinishedGoodsBalanceSheet.cs class FinishedGoodsBalanceSheet (line 29) | public class FinishedGoodsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method FinishedGoodsBalanceSheet (line 120) | public FinishedGoodsBalanceSheet() method FinishedGoodsBalanceSheet (line 127) | public FinishedGoodsBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/FixAssetsTuronver.cs class FixAssetsTuronver (line 29) | public class FixAssetsTuronver : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method FixAssetsTuronver (line 102) | public FixAssetsTuronver() method FixAssetsTuronver (line 109) | public FixAssetsTuronver(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/FixedAssetsRevaluationReserveBalanceSheet.cs class FixedAssetsRevaluationReserveBalanceSheet (line 29) | public class FixedAssetsRevaluationReserveBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FixedAssetsRevaluationReserveBalanceSheet (line 96) | public FixedAssetsRevaluationReserveBalanceSheet() method FixedAssetsRevaluationReserveBalanceSheet (line 103) | public FixedAssetsRevaluationReserveBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/FixedMaturityInvestmentsBalanceSheet.cs class FixedMaturityInvestmentsBalanceSheet (line 29) | public class FixedMaturityInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method FixedMaturityInvestmentsBalanceSheet (line 108) | public FixedMaturityInvestmentsBalanceSheet() method FixedMaturityInvestmentsBalanceSheet (line 115) | public FixedMaturityInvestmentsBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/FlightFleetVehicleAndRelatedEquipmentsBalanceSheet.cs class FlightFleetVehicleAndRelatedEquipmentsBalanceSheet (line 29) | public class FlightFleetVehicleAndRelatedEquipmentsBalanceSheet : MultiP... method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method FlightFleetVehicleAndRelatedEquipmentsBalanceSheet (line 102) | public FlightFleetVehicleAndRelatedEquipmentsBalanceSheet() method FlightFleetVehicleAndRelatedEquipmentsBalanceSheet (line 109) | public FlightFleetVehicleAndRelatedEquipmentsBalanceSheet(ITimeProvide... FILE: Common/Data/Fundamental/Generated/ForeclosedAssetsBalanceSheet.cs class ForeclosedAssetsBalanceSheet (line 29) | public class ForeclosedAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method ForeclosedAssetsBalanceSheet (line 102) | public ForeclosedAssetsBalanceSheet() method ForeclosedAssetsBalanceSheet (line 109) | public ForeclosedAssetsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/ForeignCurrencyTranslationAdjustmentsBalanceSheet.cs class ForeignCurrencyTranslationAdjustmentsBalanceSheet (line 29) | public class ForeignCurrencyTranslationAdjustmentsBalanceSheet : MultiPe... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method ForeignCurrencyTranslationAdjustmentsBalanceSheet (line 114) | public ForeignCurrencyTranslationAdjustmentsBalanceSheet() method ForeignCurrencyTranslationAdjustmentsBalanceSheet (line 121) | public ForeignCurrencyTranslationAdjustmentsBalanceSheet(ITimeProvider... FILE: Common/Data/Fundamental/Generated/ForeignExchangeTradingGainsIncomeStatement.cs class ForeignExchangeTradingGainsIncomeStatement (line 29) | public class ForeignExchangeTradingGainsIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ForeignExchangeTradingGainsIncomeStatement (line 108) | public ForeignExchangeTradingGainsIncomeStatement() method ForeignExchangeTradingGainsIncomeStatement (line 115) | public ForeignExchangeTradingGainsIncomeStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/FreeCashFlowCashFlowStatement.cs class FreeCashFlowCashFlowStatement (line 29) | public class FreeCashFlowCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method FreeCashFlowCashFlowStatement (line 120) | public FreeCashFlowCashFlowStatement() method FreeCashFlowCashFlowStatement (line 127) | public FreeCashFlowCashFlowStatement(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/FuelAndPurchasePowerIncomeStatement.cs class FuelAndPurchasePowerIncomeStatement (line 29) | public class FuelAndPurchasePowerIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method FuelAndPurchasePowerIncomeStatement (line 108) | public FuelAndPurchasePowerIncomeStatement() method FuelAndPurchasePowerIncomeStatement (line 115) | public FuelAndPurchasePowerIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/FuelIncomeStatement.cs class FuelIncomeStatement (line 29) | public class FuelIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method FuelIncomeStatement (line 120) | public FuelIncomeStatement() method FuelIncomeStatement (line 127) | public FuelIncomeStatement(ITimeProvider timeProvider, SecurityIdentif... FILE: Common/Data/Fundamental/Generated/FundFromOperationCashFlowStatement.cs class FundFromOperationCashFlowStatement (line 29) | public class FundFromOperationCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method FundFromOperationCashFlowStatement (line 108) | public FundFromOperationCashFlowStatement() method FundFromOperationCashFlowStatement (line 115) | public FundFromOperationCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/FuturePolicyBenefitsBalanceSheet.cs class FuturePolicyBenefitsBalanceSheet (line 29) | public class FuturePolicyBenefitsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method FuturePolicyBenefitsBalanceSheet (line 96) | public FuturePolicyBenefitsBalanceSheet() method FuturePolicyBenefitsBalanceSheet (line 103) | public FuturePolicyBenefitsBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/GainLossOnInvestmentSecuritiesCashFlowStatement.cs class GainLossOnInvestmentSecuritiesCashFlowStatement (line 29) | public class GainLossOnInvestmentSecuritiesCashFlowStatement : MultiPeri... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GainLossOnInvestmentSecuritiesCashFlowStatement (line 120) | public GainLossOnInvestmentSecuritiesCashFlowStatement() method GainLossOnInvestmentSecuritiesCashFlowStatement (line 127) | public GainLossOnInvestmentSecuritiesCashFlowStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/GainLossOnSaleOfBusinessCashFlowStatement.cs class GainLossOnSaleOfBusinessCashFlowStatement (line 29) | public class GainLossOnSaleOfBusinessCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GainLossOnSaleOfBusinessCashFlowStatement (line 120) | public GainLossOnSaleOfBusinessCashFlowStatement() method GainLossOnSaleOfBusinessCashFlowStatement (line 127) | public GainLossOnSaleOfBusinessCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/GainLossOnSaleOfPPECashFlowStatement.cs class GainLossOnSaleOfPPECashFlowStatement (line 29) | public class GainLossOnSaleOfPPECashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GainLossOnSaleOfPPECashFlowStatement (line 120) | public GainLossOnSaleOfPPECashFlowStatement() method GainLossOnSaleOfPPECashFlowStatement (line 127) | public GainLossOnSaleOfPPECashFlowStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement.cs class GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement (line 29) | public class GainLossonDerecognitionofAvailableForSaleFinancialAssetsInc... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement (line 108) | public GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeS... method GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement (line 115) | public GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeS... FILE: Common/Data/Fundamental/Generated/GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement.cs class GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement (line 29) | public class GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesInc... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement (line 108) | public GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeS... method GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement (line 115) | public GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeS... FILE: Common/Data/Fundamental/Generated/GainLossonSaleofAssetsIncomeStatement.cs class GainLossonSaleofAssetsIncomeStatement (line 29) | public class GainLossonSaleofAssetsIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method GainLossonSaleofAssetsIncomeStatement (line 114) | public GainLossonSaleofAssetsIncomeStatement() method GainLossonSaleofAssetsIncomeStatement (line 121) | public GainLossonSaleofAssetsIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/GainOnSaleOfBusinessIncomeStatement.cs class GainOnSaleOfBusinessIncomeStatement (line 29) | public class GainOnSaleOfBusinessIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GainOnSaleOfBusinessIncomeStatement (line 120) | public GainOnSaleOfBusinessIncomeStatement() method GainOnSaleOfBusinessIncomeStatement (line 127) | public GainOnSaleOfBusinessIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/GainOnSaleOfPPEIncomeStatement.cs class GainOnSaleOfPPEIncomeStatement (line 29) | public class GainOnSaleOfPPEIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method GainOnSaleOfPPEIncomeStatement (line 114) | public GainOnSaleOfPPEIncomeStatement() method GainOnSaleOfPPEIncomeStatement (line 121) | public GainOnSaleOfPPEIncomeStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/GainOnSaleOfSecurityIncomeStatement.cs class GainOnSaleOfSecurityIncomeStatement (line 29) | public class GainOnSaleOfSecurityIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GainOnSaleOfSecurityIncomeStatement (line 120) | public GainOnSaleOfSecurityIncomeStatement() method GainOnSaleOfSecurityIncomeStatement (line 127) | public GainOnSaleOfSecurityIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/GainonInvestmentPropertiesIncomeStatement.cs class GainonInvestmentPropertiesIncomeStatement (line 29) | public class GainonInvestmentPropertiesIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method GainonInvestmentPropertiesIncomeStatement (line 108) | public GainonInvestmentPropertiesIncomeStatement() method GainonInvestmentPropertiesIncomeStatement (line 115) | public GainonInvestmentPropertiesIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/GainonSaleofInvestmentPropertyIncomeStatement.cs class GainonSaleofInvestmentPropertyIncomeStatement (line 29) | public class GainonSaleofInvestmentPropertyIncomeStatement : MultiPeriod... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method GainonSaleofInvestmentPropertyIncomeStatement (line 108) | public GainonSaleofInvestmentPropertyIncomeStatement() method GainonSaleofInvestmentPropertyIncomeStatement (line 115) | public GainonSaleofInvestmentPropertyIncomeStatement(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/GainonSaleofLoansIncomeStatement.cs class GainonSaleofLoansIncomeStatement (line 29) | public class GainonSaleofLoansIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method GainonSaleofLoansIncomeStatement (line 114) | public GainonSaleofLoansIncomeStatement() method GainonSaleofLoansIncomeStatement (line 121) | public GainonSaleofLoansIncomeStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/GainsLossesNotAffectingRetainedEarningsBalanceSheet.cs class GainsLossesNotAffectingRetainedEarningsBalanceSheet (line 29) | public class GainsLossesNotAffectingRetainedEarningsBalanceSheet : Multi... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GainsLossesNotAffectingRetainedEarningsBalanceSheet (line 120) | public GainsLossesNotAffectingRetainedEarningsBalanceSheet() method GainsLossesNotAffectingRetainedEarningsBalanceSheet (line 127) | public GainsLossesNotAffectingRetainedEarningsBalanceSheet(ITimeProvid... FILE: Common/Data/Fundamental/Generated/GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement.cs class GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement (line 29) | public class GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsi... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement (line 108) | public GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHed... method GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement (line 115) | public GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHed... FILE: Common/Data/Fundamental/Generated/GeneralAndAdministrativeExpenseIncomeStatement.cs class GeneralAndAdministrativeExpenseIncomeStatement (line 29) | public class GeneralAndAdministrativeExpenseIncomeStatement : MultiPerio... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GeneralAndAdministrativeExpenseIncomeStatement (line 120) | public GeneralAndAdministrativeExpenseIncomeStatement() method GeneralAndAdministrativeExpenseIncomeStatement (line 127) | public GeneralAndAdministrativeExpenseIncomeStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/GeneralPartnershipCapitalBalanceSheet.cs class GeneralPartnershipCapitalBalanceSheet (line 29) | public class GeneralPartnershipCapitalBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method GeneralPartnershipCapitalBalanceSheet (line 102) | public GeneralPartnershipCapitalBalanceSheet() method GeneralPartnershipCapitalBalanceSheet (line 109) | public GeneralPartnershipCapitalBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/GoodwillAndOtherIntangibleAssetsBalanceSheet.cs class GoodwillAndOtherIntangibleAssetsBalanceSheet (line 29) | public class GoodwillAndOtherIntangibleAssetsBalanceSheet : MultiPeriodF... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GoodwillAndOtherIntangibleAssetsBalanceSheet (line 120) | public GoodwillAndOtherIntangibleAssetsBalanceSheet() method GoodwillAndOtherIntangibleAssetsBalanceSheet (line 127) | public GoodwillAndOtherIntangibleAssetsBalanceSheet(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/GoodwillBalanceSheet.cs class GoodwillBalanceSheet (line 29) | public class GoodwillBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GoodwillBalanceSheet (line 120) | public GoodwillBalanceSheet() method GoodwillBalanceSheet (line 127) | public GoodwillBalanceSheet(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/GrossAccountsReceivableBalanceSheet.cs class GrossAccountsReceivableBalanceSheet (line 29) | public class GrossAccountsReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossAccountsReceivableBalanceSheet (line 96) | public GrossAccountsReceivableBalanceSheet() method GrossAccountsReceivableBalanceSheet (line 103) | public GrossAccountsReceivableBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/GrossDividendPaymentIncomeStatement.cs class GrossDividendPaymentIncomeStatement (line 29) | public class GrossDividendPaymentIncomeStatement : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossDividendPaymentIncomeStatement (line 102) | public GrossDividendPaymentIncomeStatement() method GrossDividendPaymentIncomeStatement (line 109) | public GrossDividendPaymentIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/GrossLoanBalanceSheet.cs class GrossLoanBalanceSheet (line 29) | public class GrossLoanBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossLoanBalanceSheet (line 108) | public GrossLoanBalanceSheet() method GrossLoanBalanceSheet (line 115) | public GrossLoanBalanceSheet(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/GrossMargin.cs class GrossMargin (line 29) | public class GrossMargin : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossMargin (line 120) | public GrossMargin() method GrossMargin (line 127) | public GrossMargin(ITimeProvider timeProvider, SecurityIdentifier secu... FILE: Common/Data/Fundamental/Generated/GrossMargin5YrAvg.cs class GrossMargin5YrAvg (line 29) | public class GrossMargin5YrAvg : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossMargin5YrAvg (line 90) | public GrossMargin5YrAvg() method GrossMargin5YrAvg (line 97) | public GrossMargin5YrAvg(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/GrossNotesReceivableBalanceSheet.cs class GrossNotesReceivableBalanceSheet (line 29) | public class GrossNotesReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossNotesReceivableBalanceSheet (line 96) | public GrossNotesReceivableBalanceSheet() method GrossNotesReceivableBalanceSheet (line 103) | public GrossNotesReceivableBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/GrossPPEBalanceSheet.cs class GrossPPEBalanceSheet (line 29) | public class GrossPPEBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossPPEBalanceSheet (line 120) | public GrossPPEBalanceSheet() method GrossPPEBalanceSheet (line 127) | public GrossPPEBalanceSheet(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/GrossPremiumsWrittenIncomeStatement.cs class GrossPremiumsWrittenIncomeStatement (line 29) | public class GrossPremiumsWrittenIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossPremiumsWrittenIncomeStatement (line 108) | public GrossPremiumsWrittenIncomeStatement() method GrossPremiumsWrittenIncomeStatement (line 115) | public GrossPremiumsWrittenIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/GrossProfitAnnual5YrGrowth.cs class GrossProfitAnnual5YrGrowth (line 29) | public class GrossProfitAnnual5YrGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossProfitAnnual5YrGrowth (line 102) | public GrossProfitAnnual5YrGrowth() method GrossProfitAnnual5YrGrowth (line 109) | public GrossProfitAnnual5YrGrowth(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/GrossProfitIncomeStatement.cs class GrossProfitIncomeStatement (line 29) | public class GrossProfitIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method GrossProfitIncomeStatement (line 120) | public GrossProfitIncomeStatement() method GrossProfitIncomeStatement (line 127) | public GrossProfitIncomeStatement(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/HedgingAssetsCurrentBalanceSheet.cs class HedgingAssetsCurrentBalanceSheet (line 29) | public class HedgingAssetsCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method HedgingAssetsCurrentBalanceSheet (line 96) | public HedgingAssetsCurrentBalanceSheet() method HedgingAssetsCurrentBalanceSheet (line 103) | public HedgingAssetsCurrentBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/HeldToMaturitySecuritiesBalanceSheet.cs class HeldToMaturitySecuritiesBalanceSheet (line 29) | public class HeldToMaturitySecuritiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method HeldToMaturitySecuritiesBalanceSheet (line 108) | public HeldToMaturitySecuritiesBalanceSheet() method HeldToMaturitySecuritiesBalanceSheet (line 115) | public HeldToMaturitySecuritiesBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement.cs class ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement (line 29) | public class ImpairmentLossReversalRecognizedinProfitorLossCashFlowState... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement (line 108) | public ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement() method ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement (line 115) | public ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement... FILE: Common/Data/Fundamental/Generated/ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement.cs class ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement (line 29) | public class ImpairmentLossesReversalsFinancialInstrumentsNetIncomeState... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement (line 108) | public ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement() method ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement (line 115) | public ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement... FILE: Common/Data/Fundamental/Generated/ImpairmentOfCapitalAssetsIncomeStatement.cs class ImpairmentOfCapitalAssetsIncomeStatement (line 29) | public class ImpairmentOfCapitalAssetsIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ImpairmentOfCapitalAssetsIncomeStatement (line 120) | public ImpairmentOfCapitalAssetsIncomeStatement() method ImpairmentOfCapitalAssetsIncomeStatement (line 127) | public ImpairmentOfCapitalAssetsIncomeStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/IncomeStatement.cs class IncomeStatement (line 29) | public class IncomeStatement : ReusuableCLRObject method IncomeStatement (line 1857) | public IncomeStatement(ITimeProvider timeProvider, SecurityIdentifier ... FILE: Common/Data/Fundamental/Generated/IncomeStatementFileDate.cs class IncomeStatementFileDate (line 29) | public class IncomeStatementFileDate : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override DateTime GetPeriodValue(string period) => FundamentalS... method IncomeStatementFileDate (line 120) | public IncomeStatementFileDate() method IncomeStatementFileDate (line 127) | public IncomeStatementFileDate(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/IncomeTaxPaidSupplementalDataCashFlowStatement.cs class IncomeTaxPaidSupplementalDataCashFlowStatement (line 29) | public class IncomeTaxPaidSupplementalDataCashFlowStatement : MultiPerio... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method IncomeTaxPaidSupplementalDataCashFlowStatement (line 120) | public IncomeTaxPaidSupplementalDataCashFlowStatement() method IncomeTaxPaidSupplementalDataCashFlowStatement (line 127) | public IncomeTaxPaidSupplementalDataCashFlowStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/IncomeTaxPayableBalanceSheet.cs class IncomeTaxPayableBalanceSheet (line 29) | public class IncomeTaxPayableBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method IncomeTaxPayableBalanceSheet (line 114) | public IncomeTaxPayableBalanceSheet() method IncomeTaxPayableBalanceSheet (line 121) | public IncomeTaxPayableBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement.cs class IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement (line 29) | public class IncomefromAssociatesandOtherParticipatingInterestsIncomeSta... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement (line 108) | public IncomefromAssociatesandOtherParticipatingInterestsIncomeStateme... method IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement (line 115) | public IncomefromAssociatesandOtherParticipatingInterestsIncomeStateme... FILE: Common/Data/Fundamental/Generated/IncreaseDecreaseInDepositCashFlowStatement.cs class IncreaseDecreaseInDepositCashFlowStatement (line 29) | public class IncreaseDecreaseInDepositCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method IncreaseDecreaseInDepositCashFlowStatement (line 108) | public IncreaseDecreaseInDepositCashFlowStatement() method IncreaseDecreaseInDepositCashFlowStatement (line 115) | public IncreaseDecreaseInDepositCashFlowStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/IncreaseDecreaseInLeaseFinancingCashFlowStatement.cs class IncreaseDecreaseInLeaseFinancingCashFlowStatement (line 29) | public class IncreaseDecreaseInLeaseFinancingCashFlowStatement : MultiPe... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method IncreaseDecreaseInLeaseFinancingCashFlowStatement (line 108) | public IncreaseDecreaseInLeaseFinancingCashFlowStatement() method IncreaseDecreaseInLeaseFinancingCashFlowStatement (line 115) | public IncreaseDecreaseInLeaseFinancingCashFlowStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement.cs class IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement (line 29) | public class IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement (line 108) | public IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement() method IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement (line 115) | public IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement(ITi... FILE: Common/Data/Fundamental/Generated/IncreaseInInterestBearingDepositsInBankCashFlowStatement.cs class IncreaseInInterestBearingDepositsInBankCashFlowStatement (line 29) | public class IncreaseInInterestBearingDepositsInBankCashFlowStatement : ... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method IncreaseInInterestBearingDepositsInBankCashFlowStatement (line 108) | public IncreaseInInterestBearingDepositsInBankCashFlowStatement() method IncreaseInInterestBearingDepositsInBankCashFlowStatement (line 115) | public IncreaseInInterestBearingDepositsInBankCashFlowStatement(ITimeP... FILE: Common/Data/Fundamental/Generated/IncreaseInLeaseFinancingCashFlowStatement.cs class IncreaseInLeaseFinancingCashFlowStatement (line 29) | public class IncreaseInLeaseFinancingCashFlowStatement : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method IncreaseInLeaseFinancingCashFlowStatement (line 96) | public IncreaseInLeaseFinancingCashFlowStatement() method IncreaseInLeaseFinancingCashFlowStatement (line 103) | public IncreaseInLeaseFinancingCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/InsuranceAndClaimsIncomeStatement.cs class InsuranceAndClaimsIncomeStatement (line 29) | public class InsuranceAndClaimsIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InsuranceAndClaimsIncomeStatement (line 108) | public InsuranceAndClaimsIncomeStatement() method InsuranceAndClaimsIncomeStatement (line 115) | public InsuranceAndClaimsIncomeStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/InsuranceContractAssetsBalanceSheet.cs class InsuranceContractAssetsBalanceSheet (line 29) | public class InsuranceContractAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InsuranceContractAssetsBalanceSheet (line 96) | public InsuranceContractAssetsBalanceSheet() method InsuranceContractAssetsBalanceSheet (line 103) | public InsuranceContractAssetsBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/InsuranceContractLiabilitiesBalanceSheet.cs class InsuranceContractLiabilitiesBalanceSheet (line 29) | public class InsuranceContractLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InsuranceContractLiabilitiesBalanceSheet (line 96) | public InsuranceContractLiabilitiesBalanceSheet() method InsuranceContractLiabilitiesBalanceSheet (line 103) | public InsuranceContractLiabilitiesBalanceSheet(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/InsuranceFundsNonCurrentBalanceSheet.cs class InsuranceFundsNonCurrentBalanceSheet (line 29) | public class InsuranceFundsNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InsuranceFundsNonCurrentBalanceSheet (line 96) | public InsuranceFundsNonCurrentBalanceSheet() method InsuranceFundsNonCurrentBalanceSheet (line 103) | public InsuranceFundsNonCurrentBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/InterestBearingBorrowingsNonCurrentBalanceSheet.cs class InterestBearingBorrowingsNonCurrentBalanceSheet (line 29) | public class InterestBearingBorrowingsNonCurrentBalanceSheet : MultiPeri... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestBearingBorrowingsNonCurrentBalanceSheet (line 96) | public InterestBearingBorrowingsNonCurrentBalanceSheet() method InterestBearingBorrowingsNonCurrentBalanceSheet (line 103) | public InterestBearingBorrowingsNonCurrentBalanceSheet(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/InterestBearingDepositsAssetsBalanceSheet.cs class InterestBearingDepositsAssetsBalanceSheet (line 29) | public class InterestBearingDepositsAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestBearingDepositsAssetsBalanceSheet (line 108) | public InterestBearingDepositsAssetsBalanceSheet() method InterestBearingDepositsAssetsBalanceSheet (line 115) | public InterestBearingDepositsAssetsBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/InterestBearingDepositsLiabilitiesBalanceSheet.cs class InterestBearingDepositsLiabilitiesBalanceSheet (line 29) | public class InterestBearingDepositsLiabilitiesBalanceSheet : MultiPerio... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestBearingDepositsLiabilitiesBalanceSheet (line 108) | public InterestBearingDepositsLiabilitiesBalanceSheet() method InterestBearingDepositsLiabilitiesBalanceSheet (line 115) | public InterestBearingDepositsLiabilitiesBalanceSheet(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/InterestCoverage.cs class InterestCoverage (line 29) | public class InterestCoverage : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestCoverage (line 120) | public InterestCoverage() method InterestCoverage (line 127) | public InterestCoverage(ITimeProvider timeProvider, SecurityIdentifier... FILE: Common/Data/Fundamental/Generated/InterestCreditedOnPolicyholderDepositsCashFlowStatement.cs class InterestCreditedOnPolicyholderDepositsCashFlowStatement (line 29) | public class InterestCreditedOnPolicyholderDepositsCashFlowStatement : M... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestCreditedOnPolicyholderDepositsCashFlowStatement (line 108) | public InterestCreditedOnPolicyholderDepositsCashFlowStatement() method InterestCreditedOnPolicyholderDepositsCashFlowStatement (line 115) | public InterestCreditedOnPolicyholderDepositsCashFlowStatement(ITimePr... FILE: Common/Data/Fundamental/Generated/InterestExpenseForDepositIncomeStatement.cs class InterestExpenseForDepositIncomeStatement (line 29) | public class InterestExpenseForDepositIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestExpenseForDepositIncomeStatement (line 114) | public InterestExpenseForDepositIncomeStatement() method InterestExpenseForDepositIncomeStatement (line 121) | public InterestExpenseForDepositIncomeStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement.cs class InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement (line 29) | public class InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnde... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement (line 108) | public InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgr... method InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement (line 115) | public InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgr... FILE: Common/Data/Fundamental/Generated/InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement.cs class InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement (line 29) | public class InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeSta... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement (line 114) | public InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStateme... method InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement (line 121) | public InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStateme... FILE: Common/Data/Fundamental/Generated/InterestExpenseForShortTermDebtIncomeStatement.cs class InterestExpenseForShortTermDebtIncomeStatement (line 29) | public class InterestExpenseForShortTermDebtIncomeStatement : MultiPerio... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestExpenseForShortTermDebtIncomeStatement (line 108) | public InterestExpenseForShortTermDebtIncomeStatement() method InterestExpenseForShortTermDebtIncomeStatement (line 115) | public InterestExpenseForShortTermDebtIncomeStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/InterestExpenseIncomeStatement.cs class InterestExpenseIncomeStatement (line 29) | public class InterestExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestExpenseIncomeStatement (line 120) | public InterestExpenseIncomeStatement() method InterestExpenseIncomeStatement (line 127) | public InterestExpenseIncomeStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/InterestExpenseNonOperatingIncomeStatement.cs class InterestExpenseNonOperatingIncomeStatement (line 29) | public class InterestExpenseNonOperatingIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestExpenseNonOperatingIncomeStatement (line 120) | public InterestExpenseNonOperatingIncomeStatement() method InterestExpenseNonOperatingIncomeStatement (line 127) | public InterestExpenseNonOperatingIncomeStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/InterestIncomeAfterProvisionForLoanLossIncomeStatement.cs class InterestIncomeAfterProvisionForLoanLossIncomeStatement (line 29) | public class InterestIncomeAfterProvisionForLoanLossIncomeStatement : Mu... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeAfterProvisionForLoanLossIncomeStatement (line 120) | public InterestIncomeAfterProvisionForLoanLossIncomeStatement() method InterestIncomeAfterProvisionForLoanLossIncomeStatement (line 127) | public InterestIncomeAfterProvisionForLoanLossIncomeStatement(ITimePro... FILE: Common/Data/Fundamental/Generated/InterestIncomeFromDepositsIncomeStatement.cs class InterestIncomeFromDepositsIncomeStatement (line 29) | public class InterestIncomeFromDepositsIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeFromDepositsIncomeStatement (line 114) | public InterestIncomeFromDepositsIncomeStatement() method InterestIncomeFromDepositsIncomeStatement (line 121) | public InterestIncomeFromDepositsIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement.cs class InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement (line 29) | public class InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnde... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement (line 108) | public InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgr... method InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement (line 115) | public InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgr... FILE: Common/Data/Fundamental/Generated/InterestIncomeFromLeasesIncomeStatement.cs class InterestIncomeFromLeasesIncomeStatement (line 29) | public class InterestIncomeFromLeasesIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeFromLeasesIncomeStatement (line 114) | public InterestIncomeFromLeasesIncomeStatement() method InterestIncomeFromLeasesIncomeStatement (line 121) | public InterestIncomeFromLeasesIncomeStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/InterestIncomeFromLoansAndLeaseIncomeStatement.cs class InterestIncomeFromLoansAndLeaseIncomeStatement (line 29) | public class InterestIncomeFromLoansAndLeaseIncomeStatement : MultiPerio... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeFromLoansAndLeaseIncomeStatement (line 114) | public InterestIncomeFromLoansAndLeaseIncomeStatement() method InterestIncomeFromLoansAndLeaseIncomeStatement (line 121) | public InterestIncomeFromLoansAndLeaseIncomeStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/InterestIncomeFromLoansIncomeStatement.cs class InterestIncomeFromLoansIncomeStatement (line 29) | public class InterestIncomeFromLoansIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeFromLoansIncomeStatement (line 114) | public InterestIncomeFromLoansIncomeStatement() method InterestIncomeFromLoansIncomeStatement (line 121) | public InterestIncomeFromLoansIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/InterestIncomeFromSecuritiesIncomeStatement.cs class InterestIncomeFromSecuritiesIncomeStatement (line 29) | public class InterestIncomeFromSecuritiesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeFromSecuritiesIncomeStatement (line 120) | public InterestIncomeFromSecuritiesIncomeStatement() method InterestIncomeFromSecuritiesIncomeStatement (line 127) | public InterestIncomeFromSecuritiesIncomeStatement(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/InterestIncomeIncomeStatement.cs class InterestIncomeIncomeStatement (line 29) | public class InterestIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeIncomeStatement (line 120) | public InterestIncomeIncomeStatement() method InterestIncomeIncomeStatement (line 127) | public InterestIncomeIncomeStatement(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/InterestIncomeNonOperatingIncomeStatement.cs class InterestIncomeNonOperatingIncomeStatement (line 29) | public class InterestIncomeNonOperatingIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestIncomeNonOperatingIncomeStatement (line 120) | public InterestIncomeNonOperatingIncomeStatement() method InterestIncomeNonOperatingIncomeStatement (line 127) | public InterestIncomeNonOperatingIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/InterestPaidCFFCashFlowStatement.cs class InterestPaidCFFCashFlowStatement (line 29) | public class InterestPaidCFFCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestPaidCFFCashFlowStatement (line 108) | public InterestPaidCFFCashFlowStatement() method InterestPaidCFFCashFlowStatement (line 115) | public InterestPaidCFFCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/InterestPaidCFOCashFlowStatement.cs class InterestPaidCFOCashFlowStatement (line 29) | public class InterestPaidCFOCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestPaidCFOCashFlowStatement (line 108) | public InterestPaidCFOCashFlowStatement() method InterestPaidCFOCashFlowStatement (line 115) | public InterestPaidCFOCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/InterestPaidDirectCashFlowStatement.cs class InterestPaidDirectCashFlowStatement (line 29) | public class InterestPaidDirectCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestPaidDirectCashFlowStatement (line 108) | public InterestPaidDirectCashFlowStatement() method InterestPaidDirectCashFlowStatement (line 115) | public InterestPaidDirectCashFlowStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/InterestPaidSupplementalDataCashFlowStatement.cs class InterestPaidSupplementalDataCashFlowStatement (line 29) | public class InterestPaidSupplementalDataCashFlowStatement : MultiPeriod... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestPaidSupplementalDataCashFlowStatement (line 120) | public InterestPaidSupplementalDataCashFlowStatement() method InterestPaidSupplementalDataCashFlowStatement (line 127) | public InterestPaidSupplementalDataCashFlowStatement(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/InterestPayableBalanceSheet.cs class InterestPayableBalanceSheet (line 29) | public class InterestPayableBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestPayableBalanceSheet (line 120) | public InterestPayableBalanceSheet() method InterestPayableBalanceSheet (line 127) | public InterestPayableBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/InterestReceivedCFICashFlowStatement.cs class InterestReceivedCFICashFlowStatement (line 29) | public class InterestReceivedCFICashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestReceivedCFICashFlowStatement (line 108) | public InterestReceivedCFICashFlowStatement() method InterestReceivedCFICashFlowStatement (line 115) | public InterestReceivedCFICashFlowStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/InterestReceivedCFOCashFlowStatement.cs class InterestReceivedCFOCashFlowStatement (line 29) | public class InterestReceivedCFOCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestReceivedCFOCashFlowStatement (line 108) | public InterestReceivedCFOCashFlowStatement() method InterestReceivedCFOCashFlowStatement (line 115) | public InterestReceivedCFOCashFlowStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/InterestReceivedDirectCashFlowStatement.cs class InterestReceivedDirectCashFlowStatement (line 29) | public class InterestReceivedDirectCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestReceivedDirectCashFlowStatement (line 108) | public InterestReceivedDirectCashFlowStatement() method InterestReceivedDirectCashFlowStatement (line 115) | public InterestReceivedDirectCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/InterestandCommissionPaidCashFlowStatement.cs class InterestandCommissionPaidCashFlowStatement (line 29) | public class InterestandCommissionPaidCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InterestandCommissionPaidCashFlowStatement (line 108) | public InterestandCommissionPaidCashFlowStatement() method InterestandCommissionPaidCashFlowStatement (line 115) | public InterestandCommissionPaidCashFlowStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/InventoriesAdjustmentsAllowancesBalanceSheet.cs class InventoriesAdjustmentsAllowancesBalanceSheet (line 29) | public class InventoriesAdjustmentsAllowancesBalanceSheet : MultiPeriodF... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InventoriesAdjustmentsAllowancesBalanceSheet (line 108) | public InventoriesAdjustmentsAllowancesBalanceSheet() method InventoriesAdjustmentsAllowancesBalanceSheet (line 115) | public InventoriesAdjustmentsAllowancesBalanceSheet(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/InventoryBalanceSheet.cs class InventoryBalanceSheet (line 29) | public class InventoryBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InventoryBalanceSheet (line 120) | public InventoryBalanceSheet() method InventoryBalanceSheet (line 127) | public InventoryBalanceSheet(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/InventoryTurnover.cs class InventoryTurnover (line 29) | public class InventoryTurnover : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method InventoryTurnover (line 102) | public InventoryTurnover() method InventoryTurnover (line 109) | public InventoryTurnover(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/InventoryValuationMethod.cs class InventoryValuationMethod (line 29) | public class InventoryValuationMethod : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override string GetPeriodValue(string period) => FundamentalSer... method InventoryValuationMethod (line 120) | public InventoryValuationMethod() method InventoryValuationMethod (line 127) | public InventoryValuationMethod(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/InvestedCapitalBalanceSheet.cs class InvestedCapitalBalanceSheet (line 29) | public class InvestedCapitalBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestedCapitalBalanceSheet (line 120) | public InvestedCapitalBalanceSheet() method InvestedCapitalBalanceSheet (line 127) | public InvestedCapitalBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/InvestingCashFlowCashFlowStatement.cs class InvestingCashFlowCashFlowStatement (line 29) | public class InvestingCashFlowCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestingCashFlowCashFlowStatement (line 120) | public InvestingCashFlowCashFlowStatement() method InvestingCashFlowCashFlowStatement (line 127) | public InvestingCashFlowCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/InvestmentBankingProfitIncomeStatement.cs class InvestmentBankingProfitIncomeStatement (line 29) | public class InvestmentBankingProfitIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentBankingProfitIncomeStatement (line 108) | public InvestmentBankingProfitIncomeStatement() method InvestmentBankingProfitIncomeStatement (line 115) | public InvestmentBankingProfitIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/InvestmentContractLiabilitiesBalanceSheet.cs class InvestmentContractLiabilitiesBalanceSheet (line 29) | public class InvestmentContractLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentContractLiabilitiesBalanceSheet (line 96) | public InvestmentContractLiabilitiesBalanceSheet() method InvestmentContractLiabilitiesBalanceSheet (line 103) | public InvestmentContractLiabilitiesBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/InvestmentContractLiabilitiesIncurredIncomeStatement.cs class InvestmentContractLiabilitiesIncurredIncomeStatement (line 29) | public class InvestmentContractLiabilitiesIncurredIncomeStatement : Mult... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentContractLiabilitiesIncurredIncomeStatement (line 108) | public InvestmentContractLiabilitiesIncurredIncomeStatement() method InvestmentContractLiabilitiesIncurredIncomeStatement (line 115) | public InvestmentContractLiabilitiesIncurredIncomeStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/InvestmentPropertiesBalanceSheet.cs class InvestmentPropertiesBalanceSheet (line 29) | public class InvestmentPropertiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentPropertiesBalanceSheet (line 96) | public InvestmentPropertiesBalanceSheet() method InvestmentPropertiesBalanceSheet (line 103) | public InvestmentPropertiesBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/InvestmentinFinancialAssetsBalanceSheet.cs class InvestmentinFinancialAssetsBalanceSheet (line 29) | public class InvestmentinFinancialAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentinFinancialAssetsBalanceSheet (line 102) | public InvestmentinFinancialAssetsBalanceSheet() method InvestmentinFinancialAssetsBalanceSheet (line 109) | public InvestmentinFinancialAssetsBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/InvestmentsAndAdvancesBalanceSheet.cs class InvestmentsAndAdvancesBalanceSheet (line 29) | public class InvestmentsAndAdvancesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentsAndAdvancesBalanceSheet (line 120) | public InvestmentsAndAdvancesBalanceSheet() method InvestmentsAndAdvancesBalanceSheet (line 127) | public InvestmentsAndAdvancesBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet.cs class InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet (line 29) | public class InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet : M... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet (line 96) | public InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet() method InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet (line 103) | public InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet(ITimePr... FILE: Common/Data/Fundamental/Generated/InvestmentsinAssociatesatCostBalanceSheet.cs class InvestmentsinAssociatesatCostBalanceSheet (line 29) | public class InvestmentsinAssociatesatCostBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentsinAssociatesatCostBalanceSheet (line 96) | public InvestmentsinAssociatesatCostBalanceSheet() method InvestmentsinAssociatesatCostBalanceSheet (line 103) | public InvestmentsinAssociatesatCostBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/InvestmentsinJointVenturesatCostBalanceSheet.cs class InvestmentsinJointVenturesatCostBalanceSheet (line 29) | public class InvestmentsinJointVenturesatCostBalanceSheet : MultiPeriodF... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentsinJointVenturesatCostBalanceSheet (line 96) | public InvestmentsinJointVenturesatCostBalanceSheet() method InvestmentsinJointVenturesatCostBalanceSheet (line 103) | public InvestmentsinJointVenturesatCostBalanceSheet(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/InvestmentsinSubsidiariesatCostBalanceSheet.cs class InvestmentsinSubsidiariesatCostBalanceSheet (line 29) | public class InvestmentsinSubsidiariesatCostBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method InvestmentsinSubsidiariesatCostBalanceSheet (line 96) | public InvestmentsinSubsidiariesatCostBalanceSheet() method InvestmentsinSubsidiariesatCostBalanceSheet (line 103) | public InvestmentsinSubsidiariesatCostBalanceSheet(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/IssuanceOfCapitalStockCashFlowStatement.cs class IssuanceOfCapitalStockCashFlowStatement (line 29) | public class IssuanceOfCapitalStockCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method IssuanceOfCapitalStockCashFlowStatement (line 120) | public IssuanceOfCapitalStockCashFlowStatement() method IssuanceOfCapitalStockCashFlowStatement (line 127) | public IssuanceOfCapitalStockCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/IssuanceOfDebtCashFlowStatement.cs class IssuanceOfDebtCashFlowStatement (line 29) | public class IssuanceOfDebtCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method IssuanceOfDebtCashFlowStatement (line 120) | public IssuanceOfDebtCashFlowStatement() method IssuanceOfDebtCashFlowStatement (line 127) | public IssuanceOfDebtCashFlowStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/IssueExpensesCashFlowStatement.cs class IssueExpensesCashFlowStatement (line 29) | public class IssueExpensesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method IssueExpensesCashFlowStatement (line 114) | public IssueExpensesCashFlowStatement() method IssueExpensesCashFlowStatement (line 121) | public IssueExpensesCashFlowStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet.cs class ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet (line 29) | public class ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet : Mu... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet (line 96) | public ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet() method ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet (line 103) | public ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet(ITimePro... FILE: Common/Data/Fundamental/Generated/LandAndImprovementsBalanceSheet.cs class LandAndImprovementsBalanceSheet (line 29) | public class LandAndImprovementsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LandAndImprovementsBalanceSheet (line 120) | public LandAndImprovementsBalanceSheet() method LandAndImprovementsBalanceSheet (line 127) | public LandAndImprovementsBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/LeasesBalanceSheet.cs class LeasesBalanceSheet (line 29) | public class LeasesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LeasesBalanceSheet (line 120) | public LeasesBalanceSheet() method LeasesBalanceSheet (line 127) | public LeasesBalanceSheet(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/LiabilitiesHeldforSaleCurrentBalanceSheet.cs class LiabilitiesHeldforSaleCurrentBalanceSheet (line 29) | public class LiabilitiesHeldforSaleCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method LiabilitiesHeldforSaleCurrentBalanceSheet (line 96) | public LiabilitiesHeldforSaleCurrentBalanceSheet() method LiabilitiesHeldforSaleCurrentBalanceSheet (line 103) | public LiabilitiesHeldforSaleCurrentBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/LiabilitiesHeldforSaleNonCurrentBalanceSheet.cs class LiabilitiesHeldforSaleNonCurrentBalanceSheet (line 29) | public class LiabilitiesHeldforSaleNonCurrentBalanceSheet : MultiPeriodF... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method LiabilitiesHeldforSaleNonCurrentBalanceSheet (line 96) | public LiabilitiesHeldforSaleNonCurrentBalanceSheet() method LiabilitiesHeldforSaleNonCurrentBalanceSheet (line 103) | public LiabilitiesHeldforSaleNonCurrentBalanceSheet(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/LiabilitiesHeldforSaleTotalBalanceSheet.cs class LiabilitiesHeldforSaleTotalBalanceSheet (line 29) | public class LiabilitiesHeldforSaleTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method LiabilitiesHeldforSaleTotalBalanceSheet (line 96) | public LiabilitiesHeldforSaleTotalBalanceSheet() method LiabilitiesHeldforSaleTotalBalanceSheet (line 103) | public LiabilitiesHeldforSaleTotalBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/LiabilitiesOfDiscontinuedOperationsBalanceSheet.cs class LiabilitiesOfDiscontinuedOperationsBalanceSheet (line 29) | public class LiabilitiesOfDiscontinuedOperationsBalanceSheet : MultiPeri... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method LiabilitiesOfDiscontinuedOperationsBalanceSheet (line 96) | public LiabilitiesOfDiscontinuedOperationsBalanceSheet() method LiabilitiesOfDiscontinuedOperationsBalanceSheet (line 103) | public LiabilitiesOfDiscontinuedOperationsBalanceSheet(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/LimitedPartnershipCapitalBalanceSheet.cs class LimitedPartnershipCapitalBalanceSheet (line 29) | public class LimitedPartnershipCapitalBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method LimitedPartnershipCapitalBalanceSheet (line 102) | public LimitedPartnershipCapitalBalanceSheet() method LimitedPartnershipCapitalBalanceSheet (line 109) | public LimitedPartnershipCapitalBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/LineOfCreditBalanceSheet.cs class LineOfCreditBalanceSheet (line 29) | public class LineOfCreditBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method LineOfCreditBalanceSheet (line 108) | public LineOfCreditBalanceSheet() method LineOfCreditBalanceSheet (line 115) | public LineOfCreditBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/LoansHeldForSaleBalanceSheet.cs class LoansHeldForSaleBalanceSheet (line 29) | public class LoansHeldForSaleBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method LoansHeldForSaleBalanceSheet (line 108) | public LoansHeldForSaleBalanceSheet() method LoansHeldForSaleBalanceSheet (line 115) | public LoansHeldForSaleBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/LoansReceivableBalanceSheet.cs class LoansReceivableBalanceSheet (line 29) | public class LoansReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method LoansReceivableBalanceSheet (line 114) | public LoansReceivableBalanceSheet() method LoansReceivableBalanceSheet (line 121) | public LoansReceivableBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/LoansandAdvancestoBankBalanceSheet.cs class LoansandAdvancestoBankBalanceSheet (line 29) | public class LoansandAdvancestoBankBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method LoansandAdvancestoBankBalanceSheet (line 96) | public LoansandAdvancestoBankBalanceSheet() method LoansandAdvancestoBankBalanceSheet (line 103) | public LoansandAdvancestoBankBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/LoansandAdvancestoCustomerBalanceSheet.cs class LoansandAdvancestoCustomerBalanceSheet (line 29) | public class LoansandAdvancestoCustomerBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method LoansandAdvancestoCustomerBalanceSheet (line 96) | public LoansandAdvancestoCustomerBalanceSheet() method LoansandAdvancestoCustomerBalanceSheet (line 103) | public LoansandAdvancestoCustomerBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/LongTermCapitalLeaseObligationBalanceSheet.cs class LongTermCapitalLeaseObligationBalanceSheet (line 29) | public class LongTermCapitalLeaseObligationBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermCapitalLeaseObligationBalanceSheet (line 120) | public LongTermCapitalLeaseObligationBalanceSheet() method LongTermCapitalLeaseObligationBalanceSheet (line 127) | public LongTermCapitalLeaseObligationBalanceSheet(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/LongTermDebtAndCapitalLeaseObligationBalanceSheet.cs class LongTermDebtAndCapitalLeaseObligationBalanceSheet (line 29) | public class LongTermDebtAndCapitalLeaseObligationBalanceSheet : MultiPe... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermDebtAndCapitalLeaseObligationBalanceSheet (line 120) | public LongTermDebtAndCapitalLeaseObligationBalanceSheet() method LongTermDebtAndCapitalLeaseObligationBalanceSheet (line 127) | public LongTermDebtAndCapitalLeaseObligationBalanceSheet(ITimeProvider... FILE: Common/Data/Fundamental/Generated/LongTermDebtBalanceSheet.cs class LongTermDebtBalanceSheet (line 29) | public class LongTermDebtBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermDebtBalanceSheet (line 120) | public LongTermDebtBalanceSheet() method LongTermDebtBalanceSheet (line 127) | public LongTermDebtBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/LongTermDebtEquityRatio.cs class LongTermDebtEquityRatio (line 29) | public class LongTermDebtEquityRatio : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermDebtEquityRatio (line 120) | public LongTermDebtEquityRatio() method LongTermDebtEquityRatio (line 127) | public LongTermDebtEquityRatio(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/LongTermDebtIssuanceCashFlowStatement.cs class LongTermDebtIssuanceCashFlowStatement (line 29) | public class LongTermDebtIssuanceCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermDebtIssuanceCashFlowStatement (line 120) | public LongTermDebtIssuanceCashFlowStatement() method LongTermDebtIssuanceCashFlowStatement (line 127) | public LongTermDebtIssuanceCashFlowStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/LongTermDebtPaymentsCashFlowStatement.cs class LongTermDebtPaymentsCashFlowStatement (line 29) | public class LongTermDebtPaymentsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermDebtPaymentsCashFlowStatement (line 120) | public LongTermDebtPaymentsCashFlowStatement() method LongTermDebtPaymentsCashFlowStatement (line 127) | public LongTermDebtPaymentsCashFlowStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/LongTermDebtTotalCapitalRatio.cs class LongTermDebtTotalCapitalRatio (line 29) | public class LongTermDebtTotalCapitalRatio : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermDebtTotalCapitalRatio (line 120) | public LongTermDebtTotalCapitalRatio() method LongTermDebtTotalCapitalRatio (line 127) | public LongTermDebtTotalCapitalRatio(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/LongTermInvestmentsBalanceSheet.cs class LongTermInvestmentsBalanceSheet (line 29) | public class LongTermInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermInvestmentsBalanceSheet (line 102) | public LongTermInvestmentsBalanceSheet() method LongTermInvestmentsBalanceSheet (line 109) | public LongTermInvestmentsBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/LongTermProvisionsBalanceSheet.cs class LongTermProvisionsBalanceSheet (line 29) | public class LongTermProvisionsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method LongTermProvisionsBalanceSheet (line 108) | public LongTermProvisionsBalanceSheet() method LongTermProvisionsBalanceSheet (line 115) | public LongTermProvisionsBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/LossAdjustmentExpenseIncomeStatement.cs class LossAdjustmentExpenseIncomeStatement (line 29) | public class LossAdjustmentExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method LossAdjustmentExpenseIncomeStatement (line 108) | public LossAdjustmentExpenseIncomeStatement() method LossAdjustmentExpenseIncomeStatement (line 115) | public LossAdjustmentExpenseIncomeStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/LossRatio.cs class LossRatio (line 29) | public class LossRatio : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method LossRatio (line 96) | public LossRatio() method LossRatio (line 103) | public LossRatio(ITimeProvider timeProvider, SecurityIdentifier securi... FILE: Common/Data/Fundamental/Generated/LossonExtinguishmentofDebtIncomeStatement.cs class LossonExtinguishmentofDebtIncomeStatement (line 29) | public class LossonExtinguishmentofDebtIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method LossonExtinguishmentofDebtIncomeStatement (line 108) | public LossonExtinguishmentofDebtIncomeStatement() method LossonExtinguishmentofDebtIncomeStatement (line 115) | public LossonExtinguishmentofDebtIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/MachineryFurnitureEquipmentBalanceSheet.cs class MachineryFurnitureEquipmentBalanceSheet (line 29) | public class MachineryFurnitureEquipmentBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method MachineryFurnitureEquipmentBalanceSheet (line 120) | public MachineryFurnitureEquipmentBalanceSheet() method MachineryFurnitureEquipmentBalanceSheet (line 127) | public MachineryFurnitureEquipmentBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/MaintenanceAndRepairsIncomeStatement.cs class MaintenanceAndRepairsIncomeStatement (line 29) | public class MaintenanceAndRepairsIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method MaintenanceAndRepairsIncomeStatement (line 120) | public MaintenanceAndRepairsIncomeStatement() method MaintenanceAndRepairsIncomeStatement (line 127) | public MaintenanceAndRepairsIncomeStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/MaterialsAndSuppliesBalanceSheet.cs class MaterialsAndSuppliesBalanceSheet (line 29) | public class MaterialsAndSuppliesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method MaterialsAndSuppliesBalanceSheet (line 96) | public MaterialsAndSuppliesBalanceSheet() method MaterialsAndSuppliesBalanceSheet (line 103) | public MaterialsAndSuppliesBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/MineralPropertiesBalanceSheet.cs class MineralPropertiesBalanceSheet (line 29) | public class MineralPropertiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method MineralPropertiesBalanceSheet (line 108) | public MineralPropertiesBalanceSheet() method MineralPropertiesBalanceSheet (line 115) | public MineralPropertiesBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/MinimumPensionLiabilitiesBalanceSheet.cs class MinimumPensionLiabilitiesBalanceSheet (line 29) | public class MinimumPensionLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method MinimumPensionLiabilitiesBalanceSheet (line 96) | public MinimumPensionLiabilitiesBalanceSheet() method MinimumPensionLiabilitiesBalanceSheet (line 103) | public MinimumPensionLiabilitiesBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/MinorityInterestBalanceSheet.cs class MinorityInterestBalanceSheet (line 29) | public class MinorityInterestBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method MinorityInterestBalanceSheet (line 120) | public MinorityInterestBalanceSheet() method MinorityInterestBalanceSheet (line 127) | public MinorityInterestBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/MinorityInterestCashFlowStatement.cs class MinorityInterestCashFlowStatement (line 29) | public class MinorityInterestCashFlowStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method MinorityInterestCashFlowStatement (line 90) | public MinorityInterestCashFlowStatement() method MinorityInterestCashFlowStatement (line 97) | public MinorityInterestCashFlowStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/MinorityInterestsIncomeStatement.cs class MinorityInterestsIncomeStatement (line 29) | public class MinorityInterestsIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method MinorityInterestsIncomeStatement (line 120) | public MinorityInterestsIncomeStatement() method MinorityInterestsIncomeStatement (line 127) | public MinorityInterestsIncomeStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/MoneyMarketInvestmentsBalanceSheet.cs class MoneyMarketInvestmentsBalanceSheet (line 29) | public class MoneyMarketInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method MoneyMarketInvestmentsBalanceSheet (line 108) | public MoneyMarketInvestmentsBalanceSheet() method MoneyMarketInvestmentsBalanceSheet (line 115) | public MoneyMarketInvestmentsBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/MortgageAndConsumerloansBalanceSheet.cs class MortgageAndConsumerloansBalanceSheet (line 29) | public class MortgageAndConsumerloansBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method MortgageAndConsumerloansBalanceSheet (line 96) | public MortgageAndConsumerloansBalanceSheet() method MortgageAndConsumerloansBalanceSheet (line 103) | public MortgageAndConsumerloansBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/MortgageLoanBalanceSheet.cs class MortgageLoanBalanceSheet (line 29) | public class MortgageLoanBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method MortgageLoanBalanceSheet (line 108) | public MortgageLoanBalanceSheet() method MortgageLoanBalanceSheet (line 115) | public MortgageLoanBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/NaturalGasFuelAndOtherBalanceSheet.cs class NaturalGasFuelAndOtherBalanceSheet (line 29) | public class NaturalGasFuelAndOtherBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method NaturalGasFuelAndOtherBalanceSheet (line 96) | public NaturalGasFuelAndOtherBalanceSheet() method NaturalGasFuelAndOtherBalanceSheet (line 103) | public NaturalGasFuelAndOtherBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/NegativeGoodwillImmediatelyRecognizedIncomeStatement.cs class NegativeGoodwillImmediatelyRecognizedIncomeStatement (line 29) | public class NegativeGoodwillImmediatelyRecognizedIncomeStatement : Mult... method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method NegativeGoodwillImmediatelyRecognizedIncomeStatement (line 102) | public NegativeGoodwillImmediatelyRecognizedIncomeStatement() method NegativeGoodwillImmediatelyRecognizedIncomeStatement (line 109) | public NegativeGoodwillImmediatelyRecognizedIncomeStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/NetBusinessPurchaseAndSaleCashFlowStatement.cs class NetBusinessPurchaseAndSaleCashFlowStatement (line 29) | public class NetBusinessPurchaseAndSaleCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetBusinessPurchaseAndSaleCashFlowStatement (line 120) | public NetBusinessPurchaseAndSaleCashFlowStatement() method NetBusinessPurchaseAndSaleCashFlowStatement (line 127) | public NetBusinessPurchaseAndSaleCashFlowStatement(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/NetCashFromDiscontinuedOperationsCashFlowStatement.cs class NetCashFromDiscontinuedOperationsCashFlowStatement (line 29) | public class NetCashFromDiscontinuedOperationsCashFlowStatement : MultiP... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetCashFromDiscontinuedOperationsCashFlowStatement (line 108) | public NetCashFromDiscontinuedOperationsCashFlowStatement() method NetCashFromDiscontinuedOperationsCashFlowStatement (line 115) | public NetCashFromDiscontinuedOperationsCashFlowStatement(ITimeProvide... FILE: Common/Data/Fundamental/Generated/NetCommonStockIssuanceCashFlowStatement.cs class NetCommonStockIssuanceCashFlowStatement (line 29) | public class NetCommonStockIssuanceCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetCommonStockIssuanceCashFlowStatement (line 120) | public NetCommonStockIssuanceCashFlowStatement() method NetCommonStockIssuanceCashFlowStatement (line 127) | public NetCommonStockIssuanceCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/NetDebtBalanceSheet.cs class NetDebtBalanceSheet (line 29) | public class NetDebtBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetDebtBalanceSheet (line 120) | public NetDebtBalanceSheet() method NetDebtBalanceSheet (line 127) | public NetDebtBalanceSheet(ITimeProvider timeProvider, SecurityIdentif... FILE: Common/Data/Fundamental/Generated/NetForeignCurrencyExchangeGainLossCashFlowStatement.cs class NetForeignCurrencyExchangeGainLossCashFlowStatement (line 29) | public class NetForeignCurrencyExchangeGainLossCashFlowStatement : Multi... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method NetForeignCurrencyExchangeGainLossCashFlowStatement (line 114) | public NetForeignCurrencyExchangeGainLossCashFlowStatement() method NetForeignCurrencyExchangeGainLossCashFlowStatement (line 121) | public NetForeignCurrencyExchangeGainLossCashFlowStatement(ITimeProvid... FILE: Common/Data/Fundamental/Generated/NetForeignExchangeGainLossIncomeStatement.cs class NetForeignExchangeGainLossIncomeStatement (line 29) | public class NetForeignExchangeGainLossIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetForeignExchangeGainLossIncomeStatement (line 108) | public NetForeignExchangeGainLossIncomeStatement() method NetForeignExchangeGainLossIncomeStatement (line 115) | public NetForeignExchangeGainLossIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/NetIncomeCommonStockholdersIncomeStatement.cs class NetIncomeCommonStockholdersIncomeStatement (line 29) | public class NetIncomeCommonStockholdersIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeCommonStockholdersIncomeStatement (line 120) | public NetIncomeCommonStockholdersIncomeStatement() method NetIncomeCommonStockholdersIncomeStatement (line 127) | public NetIncomeCommonStockholdersIncomeStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/NetIncomeContOpsGrowth.cs class NetIncomeContOpsGrowth (line 29) | public class NetIncomeContOpsGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeContOpsGrowth (line 108) | public NetIncomeContOpsGrowth() method NetIncomeContOpsGrowth (line 115) | public NetIncomeContOpsGrowth(ITimeProvider timeProvider, SecurityIden... FILE: Common/Data/Fundamental/Generated/NetIncomeContinuousOperationsIncomeStatement.cs class NetIncomeContinuousOperationsIncomeStatement (line 29) | public class NetIncomeContinuousOperationsIncomeStatement : MultiPeriodF... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeContinuousOperationsIncomeStatement (line 120) | public NetIncomeContinuousOperationsIncomeStatement() method NetIncomeContinuousOperationsIncomeStatement (line 127) | public NetIncomeContinuousOperationsIncomeStatement(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement.cs class NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement (line 29) | public class NetIncomeContinuousOperationsNetMinorityInterestIncomeState... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement (line 108) | public NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement() method NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement (line 115) | public NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement... FILE: Common/Data/Fundamental/Generated/NetIncomeDiscontinuousOperationsIncomeStatement.cs class NetIncomeDiscontinuousOperationsIncomeStatement (line 29) | public class NetIncomeDiscontinuousOperationsIncomeStatement : MultiPeri... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeDiscontinuousOperationsIncomeStatement (line 120) | public NetIncomeDiscontinuousOperationsIncomeStatement() method NetIncomeDiscontinuousOperationsIncomeStatement (line 127) | public NetIncomeDiscontinuousOperationsIncomeStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/NetIncomeExtraordinaryIncomeStatement.cs class NetIncomeExtraordinaryIncomeStatement (line 29) | public class NetIncomeExtraordinaryIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeExtraordinaryIncomeStatement (line 120) | public NetIncomeExtraordinaryIncomeStatement() method NetIncomeExtraordinaryIncomeStatement (line 127) | public NetIncomeExtraordinaryIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement.cs class NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement (line 29) | public class NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatem... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement (line 120) | public NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement() method NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement (line 127) | public NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement(... FILE: Common/Data/Fundamental/Generated/NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement.cs class NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement (line 29) | public class NetIncomeFromContinuingOperationNetMinorityInterestIncomeSt... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement (line 120) | public NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatem... method NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement (line 127) | public NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatem... FILE: Common/Data/Fundamental/Generated/NetIncomeFromContinuingOperationsCashFlowStatement.cs class NetIncomeFromContinuingOperationsCashFlowStatement (line 29) | public class NetIncomeFromContinuingOperationsCashFlowStatement : MultiP... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeFromContinuingOperationsCashFlowStatement (line 120) | public NetIncomeFromContinuingOperationsCashFlowStatement() method NetIncomeFromContinuingOperationsCashFlowStatement (line 127) | public NetIncomeFromContinuingOperationsCashFlowStatement(ITimeProvide... FILE: Common/Data/Fundamental/Generated/NetIncomeFromTaxLossCarryforwardIncomeStatement.cs class NetIncomeFromTaxLossCarryforwardIncomeStatement (line 29) | public class NetIncomeFromTaxLossCarryforwardIncomeStatement : MultiPeri... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeFromTaxLossCarryforwardIncomeStatement (line 108) | public NetIncomeFromTaxLossCarryforwardIncomeStatement() method NetIncomeFromTaxLossCarryforwardIncomeStatement (line 115) | public NetIncomeFromTaxLossCarryforwardIncomeStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/NetIncomeGrowth.cs class NetIncomeGrowth (line 29) | public class NetIncomeGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeGrowth (line 108) | public NetIncomeGrowth() method NetIncomeGrowth (line 115) | public NetIncomeGrowth(ITimeProvider timeProvider, SecurityIdentifier ... FILE: Common/Data/Fundamental/Generated/NetIncomeIncludingNoncontrollingInterestsIncomeStatement.cs class NetIncomeIncludingNoncontrollingInterestsIncomeStatement (line 29) | public class NetIncomeIncludingNoncontrollingInterestsIncomeStatement : ... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeIncludingNoncontrollingInterestsIncomeStatement (line 120) | public NetIncomeIncludingNoncontrollingInterestsIncomeStatement() method NetIncomeIncludingNoncontrollingInterestsIncomeStatement (line 127) | public NetIncomeIncludingNoncontrollingInterestsIncomeStatement(ITimeP... FILE: Common/Data/Fundamental/Generated/NetIncomeIncomeStatement.cs class NetIncomeIncomeStatement (line 29) | public class NetIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomeIncomeStatement (line 120) | public NetIncomeIncomeStatement() method NetIncomeIncomeStatement (line 127) | public NetIncomeIncomeStatement(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/NetIncomePerEmployee.cs class NetIncomePerEmployee (line 29) | public class NetIncomePerEmployee : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIncomePerEmployee (line 96) | public NetIncomePerEmployee() method NetIncomePerEmployee (line 103) | public NetIncomePerEmployee(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/NetIntangiblesPurchaseAndSaleCashFlowStatement.cs class NetIntangiblesPurchaseAndSaleCashFlowStatement (line 29) | public class NetIntangiblesPurchaseAndSaleCashFlowStatement : MultiPerio... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIntangiblesPurchaseAndSaleCashFlowStatement (line 120) | public NetIntangiblesPurchaseAndSaleCashFlowStatement() method NetIntangiblesPurchaseAndSaleCashFlowStatement (line 127) | public NetIntangiblesPurchaseAndSaleCashFlowStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/NetInterestIncomeIncomeStatement.cs class NetInterestIncomeIncomeStatement (line 29) | public class NetInterestIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetInterestIncomeIncomeStatement (line 120) | public NetInterestIncomeIncomeStatement() method NetInterestIncomeIncomeStatement (line 127) | public NetInterestIncomeIncomeStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/NetInvestmentIncomeIncomeStatement.cs class NetInvestmentIncomeIncomeStatement (line 29) | public class NetInvestmentIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetInvestmentIncomeIncomeStatement (line 108) | public NetInvestmentIncomeIncomeStatement() method NetInvestmentIncomeIncomeStatement (line 115) | public NetInvestmentIncomeIncomeStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement.cs class NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement (line 29) | public class NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement : M... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement (line 108) | public NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement() method NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement (line 115) | public NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement(ITimePr... FILE: Common/Data/Fundamental/Generated/NetInvestmentPurchaseAndSaleCashFlowStatement.cs class NetInvestmentPurchaseAndSaleCashFlowStatement (line 29) | public class NetInvestmentPurchaseAndSaleCashFlowStatement : MultiPeriod... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetInvestmentPurchaseAndSaleCashFlowStatement (line 120) | public NetInvestmentPurchaseAndSaleCashFlowStatement() method NetInvestmentPurchaseAndSaleCashFlowStatement (line 127) | public NetInvestmentPurchaseAndSaleCashFlowStatement(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/NetIssuancePaymentsOfDebtCashFlowStatement.cs class NetIssuancePaymentsOfDebtCashFlowStatement (line 29) | public class NetIssuancePaymentsOfDebtCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetIssuancePaymentsOfDebtCashFlowStatement (line 120) | public NetIssuancePaymentsOfDebtCashFlowStatement() method NetIssuancePaymentsOfDebtCashFlowStatement (line 127) | public NetIssuancePaymentsOfDebtCashFlowStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/NetLoanBalanceSheet.cs class NetLoanBalanceSheet (line 29) | public class NetLoanBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetLoanBalanceSheet (line 108) | public NetLoanBalanceSheet() method NetLoanBalanceSheet (line 115) | public NetLoanBalanceSheet(ITimeProvider timeProvider, SecurityIdentif... FILE: Common/Data/Fundamental/Generated/NetLongTermDebtIssuanceCashFlowStatement.cs class NetLongTermDebtIssuanceCashFlowStatement (line 29) | public class NetLongTermDebtIssuanceCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetLongTermDebtIssuanceCashFlowStatement (line 120) | public NetLongTermDebtIssuanceCashFlowStatement() method NetLongTermDebtIssuanceCashFlowStatement (line 127) | public NetLongTermDebtIssuanceCashFlowStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/NetMargin.cs class NetMargin (line 29) | public class NetMargin : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetMargin (line 120) | public NetMargin() method NetMargin (line 127) | public NetMargin(ITimeProvider timeProvider, SecurityIdentifier securi... FILE: Common/Data/Fundamental/Generated/NetNonOperatingInterestIncomeExpenseIncomeStatement.cs class NetNonOperatingInterestIncomeExpenseIncomeStatement (line 29) | public class NetNonOperatingInterestIncomeExpenseIncomeStatement : Multi... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetNonOperatingInterestIncomeExpenseIncomeStatement (line 120) | public NetNonOperatingInterestIncomeExpenseIncomeStatement() method NetNonOperatingInterestIncomeExpenseIncomeStatement (line 127) | public NetNonOperatingInterestIncomeExpenseIncomeStatement(ITimeProvid... FILE: Common/Data/Fundamental/Generated/NetOccupancyExpenseIncomeStatement.cs class NetOccupancyExpenseIncomeStatement (line 29) | public class NetOccupancyExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetOccupancyExpenseIncomeStatement (line 108) | public NetOccupancyExpenseIncomeStatement() method NetOccupancyExpenseIncomeStatement (line 115) | public NetOccupancyExpenseIncomeStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/NetOtherFinancingChargesCashFlowStatement.cs class NetOtherFinancingChargesCashFlowStatement (line 29) | public class NetOtherFinancingChargesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetOtherFinancingChargesCashFlowStatement (line 120) | public NetOtherFinancingChargesCashFlowStatement() method NetOtherFinancingChargesCashFlowStatement (line 127) | public NetOtherFinancingChargesCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/NetOtherInvestingChangesCashFlowStatement.cs class NetOtherInvestingChangesCashFlowStatement (line 29) | public class NetOtherInvestingChangesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetOtherInvestingChangesCashFlowStatement (line 120) | public NetOtherInvestingChangesCashFlowStatement() method NetOtherInvestingChangesCashFlowStatement (line 127) | public NetOtherInvestingChangesCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/NetOutwardLoansCashFlowStatement.cs class NetOutwardLoansCashFlowStatement (line 29) | public class NetOutwardLoansCashFlowStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method NetOutwardLoansCashFlowStatement (line 90) | public NetOutwardLoansCashFlowStatement() method NetOutwardLoansCashFlowStatement (line 97) | public NetOutwardLoansCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/NetPPEBalanceSheet.cs class NetPPEBalanceSheet (line 29) | public class NetPPEBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetPPEBalanceSheet (line 120) | public NetPPEBalanceSheet() method NetPPEBalanceSheet (line 127) | public NetPPEBalanceSheet(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/NetPPEPurchaseAndSaleCashFlowStatement.cs class NetPPEPurchaseAndSaleCashFlowStatement (line 29) | public class NetPPEPurchaseAndSaleCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetPPEPurchaseAndSaleCashFlowStatement (line 120) | public NetPPEPurchaseAndSaleCashFlowStatement() method NetPPEPurchaseAndSaleCashFlowStatement (line 127) | public NetPPEPurchaseAndSaleCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/NetPolicyholderBenefitsAndClaimsIncomeStatement.cs class NetPolicyholderBenefitsAndClaimsIncomeStatement (line 29) | public class NetPolicyholderBenefitsAndClaimsIncomeStatement : MultiPeri... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetPolicyholderBenefitsAndClaimsIncomeStatement (line 108) | public NetPolicyholderBenefitsAndClaimsIncomeStatement() method NetPolicyholderBenefitsAndClaimsIncomeStatement (line 115) | public NetPolicyholderBenefitsAndClaimsIncomeStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/NetPreferredStockIssuanceCashFlowStatement.cs class NetPreferredStockIssuanceCashFlowStatement (line 29) | public class NetPreferredStockIssuanceCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetPreferredStockIssuanceCashFlowStatement (line 120) | public NetPreferredStockIssuanceCashFlowStatement() method NetPreferredStockIssuanceCashFlowStatement (line 127) | public NetPreferredStockIssuanceCashFlowStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/NetPremiumsWrittenIncomeStatement.cs class NetPremiumsWrittenIncomeStatement (line 29) | public class NetPremiumsWrittenIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetPremiumsWrittenIncomeStatement (line 108) | public NetPremiumsWrittenIncomeStatement() method NetPremiumsWrittenIncomeStatement (line 115) | public NetPremiumsWrittenIncomeStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/NetProceedsPaymentForLoanCashFlowStatement.cs class NetProceedsPaymentForLoanCashFlowStatement (line 29) | public class NetProceedsPaymentForLoanCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetProceedsPaymentForLoanCashFlowStatement (line 108) | public NetProceedsPaymentForLoanCashFlowStatement() method NetProceedsPaymentForLoanCashFlowStatement (line 115) | public NetProceedsPaymentForLoanCashFlowStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/NetRealizedGainLossOnInvestmentsIncomeStatement.cs class NetRealizedGainLossOnInvestmentsIncomeStatement (line 29) | public class NetRealizedGainLossOnInvestmentsIncomeStatement : MultiPeri... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NetRealizedGainLossOnInvestmentsIncomeStatement (line 108) | public NetRealizedGainLossOnInvestmentsIncomeStatement() method NetRealizedGainLossOnInvestmentsIncomeStatement (line 115) | public NetRealizedGainLossOnInvestmentsIncomeStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/NetShortTermDebtIssuanceCashFlowStatement.cs class NetShortTermDebtIssuanceCashFlowStatement (line 29) | public class NetShortTermDebtIssuanceCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetShortTermDebtIssuanceCashFlowStatement (line 120) | public NetShortTermDebtIssuanceCashFlowStatement() method NetShortTermDebtIssuanceCashFlowStatement (line 127) | public NetShortTermDebtIssuanceCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/NetTangibleAssetsBalanceSheet.cs class NetTangibleAssetsBalanceSheet (line 29) | public class NetTangibleAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NetTangibleAssetsBalanceSheet (line 120) | public NetTangibleAssetsBalanceSheet() method NetTangibleAssetsBalanceSheet (line 127) | public NetTangibleAssetsBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/NetTradingIncomeIncomeStatement.cs class NetTradingIncomeIncomeStatement (line 29) | public class NetTradingIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method NetTradingIncomeIncomeStatement (line 90) | public NetTradingIncomeIncomeStatement() method NetTradingIncomeIncomeStatement (line 97) | public NetTradingIncomeIncomeStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/NetUtilityPlantBalanceSheet.cs class NetUtilityPlantBalanceSheet (line 29) | public class NetUtilityPlantBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method NetUtilityPlantBalanceSheet (line 102) | public NetUtilityPlantBalanceSheet() method NetUtilityPlantBalanceSheet (line 109) | public NetUtilityPlantBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/NonCurrentAccountsReceivableBalanceSheet.cs class NonCurrentAccountsReceivableBalanceSheet (line 29) | public class NonCurrentAccountsReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentAccountsReceivableBalanceSheet (line 108) | public NonCurrentAccountsReceivableBalanceSheet() method NonCurrentAccountsReceivableBalanceSheet (line 115) | public NonCurrentAccountsReceivableBalanceSheet(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/NonCurrentAccruedExpensesBalanceSheet.cs class NonCurrentAccruedExpensesBalanceSheet (line 29) | public class NonCurrentAccruedExpensesBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentAccruedExpensesBalanceSheet (line 108) | public NonCurrentAccruedExpensesBalanceSheet() method NonCurrentAccruedExpensesBalanceSheet (line 115) | public NonCurrentAccruedExpensesBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/NonCurrentDeferredAssetsBalanceSheet.cs class NonCurrentDeferredAssetsBalanceSheet (line 29) | public class NonCurrentDeferredAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentDeferredAssetsBalanceSheet (line 120) | public NonCurrentDeferredAssetsBalanceSheet() method NonCurrentDeferredAssetsBalanceSheet (line 127) | public NonCurrentDeferredAssetsBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/NonCurrentDeferredLiabilitiesBalanceSheet.cs class NonCurrentDeferredLiabilitiesBalanceSheet (line 29) | public class NonCurrentDeferredLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentDeferredLiabilitiesBalanceSheet (line 120) | public NonCurrentDeferredLiabilitiesBalanceSheet() method NonCurrentDeferredLiabilitiesBalanceSheet (line 127) | public NonCurrentDeferredLiabilitiesBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/NonCurrentDeferredRevenueBalanceSheet.cs class NonCurrentDeferredRevenueBalanceSheet (line 29) | public class NonCurrentDeferredRevenueBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentDeferredRevenueBalanceSheet (line 120) | public NonCurrentDeferredRevenueBalanceSheet() method NonCurrentDeferredRevenueBalanceSheet (line 127) | public NonCurrentDeferredRevenueBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/NonCurrentDeferredTaxesAssetsBalanceSheet.cs class NonCurrentDeferredTaxesAssetsBalanceSheet (line 29) | public class NonCurrentDeferredTaxesAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentDeferredTaxesAssetsBalanceSheet (line 120) | public NonCurrentDeferredTaxesAssetsBalanceSheet() method NonCurrentDeferredTaxesAssetsBalanceSheet (line 127) | public NonCurrentDeferredTaxesAssetsBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/NonCurrentDeferredTaxesLiabilitiesBalanceSheet.cs class NonCurrentDeferredTaxesLiabilitiesBalanceSheet (line 29) | public class NonCurrentDeferredTaxesLiabilitiesBalanceSheet : MultiPerio... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentDeferredTaxesLiabilitiesBalanceSheet (line 120) | public NonCurrentDeferredTaxesLiabilitiesBalanceSheet() method NonCurrentDeferredTaxesLiabilitiesBalanceSheet (line 127) | public NonCurrentDeferredTaxesLiabilitiesBalanceSheet(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/NonCurrentNoteReceivablesBalanceSheet.cs class NonCurrentNoteReceivablesBalanceSheet (line 29) | public class NonCurrentNoteReceivablesBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentNoteReceivablesBalanceSheet (line 108) | public NonCurrentNoteReceivablesBalanceSheet() method NonCurrentNoteReceivablesBalanceSheet (line 115) | public NonCurrentNoteReceivablesBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/NonCurrentOtherFinancialLiabilitiesBalanceSheet.cs class NonCurrentOtherFinancialLiabilitiesBalanceSheet (line 29) | public class NonCurrentOtherFinancialLiabilitiesBalanceSheet : MultiPeri... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentOtherFinancialLiabilitiesBalanceSheet (line 96) | public NonCurrentOtherFinancialLiabilitiesBalanceSheet() method NonCurrentOtherFinancialLiabilitiesBalanceSheet (line 103) | public NonCurrentOtherFinancialLiabilitiesBalanceSheet(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet.cs class NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet (line 29) | public class NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceS... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet (line 114) | public NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet() method NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet (line 121) | public NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet... FILE: Common/Data/Fundamental/Generated/NonCurrentPrepaidAssetsBalanceSheet.cs class NonCurrentPrepaidAssetsBalanceSheet (line 29) | public class NonCurrentPrepaidAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NonCurrentPrepaidAssetsBalanceSheet (line 108) | public NonCurrentPrepaidAssetsBalanceSheet() method NonCurrentPrepaidAssetsBalanceSheet (line 115) | public NonCurrentPrepaidAssetsBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/NonInterestBearingBorrowingsCurrentBalanceSheet.cs class NonInterestBearingBorrowingsCurrentBalanceSheet (line 29) | public class NonInterestBearingBorrowingsCurrentBalanceSheet : MultiPeri... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method NonInterestBearingBorrowingsCurrentBalanceSheet (line 96) | public NonInterestBearingBorrowingsCurrentBalanceSheet() method NonInterestBearingBorrowingsCurrentBalanceSheet (line 103) | public NonInterestBearingBorrowingsCurrentBalanceSheet(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/NonInterestBearingBorrowingsNonCurrentBalanceSheet.cs class NonInterestBearingBorrowingsNonCurrentBalanceSheet (line 29) | public class NonInterestBearingBorrowingsNonCurrentBalanceSheet : MultiP... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method NonInterestBearingBorrowingsNonCurrentBalanceSheet (line 96) | public NonInterestBearingBorrowingsNonCurrentBalanceSheet() method NonInterestBearingBorrowingsNonCurrentBalanceSheet (line 103) | public NonInterestBearingBorrowingsNonCurrentBalanceSheet(ITimeProvide... FILE: Common/Data/Fundamental/Generated/NonInterestBearingBorrowingsTotalBalanceSheet.cs class NonInterestBearingBorrowingsTotalBalanceSheet (line 29) | public class NonInterestBearingBorrowingsTotalBalanceSheet : MultiPeriod... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method NonInterestBearingBorrowingsTotalBalanceSheet (line 96) | public NonInterestBearingBorrowingsTotalBalanceSheet() method NonInterestBearingBorrowingsTotalBalanceSheet (line 103) | public NonInterestBearingBorrowingsTotalBalanceSheet(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/NonInterestBearingDepositsBalanceSheet.cs class NonInterestBearingDepositsBalanceSheet (line 29) | public class NonInterestBearingDepositsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NonInterestBearingDepositsBalanceSheet (line 108) | public NonInterestBearingDepositsBalanceSheet() method NonInterestBearingDepositsBalanceSheet (line 115) | public NonInterestBearingDepositsBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/NonInterestExpenseIncomeStatement.cs class NonInterestExpenseIncomeStatement (line 29) | public class NonInterestExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NonInterestExpenseIncomeStatement (line 120) | public NonInterestExpenseIncomeStatement() method NonInterestExpenseIncomeStatement (line 127) | public NonInterestExpenseIncomeStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/NonInterestIncomeIncomeStatement.cs class NonInterestIncomeIncomeStatement (line 29) | public class NonInterestIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NonInterestIncomeIncomeStatement (line 120) | public NonInterestIncomeIncomeStatement() method NonInterestIncomeIncomeStatement (line 127) | public NonInterestIncomeIncomeStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/NormalizedBasicEPS.cs class NormalizedBasicEPS (line 29) | public class NormalizedBasicEPS : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedBasicEPS (line 120) | public NormalizedBasicEPS() method NormalizedBasicEPS (line 127) | public NormalizedBasicEPS(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/NormalizedBasicEPSGrowth.cs class NormalizedBasicEPSGrowth (line 29) | public class NormalizedBasicEPSGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedBasicEPSGrowth (line 108) | public NormalizedBasicEPSGrowth() method NormalizedBasicEPSGrowth (line 115) | public NormalizedBasicEPSGrowth(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/NormalizedDilutedEPS.cs class NormalizedDilutedEPS (line 29) | public class NormalizedDilutedEPS : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedDilutedEPS (line 120) | public NormalizedDilutedEPS() method NormalizedDilutedEPS (line 127) | public NormalizedDilutedEPS(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/NormalizedDilutedEPSGrowth.cs class NormalizedDilutedEPSGrowth (line 29) | public class NormalizedDilutedEPSGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedDilutedEPSGrowth (line 108) | public NormalizedDilutedEPSGrowth() method NormalizedDilutedEPSGrowth (line 115) | public NormalizedDilutedEPSGrowth(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/NormalizedEBITAsReportedIncomeStatement.cs class NormalizedEBITAsReportedIncomeStatement (line 29) | public class NormalizedEBITAsReportedIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedEBITAsReportedIncomeStatement (line 108) | public NormalizedEBITAsReportedIncomeStatement() method NormalizedEBITAsReportedIncomeStatement (line 115) | public NormalizedEBITAsReportedIncomeStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/NormalizedEBITDAAsReportedIncomeStatement.cs class NormalizedEBITDAAsReportedIncomeStatement (line 29) | public class NormalizedEBITDAAsReportedIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedEBITDAAsReportedIncomeStatement (line 108) | public NormalizedEBITDAAsReportedIncomeStatement() method NormalizedEBITDAAsReportedIncomeStatement (line 115) | public NormalizedEBITDAAsReportedIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/NormalizedEBITDAIncomeStatement.cs class NormalizedEBITDAIncomeStatement (line 29) | public class NormalizedEBITDAIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedEBITDAIncomeStatement (line 120) | public NormalizedEBITDAIncomeStatement() method NormalizedEBITDAIncomeStatement (line 127) | public NormalizedEBITDAIncomeStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/NormalizedIncomeAsReportedIncomeStatement.cs class NormalizedIncomeAsReportedIncomeStatement (line 29) | public class NormalizedIncomeAsReportedIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedIncomeAsReportedIncomeStatement (line 108) | public NormalizedIncomeAsReportedIncomeStatement() method NormalizedIncomeAsReportedIncomeStatement (line 115) | public NormalizedIncomeAsReportedIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/NormalizedIncomeIncomeStatement.cs class NormalizedIncomeIncomeStatement (line 29) | public class NormalizedIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedIncomeIncomeStatement (line 120) | public NormalizedIncomeIncomeStatement() method NormalizedIncomeIncomeStatement (line 127) | public NormalizedIncomeIncomeStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/NormalizedNetProfitMargin.cs class NormalizedNetProfitMargin (line 29) | public class NormalizedNetProfitMargin : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedNetProfitMargin (line 120) | public NormalizedNetProfitMargin() method NormalizedNetProfitMargin (line 127) | public NormalizedNetProfitMargin(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/NormalizedOperatingProfitAsReportedIncomeStatement.cs class NormalizedOperatingProfitAsReportedIncomeStatement (line 29) | public class NormalizedOperatingProfitAsReportedIncomeStatement : MultiP... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedOperatingProfitAsReportedIncomeStatement (line 108) | public NormalizedOperatingProfitAsReportedIncomeStatement() method NormalizedOperatingProfitAsReportedIncomeStatement (line 115) | public NormalizedOperatingProfitAsReportedIncomeStatement(ITimeProvide... FILE: Common/Data/Fundamental/Generated/NormalizedPreTaxIncomeIncomeStatement.cs class NormalizedPreTaxIncomeIncomeStatement (line 29) | public class NormalizedPreTaxIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedPreTaxIncomeIncomeStatement (line 108) | public NormalizedPreTaxIncomeIncomeStatement() method NormalizedPreTaxIncomeIncomeStatement (line 115) | public NormalizedPreTaxIncomeIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/NormalizedROIC.cs class NormalizedROIC (line 29) | public class NormalizedROIC : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method NormalizedROIC (line 102) | public NormalizedROIC() method NormalizedROIC (line 109) | public NormalizedROIC(ITimeProvider timeProvider, SecurityIdentifier s... FILE: Common/Data/Fundamental/Generated/NotesReceivableBalanceSheet.cs class NotesReceivableBalanceSheet (line 29) | public class NotesReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method NotesReceivableBalanceSheet (line 102) | public NotesReceivableBalanceSheet() method NotesReceivableBalanceSheet (line 109) | public NotesReceivableBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/NumberOfShareHolders.cs class NumberOfShareHolders (line 29) | public class NumberOfShareHolders : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override long GetPeriodValue(string period) => FundamentalServi... method NumberOfShareHolders (line 120) | public NumberOfShareHolders() method NumberOfShareHolders (line 127) | public NumberOfShareHolders(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/OccupancyAndEquipmentIncomeStatement.cs class OccupancyAndEquipmentIncomeStatement (line 29) | public class OccupancyAndEquipmentIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OccupancyAndEquipmentIncomeStatement (line 108) | public OccupancyAndEquipmentIncomeStatement() method OccupancyAndEquipmentIncomeStatement (line 115) | public OccupancyAndEquipmentIncomeStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/OperatingCashFlowCashFlowStatement.cs class OperatingCashFlowCashFlowStatement (line 29) | public class OperatingCashFlowCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OperatingCashFlowCashFlowStatement (line 120) | public OperatingCashFlowCashFlowStatement() method OperatingCashFlowCashFlowStatement (line 127) | public OperatingCashFlowCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/OperatingExpenseAsReportedIncomeStatement.cs class OperatingExpenseAsReportedIncomeStatement (line 29) | public class OperatingExpenseAsReportedIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OperatingExpenseAsReportedIncomeStatement (line 108) | public OperatingExpenseAsReportedIncomeStatement() method OperatingExpenseAsReportedIncomeStatement (line 115) | public OperatingExpenseAsReportedIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/OperatingExpenseIncomeStatement.cs class OperatingExpenseIncomeStatement (line 29) | public class OperatingExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OperatingExpenseIncomeStatement (line 120) | public OperatingExpenseIncomeStatement() method OperatingExpenseIncomeStatement (line 127) | public OperatingExpenseIncomeStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/OperatingGainsLossesCashFlowStatement.cs class OperatingGainsLossesCashFlowStatement (line 29) | public class OperatingGainsLossesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OperatingGainsLossesCashFlowStatement (line 120) | public OperatingGainsLossesCashFlowStatement() method OperatingGainsLossesCashFlowStatement (line 127) | public OperatingGainsLossesCashFlowStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/OperatingIncomeIncomeStatement.cs class OperatingIncomeIncomeStatement (line 29) | public class OperatingIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OperatingIncomeIncomeStatement (line 120) | public OperatingIncomeIncomeStatement() method OperatingIncomeIncomeStatement (line 127) | public OperatingIncomeIncomeStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/OperatingLeaseAssetsBalanceSheet.cs class OperatingLeaseAssetsBalanceSheet (line 29) | public class OperatingLeaseAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OperatingLeaseAssetsBalanceSheet (line 96) | public OperatingLeaseAssetsBalanceSheet() method OperatingLeaseAssetsBalanceSheet (line 103) | public OperatingLeaseAssetsBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/OperatingRevenueIncomeStatement.cs class OperatingRevenueIncomeStatement (line 29) | public class OperatingRevenueIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OperatingRevenueIncomeStatement (line 120) | public OperatingRevenueIncomeStatement() method OperatingRevenueIncomeStatement (line 127) | public OperatingRevenueIncomeStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/OperationAndMaintenanceIncomeStatement.cs class OperationAndMaintenanceIncomeStatement (line 29) | public class OperationAndMaintenanceIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OperationAndMaintenanceIncomeStatement (line 120) | public OperationAndMaintenanceIncomeStatement() method OperationAndMaintenanceIncomeStatement (line 127) | public OperationAndMaintenanceIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/OperationIncomeGrowth.cs class OperationIncomeGrowth (line 29) | public class OperationIncomeGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OperationIncomeGrowth (line 108) | public OperationIncomeGrowth() method OperationIncomeGrowth (line 115) | public OperationIncomeGrowth(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/OperationMargin.cs class OperationMargin (line 29) | public class OperationMargin : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OperationMargin (line 120) | public OperationMargin() method OperationMargin (line 127) | public OperationMargin(ITimeProvider timeProvider, SecurityIdentifier ... FILE: Common/Data/Fundamental/Generated/OperationRatios.cs class OperationRatios (line 29) | public class OperationRatios : FundamentalTimeDependentProperty method OperationRatios (line 734) | public OperationRatios(ITimeProvider timeProvider, SecurityIdentifier ... method Clone (line 742) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/OperationRevenueGrowth3MonthAvg.cs class OperationRevenueGrowth3MonthAvg (line 29) | public class OperationRevenueGrowth3MonthAvg : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OperationRevenueGrowth3MonthAvg (line 108) | public OperationRevenueGrowth3MonthAvg() method OperationRevenueGrowth3MonthAvg (line 115) | public OperationRevenueGrowth3MonthAvg(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/OrdinarySharesNumberBalanceSheet.cs class OrdinarySharesNumberBalanceSheet (line 29) | public class OrdinarySharesNumberBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OrdinarySharesNumberBalanceSheet (line 96) | public OrdinarySharesNumberBalanceSheet() method OrdinarySharesNumberBalanceSheet (line 103) | public OrdinarySharesNumberBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/OtherAssetsBalanceSheet.cs class OtherAssetsBalanceSheet (line 29) | public class OtherAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherAssetsBalanceSheet (line 114) | public OtherAssetsBalanceSheet() method OtherAssetsBalanceSheet (line 121) | public OtherAssetsBalanceSheet(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/OtherBorrowedFundsBalanceSheet.cs class OtherBorrowedFundsBalanceSheet (line 29) | public class OtherBorrowedFundsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherBorrowedFundsBalanceSheet (line 96) | public OtherBorrowedFundsBalanceSheet() method OtherBorrowedFundsBalanceSheet (line 103) | public OtherBorrowedFundsBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/OtherCapitalStockBalanceSheet.cs class OtherCapitalStockBalanceSheet (line 29) | public class OtherCapitalStockBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCapitalStockBalanceSheet (line 108) | public OtherCapitalStockBalanceSheet() method OtherCapitalStockBalanceSheet (line 115) | public OtherCapitalStockBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/OtherCashAdjustExcludeFromChangeinCashCashFlowStatement.cs class OtherCashAdjustExcludeFromChangeinCashCashFlowStatement (line 29) | public class OtherCashAdjustExcludeFromChangeinCashCashFlowStatement : M... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCashAdjustExcludeFromChangeinCashCashFlowStatement (line 108) | public OtherCashAdjustExcludeFromChangeinCashCashFlowStatement() method OtherCashAdjustExcludeFromChangeinCashCashFlowStatement (line 115) | public OtherCashAdjustExcludeFromChangeinCashCashFlowStatement(ITimePr... FILE: Common/Data/Fundamental/Generated/OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement.cs class OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement (line 29) | public class OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement : ... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement (line 108) | public OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement() method OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement (line 115) | public OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement(ITimeP... FILE: Common/Data/Fundamental/Generated/OtherCashPaymentsfromOperatingActivitiesCashFlowStatement.cs class OtherCashPaymentsfromOperatingActivitiesCashFlowStatement (line 29) | public class OtherCashPaymentsfromOperatingActivitiesCashFlowStatement :... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCashPaymentsfromOperatingActivitiesCashFlowStatement (line 114) | public OtherCashPaymentsfromOperatingActivitiesCashFlowStatement() method OtherCashPaymentsfromOperatingActivitiesCashFlowStatement (line 121) | public OtherCashPaymentsfromOperatingActivitiesCashFlowStatement(ITime... FILE: Common/Data/Fundamental/Generated/OtherCashReceiptsfromOperatingActivitiesCashFlowStatement.cs class OtherCashReceiptsfromOperatingActivitiesCashFlowStatement (line 29) | public class OtherCashReceiptsfromOperatingActivitiesCashFlowStatement :... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCashReceiptsfromOperatingActivitiesCashFlowStatement (line 114) | public OtherCashReceiptsfromOperatingActivitiesCashFlowStatement() method OtherCashReceiptsfromOperatingActivitiesCashFlowStatement (line 121) | public OtherCashReceiptsfromOperatingActivitiesCashFlowStatement(ITime... FILE: Common/Data/Fundamental/Generated/OtherCostofRevenueIncomeStatement.cs class OtherCostofRevenueIncomeStatement (line 29) | public class OtherCostofRevenueIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCostofRevenueIncomeStatement (line 108) | public OtherCostofRevenueIncomeStatement() method OtherCostofRevenueIncomeStatement (line 115) | public OtherCostofRevenueIncomeStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/OtherCurrentAssetsBalanceSheet.cs class OtherCurrentAssetsBalanceSheet (line 29) | public class OtherCurrentAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCurrentAssetsBalanceSheet (line 120) | public OtherCurrentAssetsBalanceSheet() method OtherCurrentAssetsBalanceSheet (line 127) | public OtherCurrentAssetsBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/OtherCurrentBorrowingsBalanceSheet.cs class OtherCurrentBorrowingsBalanceSheet (line 29) | public class OtherCurrentBorrowingsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCurrentBorrowingsBalanceSheet (line 108) | public OtherCurrentBorrowingsBalanceSheet() method OtherCurrentBorrowingsBalanceSheet (line 115) | public OtherCurrentBorrowingsBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/OtherCurrentLiabilitiesBalanceSheet.cs class OtherCurrentLiabilitiesBalanceSheet (line 29) | public class OtherCurrentLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCurrentLiabilitiesBalanceSheet (line 120) | public OtherCurrentLiabilitiesBalanceSheet() method OtherCurrentLiabilitiesBalanceSheet (line 127) | public OtherCurrentLiabilitiesBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/OtherCustomerServicesIncomeStatement.cs class OtherCustomerServicesIncomeStatement (line 29) | public class OtherCustomerServicesIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherCustomerServicesIncomeStatement (line 114) | public OtherCustomerServicesIncomeStatement() method OtherCustomerServicesIncomeStatement (line 121) | public OtherCustomerServicesIncomeStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/OtherEquityAdjustmentsBalanceSheet.cs class OtherEquityAdjustmentsBalanceSheet (line 29) | public class OtherEquityAdjustmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherEquityAdjustmentsBalanceSheet (line 108) | public OtherEquityAdjustmentsBalanceSheet() method OtherEquityAdjustmentsBalanceSheet (line 115) | public OtherEquityAdjustmentsBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/OtherEquityInterestBalanceSheet.cs class OtherEquityInterestBalanceSheet (line 29) | public class OtherEquityInterestBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherEquityInterestBalanceSheet (line 96) | public OtherEquityInterestBalanceSheet() method OtherEquityInterestBalanceSheet (line 103) | public OtherEquityInterestBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/OtherFinancialLiabilitiesBalanceSheet.cs class OtherFinancialLiabilitiesBalanceSheet (line 29) | public class OtherFinancialLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherFinancialLiabilitiesBalanceSheet (line 96) | public OtherFinancialLiabilitiesBalanceSheet() method OtherFinancialLiabilitiesBalanceSheet (line 103) | public OtherFinancialLiabilitiesBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/OtherGAIncomeStatement.cs class OtherGAIncomeStatement (line 29) | public class OtherGAIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherGAIncomeStatement (line 108) | public OtherGAIncomeStatement() method OtherGAIncomeStatement (line 115) | public OtherGAIncomeStatement(ITimeProvider timeProvider, SecurityIden... FILE: Common/Data/Fundamental/Generated/OtherIncomeExpenseIncomeStatement.cs class OtherIncomeExpenseIncomeStatement (line 29) | public class OtherIncomeExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherIncomeExpenseIncomeStatement (line 120) | public OtherIncomeExpenseIncomeStatement() method OtherIncomeExpenseIncomeStatement (line 127) | public OtherIncomeExpenseIncomeStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/OtherIntangibleAssetsBalanceSheet.cs class OtherIntangibleAssetsBalanceSheet (line 29) | public class OtherIntangibleAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherIntangibleAssetsBalanceSheet (line 120) | public OtherIntangibleAssetsBalanceSheet() method OtherIntangibleAssetsBalanceSheet (line 127) | public OtherIntangibleAssetsBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/OtherInterestExpenseIncomeStatement.cs class OtherInterestExpenseIncomeStatement (line 29) | public class OtherInterestExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherInterestExpenseIncomeStatement (line 114) | public OtherInterestExpenseIncomeStatement() method OtherInterestExpenseIncomeStatement (line 121) | public OtherInterestExpenseIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/OtherInterestIncomeIncomeStatement.cs class OtherInterestIncomeIncomeStatement (line 29) | public class OtherInterestIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherInterestIncomeIncomeStatement (line 114) | public OtherInterestIncomeIncomeStatement() method OtherInterestIncomeIncomeStatement (line 121) | public OtherInterestIncomeIncomeStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/OtherInventoriesBalanceSheet.cs class OtherInventoriesBalanceSheet (line 29) | public class OtherInventoriesBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherInventoriesBalanceSheet (line 114) | public OtherInventoriesBalanceSheet() method OtherInventoriesBalanceSheet (line 121) | public OtherInventoriesBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/OtherInvestedAssetsBalanceSheet.cs class OtherInvestedAssetsBalanceSheet (line 29) | public class OtherInvestedAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherInvestedAssetsBalanceSheet (line 96) | public OtherInvestedAssetsBalanceSheet() method OtherInvestedAssetsBalanceSheet (line 103) | public OtherInvestedAssetsBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/OtherInvestmentsBalanceSheet.cs class OtherInvestmentsBalanceSheet (line 29) | public class OtherInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherInvestmentsBalanceSheet (line 96) | public OtherInvestmentsBalanceSheet() method OtherInvestmentsBalanceSheet (line 103) | public OtherInvestmentsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/OtherLiabilitiesBalanceSheet.cs class OtherLiabilitiesBalanceSheet (line 29) | public class OtherLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherLiabilitiesBalanceSheet (line 114) | public OtherLiabilitiesBalanceSheet() method OtherLiabilitiesBalanceSheet (line 121) | public OtherLiabilitiesBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/OtherLoanAssetsBalanceSheet.cs class OtherLoanAssetsBalanceSheet (line 29) | public class OtherLoanAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherLoanAssetsBalanceSheet (line 96) | public OtherLoanAssetsBalanceSheet() method OtherLoanAssetsBalanceSheet (line 103) | public OtherLoanAssetsBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/OtherLoansCurrentBalanceSheet.cs class OtherLoansCurrentBalanceSheet (line 29) | public class OtherLoansCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherLoansCurrentBalanceSheet (line 96) | public OtherLoansCurrentBalanceSheet() method OtherLoansCurrentBalanceSheet (line 103) | public OtherLoansCurrentBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/OtherLoansNonCurrentBalanceSheet.cs class OtherLoansNonCurrentBalanceSheet (line 29) | public class OtherLoansNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherLoansNonCurrentBalanceSheet (line 96) | public OtherLoansNonCurrentBalanceSheet() method OtherLoansNonCurrentBalanceSheet (line 103) | public OtherLoansNonCurrentBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/OtherLoansTotalBalanceSheet.cs class OtherLoansTotalBalanceSheet (line 29) | public class OtherLoansTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherLoansTotalBalanceSheet (line 96) | public OtherLoansTotalBalanceSheet() method OtherLoansTotalBalanceSheet (line 103) | public OtherLoansTotalBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/OtherNonCashItemsCashFlowStatement.cs class OtherNonCashItemsCashFlowStatement (line 29) | public class OtherNonCashItemsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherNonCashItemsCashFlowStatement (line 120) | public OtherNonCashItemsCashFlowStatement() method OtherNonCashItemsCashFlowStatement (line 127) | public OtherNonCashItemsCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/OtherNonCurrentAssetsBalanceSheet.cs class OtherNonCurrentAssetsBalanceSheet (line 29) | public class OtherNonCurrentAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherNonCurrentAssetsBalanceSheet (line 120) | public OtherNonCurrentAssetsBalanceSheet() method OtherNonCurrentAssetsBalanceSheet (line 127) | public OtherNonCurrentAssetsBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/OtherNonCurrentLiabilitiesBalanceSheet.cs class OtherNonCurrentLiabilitiesBalanceSheet (line 29) | public class OtherNonCurrentLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherNonCurrentLiabilitiesBalanceSheet (line 120) | public OtherNonCurrentLiabilitiesBalanceSheet() method OtherNonCurrentLiabilitiesBalanceSheet (line 127) | public OtherNonCurrentLiabilitiesBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/OtherNonInterestExpenseIncomeStatement.cs class OtherNonInterestExpenseIncomeStatement (line 29) | public class OtherNonInterestExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherNonInterestExpenseIncomeStatement (line 120) | public OtherNonInterestExpenseIncomeStatement() method OtherNonInterestExpenseIncomeStatement (line 127) | public OtherNonInterestExpenseIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/OtherNonInterestIncomeIncomeStatement.cs class OtherNonInterestIncomeIncomeStatement (line 29) | public class OtherNonInterestIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherNonInterestIncomeIncomeStatement (line 114) | public OtherNonInterestIncomeIncomeStatement() method OtherNonInterestIncomeIncomeStatement (line 121) | public OtherNonInterestIncomeIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/OtherNonOperatingExpensesIncomeStatement.cs class OtherNonOperatingExpensesIncomeStatement (line 29) | public class OtherNonOperatingExpensesIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherNonOperatingExpensesIncomeStatement (line 108) | public OtherNonOperatingExpensesIncomeStatement() method OtherNonOperatingExpensesIncomeStatement (line 115) | public OtherNonOperatingExpensesIncomeStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/OtherNonOperatingIncomeExpensesIncomeStatement.cs class OtherNonOperatingIncomeExpensesIncomeStatement (line 29) | public class OtherNonOperatingIncomeExpensesIncomeStatement : MultiPerio... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherNonOperatingIncomeExpensesIncomeStatement (line 114) | public OtherNonOperatingIncomeExpensesIncomeStatement() method OtherNonOperatingIncomeExpensesIncomeStatement (line 121) | public OtherNonOperatingIncomeExpensesIncomeStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/OtherNonOperatingIncomeIncomeStatement.cs class OtherNonOperatingIncomeIncomeStatement (line 29) | public class OtherNonOperatingIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherNonOperatingIncomeIncomeStatement (line 108) | public OtherNonOperatingIncomeIncomeStatement() method OtherNonOperatingIncomeIncomeStatement (line 115) | public OtherNonOperatingIncomeIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/OtherOperatingExpensesIncomeStatement.cs class OtherOperatingExpensesIncomeStatement (line 29) | public class OtherOperatingExpensesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherOperatingExpensesIncomeStatement (line 120) | public OtherOperatingExpensesIncomeStatement() method OtherOperatingExpensesIncomeStatement (line 127) | public OtherOperatingExpensesIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/OtherOperatingIncomeTotalIncomeStatement.cs class OtherOperatingIncomeTotalIncomeStatement (line 29) | public class OtherOperatingIncomeTotalIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherOperatingIncomeTotalIncomeStatement (line 114) | public OtherOperatingIncomeTotalIncomeStatement() method OtherOperatingIncomeTotalIncomeStatement (line 121) | public OtherOperatingIncomeTotalIncomeStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/OtherOperatingInflowsOutflowsofCashCashFlowStatement.cs class OtherOperatingInflowsOutflowsofCashCashFlowStatement (line 29) | public class OtherOperatingInflowsOutflowsofCashCashFlowStatement : Mult... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherOperatingInflowsOutflowsofCashCashFlowStatement (line 108) | public OtherOperatingInflowsOutflowsofCashCashFlowStatement() method OtherOperatingInflowsOutflowsofCashCashFlowStatement (line 115) | public OtherOperatingInflowsOutflowsofCashCashFlowStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/OtherPayableBalanceSheet.cs class OtherPayableBalanceSheet (line 29) | public class OtherPayableBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherPayableBalanceSheet (line 120) | public OtherPayableBalanceSheet() method OtherPayableBalanceSheet (line 127) | public OtherPayableBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/OtherPropertiesBalanceSheet.cs class OtherPropertiesBalanceSheet (line 29) | public class OtherPropertiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherPropertiesBalanceSheet (line 114) | public OtherPropertiesBalanceSheet() method OtherPropertiesBalanceSheet (line 121) | public OtherPropertiesBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/OtherRealEstateOwnedBalanceSheet.cs class OtherRealEstateOwnedBalanceSheet (line 29) | public class OtherRealEstateOwnedBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherRealEstateOwnedBalanceSheet (line 108) | public OtherRealEstateOwnedBalanceSheet() method OtherRealEstateOwnedBalanceSheet (line 115) | public OtherRealEstateOwnedBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/OtherReceivablesBalanceSheet.cs class OtherReceivablesBalanceSheet (line 29) | public class OtherReceivablesBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherReceivablesBalanceSheet (line 114) | public OtherReceivablesBalanceSheet() method OtherReceivablesBalanceSheet (line 121) | public OtherReceivablesBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/OtherReservesBalanceSheet.cs class OtherReservesBalanceSheet (line 29) | public class OtherReservesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherReservesBalanceSheet (line 96) | public OtherReservesBalanceSheet() method OtherReservesBalanceSheet (line 103) | public OtherReservesBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/OtherShortTermInvestmentsBalanceSheet.cs class OtherShortTermInvestmentsBalanceSheet (line 29) | public class OtherShortTermInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherShortTermInvestmentsBalanceSheet (line 114) | public OtherShortTermInvestmentsBalanceSheet() method OtherShortTermInvestmentsBalanceSheet (line 121) | public OtherShortTermInvestmentsBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/OtherSpecialChargesIncomeStatement.cs class OtherSpecialChargesIncomeStatement (line 29) | public class OtherSpecialChargesIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherSpecialChargesIncomeStatement (line 114) | public OtherSpecialChargesIncomeStatement() method OtherSpecialChargesIncomeStatement (line 121) | public OtherSpecialChargesIncomeStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/OtherStaffCostsIncomeStatement.cs class OtherStaffCostsIncomeStatement (line 29) | public class OtherStaffCostsIncomeStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherStaffCostsIncomeStatement (line 90) | public OtherStaffCostsIncomeStatement() method OtherStaffCostsIncomeStatement (line 97) | public OtherStaffCostsIncomeStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/OtherTaxesIncomeStatement.cs class OtherTaxesIncomeStatement (line 29) | public class OtherTaxesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherTaxesIncomeStatement (line 120) | public OtherTaxesIncomeStatement() method OtherTaxesIncomeStatement (line 127) | public OtherTaxesIncomeStatement(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/OtherUnderwritingExpensesPaidCashFlowStatement.cs class OtherUnderwritingExpensesPaidCashFlowStatement (line 29) | public class OtherUnderwritingExpensesPaidCashFlowStatement : MultiPerio... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherUnderwritingExpensesPaidCashFlowStatement (line 108) | public OtherUnderwritingExpensesPaidCashFlowStatement() method OtherUnderwritingExpensesPaidCashFlowStatement (line 115) | public OtherUnderwritingExpensesPaidCashFlowStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/OtherunderPreferredStockDividendIncomeStatement.cs class OtherunderPreferredStockDividendIncomeStatement (line 29) | public class OtherunderPreferredStockDividendIncomeStatement : MultiPeri... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method OtherunderPreferredStockDividendIncomeStatement (line 114) | public OtherunderPreferredStockDividendIncomeStatement() method OtherunderPreferredStockDividendIncomeStatement (line 121) | public OtherunderPreferredStockDividendIncomeStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/PayablesAndAccruedExpensesBalanceSheet.cs class PayablesAndAccruedExpensesBalanceSheet (line 29) | public class PayablesAndAccruedExpensesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PayablesAndAccruedExpensesBalanceSheet (line 120) | public PayablesAndAccruedExpensesBalanceSheet() method PayablesAndAccruedExpensesBalanceSheet (line 127) | public PayablesAndAccruedExpensesBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/PayablesBalanceSheet.cs class PayablesBalanceSheet (line 29) | public class PayablesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PayablesBalanceSheet (line 120) | public PayablesBalanceSheet() method PayablesBalanceSheet (line 127) | public PayablesBalanceSheet(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/PaymentForLoansCashFlowStatement.cs class PaymentForLoansCashFlowStatement (line 29) | public class PaymentForLoansCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PaymentForLoansCashFlowStatement (line 108) | public PaymentForLoansCashFlowStatement() method PaymentForLoansCashFlowStatement (line 115) | public PaymentForLoansCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/PaymentTurnover.cs class PaymentTurnover (line 29) | public class PaymentTurnover : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method PaymentTurnover (line 102) | public PaymentTurnover() method PaymentTurnover (line 109) | public PaymentTurnover(ITimeProvider timeProvider, SecurityIdentifier ... FILE: Common/Data/Fundamental/Generated/PaymentsonBehalfofEmployeesCashFlowStatement.cs class PaymentsonBehalfofEmployeesCashFlowStatement (line 29) | public class PaymentsonBehalfofEmployeesCashFlowStatement : MultiPeriodF... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PaymentsonBehalfofEmployeesCashFlowStatement (line 108) | public PaymentsonBehalfofEmployeesCashFlowStatement() method PaymentsonBehalfofEmployeesCashFlowStatement (line 115) | public PaymentsonBehalfofEmployeesCashFlowStatement(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/PaymentstoSuppliersforGoodsandServicesCashFlowStatement.cs class PaymentstoSuppliersforGoodsandServicesCashFlowStatement (line 29) | public class PaymentstoSuppliersforGoodsandServicesCashFlowStatement : M... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PaymentstoSuppliersforGoodsandServicesCashFlowStatement (line 108) | public PaymentstoSuppliersforGoodsandServicesCashFlowStatement() method PaymentstoSuppliersforGoodsandServicesCashFlowStatement (line 115) | public PaymentstoSuppliersforGoodsandServicesCashFlowStatement(ITimePr... FILE: Common/Data/Fundamental/Generated/PensionAndEmployeeBenefitExpenseCashFlowStatement.cs class PensionAndEmployeeBenefitExpenseCashFlowStatement (line 29) | public class PensionAndEmployeeBenefitExpenseCashFlowStatement : MultiPe... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PensionAndEmployeeBenefitExpenseCashFlowStatement (line 120) | public PensionAndEmployeeBenefitExpenseCashFlowStatement() method PensionAndEmployeeBenefitExpenseCashFlowStatement (line 127) | public PensionAndEmployeeBenefitExpenseCashFlowStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet.cs class PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet (line 29) | public class PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet ... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet (line 96) | public PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet() method PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet (line 103) | public PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet(ITim... FILE: Common/Data/Fundamental/Generated/PensionCostsIncomeStatement.cs class PensionCostsIncomeStatement (line 29) | public class PensionCostsIncomeStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method PensionCostsIncomeStatement (line 90) | public PensionCostsIncomeStatement() method PensionCostsIncomeStatement (line 97) | public PensionCostsIncomeStatement(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet.cs class PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet (line 29) | public class PensionandOtherPostRetirementBenefitPlansCurrentBalanceShee... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet (line 96) | public PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet() method PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet (line 103) | public PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet(IT... FILE: Common/Data/Fundamental/Generated/PeriodAuditor.cs class PeriodAuditor (line 29) | public class PeriodAuditor : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override string GetPeriodValue(string period) => FundamentalSer... method PeriodAuditor (line 120) | public PeriodAuditor() method PeriodAuditor (line 127) | public PeriodAuditor(ITimeProvider timeProvider, SecurityIdentifier se... FILE: Common/Data/Fundamental/Generated/PolicyAcquisitionExpenseIncomeStatement.cs class PolicyAcquisitionExpenseIncomeStatement (line 29) | public class PolicyAcquisitionExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyAcquisitionExpenseIncomeStatement (line 108) | public PolicyAcquisitionExpenseIncomeStatement() method PolicyAcquisitionExpenseIncomeStatement (line 115) | public PolicyAcquisitionExpenseIncomeStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/PolicyLoansBalanceSheet.cs class PolicyLoansBalanceSheet (line 29) | public class PolicyLoansBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyLoansBalanceSheet (line 96) | public PolicyLoansBalanceSheet() method PolicyLoansBalanceSheet (line 103) | public PolicyLoansBalanceSheet(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/PolicyReservesBenefitsBalanceSheet.cs class PolicyReservesBenefitsBalanceSheet (line 29) | public class PolicyReservesBenefitsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyReservesBenefitsBalanceSheet (line 108) | public PolicyReservesBenefitsBalanceSheet() method PolicyReservesBenefitsBalanceSheet (line 115) | public PolicyReservesBenefitsBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/PolicyholderBenefitsCededIncomeStatement.cs class PolicyholderBenefitsCededIncomeStatement (line 29) | public class PolicyholderBenefitsCededIncomeStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyholderBenefitsCededIncomeStatement (line 90) | public PolicyholderBenefitsCededIncomeStatement() method PolicyholderBenefitsCededIncomeStatement (line 97) | public PolicyholderBenefitsCededIncomeStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/PolicyholderBenefitsGrossIncomeStatement.cs class PolicyholderBenefitsGrossIncomeStatement (line 29) | public class PolicyholderBenefitsGrossIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyholderBenefitsGrossIncomeStatement (line 108) | public PolicyholderBenefitsGrossIncomeStatement() method PolicyholderBenefitsGrossIncomeStatement (line 115) | public PolicyholderBenefitsGrossIncomeStatement(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/PolicyholderDepositInvestmentReceivedCashFlowStatement.cs class PolicyholderDepositInvestmentReceivedCashFlowStatement (line 29) | public class PolicyholderDepositInvestmentReceivedCashFlowStatement : Mu... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyholderDepositInvestmentReceivedCashFlowStatement (line 108) | public PolicyholderDepositInvestmentReceivedCashFlowStatement() method PolicyholderDepositInvestmentReceivedCashFlowStatement (line 115) | public PolicyholderDepositInvestmentReceivedCashFlowStatement(ITimePro... FILE: Common/Data/Fundamental/Generated/PolicyholderDividendsIncomeStatement.cs class PolicyholderDividendsIncomeStatement (line 29) | public class PolicyholderDividendsIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyholderDividendsIncomeStatement (line 108) | public PolicyholderDividendsIncomeStatement() method PolicyholderDividendsIncomeStatement (line 115) | public PolicyholderDividendsIncomeStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/PolicyholderFundsBalanceSheet.cs class PolicyholderFundsBalanceSheet (line 29) | public class PolicyholderFundsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyholderFundsBalanceSheet (line 96) | public PolicyholderFundsBalanceSheet() method PolicyholderFundsBalanceSheet (line 103) | public PolicyholderFundsBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/PolicyholderInterestIncomeStatement.cs class PolicyholderInterestIncomeStatement (line 29) | public class PolicyholderInterestIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PolicyholderInterestIncomeStatement (line 108) | public PolicyholderInterestIncomeStatement() method PolicyholderInterestIncomeStatement (line 115) | public PolicyholderInterestIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/PostTaxMargin5YrAvg.cs class PostTaxMargin5YrAvg (line 29) | public class PostTaxMargin5YrAvg : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method PostTaxMargin5YrAvg (line 90) | public PostTaxMargin5YrAvg() method PostTaxMargin5YrAvg (line 97) | public PostTaxMargin5YrAvg(ITimeProvider timeProvider, SecurityIdentif... FILE: Common/Data/Fundamental/Generated/PreTaxMargin5YrAvg.cs class PreTaxMargin5YrAvg (line 29) | public class PreTaxMargin5YrAvg : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method PreTaxMargin5YrAvg (line 90) | public PreTaxMargin5YrAvg() method PreTaxMargin5YrAvg (line 97) | public PreTaxMargin5YrAvg(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/PreTreShaNumBalanceSheet.cs class PreTreShaNumBalanceSheet (line 29) | public class PreTreShaNumBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method PreTreShaNumBalanceSheet (line 96) | public PreTreShaNumBalanceSheet() method PreTreShaNumBalanceSheet (line 103) | public PreTreShaNumBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/PreferredSecuritiesOutsideStockEquityBalanceSheet.cs class PreferredSecuritiesOutsideStockEquityBalanceSheet (line 29) | public class PreferredSecuritiesOutsideStockEquityBalanceSheet : MultiPe... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method PreferredSecuritiesOutsideStockEquityBalanceSheet (line 114) | public PreferredSecuritiesOutsideStockEquityBalanceSheet() method PreferredSecuritiesOutsideStockEquityBalanceSheet (line 121) | public PreferredSecuritiesOutsideStockEquityBalanceSheet(ITimeProvider... FILE: Common/Data/Fundamental/Generated/PreferredSharesNumberBalanceSheet.cs class PreferredSharesNumberBalanceSheet (line 29) | public class PreferredSharesNumberBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method PreferredSharesNumberBalanceSheet (line 96) | public PreferredSharesNumberBalanceSheet() method PreferredSharesNumberBalanceSheet (line 103) | public PreferredSharesNumberBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/PreferredStockBalanceSheet.cs class PreferredStockBalanceSheet (line 29) | public class PreferredStockBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PreferredStockBalanceSheet (line 120) | public PreferredStockBalanceSheet() method PreferredStockBalanceSheet (line 127) | public PreferredStockBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/PreferredStockDividendPaidCashFlowStatement.cs class PreferredStockDividendPaidCashFlowStatement (line 29) | public class PreferredStockDividendPaidCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PreferredStockDividendPaidCashFlowStatement (line 120) | public PreferredStockDividendPaidCashFlowStatement() method PreferredStockDividendPaidCashFlowStatement (line 127) | public PreferredStockDividendPaidCashFlowStatement(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/PreferredStockDividendsIncomeStatement.cs class PreferredStockDividendsIncomeStatement (line 29) | public class PreferredStockDividendsIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PreferredStockDividendsIncomeStatement (line 120) | public PreferredStockDividendsIncomeStatement() method PreferredStockDividendsIncomeStatement (line 127) | public PreferredStockDividendsIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/PreferredStockEquityBalanceSheet.cs class PreferredStockEquityBalanceSheet (line 29) | public class PreferredStockEquityBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PreferredStockEquityBalanceSheet (line 120) | public PreferredStockEquityBalanceSheet() method PreferredStockEquityBalanceSheet (line 127) | public PreferredStockEquityBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/PreferredStockIssuanceCashFlowStatement.cs class PreferredStockIssuanceCashFlowStatement (line 29) | public class PreferredStockIssuanceCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PreferredStockIssuanceCashFlowStatement (line 120) | public PreferredStockIssuanceCashFlowStatement() method PreferredStockIssuanceCashFlowStatement (line 127) | public PreferredStockIssuanceCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/PreferredStockPaymentsCashFlowStatement.cs class PreferredStockPaymentsCashFlowStatement (line 29) | public class PreferredStockPaymentsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method PreferredStockPaymentsCashFlowStatement (line 114) | public PreferredStockPaymentsCashFlowStatement() method PreferredStockPaymentsCashFlowStatement (line 121) | public PreferredStockPaymentsCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/PremiumReceivedCashFlowStatement.cs class PremiumReceivedCashFlowStatement (line 29) | public class PremiumReceivedCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PremiumReceivedCashFlowStatement (line 108) | public PremiumReceivedCashFlowStatement() method PremiumReceivedCashFlowStatement (line 115) | public PremiumReceivedCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/PrepaidAssetsBalanceSheet.cs class PrepaidAssetsBalanceSheet (line 29) | public class PrepaidAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PrepaidAssetsBalanceSheet (line 120) | public PrepaidAssetsBalanceSheet() method PrepaidAssetsBalanceSheet (line 127) | public PrepaidAssetsBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/PretaxIncomeIncomeStatement.cs class PretaxIncomeIncomeStatement (line 29) | public class PretaxIncomeIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PretaxIncomeIncomeStatement (line 120) | public PretaxIncomeIncomeStatement() method PretaxIncomeIncomeStatement (line 127) | public PretaxIncomeIncomeStatement(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/PretaxMargin.cs class PretaxMargin (line 29) | public class PretaxMargin : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PretaxMargin (line 120) | public PretaxMargin() method PretaxMargin (line 127) | public PretaxMargin(ITimeProvider timeProvider, SecurityIdentifier sec... FILE: Common/Data/Fundamental/Generated/ProceedsFromLoansCashFlowStatement.cs class ProceedsFromLoansCashFlowStatement (line 29) | public class ProceedsFromLoansCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ProceedsFromLoansCashFlowStatement (line 108) | public ProceedsFromLoansCashFlowStatement() method ProceedsFromLoansCashFlowStatement (line 115) | public ProceedsFromLoansCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/ProceedsFromStockOptionExercisedCashFlowStatement.cs class ProceedsFromStockOptionExercisedCashFlowStatement (line 29) | public class ProceedsFromStockOptionExercisedCashFlowStatement : MultiPe... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ProceedsFromStockOptionExercisedCashFlowStatement (line 120) | public ProceedsFromStockOptionExercisedCashFlowStatement() method ProceedsFromStockOptionExercisedCashFlowStatement (line 127) | public ProceedsFromStockOptionExercisedCashFlowStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement.cs class ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement (line 29) | public class ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderA... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement (line 108) | public ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgree... method ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement (line 115) | public ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgree... FILE: Common/Data/Fundamental/Generated/ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement.cs class ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement (line 29) | public class ProceedsPaymentInInterestBearingDepositsInBankCashFlowState... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement (line 108) | public ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement() method ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement (line 115) | public ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement... FILE: Common/Data/Fundamental/Generated/ProfessionalExpenseAndContractServicesExpenseIncomeStatement.cs class ProfessionalExpenseAndContractServicesExpenseIncomeStatement (line 29) | public class ProfessionalExpenseAndContractServicesExpenseIncomeStatemen... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ProfessionalExpenseAndContractServicesExpenseIncomeStatement (line 120) | public ProfessionalExpenseAndContractServicesExpenseIncomeStatement() method ProfessionalExpenseAndContractServicesExpenseIncomeStatement (line 127) | public ProfessionalExpenseAndContractServicesExpenseIncomeStatement(IT... FILE: Common/Data/Fundamental/Generated/ProfitMargin5YrAvg.cs class ProfitMargin5YrAvg (line 29) | public class ProfitMargin5YrAvg : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method ProfitMargin5YrAvg (line 90) | public ProfitMargin5YrAvg() method ProfitMargin5YrAvg (line 97) | public ProfitMargin5YrAvg(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/ProfitOnDisposalsCashFlowStatement.cs class ProfitOnDisposalsCashFlowStatement (line 29) | public class ProfitOnDisposalsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ProfitOnDisposalsCashFlowStatement (line 108) | public ProfitOnDisposalsCashFlowStatement() method ProfitOnDisposalsCashFlowStatement (line 115) | public ProfitOnDisposalsCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/PropertiesBalanceSheet.cs class PropertiesBalanceSheet (line 29) | public class PropertiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method PropertiesBalanceSheet (line 96) | public PropertiesBalanceSheet() method PropertiesBalanceSheet (line 103) | public PropertiesBalanceSheet(ITimeProvider timeProvider, SecurityIden... FILE: Common/Data/Fundamental/Generated/ProvisionForDoubtfulAccountsIncomeStatement.cs class ProvisionForDoubtfulAccountsIncomeStatement (line 29) | public class ProvisionForDoubtfulAccountsIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method ProvisionForDoubtfulAccountsIncomeStatement (line 114) | public ProvisionForDoubtfulAccountsIncomeStatement() method ProvisionForDoubtfulAccountsIncomeStatement (line 121) | public ProvisionForDoubtfulAccountsIncomeStatement(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/ProvisionForLoanLeaseAndOtherLossesCashFlowStatement.cs class ProvisionForLoanLeaseAndOtherLossesCashFlowStatement (line 29) | public class ProvisionForLoanLeaseAndOtherLossesCashFlowStatement : Mult... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ProvisionForLoanLeaseAndOtherLossesCashFlowStatement (line 108) | public ProvisionForLoanLeaseAndOtherLossesCashFlowStatement() method ProvisionForLoanLeaseAndOtherLossesCashFlowStatement (line 115) | public ProvisionForLoanLeaseAndOtherLossesCashFlowStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/ProvisionandWriteOffofAssetsCashFlowStatement.cs class ProvisionandWriteOffofAssetsCashFlowStatement (line 29) | public class ProvisionandWriteOffofAssetsCashFlowStatement : MultiPeriod... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ProvisionandWriteOffofAssetsCashFlowStatement (line 108) | public ProvisionandWriteOffofAssetsCashFlowStatement() method ProvisionandWriteOffofAssetsCashFlowStatement (line 115) | public ProvisionandWriteOffofAssetsCashFlowStatement(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/ProvisionsTotalBalanceSheet.cs class ProvisionsTotalBalanceSheet (line 29) | public class ProvisionsTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ProvisionsTotalBalanceSheet (line 96) | public ProvisionsTotalBalanceSheet() method ProvisionsTotalBalanceSheet (line 103) | public ProvisionsTotalBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/PurchaseOfBusinessCashFlowStatement.cs class PurchaseOfBusinessCashFlowStatement (line 29) | public class PurchaseOfBusinessCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PurchaseOfBusinessCashFlowStatement (line 120) | public PurchaseOfBusinessCashFlowStatement() method PurchaseOfBusinessCashFlowStatement (line 127) | public PurchaseOfBusinessCashFlowStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/PurchaseOfIntangiblesCashFlowStatement.cs class PurchaseOfIntangiblesCashFlowStatement (line 29) | public class PurchaseOfIntangiblesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PurchaseOfIntangiblesCashFlowStatement (line 120) | public PurchaseOfIntangiblesCashFlowStatement() method PurchaseOfIntangiblesCashFlowStatement (line 127) | public PurchaseOfIntangiblesCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/PurchaseOfInvestmentCashFlowStatement.cs class PurchaseOfInvestmentCashFlowStatement (line 29) | public class PurchaseOfInvestmentCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PurchaseOfInvestmentCashFlowStatement (line 120) | public PurchaseOfInvestmentCashFlowStatement() method PurchaseOfInvestmentCashFlowStatement (line 127) | public PurchaseOfInvestmentCashFlowStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/PurchaseOfInvestmentPropertiesCashFlowStatement.cs class PurchaseOfInvestmentPropertiesCashFlowStatement (line 29) | public class PurchaseOfInvestmentPropertiesCashFlowStatement : MultiPeri... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PurchaseOfInvestmentPropertiesCashFlowStatement (line 108) | public PurchaseOfInvestmentPropertiesCashFlowStatement() method PurchaseOfInvestmentPropertiesCashFlowStatement (line 115) | public PurchaseOfInvestmentPropertiesCashFlowStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/PurchaseOfJointVentureAssociateCashFlowStatement.cs class PurchaseOfJointVentureAssociateCashFlowStatement (line 29) | public class PurchaseOfJointVentureAssociateCashFlowStatement : MultiPer... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PurchaseOfJointVentureAssociateCashFlowStatement (line 108) | public PurchaseOfJointVentureAssociateCashFlowStatement() method PurchaseOfJointVentureAssociateCashFlowStatement (line 115) | public PurchaseOfJointVentureAssociateCashFlowStatement(ITimeProvider ... FILE: Common/Data/Fundamental/Generated/PurchaseOfPPECashFlowStatement.cs class PurchaseOfPPECashFlowStatement (line 29) | public class PurchaseOfPPECashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method PurchaseOfPPECashFlowStatement (line 120) | public PurchaseOfPPECashFlowStatement() method PurchaseOfPPECashFlowStatement (line 127) | public PurchaseOfPPECashFlowStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/PurchaseOfSubsidiariesCashFlowStatement.cs class PurchaseOfSubsidiariesCashFlowStatement (line 29) | public class PurchaseOfSubsidiariesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method PurchaseOfSubsidiariesCashFlowStatement (line 108) | public PurchaseOfSubsidiariesCashFlowStatement() method PurchaseOfSubsidiariesCashFlowStatement (line 115) | public PurchaseOfSubsidiariesCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/QuickRatio.cs class QuickRatio (line 29) | public class QuickRatio : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method QuickRatio (line 120) | public QuickRatio() method QuickRatio (line 127) | public QuickRatio(ITimeProvider timeProvider, SecurityIdentifier secur... FILE: Common/Data/Fundamental/Generated/ROA.cs class ROA (line 29) | public class ROA : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method ROA (line 102) | public ROA() method ROA (line 109) | public ROA(ITimeProvider timeProvider, SecurityIdentifier securityIden... FILE: Common/Data/Fundamental/Generated/ROA5YrAvg.cs class ROA5YrAvg (line 29) | public class ROA5YrAvg : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method ROA5YrAvg (line 90) | public ROA5YrAvg() method ROA5YrAvg (line 97) | public ROA5YrAvg(ITimeProvider timeProvider, SecurityIdentifier securi... FILE: Common/Data/Fundamental/Generated/ROE.cs class ROE (line 29) | public class ROE : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method ROE (line 102) | public ROE() method ROE (line 109) | public ROE(ITimeProvider timeProvider, SecurityIdentifier securityIden... FILE: Common/Data/Fundamental/Generated/ROE5YrAvg.cs class ROE5YrAvg (line 29) | public class ROE5YrAvg : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method ROE5YrAvg (line 90) | public ROE5YrAvg() method ROE5YrAvg (line 97) | public ROE5YrAvg(ITimeProvider timeProvider, SecurityIdentifier securi... FILE: Common/Data/Fundamental/Generated/ROIC.cs class ROIC (line 29) | public class ROIC : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method ROIC (line 102) | public ROIC() method ROIC (line 109) | public ROIC(ITimeProvider timeProvider, SecurityIdentifier securityIde... FILE: Common/Data/Fundamental/Generated/RawMaterialsBalanceSheet.cs class RawMaterialsBalanceSheet (line 29) | public class RawMaterialsBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method RawMaterialsBalanceSheet (line 114) | public RawMaterialsBalanceSheet() method RawMaterialsBalanceSheet (line 121) | public RawMaterialsBalanceSheet(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement.cs class RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement (line 29) | public class RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement : Mu... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement (line 114) | public RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement() method RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement (line 121) | public RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement(ITimePro... FILE: Common/Data/Fundamental/Generated/ReceiptsfromCustomersCashFlowStatement.cs class ReceiptsfromCustomersCashFlowStatement (line 29) | public class ReceiptsfromCustomersCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReceiptsfromCustomersCashFlowStatement (line 108) | public ReceiptsfromCustomersCashFlowStatement() method ReceiptsfromCustomersCashFlowStatement (line 115) | public ReceiptsfromCustomersCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ReceiptsfromGovernmentGrantsCashFlowStatement.cs class ReceiptsfromGovernmentGrantsCashFlowStatement (line 29) | public class ReceiptsfromGovernmentGrantsCashFlowStatement : MultiPeriod... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReceiptsfromGovernmentGrantsCashFlowStatement (line 108) | public ReceiptsfromGovernmentGrantsCashFlowStatement() method ReceiptsfromGovernmentGrantsCashFlowStatement (line 115) | public ReceiptsfromGovernmentGrantsCashFlowStatement(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/ReceivableTurnover.cs class ReceivableTurnover (line 29) | public class ReceivableTurnover : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method ReceivableTurnover (line 102) | public ReceivableTurnover() method ReceivableTurnover (line 109) | public ReceivableTurnover(ITimeProvider timeProvider, SecurityIdentifi... FILE: Common/Data/Fundamental/Generated/ReceivablesAdjustmentsAllowancesBalanceSheet.cs class ReceivablesAdjustmentsAllowancesBalanceSheet (line 29) | public class ReceivablesAdjustmentsAllowancesBalanceSheet : MultiPeriodF... method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method ReceivablesAdjustmentsAllowancesBalanceSheet (line 102) | public ReceivablesAdjustmentsAllowancesBalanceSheet() method ReceivablesAdjustmentsAllowancesBalanceSheet (line 109) | public ReceivablesAdjustmentsAllowancesBalanceSheet(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/ReceivablesBalanceSheet.cs class ReceivablesBalanceSheet (line 29) | public class ReceivablesBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ReceivablesBalanceSheet (line 120) | public ReceivablesBalanceSheet() method ReceivablesBalanceSheet (line 127) | public ReceivablesBalanceSheet(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/ReconciledCostOfRevenueIncomeStatement.cs class ReconciledCostOfRevenueIncomeStatement (line 29) | public class ReconciledCostOfRevenueIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ReconciledCostOfRevenueIncomeStatement (line 120) | public ReconciledCostOfRevenueIncomeStatement() method ReconciledCostOfRevenueIncomeStatement (line 127) | public ReconciledCostOfRevenueIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ReconciledDepreciationIncomeStatement.cs class ReconciledDepreciationIncomeStatement (line 29) | public class ReconciledDepreciationIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ReconciledDepreciationIncomeStatement (line 120) | public ReconciledDepreciationIncomeStatement() method ReconciledDepreciationIncomeStatement (line 127) | public ReconciledDepreciationIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/RegressionGrowthOperatingRevenue5Years.cs class RegressionGrowthOperatingRevenue5Years (line 29) | public class RegressionGrowthOperatingRevenue5Years : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method RegressionGrowthOperatingRevenue5Years (line 90) | public RegressionGrowthOperatingRevenue5Years() method RegressionGrowthOperatingRevenue5Years (line 97) | public RegressionGrowthOperatingRevenue5Years(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/RegressionGrowthofDividends5Years.cs class RegressionGrowthofDividends5Years (line 29) | public class RegressionGrowthofDividends5Years : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method RegressionGrowthofDividends5Years (line 90) | public RegressionGrowthofDividends5Years() method RegressionGrowthofDividends5Years (line 97) | public RegressionGrowthofDividends5Years(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/RegulatoryAssetsBalanceSheet.cs class RegulatoryAssetsBalanceSheet (line 29) | public class RegulatoryAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method RegulatoryAssetsBalanceSheet (line 96) | public RegulatoryAssetsBalanceSheet() method RegulatoryAssetsBalanceSheet (line 103) | public RegulatoryAssetsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/RegulatoryLiabilitiesBalanceSheet.cs class RegulatoryLiabilitiesBalanceSheet (line 29) | public class RegulatoryLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method RegulatoryLiabilitiesBalanceSheet (line 96) | public RegulatoryLiabilitiesBalanceSheet() method RegulatoryLiabilitiesBalanceSheet (line 103) | public RegulatoryLiabilitiesBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/ReinsuranceAssetsBalanceSheet.cs class ReinsuranceAssetsBalanceSheet (line 29) | public class ReinsuranceAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ReinsuranceAssetsBalanceSheet (line 96) | public ReinsuranceAssetsBalanceSheet() method ReinsuranceAssetsBalanceSheet (line 103) | public ReinsuranceAssetsBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/ReinsuranceBalancesPayableBalanceSheet.cs class ReinsuranceBalancesPayableBalanceSheet (line 29) | public class ReinsuranceBalancesPayableBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ReinsuranceBalancesPayableBalanceSheet (line 96) | public ReinsuranceBalancesPayableBalanceSheet() method ReinsuranceBalancesPayableBalanceSheet (line 103) | public ReinsuranceBalancesPayableBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ReinsuranceRecoverableBalanceSheet.cs class ReinsuranceRecoverableBalanceSheet (line 29) | public class ReinsuranceRecoverableBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ReinsuranceRecoverableBalanceSheet (line 96) | public ReinsuranceRecoverableBalanceSheet() method ReinsuranceRecoverableBalanceSheet (line 103) | public ReinsuranceRecoverableBalanceSheet(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement.cs class ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement (line 29) | public class ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement : Mul... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement (line 108) | public ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement() method ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement (line 115) | public ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement(ITimeProv... FILE: Common/Data/Fundamental/Generated/ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement.cs class ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement (line 29) | public class ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement ... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement (line 108) | public ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement() method ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement (line 115) | public ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement(ITim... FILE: Common/Data/Fundamental/Generated/ReinsuranceRecoveriesofInvestmentContractIncomeStatement.cs class ReinsuranceRecoveriesofInvestmentContractIncomeStatement (line 29) | public class ReinsuranceRecoveriesofInvestmentContractIncomeStatement : ... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReinsuranceRecoveriesofInvestmentContractIncomeStatement (line 108) | public ReinsuranceRecoveriesofInvestmentContractIncomeStatement() method ReinsuranceRecoveriesofInvestmentContractIncomeStatement (line 115) | public ReinsuranceRecoveriesofInvestmentContractIncomeStatement(ITimeP... FILE: Common/Data/Fundamental/Generated/ReinsuranceandOtherRecoveriesReceivedCashFlowStatement.cs class ReinsuranceandOtherRecoveriesReceivedCashFlowStatement (line 29) | public class ReinsuranceandOtherRecoveriesReceivedCashFlowStatement : Mu... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReinsuranceandOtherRecoveriesReceivedCashFlowStatement (line 108) | public ReinsuranceandOtherRecoveriesReceivedCashFlowStatement() method ReinsuranceandOtherRecoveriesReceivedCashFlowStatement (line 115) | public ReinsuranceandOtherRecoveriesReceivedCashFlowStatement(ITimePro... FILE: Common/Data/Fundamental/Generated/RentAndLandingFeesIncomeStatement.cs class RentAndLandingFeesIncomeStatement (line 29) | public class RentAndLandingFeesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method RentAndLandingFeesIncomeStatement (line 120) | public RentAndLandingFeesIncomeStatement() method RentAndLandingFeesIncomeStatement (line 127) | public RentAndLandingFeesIncomeStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/RentExpenseSupplementalIncomeStatement.cs class RentExpenseSupplementalIncomeStatement (line 29) | public class RentExpenseSupplementalIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method RentExpenseSupplementalIncomeStatement (line 108) | public RentExpenseSupplementalIncomeStatement() method RentExpenseSupplementalIncomeStatement (line 115) | public RentExpenseSupplementalIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/RentandLandingFeesCostofRevenueIncomeStatement.cs class RentandLandingFeesCostofRevenueIncomeStatement (line 29) | public class RentandLandingFeesCostofRevenueIncomeStatement : MultiPerio... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method RentandLandingFeesCostofRevenueIncomeStatement (line 108) | public RentandLandingFeesCostofRevenueIncomeStatement() method RentandLandingFeesCostofRevenueIncomeStatement (line 115) | public RentandLandingFeesCostofRevenueIncomeStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/ReorganizationOtherCostsCashFlowStatement.cs class ReorganizationOtherCostsCashFlowStatement (line 29) | public class ReorganizationOtherCostsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReorganizationOtherCostsCashFlowStatement (line 108) | public ReorganizationOtherCostsCashFlowStatement() method ReorganizationOtherCostsCashFlowStatement (line 115) | public ReorganizationOtherCostsCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/RepaymentInLeaseFinancingCashFlowStatement.cs class RepaymentInLeaseFinancingCashFlowStatement (line 29) | public class RepaymentInLeaseFinancingCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method RepaymentInLeaseFinancingCashFlowStatement (line 108) | public RepaymentInLeaseFinancingCashFlowStatement() method RepaymentInLeaseFinancingCashFlowStatement (line 115) | public RepaymentInLeaseFinancingCashFlowStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/RepaymentOfDebtCashFlowStatement.cs class RepaymentOfDebtCashFlowStatement (line 29) | public class RepaymentOfDebtCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method RepaymentOfDebtCashFlowStatement (line 120) | public RepaymentOfDebtCashFlowStatement() method RepaymentOfDebtCashFlowStatement (line 127) | public RepaymentOfDebtCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/ReportedNormalizedBasicEPS.cs class ReportedNormalizedBasicEPS (line 29) | public class ReportedNormalizedBasicEPS : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReportedNormalizedBasicEPS (line 108) | public ReportedNormalizedBasicEPS() method ReportedNormalizedBasicEPS (line 115) | public ReportedNormalizedBasicEPS(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/ReportedNormalizedDilutedEPS.cs class ReportedNormalizedDilutedEPS (line 29) | public class ReportedNormalizedDilutedEPS : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ReportedNormalizedDilutedEPS (line 108) | public ReportedNormalizedDilutedEPS() method ReportedNormalizedDilutedEPS (line 115) | public ReportedNormalizedDilutedEPS(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/RepurchaseOfCapitalStockCashFlowStatement.cs class RepurchaseOfCapitalStockCashFlowStatement (line 29) | public class RepurchaseOfCapitalStockCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method RepurchaseOfCapitalStockCashFlowStatement (line 120) | public RepurchaseOfCapitalStockCashFlowStatement() method RepurchaseOfCapitalStockCashFlowStatement (line 127) | public RepurchaseOfCapitalStockCashFlowStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/ResearchAndDevelopmentExpensesSupplementalIncomeStatement.cs class ResearchAndDevelopmentExpensesSupplementalIncomeStatement (line 29) | public class ResearchAndDevelopmentExpensesSupplementalIncomeStatement :... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ResearchAndDevelopmentExpensesSupplementalIncomeStatement (line 108) | public ResearchAndDevelopmentExpensesSupplementalIncomeStatement() method ResearchAndDevelopmentExpensesSupplementalIncomeStatement (line 115) | public ResearchAndDevelopmentExpensesSupplementalIncomeStatement(ITime... FILE: Common/Data/Fundamental/Generated/ResearchAndDevelopmentIncomeStatement.cs class ResearchAndDevelopmentIncomeStatement (line 29) | public class ResearchAndDevelopmentIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ResearchAndDevelopmentIncomeStatement (line 120) | public ResearchAndDevelopmentIncomeStatement() method ResearchAndDevelopmentIncomeStatement (line 127) | public ResearchAndDevelopmentIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/RestrictedCashAndCashEquivalentsBalanceSheet.cs class RestrictedCashAndCashEquivalentsBalanceSheet (line 29) | public class RestrictedCashAndCashEquivalentsBalanceSheet : MultiPeriodF... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method RestrictedCashAndCashEquivalentsBalanceSheet (line 108) | public RestrictedCashAndCashEquivalentsBalanceSheet() method RestrictedCashAndCashEquivalentsBalanceSheet (line 115) | public RestrictedCashAndCashEquivalentsBalanceSheet(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/RestrictedCashAndInvestmentsBalanceSheet.cs class RestrictedCashAndInvestmentsBalanceSheet (line 29) | public class RestrictedCashAndInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method RestrictedCashAndInvestmentsBalanceSheet (line 108) | public RestrictedCashAndInvestmentsBalanceSheet() method RestrictedCashAndInvestmentsBalanceSheet (line 115) | public RestrictedCashAndInvestmentsBalanceSheet(ITimeProvider timeProv... FILE: Common/Data/Fundamental/Generated/RestrictedCashBalanceSheet.cs class RestrictedCashBalanceSheet (line 29) | public class RestrictedCashBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method RestrictedCashBalanceSheet (line 120) | public RestrictedCashBalanceSheet() method RestrictedCashBalanceSheet (line 127) | public RestrictedCashBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/RestrictedCommonStockBalanceSheet.cs class RestrictedCommonStockBalanceSheet (line 29) | public class RestrictedCommonStockBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method RestrictedCommonStockBalanceSheet (line 102) | public RestrictedCommonStockBalanceSheet() method RestrictedCommonStockBalanceSheet (line 109) | public RestrictedCommonStockBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/RestrictedInvestmentsBalanceSheet.cs class RestrictedInvestmentsBalanceSheet (line 29) | public class RestrictedInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method RestrictedInvestmentsBalanceSheet (line 96) | public RestrictedInvestmentsBalanceSheet() method RestrictedInvestmentsBalanceSheet (line 103) | public RestrictedInvestmentsBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/RestructuringAndMergernAcquisitionIncomeStatement.cs class RestructuringAndMergernAcquisitionIncomeStatement (line 29) | public class RestructuringAndMergernAcquisitionIncomeStatement : MultiPe... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method RestructuringAndMergernAcquisitionIncomeStatement (line 120) | public RestructuringAndMergernAcquisitionIncomeStatement() method RestructuringAndMergernAcquisitionIncomeStatement (line 127) | public RestructuringAndMergernAcquisitionIncomeStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/RetainedEarningsBalanceSheet.cs class RetainedEarningsBalanceSheet (line 29) | public class RetainedEarningsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method RetainedEarningsBalanceSheet (line 120) | public RetainedEarningsBalanceSheet() method RetainedEarningsBalanceSheet (line 127) | public RetainedEarningsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/RevenueGrowth.cs class RevenueGrowth (line 29) | public class RevenueGrowth : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method RevenueGrowth (line 108) | public RevenueGrowth() method RevenueGrowth (line 115) | public RevenueGrowth(ITimeProvider timeProvider, SecurityIdentifier se... FILE: Common/Data/Fundamental/Generated/SalariesAndWagesIncomeStatement.cs class SalariesAndWagesIncomeStatement (line 29) | public class SalariesAndWagesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method SalariesAndWagesIncomeStatement (line 120) | public SalariesAndWagesIncomeStatement() method SalariesAndWagesIncomeStatement (line 127) | public SalariesAndWagesIncomeStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/SaleOfBusinessCashFlowStatement.cs class SaleOfBusinessCashFlowStatement (line 29) | public class SaleOfBusinessCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method SaleOfBusinessCashFlowStatement (line 120) | public SaleOfBusinessCashFlowStatement() method SaleOfBusinessCashFlowStatement (line 127) | public SaleOfBusinessCashFlowStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/SaleOfIntangiblesCashFlowStatement.cs class SaleOfIntangiblesCashFlowStatement (line 29) | public class SaleOfIntangiblesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method SaleOfIntangiblesCashFlowStatement (line 114) | public SaleOfIntangiblesCashFlowStatement() method SaleOfIntangiblesCashFlowStatement (line 121) | public SaleOfIntangiblesCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/SaleOfInvestmentCashFlowStatement.cs class SaleOfInvestmentCashFlowStatement (line 29) | public class SaleOfInvestmentCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method SaleOfInvestmentCashFlowStatement (line 120) | public SaleOfInvestmentCashFlowStatement() method SaleOfInvestmentCashFlowStatement (line 127) | public SaleOfInvestmentCashFlowStatement(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/SaleOfInvestmentPropertiesCashFlowStatement.cs class SaleOfInvestmentPropertiesCashFlowStatement (line 29) | public class SaleOfInvestmentPropertiesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method SaleOfInvestmentPropertiesCashFlowStatement (line 108) | public SaleOfInvestmentPropertiesCashFlowStatement() method SaleOfInvestmentPropertiesCashFlowStatement (line 115) | public SaleOfInvestmentPropertiesCashFlowStatement(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/SaleOfJointVentureAssociateCashFlowStatement.cs class SaleOfJointVentureAssociateCashFlowStatement (line 29) | public class SaleOfJointVentureAssociateCashFlowStatement : MultiPeriodF... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method SaleOfJointVentureAssociateCashFlowStatement (line 108) | public SaleOfJointVentureAssociateCashFlowStatement() method SaleOfJointVentureAssociateCashFlowStatement (line 115) | public SaleOfJointVentureAssociateCashFlowStatement(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/SaleOfPPECashFlowStatement.cs class SaleOfPPECashFlowStatement (line 29) | public class SaleOfPPECashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method SaleOfPPECashFlowStatement (line 120) | public SaleOfPPECashFlowStatement() method SaleOfPPECashFlowStatement (line 127) | public SaleOfPPECashFlowStatement(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/SaleOfSubsidiariesCashFlowStatement.cs class SaleOfSubsidiariesCashFlowStatement (line 29) | public class SaleOfSubsidiariesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SaleOfSubsidiariesCashFlowStatement (line 96) | public SaleOfSubsidiariesCashFlowStatement() method SaleOfSubsidiariesCashFlowStatement (line 103) | public SaleOfSubsidiariesCashFlowStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/SalesPerEmployee.cs class SalesPerEmployee (line 29) | public class SalesPerEmployee : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method SalesPerEmployee (line 120) | public SalesPerEmployee() method SalesPerEmployee (line 127) | public SalesPerEmployee(ITimeProvider timeProvider, SecurityIdentifier... FILE: Common/Data/Fundamental/Generated/SecuritiesActivitiesIncomeStatement.cs class SecuritiesActivitiesIncomeStatement (line 29) | public class SecuritiesActivitiesIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method SecuritiesActivitiesIncomeStatement (line 108) | public SecuritiesActivitiesIncomeStatement() method SecuritiesActivitiesIncomeStatement (line 115) | public SecuritiesActivitiesIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/SecuritiesAmortizationIncomeStatement.cs class SecuritiesAmortizationIncomeStatement (line 29) | public class SecuritiesAmortizationIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method SecuritiesAmortizationIncomeStatement (line 114) | public SecuritiesAmortizationIncomeStatement() method SecuritiesAmortizationIncomeStatement (line 121) | public SecuritiesAmortizationIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/SecuritiesAndInvestmentsBalanceSheet.cs class SecuritiesAndInvestmentsBalanceSheet (line 29) | public class SecuritiesAndInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method SecuritiesAndInvestmentsBalanceSheet (line 114) | public SecuritiesAndInvestmentsBalanceSheet() method SecuritiesAndInvestmentsBalanceSheet (line 121) | public SecuritiesAndInvestmentsBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/SecuritiesLendingCollateralBalanceSheet.cs class SecuritiesLendingCollateralBalanceSheet (line 29) | public class SecuritiesLendingCollateralBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SecuritiesLendingCollateralBalanceSheet (line 96) | public SecuritiesLendingCollateralBalanceSheet() method SecuritiesLendingCollateralBalanceSheet (line 103) | public SecuritiesLendingCollateralBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/SecuritiesLoanedBalanceSheet.cs class SecuritiesLoanedBalanceSheet (line 29) | public class SecuritiesLoanedBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SecuritiesLoanedBalanceSheet (line 96) | public SecuritiesLoanedBalanceSheet() method SecuritiesLoanedBalanceSheet (line 103) | public SecuritiesLoanedBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/SecurityAgreeToBeResellBalanceSheet.cs class SecurityAgreeToBeResellBalanceSheet (line 29) | public class SecurityAgreeToBeResellBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SecurityAgreeToBeResellBalanceSheet (line 96) | public SecurityAgreeToBeResellBalanceSheet() method SecurityAgreeToBeResellBalanceSheet (line 103) | public SecurityAgreeToBeResellBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/SecurityBorrowedBalanceSheet.cs class SecurityBorrowedBalanceSheet (line 29) | public class SecurityBorrowedBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SecurityBorrowedBalanceSheet (line 96) | public SecurityBorrowedBalanceSheet() method SecurityBorrowedBalanceSheet (line 103) | public SecurityBorrowedBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/SecurityReference.cs class SecurityReference (line 29) | public class SecurityReference : FundamentalTimeDependentProperty method SecurityReference (line 250) | public SecurityReference(ITimeProvider timeProvider, SecurityIdentifie... method Clone (line 258) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/SecuritySoldNotYetRepurchasedBalanceSheet.cs class SecuritySoldNotYetRepurchasedBalanceSheet (line 29) | public class SecuritySoldNotYetRepurchasedBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SecuritySoldNotYetRepurchasedBalanceSheet (line 96) | public SecuritySoldNotYetRepurchasedBalanceSheet() method SecuritySoldNotYetRepurchasedBalanceSheet (line 103) | public SecuritySoldNotYetRepurchasedBalanceSheet(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/SellingAndMarketingExpenseIncomeStatement.cs class SellingAndMarketingExpenseIncomeStatement (line 29) | public class SellingAndMarketingExpenseIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method SellingAndMarketingExpenseIncomeStatement (line 120) | public SellingAndMarketingExpenseIncomeStatement() method SellingAndMarketingExpenseIncomeStatement (line 127) | public SellingAndMarketingExpenseIncomeStatement(ITimeProvider timePro... FILE: Common/Data/Fundamental/Generated/SellingGeneralAndAdministrationIncomeStatement.cs class SellingGeneralAndAdministrationIncomeStatement (line 29) | public class SellingGeneralAndAdministrationIncomeStatement : MultiPerio... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method SellingGeneralAndAdministrationIncomeStatement (line 120) | public SellingGeneralAndAdministrationIncomeStatement() method SellingGeneralAndAdministrationIncomeStatement (line 127) | public SellingGeneralAndAdministrationIncomeStatement(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/SeparateAccountAssetsBalanceSheet.cs class SeparateAccountAssetsBalanceSheet (line 29) | public class SeparateAccountAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SeparateAccountAssetsBalanceSheet (line 96) | public SeparateAccountAssetsBalanceSheet() method SeparateAccountAssetsBalanceSheet (line 103) | public SeparateAccountAssetsBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/SeparateAccountBusinessBalanceSheet.cs class SeparateAccountBusinessBalanceSheet (line 29) | public class SeparateAccountBusinessBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SeparateAccountBusinessBalanceSheet (line 96) | public SeparateAccountBusinessBalanceSheet() method SeparateAccountBusinessBalanceSheet (line 103) | public SeparateAccountBusinessBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/ServiceChargeOnDepositorAccountsIncomeStatement.cs class ServiceChargeOnDepositorAccountsIncomeStatement (line 29) | public class ServiceChargeOnDepositorAccountsIncomeStatement : MultiPeri... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method ServiceChargeOnDepositorAccountsIncomeStatement (line 114) | public ServiceChargeOnDepositorAccountsIncomeStatement() method ServiceChargeOnDepositorAccountsIncomeStatement (line 121) | public ServiceChargeOnDepositorAccountsIncomeStatement(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/ShareIssuedBalanceSheet.cs class ShareIssuedBalanceSheet (line 29) | public class ShareIssuedBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ShareIssuedBalanceSheet (line 96) | public ShareIssuedBalanceSheet() method ShareIssuedBalanceSheet (line 103) | public ShareIssuedBalanceSheet(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/ShareOfAssociatesCashFlowStatement.cs class ShareOfAssociatesCashFlowStatement (line 29) | public class ShareOfAssociatesCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method ShareOfAssociatesCashFlowStatement (line 108) | public ShareOfAssociatesCashFlowStatement() method ShareOfAssociatesCashFlowStatement (line 115) | public ShareOfAssociatesCashFlowStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/ShortTermDebtIssuanceCashFlowStatement.cs class ShortTermDebtIssuanceCashFlowStatement (line 29) | public class ShortTermDebtIssuanceCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ShortTermDebtIssuanceCashFlowStatement (line 120) | public ShortTermDebtIssuanceCashFlowStatement() method ShortTermDebtIssuanceCashFlowStatement (line 127) | public ShortTermDebtIssuanceCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ShortTermDebtPaymentsCashFlowStatement.cs class ShortTermDebtPaymentsCashFlowStatement (line 29) | public class ShortTermDebtPaymentsCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method ShortTermDebtPaymentsCashFlowStatement (line 120) | public ShortTermDebtPaymentsCashFlowStatement() method ShortTermDebtPaymentsCashFlowStatement (line 127) | public ShortTermDebtPaymentsCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/ShortTermInvestmentsAvailableForSaleBalanceSheet.cs class ShortTermInvestmentsAvailableForSaleBalanceSheet (line 29) | public class ShortTermInvestmentsAvailableForSaleBalanceSheet : MultiPer... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ShortTermInvestmentsAvailableForSaleBalanceSheet (line 96) | public ShortTermInvestmentsAvailableForSaleBalanceSheet() method ShortTermInvestmentsAvailableForSaleBalanceSheet (line 103) | public ShortTermInvestmentsAvailableForSaleBalanceSheet(ITimeProvider ... FILE: Common/Data/Fundamental/Generated/ShortTermInvestmentsHeldToMaturityBalanceSheet.cs class ShortTermInvestmentsHeldToMaturityBalanceSheet (line 29) | public class ShortTermInvestmentsHeldToMaturityBalanceSheet : MultiPerio... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ShortTermInvestmentsHeldToMaturityBalanceSheet (line 96) | public ShortTermInvestmentsHeldToMaturityBalanceSheet() method ShortTermInvestmentsHeldToMaturityBalanceSheet (line 103) | public ShortTermInvestmentsHeldToMaturityBalanceSheet(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/ShortTermInvestmentsTradingBalanceSheet.cs class ShortTermInvestmentsTradingBalanceSheet (line 29) | public class ShortTermInvestmentsTradingBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method ShortTermInvestmentsTradingBalanceSheet (line 96) | public ShortTermInvestmentsTradingBalanceSheet() method ShortTermInvestmentsTradingBalanceSheet (line 103) | public ShortTermInvestmentsTradingBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/SocialSecurityCostsIncomeStatement.cs class SocialSecurityCostsIncomeStatement (line 29) | public class SocialSecurityCostsIncomeStatement : MultiPeriodField method GetPeriodValues (line 67) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 85) | public override double GetPeriodValue(string period) => FundamentalSer... method SocialSecurityCostsIncomeStatement (line 90) | public SocialSecurityCostsIncomeStatement() method SocialSecurityCostsIncomeStatement (line 97) | public SocialSecurityCostsIncomeStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/SolvencyRatio.cs class SolvencyRatio (line 29) | public class SolvencyRatio : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SolvencyRatio (line 96) | public SolvencyRatio() method SolvencyRatio (line 103) | public SolvencyRatio(ITimeProvider timeProvider, SecurityIdentifier se... FILE: Common/Data/Fundamental/Generated/SpecialIncomeChargesIncomeStatement.cs class SpecialIncomeChargesIncomeStatement (line 29) | public class SpecialIncomeChargesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method SpecialIncomeChargesIncomeStatement (line 120) | public SpecialIncomeChargesIncomeStatement() method SpecialIncomeChargesIncomeStatement (line 127) | public SpecialIncomeChargesIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/StaffCostsIncomeStatement.cs class StaffCostsIncomeStatement (line 29) | public class StaffCostsIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method StaffCostsIncomeStatement (line 114) | public StaffCostsIncomeStatement() method StaffCostsIncomeStatement (line 121) | public StaffCostsIncomeStatement(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/StockBasedCompensationCashFlowStatement.cs class StockBasedCompensationCashFlowStatement (line 29) | public class StockBasedCompensationCashFlowStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method StockBasedCompensationCashFlowStatement (line 120) | public StockBasedCompensationCashFlowStatement() method StockBasedCompensationCashFlowStatement (line 127) | public StockBasedCompensationCashFlowStatement(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/StockBasedCompensationIncomeStatement.cs class StockBasedCompensationIncomeStatement (line 29) | public class StockBasedCompensationIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method StockBasedCompensationIncomeStatement (line 108) | public StockBasedCompensationIncomeStatement() method StockBasedCompensationIncomeStatement (line 115) | public StockBasedCompensationIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/StockholdersEquityBalanceSheet.cs class StockholdersEquityBalanceSheet (line 29) | public class StockholdersEquityBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method StockholdersEquityBalanceSheet (line 120) | public StockholdersEquityBalanceSheet() method StockholdersEquityBalanceSheet (line 127) | public StockholdersEquityBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/StockholdersEquityGrowth.cs class StockholdersEquityGrowth (line 29) | public class StockholdersEquityGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method StockholdersEquityGrowth (line 102) | public StockholdersEquityGrowth() method StockholdersEquityGrowth (line 109) | public StockholdersEquityGrowth(ITimeProvider timeProvider, SecurityId... FILE: Common/Data/Fundamental/Generated/SubordinatedLiabilitiesBalanceSheet.cs class SubordinatedLiabilitiesBalanceSheet (line 29) | public class SubordinatedLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method SubordinatedLiabilitiesBalanceSheet (line 96) | public SubordinatedLiabilitiesBalanceSheet() method SubordinatedLiabilitiesBalanceSheet (line 103) | public SubordinatedLiabilitiesBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/TangibleBookValueBalanceSheet.cs class TangibleBookValueBalanceSheet (line 29) | public class TangibleBookValueBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TangibleBookValueBalanceSheet (line 120) | public TangibleBookValueBalanceSheet() method TangibleBookValueBalanceSheet (line 127) | public TangibleBookValueBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/TaxAssetsTotalBalanceSheet.cs class TaxAssetsTotalBalanceSheet (line 29) | public class TaxAssetsTotalBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxAssetsTotalBalanceSheet (line 96) | public TaxAssetsTotalBalanceSheet() method TaxAssetsTotalBalanceSheet (line 103) | public TaxAssetsTotalBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/TaxEffectOfUnusualItemsIncomeStatement.cs class TaxEffectOfUnusualItemsIncomeStatement (line 29) | public class TaxEffectOfUnusualItemsIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxEffectOfUnusualItemsIncomeStatement (line 120) | public TaxEffectOfUnusualItemsIncomeStatement() method TaxEffectOfUnusualItemsIncomeStatement (line 127) | public TaxEffectOfUnusualItemsIncomeStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/TaxLossCarryforwardBasicEPS.cs class TaxLossCarryforwardBasicEPS (line 29) | public class TaxLossCarryforwardBasicEPS : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxLossCarryforwardBasicEPS (line 108) | public TaxLossCarryforwardBasicEPS() method TaxLossCarryforwardBasicEPS (line 115) | public TaxLossCarryforwardBasicEPS(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/TaxLossCarryforwardDilutedEPS.cs class TaxLossCarryforwardDilutedEPS (line 29) | public class TaxLossCarryforwardDilutedEPS : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxLossCarryforwardDilutedEPS (line 108) | public TaxLossCarryforwardDilutedEPS() method TaxLossCarryforwardDilutedEPS (line 115) | public TaxLossCarryforwardDilutedEPS(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/TaxProvisionIncomeStatement.cs class TaxProvisionIncomeStatement (line 29) | public class TaxProvisionIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxProvisionIncomeStatement (line 120) | public TaxProvisionIncomeStatement() method TaxProvisionIncomeStatement (line 127) | public TaxProvisionIncomeStatement(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/TaxRate.cs class TaxRate (line 29) | public class TaxRate : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxRate (line 120) | public TaxRate() method TaxRate (line 127) | public TaxRate(ITimeProvider timeProvider, SecurityIdentifier security... FILE: Common/Data/Fundamental/Generated/TaxRateForCalcsIncomeStatement.cs class TaxRateForCalcsIncomeStatement (line 29) | public class TaxRateForCalcsIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxRateForCalcsIncomeStatement (line 120) | public TaxRateForCalcsIncomeStatement() method TaxRateForCalcsIncomeStatement (line 127) | public TaxRateForCalcsIncomeStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/TaxesAssetsCurrentBalanceSheet.cs class TaxesAssetsCurrentBalanceSheet (line 29) | public class TaxesAssetsCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxesAssetsCurrentBalanceSheet (line 96) | public TaxesAssetsCurrentBalanceSheet() method TaxesAssetsCurrentBalanceSheet (line 103) | public TaxesAssetsCurrentBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/TaxesReceivableBalanceSheet.cs class TaxesReceivableBalanceSheet (line 29) | public class TaxesReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxesReceivableBalanceSheet (line 114) | public TaxesReceivableBalanceSheet() method TaxesReceivableBalanceSheet (line 121) | public TaxesReceivableBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/TaxesRefundPaidCashFlowStatement.cs class TaxesRefundPaidCashFlowStatement (line 29) | public class TaxesRefundPaidCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxesRefundPaidCashFlowStatement (line 108) | public TaxesRefundPaidCashFlowStatement() method TaxesRefundPaidCashFlowStatement (line 115) | public TaxesRefundPaidCashFlowStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/TaxesRefundPaidDirectCashFlowStatement.cs class TaxesRefundPaidDirectCashFlowStatement (line 29) | public class TaxesRefundPaidDirectCashFlowStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TaxesRefundPaidDirectCashFlowStatement (line 108) | public TaxesRefundPaidDirectCashFlowStatement() method TaxesRefundPaidDirectCashFlowStatement (line 115) | public TaxesRefundPaidDirectCashFlowStatement(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/TotalAdjustmentsforNonCashItemsCashFlowStatement.cs class TotalAdjustmentsforNonCashItemsCashFlowStatement (line 29) | public class TotalAdjustmentsforNonCashItemsCashFlowStatement : MultiPer... method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalAdjustmentsforNonCashItemsCashFlowStatement (line 114) | public TotalAdjustmentsforNonCashItemsCashFlowStatement() method TotalAdjustmentsforNonCashItemsCashFlowStatement (line 121) | public TotalAdjustmentsforNonCashItemsCashFlowStatement(ITimeProvider ... FILE: Common/Data/Fundamental/Generated/TotalAssetsBalanceSheet.cs class TotalAssetsBalanceSheet (line 29) | public class TotalAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalAssetsBalanceSheet (line 120) | public TotalAssetsBalanceSheet() method TotalAssetsBalanceSheet (line 127) | public TotalAssetsBalanceSheet(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/TotalAssetsGrowth.cs class TotalAssetsGrowth (line 29) | public class TotalAssetsGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalAssetsGrowth (line 102) | public TotalAssetsGrowth() method TotalAssetsGrowth (line 109) | public TotalAssetsGrowth(ITimeProvider timeProvider, SecurityIdentifie... FILE: Common/Data/Fundamental/Generated/TotalCapitalizationBalanceSheet.cs class TotalCapitalizationBalanceSheet (line 29) | public class TotalCapitalizationBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalCapitalizationBalanceSheet (line 120) | public TotalCapitalizationBalanceSheet() method TotalCapitalizationBalanceSheet (line 127) | public TotalCapitalizationBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/TotalDebtBalanceSheet.cs class TotalDebtBalanceSheet (line 29) | public class TotalDebtBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDebtBalanceSheet (line 120) | public TotalDebtBalanceSheet() method TotalDebtBalanceSheet (line 127) | public TotalDebtBalanceSheet(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/TotalDebtEquityRatio.cs class TotalDebtEquityRatio (line 29) | public class TotalDebtEquityRatio : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDebtEquityRatio (line 120) | public TotalDebtEquityRatio() method TotalDebtEquityRatio (line 127) | public TotalDebtEquityRatio(ITimeProvider timeProvider, SecurityIdenti... FILE: Common/Data/Fundamental/Generated/TotalDebtEquityRatioGrowth.cs class TotalDebtEquityRatioGrowth (line 29) | public class TotalDebtEquityRatioGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDebtEquityRatioGrowth (line 102) | public TotalDebtEquityRatioGrowth() method TotalDebtEquityRatioGrowth (line 109) | public TotalDebtEquityRatioGrowth(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/TotalDebtInMaturityScheduleBalanceSheet.cs class TotalDebtInMaturityScheduleBalanceSheet (line 29) | public class TotalDebtInMaturityScheduleBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDebtInMaturityScheduleBalanceSheet (line 96) | public TotalDebtInMaturityScheduleBalanceSheet() method TotalDebtInMaturityScheduleBalanceSheet (line 103) | public TotalDebtInMaturityScheduleBalanceSheet(ITimeProvider timeProvi... FILE: Common/Data/Fundamental/Generated/TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet.cs class TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet (line 29) | public class TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceShe... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet (line 108) | public TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet() method TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet (line 115) | public TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet(I... FILE: Common/Data/Fundamental/Generated/TotalDepositsBalanceSheet.cs class TotalDepositsBalanceSheet (line 29) | public class TotalDepositsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDepositsBalanceSheet (line 108) | public TotalDepositsBalanceSheet() method TotalDepositsBalanceSheet (line 115) | public TotalDepositsBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/TotalDividendPaymentofEquitySharesIncomeStatement.cs class TotalDividendPaymentofEquitySharesIncomeStatement (line 29) | public class TotalDividendPaymentofEquitySharesIncomeStatement : MultiPe... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDividendPaymentofEquitySharesIncomeStatement (line 108) | public TotalDividendPaymentofEquitySharesIncomeStatement() method TotalDividendPaymentofEquitySharesIncomeStatement (line 115) | public TotalDividendPaymentofEquitySharesIncomeStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/TotalDividendPaymentofNonEquitySharesIncomeStatement.cs class TotalDividendPaymentofNonEquitySharesIncomeStatement (line 29) | public class TotalDividendPaymentofNonEquitySharesIncomeStatement : Mult... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDividendPaymentofNonEquitySharesIncomeStatement (line 108) | public TotalDividendPaymentofNonEquitySharesIncomeStatement() method TotalDividendPaymentofNonEquitySharesIncomeStatement (line 115) | public TotalDividendPaymentofNonEquitySharesIncomeStatement(ITimeProvi... FILE: Common/Data/Fundamental/Generated/TotalDividendPerShare.cs class TotalDividendPerShare (line 29) | public class TotalDividendPerShare : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalDividendPerShare (line 120) | public TotalDividendPerShare() method TotalDividendPerShare (line 127) | public TotalDividendPerShare(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/TotalEquityAsReportedBalanceSheet.cs class TotalEquityAsReportedBalanceSheet (line 29) | public class TotalEquityAsReportedBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalEquityAsReportedBalanceSheet (line 96) | public TotalEquityAsReportedBalanceSheet() method TotalEquityAsReportedBalanceSheet (line 103) | public TotalEquityAsReportedBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/TotalEquityBalanceSheet.cs class TotalEquityBalanceSheet (line 29) | public class TotalEquityBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalEquityBalanceSheet (line 120) | public TotalEquityBalanceSheet() method TotalEquityBalanceSheet (line 127) | public TotalEquityBalanceSheet(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Generated/TotalEquityGrossMinorityInterestBalanceSheet.cs class TotalEquityGrossMinorityInterestBalanceSheet (line 29) | public class TotalEquityGrossMinorityInterestBalanceSheet : MultiPeriodF... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalEquityGrossMinorityInterestBalanceSheet (line 120) | public TotalEquityGrossMinorityInterestBalanceSheet() method TotalEquityGrossMinorityInterestBalanceSheet (line 127) | public TotalEquityGrossMinorityInterestBalanceSheet(ITimeProvider time... FILE: Common/Data/Fundamental/Generated/TotalExpensesIncomeStatement.cs class TotalExpensesIncomeStatement (line 29) | public class TotalExpensesIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalExpensesIncomeStatement (line 120) | public TotalExpensesIncomeStatement() method TotalExpensesIncomeStatement (line 127) | public TotalExpensesIncomeStatement(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/TotalFinancialLeaseObligationsBalanceSheet.cs class TotalFinancialLeaseObligationsBalanceSheet (line 29) | public class TotalFinancialLeaseObligationsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalFinancialLeaseObligationsBalanceSheet (line 96) | public TotalFinancialLeaseObligationsBalanceSheet() method TotalFinancialLeaseObligationsBalanceSheet (line 103) | public TotalFinancialLeaseObligationsBalanceSheet(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/TotalInvestmentsBalanceSheet.cs class TotalInvestmentsBalanceSheet (line 29) | public class TotalInvestmentsBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalInvestmentsBalanceSheet (line 102) | public TotalInvestmentsBalanceSheet() method TotalInvestmentsBalanceSheet (line 109) | public TotalInvestmentsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/TotalLiabilitiesAsReportedBalanceSheet.cs class TotalLiabilitiesAsReportedBalanceSheet (line 29) | public class TotalLiabilitiesAsReportedBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalLiabilitiesAsReportedBalanceSheet (line 96) | public TotalLiabilitiesAsReportedBalanceSheet() method TotalLiabilitiesAsReportedBalanceSheet (line 103) | public TotalLiabilitiesAsReportedBalanceSheet(ITimeProvider timeProvid... FILE: Common/Data/Fundamental/Generated/TotalLiabilitiesGrowth.cs class TotalLiabilitiesGrowth (line 29) | public class TotalLiabilitiesGrowth : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalLiabilitiesGrowth (line 102) | public TotalLiabilitiesGrowth() method TotalLiabilitiesGrowth (line 109) | public TotalLiabilitiesGrowth(ITimeProvider timeProvider, SecurityIden... FILE: Common/Data/Fundamental/Generated/TotalLiabilitiesNetMinorityInterestBalanceSheet.cs class TotalLiabilitiesNetMinorityInterestBalanceSheet (line 29) | public class TotalLiabilitiesNetMinorityInterestBalanceSheet : MultiPeri... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalLiabilitiesNetMinorityInterestBalanceSheet (line 120) | public TotalLiabilitiesNetMinorityInterestBalanceSheet() method TotalLiabilitiesNetMinorityInterestBalanceSheet (line 127) | public TotalLiabilitiesNetMinorityInterestBalanceSheet(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/TotalMoneyMarketInvestmentsIncomeStatement.cs class TotalMoneyMarketInvestmentsIncomeStatement (line 29) | public class TotalMoneyMarketInvestmentsIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalMoneyMarketInvestmentsIncomeStatement (line 114) | public TotalMoneyMarketInvestmentsIncomeStatement() method TotalMoneyMarketInvestmentsIncomeStatement (line 121) | public TotalMoneyMarketInvestmentsIncomeStatement(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/TotalNonCurrentAssetsBalanceSheet.cs class TotalNonCurrentAssetsBalanceSheet (line 29) | public class TotalNonCurrentAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalNonCurrentAssetsBalanceSheet (line 120) | public TotalNonCurrentAssetsBalanceSheet() method TotalNonCurrentAssetsBalanceSheet (line 127) | public TotalNonCurrentAssetsBalanceSheet(ITimeProvider timeProvider, S... FILE: Common/Data/Fundamental/Generated/TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet.cs class TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet (line 29) | public class TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet :... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet (line 120) | public TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet() method TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet (line 127) | public TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet(ITime... FILE: Common/Data/Fundamental/Generated/TotalOperatingIncomeAsReportedIncomeStatement.cs class TotalOperatingIncomeAsReportedIncomeStatement (line 29) | public class TotalOperatingIncomeAsReportedIncomeStatement : MultiPeriod... method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalOperatingIncomeAsReportedIncomeStatement (line 108) | public TotalOperatingIncomeAsReportedIncomeStatement() method TotalOperatingIncomeAsReportedIncomeStatement (line 115) | public TotalOperatingIncomeAsReportedIncomeStatement(ITimeProvider tim... FILE: Common/Data/Fundamental/Generated/TotalOtherFinanceCostIncomeStatement.cs class TotalOtherFinanceCostIncomeStatement (line 29) | public class TotalOtherFinanceCostIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalOtherFinanceCostIncomeStatement (line 108) | public TotalOtherFinanceCostIncomeStatement() method TotalOtherFinanceCostIncomeStatement (line 115) | public TotalOtherFinanceCostIncomeStatement(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/TotalPartnershipCapitalBalanceSheet.cs class TotalPartnershipCapitalBalanceSheet (line 29) | public class TotalPartnershipCapitalBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalPartnershipCapitalBalanceSheet (line 102) | public TotalPartnershipCapitalBalanceSheet() method TotalPartnershipCapitalBalanceSheet (line 109) | public TotalPartnershipCapitalBalanceSheet(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/TotalPremiumsEarnedIncomeStatement.cs class TotalPremiumsEarnedIncomeStatement (line 29) | public class TotalPremiumsEarnedIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalPremiumsEarnedIncomeStatement (line 108) | public TotalPremiumsEarnedIncomeStatement() method TotalPremiumsEarnedIncomeStatement (line 115) | public TotalPremiumsEarnedIncomeStatement(ITimeProvider timeProvider, ... FILE: Common/Data/Fundamental/Generated/TotalRevenueAsReportedIncomeStatement.cs class TotalRevenueAsReportedIncomeStatement (line 29) | public class TotalRevenueAsReportedIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalRevenueAsReportedIncomeStatement (line 108) | public TotalRevenueAsReportedIncomeStatement() method TotalRevenueAsReportedIncomeStatement (line 115) | public TotalRevenueAsReportedIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/TotalRevenueIncomeStatement.cs class TotalRevenueIncomeStatement (line 29) | public class TotalRevenueIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalRevenueIncomeStatement (line 120) | public TotalRevenueIncomeStatement() method TotalRevenueIncomeStatement (line 127) | public TotalRevenueIncomeStatement(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/TotalRiskBasedCapital.cs class TotalRiskBasedCapital (line 29) | public class TotalRiskBasedCapital : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalRiskBasedCapital (line 114) | public TotalRiskBasedCapital() method TotalRiskBasedCapital (line 121) | public TotalRiskBasedCapital(ITimeProvider timeProvider, SecurityIdent... FILE: Common/Data/Fundamental/Generated/TotalTaxPayableBalanceSheet.cs class TotalTaxPayableBalanceSheet (line 29) | public class TotalTaxPayableBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalTaxPayableBalanceSheet (line 120) | public TotalTaxPayableBalanceSheet() method TotalTaxPayableBalanceSheet (line 127) | public TotalTaxPayableBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/TotalUnusualItemsExcludingGoodwillIncomeStatement.cs class TotalUnusualItemsExcludingGoodwillIncomeStatement (line 29) | public class TotalUnusualItemsExcludingGoodwillIncomeStatement : MultiPe... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalUnusualItemsExcludingGoodwillIncomeStatement (line 120) | public TotalUnusualItemsExcludingGoodwillIncomeStatement() method TotalUnusualItemsExcludingGoodwillIncomeStatement (line 127) | public TotalUnusualItemsExcludingGoodwillIncomeStatement(ITimeProvider... FILE: Common/Data/Fundamental/Generated/TotalUnusualItemsIncomeStatement.cs class TotalUnusualItemsIncomeStatement (line 29) | public class TotalUnusualItemsIncomeStatement : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TotalUnusualItemsIncomeStatement (line 120) | public TotalUnusualItemsIncomeStatement() method TotalUnusualItemsIncomeStatement (line 127) | public TotalUnusualItemsIncomeStatement(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/TradeAndOtherReceivablesNonCurrentBalanceSheet.cs class TradeAndOtherReceivablesNonCurrentBalanceSheet (line 29) | public class TradeAndOtherReceivablesNonCurrentBalanceSheet : MultiPerio... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TradeAndOtherReceivablesNonCurrentBalanceSheet (line 96) | public TradeAndOtherReceivablesNonCurrentBalanceSheet() method TradeAndOtherReceivablesNonCurrentBalanceSheet (line 103) | public TradeAndOtherReceivablesNonCurrentBalanceSheet(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/TradeandOtherPayablesNonCurrentBalanceSheet.cs class TradeandOtherPayablesNonCurrentBalanceSheet (line 29) | public class TradeandOtherPayablesNonCurrentBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TradeandOtherPayablesNonCurrentBalanceSheet (line 96) | public TradeandOtherPayablesNonCurrentBalanceSheet() method TradeandOtherPayablesNonCurrentBalanceSheet (line 103) | public TradeandOtherPayablesNonCurrentBalanceSheet(ITimeProvider timeP... FILE: Common/Data/Fundamental/Generated/TradingAndOtherReceivableBalanceSheet.cs class TradingAndOtherReceivableBalanceSheet (line 29) | public class TradingAndOtherReceivableBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TradingAndOtherReceivableBalanceSheet (line 96) | public TradingAndOtherReceivableBalanceSheet() method TradingAndOtherReceivableBalanceSheet (line 103) | public TradingAndOtherReceivableBalanceSheet(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/TradingAssetsBalanceSheet.cs class TradingAssetsBalanceSheet (line 29) | public class TradingAssetsBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TradingAssetsBalanceSheet (line 96) | public TradingAssetsBalanceSheet() method TradingAssetsBalanceSheet (line 103) | public TradingAssetsBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/TradingGainLossIncomeStatement.cs class TradingGainLossIncomeStatement (line 29) | public class TradingGainLossIncomeStatement : MultiPeriodField method GetPeriodValues (line 91) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 109) | public override double GetPeriodValue(string period) => FundamentalSer... method TradingGainLossIncomeStatement (line 114) | public TradingGainLossIncomeStatement() method TradingGainLossIncomeStatement (line 121) | public TradingGainLossIncomeStatement(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/TradingLiabilitiesBalanceSheet.cs class TradingLiabilitiesBalanceSheet (line 29) | public class TradingLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TradingLiabilitiesBalanceSheet (line 96) | public TradingLiabilitiesBalanceSheet() method TradingLiabilitiesBalanceSheet (line 103) | public TradingLiabilitiesBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/TradingSecuritiesBalanceSheet.cs class TradingSecuritiesBalanceSheet (line 29) | public class TradingSecuritiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method TradingSecuritiesBalanceSheet (line 102) | public TradingSecuritiesBalanceSheet() method TradingSecuritiesBalanceSheet (line 109) | public TradingSecuritiesBalanceSheet(ITimeProvider timeProvider, Secur... FILE: Common/Data/Fundamental/Generated/TradingandFinancialLiabilitiesBalanceSheet.cs class TradingandFinancialLiabilitiesBalanceSheet (line 29) | public class TradingandFinancialLiabilitiesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TradingandFinancialLiabilitiesBalanceSheet (line 96) | public TradingandFinancialLiabilitiesBalanceSheet() method TradingandFinancialLiabilitiesBalanceSheet (line 103) | public TradingandFinancialLiabilitiesBalanceSheet(ITimeProvider timePr... FILE: Common/Data/Fundamental/Generated/TreasuryBillsandOtherEligibleBillsBalanceSheet.cs class TreasuryBillsandOtherEligibleBillsBalanceSheet (line 29) | public class TreasuryBillsandOtherEligibleBillsBalanceSheet : MultiPerio... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TreasuryBillsandOtherEligibleBillsBalanceSheet (line 96) | public TreasuryBillsandOtherEligibleBillsBalanceSheet() method TreasuryBillsandOtherEligibleBillsBalanceSheet (line 103) | public TreasuryBillsandOtherEligibleBillsBalanceSheet(ITimeProvider ti... FILE: Common/Data/Fundamental/Generated/TreasurySharesNumberBalanceSheet.cs class TreasurySharesNumberBalanceSheet (line 29) | public class TreasurySharesNumberBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method TreasurySharesNumberBalanceSheet (line 96) | public TreasurySharesNumberBalanceSheet() method TreasurySharesNumberBalanceSheet (line 103) | public TreasurySharesNumberBalanceSheet(ITimeProvider timeProvider, Se... FILE: Common/Data/Fundamental/Generated/TreasuryStockBalanceSheet.cs class TreasuryStockBalanceSheet (line 29) | public class TreasuryStockBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method TreasuryStockBalanceSheet (line 120) | public TreasuryStockBalanceSheet() method TreasuryStockBalanceSheet (line 127) | public TreasuryStockBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/TrustFeesbyCommissionsIncomeStatement.cs class TrustFeesbyCommissionsIncomeStatement (line 29) | public class TrustFeesbyCommissionsIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method TrustFeesbyCommissionsIncomeStatement (line 108) | public TrustFeesbyCommissionsIncomeStatement() method TrustFeesbyCommissionsIncomeStatement (line 115) | public TrustFeesbyCommissionsIncomeStatement(ITimeProvider timeProvide... FILE: Common/Data/Fundamental/Generated/UnallocatedSurplusBalanceSheet.cs class UnallocatedSurplusBalanceSheet (line 29) | public class UnallocatedSurplusBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method UnallocatedSurplusBalanceSheet (line 96) | public UnallocatedSurplusBalanceSheet() method UnallocatedSurplusBalanceSheet (line 103) | public UnallocatedSurplusBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/UnbilledReceivablesBalanceSheet.cs class UnbilledReceivablesBalanceSheet (line 29) | public class UnbilledReceivablesBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method UnbilledReceivablesBalanceSheet (line 96) | public UnbilledReceivablesBalanceSheet() method UnbilledReceivablesBalanceSheet (line 103) | public UnbilledReceivablesBalanceSheet(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/UnderwritingExpensesIncomeStatement.cs class UnderwritingExpensesIncomeStatement (line 29) | public class UnderwritingExpensesIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method UnderwritingExpensesIncomeStatement (line 108) | public UnderwritingExpensesIncomeStatement() method UnderwritingExpensesIncomeStatement (line 115) | public UnderwritingExpensesIncomeStatement(ITimeProvider timeProvider,... FILE: Common/Data/Fundamental/Generated/UnearnedIncomeBalanceSheet.cs class UnearnedIncomeBalanceSheet (line 29) | public class UnearnedIncomeBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method UnearnedIncomeBalanceSheet (line 108) | public UnearnedIncomeBalanceSheet() method UnearnedIncomeBalanceSheet (line 115) | public UnearnedIncomeBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/UnearnedPremiumsBalanceSheet.cs class UnearnedPremiumsBalanceSheet (line 29) | public class UnearnedPremiumsBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method UnearnedPremiumsBalanceSheet (line 108) | public UnearnedPremiumsBalanceSheet() method UnearnedPremiumsBalanceSheet (line 115) | public UnearnedPremiumsBalanceSheet(ITimeProvider timeProvider, Securi... FILE: Common/Data/Fundamental/Generated/UnpaidLossAndLossReserveBalanceSheet.cs class UnpaidLossAndLossReserveBalanceSheet (line 29) | public class UnpaidLossAndLossReserveBalanceSheet : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method UnpaidLossAndLossReserveBalanceSheet (line 108) | public UnpaidLossAndLossReserveBalanceSheet() method UnpaidLossAndLossReserveBalanceSheet (line 115) | public UnpaidLossAndLossReserveBalanceSheet(ITimeProvider timeProvider... FILE: Common/Data/Fundamental/Generated/UnrealizedGainLossBalanceSheet.cs class UnrealizedGainLossBalanceSheet (line 29) | public class UnrealizedGainLossBalanceSheet : MultiPeriodField method GetPeriodValues (line 79) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 97) | public override double GetPeriodValue(string period) => FundamentalSer... method UnrealizedGainLossBalanceSheet (line 102) | public UnrealizedGainLossBalanceSheet() method UnrealizedGainLossBalanceSheet (line 109) | public UnrealizedGainLossBalanceSheet(ITimeProvider timeProvider, Secu... FILE: Common/Data/Fundamental/Generated/UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement.cs class UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement (line 29) | public class UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement :... method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement (line 120) | public UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement() method UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement (line 127) | public UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement(ITime... FILE: Common/Data/Fundamental/Generated/UnrealizedGainsLossesOnDerivativesCashFlowStatement.cs class UnrealizedGainsLossesOnDerivativesCashFlowStatement (line 29) | public class UnrealizedGainsLossesOnDerivativesCashFlowStatement : Multi... method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method UnrealizedGainsLossesOnDerivativesCashFlowStatement (line 96) | public UnrealizedGainsLossesOnDerivativesCashFlowStatement() method UnrealizedGainsLossesOnDerivativesCashFlowStatement (line 103) | public UnrealizedGainsLossesOnDerivativesCashFlowStatement(ITimeProvid... FILE: Common/Data/Fundamental/Generated/ValuationRatios.cs class ValuationRatios (line 29) | public class ValuationRatios : FundamentalTimeDependentProperty method ValuationRatios (line 1150) | public ValuationRatios(ITimeProvider timeProvider, SecurityIdentifier ... method Clone (line 1158) | public override FundamentalTimeDependentProperty Clone(ITimeProvider t... FILE: Common/Data/Fundamental/Generated/WagesandSalariesIncomeStatement.cs class WagesandSalariesIncomeStatement (line 29) | public class WagesandSalariesIncomeStatement : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method WagesandSalariesIncomeStatement (line 96) | public WagesandSalariesIncomeStatement() method WagesandSalariesIncomeStatement (line 103) | public WagesandSalariesIncomeStatement(ITimeProvider timeProvider, Sec... FILE: Common/Data/Fundamental/Generated/WaterProductionBalanceSheet.cs class WaterProductionBalanceSheet (line 29) | public class WaterProductionBalanceSheet : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method WaterProductionBalanceSheet (line 96) | public WaterProductionBalanceSheet() method WaterProductionBalanceSheet (line 103) | public WaterProductionBalanceSheet(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/WorkInProcessBalanceSheet.cs class WorkInProcessBalanceSheet (line 29) | public class WorkInProcessBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method WorkInProcessBalanceSheet (line 120) | public WorkInProcessBalanceSheet() method WorkInProcessBalanceSheet (line 127) | public WorkInProcessBalanceSheet(ITimeProvider timeProvider, SecurityI... FILE: Common/Data/Fundamental/Generated/WorkingCapitalBalanceSheet.cs class WorkingCapitalBalanceSheet (line 29) | public class WorkingCapitalBalanceSheet : MultiPeriodField method GetPeriodValues (line 97) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 115) | public override double GetPeriodValue(string period) => FundamentalSer... method WorkingCapitalBalanceSheet (line 120) | public WorkingCapitalBalanceSheet() method WorkingCapitalBalanceSheet (line 127) | public WorkingCapitalBalanceSheet(ITimeProvider timeProvider, Security... FILE: Common/Data/Fundamental/Generated/WorkingCapitalTurnoverRatio.cs class WorkingCapitalTurnoverRatio (line 29) | public class WorkingCapitalTurnoverRatio : MultiPeriodField method GetPeriodValues (line 73) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 91) | public override double GetPeriodValue(string period) => FundamentalSer... method WorkingCapitalTurnoverRatio (line 96) | public WorkingCapitalTurnoverRatio() method WorkingCapitalTurnoverRatio (line 103) | public WorkingCapitalTurnoverRatio(ITimeProvider timeProvider, Securit... FILE: Common/Data/Fundamental/Generated/WriteOffIncomeStatement.cs class WriteOffIncomeStatement (line 29) | public class WriteOffIncomeStatement : MultiPeriodField method GetPeriodValues (line 85) | public override IReadOnlyDictionary GetPeriodValues() method GetPeriodValue (line 103) | public override double GetPeriodValue(string period) => FundamentalSer... method WriteOffIncomeStatement (line 108) | public WriteOffIncomeStatement() method WriteOffIncomeStatement (line 115) | public WriteOffIncomeStatement(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/MultiPeriodField.cs class MultiPeriodField (line 26) | public abstract class MultiPeriodField : ReusuableCLRObject method MultiPeriodField (line 61) | protected MultiPeriodField() method MultiPeriodField (line 70) | protected MultiPeriodField(ITimeProvider timeProvider, SecurityIdentif... method GetPeriodValues (line 79) | public abstract IReadOnlyDictionary GetPeriodValues(); method HasPeriodValue (line 85) | public virtual bool HasPeriodValue(string period) => !BaseFundamentalD... method GetPeriodValue (line 92) | public abstract T GetPeriodValue(string period); method GetPeriodNames (line 97) | public IEnumerable GetPeriodNames() method HasValues (line 105) | public bool HasValues() method ToString (line 113) | public override string ToString() method ConvertPeriod (line 121) | protected string ConvertPeriod(string period) method MultiPeriodField (line 174) | protected MultiPeriodField() method MultiPeriodField (line 183) | protected MultiPeriodField(ITimeProvider timeProvider, SecurityIdentif... class MultiPeriodField (line 169) | public abstract class MultiPeriodField : MultiPeriodField method MultiPeriodField (line 61) | protected MultiPeriodField() method MultiPeriodField (line 70) | protected MultiPeriodField(ITimeProvider timeProvider, SecurityIdentif... method GetPeriodValues (line 79) | public abstract IReadOnlyDictionary GetPeriodValues(); method HasPeriodValue (line 85) | public virtual bool HasPeriodValue(string period) => !BaseFundamentalD... method GetPeriodValue (line 92) | public abstract T GetPeriodValue(string period); method GetPeriodNames (line 97) | public IEnumerable GetPeriodNames() method HasValues (line 105) | public bool HasValues() method ToString (line 113) | public override string ToString() method ConvertPeriod (line 121) | protected string ConvertPeriod(string period) method MultiPeriodField (line 174) | protected MultiPeriodField() method MultiPeriodField (line 183) | protected MultiPeriodField(ITimeProvider timeProvider, SecurityIdentif... class MultiPeriodFieldLong (line 199) | public abstract class MultiPeriodFieldLong : MultiPeriodField method MultiPeriodFieldLong (line 204) | protected MultiPeriodFieldLong() method MultiPeriodFieldLong (line 213) | protected MultiPeriodFieldLong(ITimeProvider timeProvider, SecurityIde... FILE: Common/Data/Fundamental/Period.cs class Period (line 24) | public static class Period class PeriodAsByte (line 87) | internal static class PeriodAsByte method Convert (line 92) | public static string Convert(byte period) method Convert (line 129) | public static byte Convert(string period) FILE: Common/Data/GetSetPropertyDynamicMetaObject.cs class GetSetPropertyDynamicMetaObject (line 26) | public class GetSetPropertyDynamicMetaObject : DynamicMetaObject method GetSetPropertyDynamicMetaObject (line 38) | public GetSetPropertyDynamicMetaObject( method BindSetMember (line 56) | public override DynamicMetaObject BindSetMember(SetMemberBinder binder... method BindGetMember (line 81) | public override DynamicMetaObject BindGetMember(GetMemberBinder binder) FILE: Common/Data/HistoryExtensions.cs class HistoryExtensions (line 28) | public static class HistoryExtensions method TryGetBrokerageName (line 35) | public static bool TryGetBrokerageName(string historyProviderName, out... method SplitHistoryRequestWithUpdatedMappedSymbol (line 69) | public static IEnumerable SplitHistoryRequestWithUpdat... FILE: Common/Data/HistoryProviderBase.cs class HistoryProviderBase (line 26) | public abstract class HistoryProviderBase : IHistoryProvider method Initialize (line 62) | public abstract void Initialize(HistoryProviderInitializeParameters pa... method GetHistory (line 70) | public abstract IEnumerable GetHistory(IEnumerable Add(SubscriptionDataConfig dataConfig, EventHand... method Remove (line 48) | bool Remove(SubscriptionDataConfig dataConfig); method Update (line 54) | void Update(BaseData input); FILE: Common/Data/IDividendYieldModel.cs type IDividendYieldModel (line 23) | public interface IDividendYieldModel method GetDividendYield (line 30) | decimal GetDividendYield(DateTime date); method GetDividendYield (line 38) | public decimal GetDividendYield(DateTime date, decimal securityPrice); FILE: Common/Data/IRiskFreeInterestRateModel.cs type IRiskFreeInterestRateModel (line 25) | public interface IRiskFreeInterestRateModel method GetInterestRate (line 32) | decimal GetInterestRate(DateTime date); class RiskFreeInterestRateModelExtensions (line 38) | public static class RiskFreeInterestRateModelExtensions method GetRiskFreeRate (line 46) | public static decimal GetRiskFreeRate(this IRiskFreeInterestRateModel ... method GetAverageRiskFreeRate (line 58) | public static decimal GetAverageRiskFreeRate(this IRiskFreeInterestRat... FILE: Common/Data/ISubscriptionEnumeratorFactory.cs type ISubscriptionEnumeratorFactory (line 26) | public interface ISubscriptionEnumeratorFactory method CreateEnumerator (line 34) | IEnumerator CreateEnumerator(SubscriptionRequest request, ID... FILE: Common/Data/ISymbolProvider.cs type ISymbolProvider (line 21) | public interface ISymbolProvider FILE: Common/Data/IndexedBasedData.cs class IndexedBaseData (line 25) | public abstract class IndexedBaseData : BaseData method GetSourceForAnIndex (line 35) | public virtual SubscriptionDataSource GetSourceForAnIndex(Subscription... method GetSource (line 48) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... FILE: Common/Data/IndicatorHistory.cs class IndicatorHistory (line 27) | public class IndicatorHistory : DataHistory method IndicatorHistory (line 42) | public IndicatorHistory(List indicatorsDataPoints... FILE: Common/Data/InterestRateProvider.cs class InterestRateProvider (line 30) | public class InterestRateProvider : IRiskFreeInterestRateModel method GetInterestRate (line 68) | public decimal GetInterestRate(DateTime date) method GetInterestRateProvider (line 83) | protected static Dictionary GetInterestRateProvider() method FromCsvFile (line 112) | public static Dictionary FromCsvFile(string file, o... method TryParse (line 150) | public static bool TryParse(string csvLine, out DateTime date, out dec... FILE: Common/Data/LeanDataWriter.cs class LeanDataWriter (line 35) | public class LeanDataWriter method LeanDataWriter (line 66) | public LeanDataWriter(Resolution resolution, Symbol symbol, string dat... method LeanDataWriter (line 101) | public LeanDataWriter(string dataDirectory, Resolution resolution, Sec... method Write (line 123) | public void Write(IEnumerable source) method DownloadAndSave (line 195) | public void DownloadAndSave(IBrokerage brokerage, List symbols... method TryLoadFile (line 270) | private bool TryLoadFile(string fileName, string entryName, DateTime d... method WriteFile (line 305) | private void WriteFile(string filePath, List data, Symbol s... method GetZipOutputFileName (line 381) | private string GetZipOutputFileName(string baseDirectory, DateTime tim... method GetMappedSymbol (line 389) | private Symbol GetMappedSymbol(DateTime time, Symbol symbol) class TimedLine (line 410) | private class TimedLine method TimedLine (line 414) | public TimedLine(DateTime time, string line) FILE: Common/Data/Market/Bar.cs class Bar (line 24) | [ProtoContract(SkipConstructor = true)] method Bar (line 56) | public Bar() method Bar (line 67) | public Bar(decimal open, decimal high, decimal low, decimal close) method Update (line 80) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Update (line 90) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Clone (line 109) | public Bar Clone() method ToString (line 117) | public override string ToString() FILE: Common/Data/Market/BarDirection.cs type BarDirection (line 21) | public enum BarDirection FILE: Common/Data/Market/BaseChain.cs class BaseChain (line 31) | public class BaseChain : BaseData, IEnumerable method ContainsKey (line 122) | public bool ContainsKey(Symbol key) method BaseChain (line 130) | protected BaseChain(MarketDataType dataType, bool flatten) method BaseChain (line 152) | protected BaseChain(Symbol canonicalOptionSymbol, DateTime time, Marke... method BaseChain (line 169) | protected BaseChain(BaseChain other) method GetAux (line 189) | public TAux GetAux(Symbol symbol) method GetAux (line 205) | public DataDictionary GetAux() method GetAuxList (line 229) | public Dictionary> GetAuxList() method GetAuxList (line 245) | public List GetAuxList(Symbol symbol) method GetEnumerator (line 262) | public IEnumerator GetEnumerator() method GetEnumerator (line 273) | IEnumerator IEnumerable.GetEnumerator() method AddData (line 282) | internal void AddData(BaseData data) method AddAuxData (line 311) | private void AddAuxData(BaseData baseData) FILE: Common/Data/Market/BaseChains.cs class BaseChains (line 28) | public class BaseChains : DataDictio... method BaseChains (line 46) | protected BaseChains() method BaseChains (line 54) | protected BaseChains(bool flatten) method BaseChains (line 62) | protected BaseChains(DateTime time, bool flatten) method InitializeDataFrame (line 69) | private PyObject InitializeDataFrame() FILE: Common/Data/Market/BaseContract.cs class BaseContract (line 24) | public abstract class BaseContract : ISymbolProvider method BaseContract (line 99) | protected BaseContract(Symbol symbol) method ToString (line 110) | public override string ToString() => Symbol.Value; method Update (line 115) | internal abstract void Update(BaseData data); FILE: Common/Data/Market/BaseRenkoBar.cs class BaseRenkoBar (line 28) | public abstract class BaseRenkoBar : TradeBar, IBaseDataBar method Reader (line 69) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GetSource (line 81) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... FILE: Common/Data/Market/DataDictionary.cs class DataDictionary (line 28) | [PandasNonExpandable] method DataDictionary (line 47) | public DataDictionary() : base() method DataDictionary (line 57) | public DataDictionary(IEnumerable data, Func keySelector) method DataDictionary (line 66) | public DataDictionary(DateTime time) : base() method GetValue (line 96) | public virtual T GetValue(Symbol key) method GetItems (line 107) | public override IEnumerable> GetItems() method GetEnumerator (line 163) | public override IEnumerator> GetEnumerator() method Clear (line 171) | public override void Clear() method Remove (line 182) | public override bool Remove(Symbol key) method Remove (line 193) | public override bool Remove(KeyValuePair item) method Add (line 204) | public override void Add(Symbol key, T value) method Add (line 214) | public override void Add(KeyValuePair item) method ClearCache (line 220) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class DataDictionaryExtensions (line 232) | public static class DataDictionaryExtensions method Add (line 237) | public static void Add(this DataDictionary dictionary, T data) FILE: Common/Data/Market/Delisting.cs class Delisting (line 26) | public class Delisting : BaseData method Delisting (line 43) | public Delisting() method Delisting (line 56) | public Delisting(Symbol symbol, DateTime date, decimal price, Delistin... method SetOrderTicket (line 69) | public void SetOrderTicket(OrderTicket ticket) method Reader (line 83) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GetSource (line 95) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Clone (line 107) | public override BaseData Clone() method ToString (line 116) | public override string ToString() FILE: Common/Data/Market/Delistings.cs class Delistings (line 24) | public class Delistings : DataDictionary method Delistings (line 29) | public Delistings() method Delistings (line 37) | public Delistings(DateTime frontier) FILE: Common/Data/Market/Dividend.cs class Dividend (line 26) | [ProtoContract(SkipConstructor = true)] method Dividend (line 53) | public Dividend() method Dividend (line 65) | public Dividend(Symbol symbol, DateTime date, decimal distribution, de... method Create (line 82) | public static Dividend Create(Symbol symbol, DateTime date, decimal re... method ComputeDistribution (line 95) | public static decimal ComputeDistribution(decimal close, decimal price... method Reader (line 109) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GetSource (line 122) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Clone (line 135) | public override BaseData Clone() method ToString (line 153) | public override string ToString() FILE: Common/Data/Market/Dividends.cs class Dividends (line 24) | public class Dividends : DataDictionary method Dividends (line 29) | public Dividends() method Dividends (line 37) | public Dividends(DateTime frontier) FILE: Common/Data/Market/FuturesChain.cs class FuturesChain (line 26) | public class FuturesChain : BaseChain method FuturesChain (line 34) | public FuturesChain(Symbol canonicalFutureSymbol, DateTime time, bool ... method FuturesChain (line 46) | public FuturesChain(Symbol canonicalFutureSymbol, DateTime time, IEnum... method FuturesChain (line 59) | private FuturesChain(FuturesChain other) method Clone (line 68) | public override BaseData Clone() FILE: Common/Data/Market/FuturesChains.cs class FuturesChains (line 23) | public class FuturesChains : BaseChains method FuturesContracts (line 28) | public FuturesContracts() method FuturesContracts (line 35) | public FuturesContracts(DateTime time) FILE: Common/Data/Market/Greeks.cs class Greeks (line 23) | public class Greeks method Greeks (line 117) | public Greeks() method Greeks (line 124) | public Greeks(decimal delta, decimal gamma, decimal vega, decimal thet... FILE: Common/Data/Market/IBar.cs type IBar (line 21) | public interface IBar FILE: Common/Data/Market/IBaseDataBar.cs type IBaseDataBar (line 21) | public interface IBaseDataBar : IBaseData, IBar FILE: Common/Data/Market/MarginInterestRate.cs class MarginInterestRate (line 28) | public class MarginInterestRate : BaseData method MarginInterestRate (line 38) | public MarginInterestRate() method Reader (line 52) | [StubsIgnore] method GetSource (line 71) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method DataTimeZone (line 87) | public override DateTimeZone DataTimeZone() method ToString (line 95) | public override string ToString() FILE: Common/Data/Market/MarginInterestRates.cs class MarginInterestRates (line 24) | public class MarginInterestRates : DataDictionary method MarginInterestRates (line 29) | public MarginInterestRates() method MarginInterestRates (line 37) | public MarginInterestRates(DateTime frontier) FILE: Common/Data/Market/ModeledGreeks.cs class ModeledGreeks (line 23) | internal class ModeledGreeks : Greeks method ModeledGreeks (line 65) | public ModeledGreeks(Func delta, Func gamma, Func method OptionChain (line 35) | public OptionChain(Symbol canonicalOptionSymbol, DateTime time, bool f... method OptionChain (line 48) | public OptionChain(Symbol canonicalOptionSymbol, DateTime time, IEnume... method OptionChain (line 63) | private OptionChain(OptionChain other) method Clone (line 72) | public override BaseData Clone() FILE: Common/Data/Market/OptionChains.cs class OptionChains (line 24) | public class OptionChains : BaseChains item) method Remove (line 108) | public override bool Remove(KeyValuePair item) method GetCanonicalOptionSymbol (line 114) | private static Symbol GetCanonicalOptionSymbol(Symbol symbol) FILE: Common/Data/Market/OptionContract.cs class OptionContract (line 27) | public class OptionContract : BaseContract method OptionContract (line 111) | public OptionContract(ISecurityPrice security) method OptionContract (line 122) | public OptionContract(OptionUniverse contractData, SymbolProperties sy... method SetOptionPriceModel (line 133) | internal void SetOptionPriceModel(Func optionP... method Create (line 145) | public static OptionContract Create(BaseData baseData, ISecurityPrice ... method Create (line 155) | public static OptionContract Create(DateTime endTime, ISecurityPrice s... method Create (line 172) | public static OptionContract Create(OptionUniverse contractData, Symbo... method Update (line 194) | internal override void Update(BaseData data) type IOptionData (line 208) | private interface IOptionData method Update (line 222) | void Update(BaseData data); method SetUnderlying (line 224) | void SetUnderlying(BaseData data); class OptionPriceModelResultData (line 230) | private class OptionPriceModelResultData : IOptionData method OptionPriceModelResultData (line 260) | public OptionPriceModelResultData(Func optio... method Update (line 274) | public void Update(BaseData data) method SetUnderlying (line 290) | public void SetUnderlying(BaseData data) class OptionUniverseData (line 299) | private class OptionUniverseData : IOptionData method OptionUniverseData (line 328) | public OptionUniverseData(OptionUniverse contractData) method Update (line 333) | public void Update(BaseData data) method SetUnderlying (line 337) | public void SetUnderlying(BaseData data) FILE: Common/Data/Market/OptionContracts.cs class OptionContracts (line 23) | public class OptionContracts : DataDictionary method OptionContracts (line 28) | public OptionContracts() method OptionContracts (line 35) | public OptionContracts(DateTime time) FILE: Common/Data/Market/QuoteBar.cs class QuoteBar (line 32) | [ProtoContract(SkipConstructor = true)] method QuoteBar (line 212) | public QuoteBar() method QuoteBar (line 233) | public QuoteBar(DateTime time, Symbol symbol, IBar bid, decimal lastBi... method Update (line 255) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Reader (line 289) | [StubsIgnore] method Reader (line 339) | public override BaseData Reader(SubscriptionDataConfig config, string ... method ParseFuture (line 384) | public QuoteBar ParseFuture(SubscriptionDataConfig config, string line... method ParseFuture (line 396) | public QuoteBar ParseFuture(SubscriptionDataConfig config, StreamReade... method ParseOption (line 408) | public QuoteBar ParseOption(SubscriptionDataConfig config, string line... method ParseOption (line 420) | public QuoteBar ParseOption(SubscriptionDataConfig config, StreamReade... method ParseCfd (line 433) | public QuoteBar ParseCfd(SubscriptionDataConfig config, string line, D... method ParseCfd (line 445) | public QuoteBar ParseCfd(SubscriptionDataConfig config, StreamReader s... method ParseForex (line 457) | public QuoteBar ParseForex(SubscriptionDataConfig config, string line,... method ParseForex (line 469) | public QuoteBar ParseForex(SubscriptionDataConfig config, StreamReader... method ParseEquity (line 481) | public QuoteBar ParseEquity(SubscriptionDataConfig config, string line... method ParseEquity (line 493) | public QuoteBar ParseEquity(SubscriptionDataConfig config, StreamReade... method ParseQuote (line 506) | private QuoteBar ParseQuote(SubscriptionDataConfig config, DateTime da... method ParseQuote (line 583) | private QuoteBar ParseQuote(SubscriptionDataConfig config, DateTime da... method GetSource (line 649) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Clone (line 669) | public override BaseData Clone() method Collapse (line 691) | public TradeBar Collapse() method ToString (line 700) | public override string ToString() FILE: Common/Data/Market/QuoteBars.cs class QuoteBars (line 23) | public class QuoteBars : DataDictionary method QuoteBars (line 28) | public QuoteBars() method QuoteBars (line 35) | public QuoteBars(DateTime time) FILE: Common/Data/Market/RangeBar.cs class RangeBar (line 23) | public class RangeBar: TradeBar method RangeBar (line 38) | public RangeBar() method RangeBar (line 53) | public RangeBar(Symbol symbol, DateTime endTime, method Update (line 72) | public void Update(DateTime time, decimal currentValue, decimal volume... method Clone (line 115) | public override BaseData Clone() FILE: Common/Data/Market/RenkoBar.cs class RenkoBar (line 23) | public class RenkoBar : BaseRenkoBar method RenkoBar (line 65) | public RenkoBar() method RenkoBar (line 77) | public RenkoBar(Symbol symbol, DateTime time, decimal brickSize, method RenkoBar (line 104) | public RenkoBar(Symbol symbol, DateTime start, DateTime endTime, method Update (line 127) | public bool Update(DateTime time, decimal currentValue, decimal volume... method Clone (line 163) | public override BaseData Clone() FILE: Common/Data/Market/RenkoType.cs type RenkoType (line 25) | public enum RenkoType FILE: Common/Data/Market/Session.cs class Session (line 28) | public class Session : RollingWindow, IBar method Session (line 94) | public Session(TickType tickType, SecurityExchangeHours exchangeHours,... method Update (line 107) | public void Update(BaseData data) method OnConsolidated (line 112) | private void OnConsolidated(object sender, IBaseData consolidated) method Scan (line 122) | public void Scan(DateTime currentLocalTime) method Reset (line 131) | public override void Reset() method ToString (line 146) | public override string ToString() method TryInitialize (line 155) | private void TryInitialize() FILE: Common/Data/Market/SessionBar.cs class SessionBar (line 23) | public class SessionBar : TradeBar method SessionBar (line 79) | public SessionBar() method SessionBar (line 87) | public SessionBar(TickType sourceTickType) method Update (line 98) | public void Update(BaseData data, IBaseData consolidated) method InitializeBar (line 198) | private void InitializeBar(BaseData data, IBaseData consolidated) method ToString (line 219) | public override string ToString() FILE: Common/Data/Market/Split.cs class Split (line 27) | [ProtoContract(SkipConstructor = true)] method Split (line 64) | public Split() method Split (line 78) | public Split(Symbol symbol, DateTime date, decimal price, decimal spli... method Reader (line 97) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GetSource (line 110) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method ToString (line 120) | public override string ToString() method Clone (line 133) | public override BaseData Clone() FILE: Common/Data/Market/Splits.cs class Splits (line 24) | public class Splits : DataDictionary method Splits (line 29) | public Splits() method Splits (line 37) | public Splits(DateTime frontier) FILE: Common/Data/Market/SymbolChangedEvent.cs class SymbolChangedEvent (line 25) | public class SymbolChangedEvent : BaseData method SymbolChangedEvent (line 40) | public SymbolChangedEvent() method SymbolChangedEvent (line 52) | public SymbolChangedEvent(Symbol requestedSymbol, DateTime date, strin... method GetSource (line 68) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Clone (line 80) | public override BaseData Clone() method ToString (line 88) | public override string ToString() FILE: Common/Data/Market/SymbolChangedEvents.cs class SymbolChangedEvents (line 24) | public class SymbolChangedEvents : DataDictionary method SymbolChangedEvents (line 29) | public SymbolChangedEvents() method SymbolChangedEvents (line 37) | public SymbolChangedEvents(DateTime frontier) FILE: Common/Data/Market/Tick.cs class Tick (line 32) | [ProtoContract(SkipConstructor = true)] method Tick (line 183) | public Tick() method Tick (line 202) | public Tick(Tick original) method Tick (line 230) | public Tick(DateTime time, Symbol symbol, decimal bid, decimal ask) method Tick (line 247) | public Tick(DateTime time, Symbol symbol, decimal openInterest) method Tick (line 264) | public Tick(DateTime time, Symbol symbol, decimal last, decimal bid, d... method Tick (line 284) | public Tick(DateTime time, Symbol symbol, string saleCondition, string... method Tick (line 306) | public Tick(DateTime time, Symbol symbol, string saleCondition, Exchan... method Tick (line 324) | public Tick(DateTime time, Symbol symbol, string saleCondition, string... method Tick (line 349) | public Tick(DateTime time, Symbol symbol, decimal bidSize, decimal bid... method Tick (line 365) | public Tick(DateTime time, Symbol symbol, string saleCondition, Exchan... method Tick (line 377) | public Tick(Symbol symbol, string line) method Tick (line 395) | public Tick(Symbol symbol, string line, DateTime baseDate) method Tick (line 415) | public Tick(SubscriptionDataConfig config, StreamReader reader, DateTi... method Tick (line 555) | public Tick(SubscriptionDataConfig config, string line, DateTime date) method Reader (line 712) | public override BaseData Reader(SubscriptionDataConfig config, string ... method Reader (line 731) | [StubsIgnore] method GetSource (line 751) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Update (line 776) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IsValid (line 790) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Clone (line 804) | public override BaseData Clone() method ToString (line 813) | public override string ToString() method SetValue (line 834) | public void SetValue() method GetScaleFactor (line 849) | private static decimal GetScaleFactor(Symbol symbol) FILE: Common/Data/Market/Ticks.cs class Ticks (line 25) | public class Ticks : DataDictionary> method Ticks (line 30) | public Ticks() method Ticks (line 38) | public Ticks(DateTime frontier) FILE: Common/Data/Market/TradeBar.cs class TradeBar (line 32) | [ProtoContract(SkipConstructor = true)] method TradeBar (line 134) | public TradeBar() method TradeBar (line 146) | public TradeBar(TradeBar original) method TradeBar (line 172) | public TradeBar(DateTime time, Symbol symbol, decimal open, decimal hi... method Reader (line 195) | public override BaseData Reader(SubscriptionDataConfig config, string ... method Reader (line 259) | [StubsIgnore] method Parse (line 321) | public static TradeBar Parse(SubscriptionDataConfig config, string lin... method ParseEquity (line 348) | public static T ParseEquity(SubscriptionDataConfig config, string l... method ParseEquity (line 369) | public static TradeBar ParseEquity(SubscriptionDataConfig config, Stre... method ParseEquity (line 381) | private static void ParseEquity(TradeBar tradeBar, SubscriptionDataCon... method ParseEquity (line 393) | public static TradeBar ParseEquity(SubscriptionDataConfig config, stri... method ParseForex (line 412) | public static T ParseForex(SubscriptionDataConfig config, string li... method ParseCrypto (line 432) | public static T ParseCrypto(SubscriptionDataConfig config, string l... method ParseCrypto (line 451) | public static TradeBar ParseCrypto(SubscriptionDataConfig config, stri... method ParseCrypto (line 462) | public static TradeBar ParseCrypto(SubscriptionDataConfig config, Stre... method ParseForex (line 474) | public static TradeBar ParseForex(SubscriptionDataConfig config, strin... method ParseForex (line 486) | public static TradeBar ParseForex(SubscriptionDataConfig config, Strea... method ParseCfd (line 499) | public static T ParseCfd(SubscriptionDataConfig config, string line... method ParseCfd (line 513) | public static TradeBar ParseCfd(SubscriptionDataConfig config, string ... method ParseCfd (line 526) | public static TradeBar ParseCfd(SubscriptionDataConfig config, StreamR... method ParseOption (line 540) | public static T ParseOption(SubscriptionDataConfig config, string l... method ParseOption (line 561) | public static T ParseOption(SubscriptionDataConfig config, StreamRe... method ParseFuture (line 582) | public static T ParseFuture(SubscriptionDataConfig config, StreamRe... method ParseFuture (line 603) | public static T ParseFuture(SubscriptionDataConfig config, string l... method ParseIndex (line 619) | public static TradeBar ParseIndex(SubscriptionDataConfig config, strin... method LineParseNoScale (line 627) | private static TradeBar LineParseNoScale(SubscriptionDataConfig config... method StreamParseNoScale (line 660) | private static TradeBar StreamParseNoScale(SubscriptionDataConfig conf... method LineParseScale (line 689) | private static TradeBar LineParseScale(SubscriptionDataConfig config, ... method StreamParseScale (line 709) | private static TradeBar StreamParseScale(SubscriptionDataConfig config... method ParseIndex (line 732) | public static TradeBar ParseIndex(SubscriptionDataConfig config, Strea... method ParseOption (line 744) | public static TradeBar ParseOption(SubscriptionDataConfig config, stri... method ParseOption (line 756) | public static TradeBar ParseOption(SubscriptionDataConfig config, Stre... method ParseFuture (line 768) | public static TradeBar ParseFuture(SubscriptionDataConfig config, stri... method ParseFuture (line 780) | public static TradeBar ParseFuture(SubscriptionDataConfig config, Stre... method Update (line 794) | public override void Update(decimal lastTrade, decimal bidPrice, decim... method GetSource (line 813) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Clone (line 834) | public override BaseData Clone(bool fillForward) method Clone (line 850) | public override BaseData Clone() method ToString (line 859) | public override string ToString() method Initialize (line 873) | private void Initialize(decimal value) FILE: Common/Data/Market/TradeBars.cs class TradeBars (line 23) | public class TradeBars : DataDictionary method TradeBars (line 28) | public TradeBars() method TradeBars (line 36) | public TradeBars(DateTime frontier) FILE: Common/Data/Market/VolumeRenkoBar.cs class VolumeRenkoBar (line 23) | public class VolumeRenkoBar : BaseRenkoBar method VolumeRenkoBar (line 33) | public VolumeRenkoBar() method VolumeRenkoBar (line 49) | public VolumeRenkoBar(Symbol symbol, DateTime start, DateTime endTime,... method Update (line 73) | public decimal Update(DateTime time, decimal high, decimal low, decima... method Rollover (line 99) | public VolumeRenkoBar Rollover() FILE: Common/Data/Shortable/InteractiveBrokersShortableProvider.cs class InteractiveBrokersShortableProvider (line 21) | public class InteractiveBrokersShortableProvider : LocalDiskShortablePro... method InteractiveBrokersShortableProvider (line 26) | public InteractiveBrokersShortableProvider() FILE: Common/Data/Shortable/LocalDiskShortableProvider.cs class LocalDiskShortableProvider (line 29) | public class LocalDiskShortableProvider : IShortableProvider method LocalDiskShortableProvider (line 49) | public LocalDiskShortableProvider(string brokerage) method FeeRate (line 60) | public decimal FeeRate(Symbol symbol, DateTime localTime) method RebateRate (line 77) | public decimal RebateRate(Symbol symbol, DateTime localTime) method ShortableQuantity (line 93) | public long? ShortableQuantity(Symbol symbol, DateTime localTime) method GetCacheData (line 107) | private Dictionary GetCacheData(Symbol symbol) method ClearCache (line 154) | private void ClearCache() type ShortableData (line 173) | protected record ShortableData(long? ShortableQuantity, decimal Rebate... FILE: Common/Data/Shortable/NullShortableProvider.cs class NullShortableProvider (line 25) | public class NullShortableProvider : IShortableProvider method FeeRate (line 38) | public decimal FeeRate(Symbol symbol, DateTime localTime) method RebateRate (line 50) | public decimal RebateRate(Symbol symbol, DateTime localTime) method ShortableQuantity (line 61) | public long? ShortableQuantity(Symbol symbol, DateTime localTime) FILE: Common/Data/Shortable/ShortableProviderPythonWrapper.cs class ShortableProviderPythonWrapper (line 27) | public class ShortableProviderPythonWrapper : BasePythonWrapper, IEnumerable> GetItems() => method Slice (line 226) | public Slice(DateTime time, IEnumerable data, DateTime utcTime) method Slice (line 239) | public Slice(DateTime time, List data, DateTime utcTime) method Slice (line 259) | protected Slice(Slice slice) method Slice (line 301) | public Slice(DateTime time, List data, TradeBars tradeBars, ... method Get (line 358) | public DataDictionary Get() method Get (line 369) | public dynamic Get(Type type) method Get (line 380) | public PyObject Get(PyObject type, Symbol symbol) method Get (line 392) | public PyObject Get(PyObject type) method GetImpl (line 403) | private dynamic GetImpl(Type type) method Get (line 517) | public T Get(Symbol symbol) method ContainsKey (line 528) | public override bool ContainsKey(Symbol symbol) method TryGetValue (line 539) | public override bool TryGetValue(Symbol symbol, out dynamic data) method MergeSlice (line 556) | public void MergeSlice(Slice inputSlice) method UpdateCollection (line 594) | private static DataDictionary UpdateCollection(DataDictionary... method CreateDynamicDataDictionary (line 616) | private static DataDictionary CreateDynamicDataDictionary(... method CreateTicksCollection (line 669) | private static Ticks CreateTicksCollection(DateTime time, IEnumerable<... method CreateCollection (line 692) | private static T CreateCollection(DateTime time, IEnumerable... method GetEnumerator (line 716) | public IEnumerator> GetEnumerator() method GetEnumerator (line 728) | IEnumerator IEnumerable.GetEnumerator() method GetKeyValuePairEnumerable (line 733) | private IEnumerable> GetKeyValuePairEnu... method IsDataPointOfType (line 759) | private static bool IsDataPointOfType(BaseData o, Type type, bool isPy... type SubscriptionType (line 772) | private enum SubscriptionType { TradeBar, QuoteBar, Tick, Custom }; class SymbolData (line 773) | private class SymbolData method SymbolData (line 785) | public SymbolData(Symbol symbol) method GetData (line 792) | public dynamic GetData() class GenericDataDictionary (line 815) | private class GenericDataDictionary method GenericDataDictionary (line 829) | private GenericDataDictionary(Type genericType, MethodInfo methodInfo) method Get (line 841) | public static GenericDataDictionary Get(Type type, bool isPythonData) FILE: Common/Data/SliceExtensions.cs class SliceExtensions (line 31) | public static class SliceExtensions method TradeBars (line 38) | public static IEnumerable TradeBars(this IEnumerable... method Ticks (line 48) | public static IEnumerable Ticks(this IEnumerable slices) method GetUniverseData (line 58) | public static IEnumerable> GetUnive... method Get (line 74) | public static IEnumerable Get(this IEnumerable slices,... method Get (line 93) | public static IEnumerable Get(this IEnumerable slices... method Get (line 106) | public static IEnumerable Get(this IEnumerable... method Get (line 120) | public static IEnumerable Get(this IEnumerable> Get(this IEnumerable Get(this IEnumerable slices, Sy... method Get (line 186) | public static IEnumerable Get(this IEnumerable slices,... method TryGet (line 207) | public static bool TryGet(this Slice slice, Symbol symbol, out T data) method TryGet (line 229) | public static bool TryGet(this Slice slice, Type type, Symbol symbol, ... method ToDoubleArray (line 247) | public static double[] ToDoubleArray(this IEnumerable decimals) method PushThroughConsolidators (line 258) | public static void PushThroughConsolidators(this IEnumerable sl... method PushThroughConsolidators (line 274) | public static void PushThroughConsolidators(this IEnumerable sl... method PushThrough (line 286) | public static void PushThrough(this IEnumerable slices, Action<... FILE: Common/Data/SubscriptionDataConfig.cs class SubscriptionDataConfig (line 29) | public class SubscriptionDataConfig : IEquatable method SubscriptionDataConfig (line 200) | public SubscriptionDataConfig(Type objectType, method SubscriptionDataConfig (line 268) | public SubscriptionDataConfig(SubscriptionDataConfig config, method Equals (line 314) | public bool Equals(SubscriptionDataConfig other) method Equals (line 340) | public override bool Equals(object obj) method GetHashCode (line 354) | public override int GetHashCode() method ToString (line 399) | public override string ToString() method ToString (line 409) | public string ToString(string symbol) class NewSymbolEventArgs (line 417) | public class NewSymbolEventArgs : EventArgs method NewSymbolEventArgs (line 434) | public NewSymbolEventArgs(Symbol @new, Symbol old) FILE: Common/Data/SubscriptionDataConfigExtensions.cs class SubscriptionDataConfigExtensions (line 26) | public static class SubscriptionDataConfigExtensions method GetHighestResolution (line 35) | public static Resolution GetHighestResolution( method IsFillForward (line 50) | public static bool IsFillForward( method IsExtendedMarketHours (line 62) | public static bool IsExtendedMarketHours( method IsCustomData (line 74) | public static bool IsCustomData( method DataNormalizationMode (line 87) | public static DataNormalizationMode DataNormalizationMode( method SetDataNormalizationMode (line 100) | public static void SetDataNormalizationMode( method TickerShouldBeMapped (line 117) | public static bool TickerShouldBeMapped(this SubscriptionDataConfig co... method PricesShouldBeScaled (line 132) | public static bool PricesShouldBeScaled(this SubscriptionDataConfig co... method EmitSplitsAndDividends (line 158) | public static bool EmitSplitsAndDividends(this SubscriptionDataConfig ... method CanBeDelisted (line 166) | public static bool CanBeDelisted(this SubscriptionDataConfig config) method GetBaseDataInstance (line 174) | public static BaseData GetBaseDataInstance(this SubscriptionDataConfig... FILE: Common/Data/SubscriptionDataConfigList.cs class SubscriptionDataConfigList (line 25) | public class SubscriptionDataConfigList : List method SubscriptionDataConfigList (line 48) | public SubscriptionDataConfigList(Symbol symbol) method SetDataNormalizationMode (line 57) | public void SetDataNormalizationMode(DataNormalizationMode normalizati... FILE: Common/Data/SubscriptionDataSource.cs class SubscriptionDataSource (line 26) | public class SubscriptionDataSource : IEquatable method SubscriptionDataSource (line 60) | public SubscriptionDataSource(string source) method SubscriptionDataSource (line 70) | public SubscriptionDataSource(string source, SubscriptionTransportMedi... method SubscriptionDataSource (line 81) | public SubscriptionDataSource(string source, SubscriptionTransportMedi... method SubscriptionDataSource (line 94) | public SubscriptionDataSource(string source, SubscriptionTransportMedi... method Equals (line 109) | public bool Equals(SubscriptionDataSource other) method Equals (line 125) | public override bool Equals(object obj) method GetHashCode (line 140) | public override int GetHashCode() method ToString (line 177) | public override string ToString() method GetDefaultSubscriptionTransportMedium (line 185) | private static SubscriptionTransportMedium GetDefaultSubscriptionTrans... FILE: Common/Data/SubscriptionManager.cs class SubscriptionManager (line 32) | public class SubscriptionManager method SubscriptionManager (line 65) | public SubscriptionManager(ITimeKeeper timeKeeper) method Add (line 89) | public SubscriptionDataConfig Add( method Add (line 138) | public SubscriptionDataConfig Add( method AddConsolidator (line 165) | public void AddConsolidator(Symbol symbol, IDataConsolidator consolida... method AddConsolidator (line 217) | public void AddConsolidator(Symbol symbol, PyObject pyConsolidator) method RemoveConsolidator (line 231) | public void RemoveConsolidator(Symbol symbol, IDataConsolidator consol... method RemoveConsolidator (line 257) | public void RemoveConsolidator(Symbol symbol, PyObject pyConsolidator) method ScanPastConsolidators (line 272) | public void ScanPastConsolidators(DateTime newUtcTime, IAlgorithm algo... method DefaultDataTypes (line 317) | public static Dictionary> DefaultDataTypes() method GetDataTypesForSecurity (line 339) | public IReadOnlyList GetDataTypesForSecurity(SecurityType se... method LookupSubscriptionConfigDataTypes (line 351) | public List> LookupSubscriptionConfigDataTypes( method SetDataManager (line 363) | public void SetDataManager(IAlgorithmSubscriptionManager subscriptionM... method IsSubscriptionValidForConsolidator (line 375) | public static bool IsSubscriptionValidForConsolidator(SubscriptionData... method IsDefaultDataType (line 408) | internal static bool IsDefaultDataType(BaseData data) FILE: Common/Data/UniverseSelection/BaseChainUniverseData.cs class BaseChainUniverseData (line 28) | public abstract class BaseChainUniverseData : BaseDataCollection, IChain... method BaseChainUniverseData (line 127) | protected BaseChainUniverseData() method BaseChainUniverseData (line 134) | protected BaseChainUniverseData(DateTime date, Symbol symbol, string csv) method BaseChainUniverseData (line 143) | protected BaseChainUniverseData(BaseChainUniverseData other) method GetSource (line 156) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method GetUniverseFullFilePath (line 169) | public static string GetUniverseFullFilePath(Symbol symbol, DateTime d... method DefaultResolution (line 179) | public override Resolution DefaultResolution() method ToSymbol (line 187) | public Symbol ToSymbol() FILE: Common/Data/UniverseSelection/BaseDataCollection.cs class BaseDataCollection (line 28) | public class BaseDataCollection : BaseData, IEnumerable method BaseDataCollection (line 73) | public BaseDataCollection() method BaseDataCollection (line 84) | public BaseDataCollection(DateTime time, Symbol symbol, IEnumerable newDataPoints) method Clone (line 198) | public override BaseData Clone() method GetEnumerator (line 207) | public IEnumerator GetEnumerator() method GetEnumerator (line 216) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Data/UniverseSelection/BaseFundamentalDataProvider.cs class BaseFundamentalDataProvider (line 27) | public class BaseFundamentalDataProvider : IFundamentalDataProvider method Initialize (line 44) | public virtual void Initialize(IDataProvider dataProvider, bool liveMode) method Get (line 58) | public virtual T Get(DateTime time, SecurityIdentifier securityIden... method GetDefault (line 68) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IsNone (line 85) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IsNone (line 91) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Data/UniverseSelection/CoarseFundamental.cs class CoarseFundamental (line 25) | public class CoarseFundamental : BaseData method CoarseFundamental (line 84) | public CoarseFundamental() method GetSource (line 95) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 109) | public override BaseData Reader(SubscriptionDataConfig config, string ... method ToRow (line 117) | public static string ToRow(CoarseFundamental coarse) FILE: Common/Data/UniverseSelection/CoarseFundamentalDataProvider.cs class CoarseFundamentalDataProvider (line 26) | public class CoarseFundamentalDataProvider : BaseFundamentalDataProvider method Get (line 39) | public override T Get(DateTime time, SecurityIdentifier securityIde... method Read (line 78) | public static CoarseFundamentalSource Read(string line, DateTime date) method GetProperty (line 112) | private dynamic GetProperty(SecurityIdentifier securityIdentifier, ... class CoarseFundamentalSource (line 145) | public class CoarseFundamentalSource : CoarseFundamental FILE: Common/Data/UniverseSelection/CoarseFundamentalUniverse.cs class CoarseFundamentalUniverse (line 26) | public class CoarseFundamentalUniverse : Universe method CoarseFundamentalUniverse (line 35) | public CoarseFundamentalUniverse(UniverseSettings universeSettings, Fu... method CoarseFundamentalUniverse (line 47) | public CoarseFundamentalUniverse(UniverseSettings universeSettings, Py... method CoarseFundamentalUniverse (line 58) | public CoarseFundamentalUniverse(Symbol symbol, UniverseSettings unive... method CoarseFundamentalUniverse (line 71) | public CoarseFundamentalUniverse(Symbol symbol, UniverseSettings unive... method SelectSymbols (line 88) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method CreateConfiguration (line 98) | public static SubscriptionDataConfig CreateConfiguration(Symbol symbol) FILE: Common/Data/UniverseSelection/ConstituentsUniverse.cs class ConstituentsUniverse (line 29) | public class ConstituentsUniverse : FuncUniverse method ConstituentsUniverse (line 38) | public ConstituentsUniverse( method ConstituentsUniverse (line 62) | public ConstituentsUniverse( method ConstituentsUniverse (line 76) | public ConstituentsUniverse( method ConstituentsUniverse (line 108) | public ConstituentsUniverse( method ConstituentsUniverse (line 131) | public ConstituentsUniverse(Symbol symbol, UniverseSettings universeSe... method ConstituentsUniverse (line 141) | public ConstituentsUniverse(Symbol symbol, UniverseSettings universeSe... method ConstituentsUniverse (line 152) | public ConstituentsUniverse(Symbol symbol, UniverseSettings universeSe... class ConstituentsUniverse (line 123) | public class ConstituentsUniverse : ConstituentsUniverse SupportedResolutions() FILE: Common/Data/UniverseSelection/ContinuousContractUniverse.cs class ContinuousContractUniverse (line 29) | public class ContinuousContractUniverse : Universe, ITimeTriggeredUniverse method ContinuousContractUniverse (line 47) | public ContinuousContractUniverse(Security security, UniverseSettings ... method SelectSymbols (line 64) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method GetSubscriptionRequests (line 100) | public override IEnumerable GetSubscriptionReques... method GetTriggerTimes (line 118) | public IEnumerable GetTriggerTimes(DateTime startTimeUtc, Da... method AddConfigurations (line 133) | public static List AddConfigurations(ISubscrip... method CreateSymbol (line 158) | public static Symbol CreateSymbol(Symbol symbol) FILE: Common/Data/UniverseSelection/DerivativeUniverseData.cs class DerivativeUniverseData (line 25) | public class DerivativeUniverseData method DerivativeUniverseData (line 39) | public DerivativeUniverseData(OpenInterest openInterest) method DerivativeUniverseData (line 49) | public DerivativeUniverseData(TradeBar tradeBar) method DerivativeUniverseData (line 63) | public DerivativeUniverseData(QuoteBar quoteBar) method UpdateByTradeBar (line 77) | public void UpdateByTradeBar(TradeBar tradeBar) method UpdateByQuoteBar (line 96) | public void UpdateByQuoteBar(QuoteBar quoteBar) method UpdateByOpenInterest (line 109) | public void UpdateByOpenInterest(OpenInterest openInterest) method ToCsv (line 118) | public string ToCsv() FILE: Common/Data/UniverseSelection/ETFConstituentUniverse.cs class ETFConstituentData (line 28) | [Obsolete("'ETFConstituentData' was renamed to 'ETFConstituentUniverse'")] class ETFConstituentUniverse (line 34) | public class ETFConstituentUniverse : BaseDataCollection method GetSource (line 77) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 101) | public override BaseData Reader(SubscriptionDataConfig config, string ... method RequiresMapping (line 140) | public override bool RequiresMapping() method Clone (line 149) | public override BaseData Clone() method IsSparseData (line 171) | public override bool IsSparseData() method DefaultResolution (line 183) | public override Resolution DefaultResolution() method SupportedResolutions (line 194) | public override List SupportedResolutions() method DataTimeZone (line 205) | public override DateTimeZone DataTimeZone() FILE: Common/Data/UniverseSelection/ETFConstituentsUniverseFactory.cs class ETFConstituentsUniverseFactory (line 26) | public class ETFConstituentsUniverseFactory : ConstituentsUniverse SelectSymbols(DateTime utcTime, Ba... method CreateConfiguration (line 71) | public static SubscriptionDataConfig CreateConfiguration(Symbol symbol) FILE: Common/Data/UniverseSelection/FuncUniverse.cs class FuncUniverse (line 27) | public class FuncUniverse : Universe method FuncUniverse (line 38) | public FuncUniverse(SubscriptionDataConfig configuration, UniverseSett... method FuncUniverse (line 52) | public FuncUniverse(SubscriptionDataConfig configuration, UniverseSett... method SelectSymbols (line 63) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method FuncUniverse (line 80) | public FuncUniverse(SubscriptionDataConfig configuration, UniverseSett... method FuncUniverse (line 91) | public FuncUniverse(SubscriptionDataConfig configuration, UniverseSett... class FuncUniverse (line 72) | public class FuncUniverse : FuncUniverse method FuncUniverse (line 38) | public FuncUniverse(SubscriptionDataConfig configuration, UniverseSett... method FuncUniverse (line 52) | public FuncUniverse(SubscriptionDataConfig configuration, UniverseSett... method SelectSymbols (line 63) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method FuncUniverse (line 80) | public FuncUniverse(SubscriptionDataConfig configuration, UniverseSett... method FuncUniverse (line 91) | public FuncUniverse(SubscriptionDataConfig configuration, UniverseSett... FILE: Common/Data/UniverseSelection/FundamentalFilteredUniverse.cs class FundamentalFilteredUniverse (line 26) | public class FundamentalFilteredUniverse : SelectSymbolsUniverseDecorator method FundamentalFilteredUniverse (line 38) | public FundamentalFilteredUniverse(Universe universe, Func(DateTime time, Symbol symbol, FundamentalProper... method Get (line 82) | public static T Get(DateTime time, SecurityIdentifier securityIdent... FILE: Common/Data/UniverseSelection/FundamentalUniverseFactory.cs class FundamentalUniverseFactory (line 27) | public class FundamentalUniverseFactory : Universe method FundamentalUniverseFactory (line 39) | public FundamentalUniverseFactory(string market, UniverseSettings univ... method FundamentalUniverseFactory (line 50) | public FundamentalUniverseFactory(string market, UniverseSettings univ... method FundamentalUniverseFactory (line 61) | public FundamentalUniverseFactory(string market, UniverseSettings univ... method FundamentalUniverseFactory (line 72) | public FundamentalUniverseFactory(Symbol symbol, UniverseSettings univ... method SelectSymbols (line 85) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method CreateConfiguration (line 95) | public static SubscriptionDataConfig CreateConfiguration(Symbol symbol) FILE: Common/Data/UniverseSelection/FutureUniverse.cs class FutureUniverse (line 28) | public class FutureUniverse : BaseChainUniverseData method FutureUniverse (line 39) | public FutureUniverse() method FutureUniverse (line 46) | public FutureUniverse(DateTime date, Symbol symbol, string csv) method FutureUniverse (line 54) | public FutureUniverse(FutureUniverse other) method Reader (line 68) | [StubsIgnore] method Clone (line 99) | public override BaseData Clone() method DefaultResolution (line 109) | public override Resolution DefaultResolution() method ToCsv (line 128) | public static string ToCsv(Symbol symbol, decimal open, decimal high, ... method TryGetCachedSymbol (line 142) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method CacheSymbol (line 154) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Data/UniverseSelection/FuturesChainUniverse.cs class FuturesChainUniverse (line 28) | public class FuturesChainUniverse : Universe method FuturesChainUniverse (line 50) | public FuturesChainUniverse(Future future, method SelectSymbols (line 84) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... FILE: Common/Data/UniverseSelection/GetSubscriptionRequestsUniverseDecorator.cs class GetSubscriptionRequestsUniverseDecorator (line 25) | public class GetSubscriptionRequestsUniverseDecorator : UniverseDecorator method GetSubscriptionRequestsUniverseDecorator (line 43) | public GetSubscriptionRequestsUniverseDecorator(Universe universe, Get... method GetSubscriptionRequests (line 56) | public override IEnumerable GetSubscriptionReques... FILE: Common/Data/UniverseSelection/IFundamentalDataProvider.cs type IFundamentalDataProvider (line 25) | public interface IFundamentalDataProvider method Initialize (line 32) | void Initialize(IDataProvider dataProvider, bool liveMode); method Get (line 42) | T Get(DateTime time, SecurityIdentifier securityIdentifier, Fundame... FILE: Common/Data/UniverseSelection/ITimeTriggeredUniverse.cs type ITimeTriggeredUniverse (line 27) | public interface ITimeTriggeredUniverse method GetTriggerTimes (line 33) | IEnumerable GetTriggerTimes(DateTime startTimeUtc, DateTime ... FILE: Common/Data/UniverseSelection/OptionChainUniverse.cs class OptionChainUniverse (line 29) | public class OptionChainUniverse : Universe method OptionChainUniverse (line 55) | public OptionChainUniverse(Option option, method SelectSymbols (line 91) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method AddMember (line 111) | internal override bool AddMember(DateTime utcTime, Security security, ... method GetSubscriptionRequests (line 143) | public override IEnumerable GetSubscriptionReques... FILE: Common/Data/UniverseSelection/OptionUniverse.cs class OptionUniverse (line 29) | public class OptionUniverse : BaseChainUniverseData method OptionUniverse (line 78) | public OptionUniverse() method OptionUniverse (line 85) | public OptionUniverse(DateTime date, Symbol symbol, string csv) method OptionUniverse (line 93) | public OptionUniverse(OptionUniverse other) method Reader (line 107) | [StubsIgnore] method Add (line 157) | public override void Add(BaseData newDataPoint) method Clone (line 181) | public override BaseData Clone() method GetOptionSymbolCsv (line 186) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToCsv (line 200) | public static string ToCsv(Symbol symbol, decimal open, decimal high, ... method CsvHeader (line 226) | public static string CsvHeader(SecurityType securityType) method ThrowIfNotAnOption (line 237) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class PreCalculatedGreeks (line 250) | private class PreCalculatedGreeks : Greeks method PreCalculatedGreeks (line 270) | public PreCalculatedGreeks(string csvLine) method ToString (line 278) | public override string ToString() method TryGetCachedSymbol (line 287) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method CacheSymbol (line 299) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Data/UniverseSelection/Schedule.cs class Schedule (line 26) | public class Schedule method On (line 38) | public void On(IDateRule dateRule) method Get (line 46) | public IEnumerable Get(DateTime startTime, DateTime endTime) method Clone (line 54) | public Schedule Clone() FILE: Common/Data/UniverseSelection/ScheduledUniverse.cs class ScheduledUniverse (line 29) | public class ScheduledUniverse : Universe, ITimeTriggeredUniverse method ScheduledUniverse (line 43) | public ScheduledUniverse(DateTimeZone timeZone, IDateRule dateRule, IT... method ScheduledUniverse (line 59) | public ScheduledUniverse(IDateRule dateRule, ITimeRule timeRule, Func<... method ScheduledUniverse (line 72) | public ScheduledUniverse(DateTimeZone timeZone, IDateRule dateRule, IT... method ScheduledUniverse (line 89) | public ScheduledUniverse(IDateRule dateRule, ITimeRule timeRule, PyObj... method SelectSymbols (line 100) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method GetTriggerTimes (line 111) | public IEnumerable GetTriggerTimes(DateTime startTimeUtc, Da... method CreateConfiguration (line 141) | private static SubscriptionDataConfig CreateConfiguration(DateTimeZone... FILE: Common/Data/UniverseSelection/SecurityChanges.cs class SecurityChanges (line 26) | public class SecurityChanges method SecurityChanges (line 90) | private SecurityChanges(IEnumerable additions, IEnumerable add... method ToString (line 161) | public override string ToString() method GetFilteredList (line 187) | private IReadOnlyList GetFilteredList(IReadOnlySet... method Merge (line 204) | private static HashSet Merge(IReadOnlyCollection l... class SecurityChangesConstructor (line 234) | public class SecurityChangesConstructor method Add (line 244) | public void Add(Security security, bool isInternal) method Remove (line 259) | public void Remove(Security security, bool isInternal) method Flush (line 274) | public SecurityChanges Flush() FILE: Common/Data/UniverseSelection/SelectSymbolsUniverseDecorator.cs class SelectSymbolsUniverseDecorator (line 24) | public class SelectSymbolsUniverseDecorator : UniverseDecorator method SelectSymbolsUniverseDecorator (line 41) | public SelectSymbolsUniverseDecorator(Universe universe, SelectSymbols... method SelectSymbols (line 53) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... FILE: Common/Data/UniverseSelection/SubscriptionRequest.cs class SubscriptionRequest (line 25) | public class SubscriptionRequest : BaseDataRequest method SubscriptionRequest (line 59) | public SubscriptionRequest(bool isUniverseSubscription, method SubscriptionRequest (line 83) | public SubscriptionRequest(SubscriptionRequest template, FILE: Common/Data/UniverseSelection/Universe.cs class Universe (line 30) | public abstract class Universe : IDisposable method Universe (line 146) | protected Universe(SubscriptionDataConfig config) method CanRemoveMember (line 163) | public virtual bool CanRemoveMember(DateTime utcTime, Security security) method PerformSelection (line 203) | public IEnumerable PerformSelection(DateTime utcTime, BaseData... method SelectSymbols (line 244) | public abstract IEnumerable SelectSymbols(DateTime utcTime, Ba... method CreateSecurity (line 255) | [Obsolete("CreateSecurity is obsolete and will not be called. The syst... method GetSubscriptionRequests (line 269) | [Obsolete("This overload is obsolete and will not be called. It was no... method GetSubscriptionRequests (line 285) | public virtual IEnumerable GetSubscriptionRequest... method ContainsMember (line 311) | public bool ContainsMember(Symbol symbol) method AddMember (line 324) | internal virtual bool AddMember(DateTime utcTime, Security security, b... method RemoveMember (line 349) | internal virtual bool RemoveMember(DateTime utcTime, Security security) method Dispose (line 362) | public virtual void Dispose() method OnSelectionChanged (line 371) | protected void OnSelectionChanged(HashSet selection = null) class UnchangedUniverse (line 380) | public sealed class UnchangedUniverse : IEnumerable, IEnumerab... method UnchangedUniverse (line 386) | private UnchangedUniverse() { } method GetEnumerator (line 387) | IEnumerator IEnumerable.GetEnumerator() { yield brea... method GetEnumerator (line 388) | IEnumerator IEnumerable.GetEnumerator() { yield brea... method GetEnumerator (line 389) | IEnumerator IEnumerable.GetEnumerator() { yield break; } method AdjustMinimumTimeInUniverseRoundingInterval (line 396) | private void AdjustMinimumTimeInUniverseRoundingInterval() class Member (line 419) | public sealed class Member method Member (line 442) | public Member(DateTime added, Security security, bool isInternal) class SelectionEventArgs (line 453) | public class SelectionEventArgs : EventArgs method SelectionEventArgs (line 463) | public SelectionEventArgs(HashSet currentSelection) FILE: Common/Data/UniverseSelection/UniverseDecorator.cs class UniverseDecorator (line 32) | public abstract class UniverseDecorator : Universe method UniverseDecorator (line 66) | protected UniverseDecorator(Universe universe) method GetSubscriptionRequests (line 79) | [Obsolete("This overload is obsolete and will not be called. It was no... method GetSubscriptionRequests (line 93) | public override IEnumerable GetSubscriptionReques... method CanRemoveMember (line 126) | public override bool CanRemoveMember(DateTime utcTime, Security security) method CreateSecurity (line 139) | [Obsolete("CreateSecurity is obsolete and will not be called. The syst... method SelectSymbols (line 151) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... FILE: Common/Data/UniverseSelection/UniverseExtensions.cs class UniverseExtensions (line 28) | public static class UniverseExtensions method ChainedTo (line 43) | public static Universe ChainedTo(this Universe first, Universe second,... method PrefilterUsing (line 71) | public static Universe PrefilterUsing(this Universe second, Universe f... method CreateSymbol (line 88) | public static Symbol CreateSymbol(SecurityType securityType, string ma... method RunUniverseDownloader (line 155) | public static void RunUniverseDownloader(IDataDownloader dataDownloade... FILE: Common/Data/UniverseSelection/UniversePythonWrapper.cs class UniversePythonWrapper (line 28) | public class UniversePythonWrapper : Universe method UniversePythonWrapper (line 87) | public UniversePythonWrapper(PyObject universe) : base(null) method SelectSymbols (line 98) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method GetSubscriptionRequests (line 111) | public override IEnumerable GetSubscriptionReques... FILE: Common/Data/UniverseSelection/UniverseSettings.cs class UniverseSettings (line 25) | public class UniverseSettings method UniverseSettings (line 103) | public UniverseSettings(Resolution resolution, decimal leverage, bool ... method UniverseSettings (line 125) | public UniverseSettings(UniverseSettings universeSettings) FILE: Common/Data/UniverseSelection/UserDefinedUniverse.cs class UserDefinedUniverse (line 33) | public class UserDefinedUniverse : Universe, INotifyCollectionChanged, I... method UserDefinedUniverse (line 64) | public UserDefinedUniverse(SubscriptionDataConfig configuration, Unive... method UserDefinedUniverse (line 87) | public UserDefinedUniverse(SubscriptionDataConfig configuration, Unive... method CreateSymbol (line 107) | public static Symbol CreateSymbol(SecurityType securityType, string ma... method Add (line 118) | public bool Add(Symbol symbol) method Add (line 140) | public bool Add(SubscriptionDataConfig subscriptionDataConfig) method Remove (line 162) | public bool Remove(Symbol symbol) method SelectSymbols (line 178) | public override IEnumerable SelectSymbols(DateTime utcTime, Ba... method GetTriggerTimes (line 187) | public virtual IEnumerable GetTriggerTimes(DateTime startTim... method OnCollectionChanged (line 212) | protected virtual void OnCollectionChanged(NotifyCollectionChangedEven... method GetSubscriptionRequests (line 225) | public override IEnumerable GetSubscriptionReques... method RemoveMember (line 264) | internal override bool RemoveMember(DateTime utcTime, Security security) method RemoveAndKeepTrack (line 274) | private bool RemoveAndKeepTrack(Symbol symbol) FILE: Common/DataDownloaderGetParameters.cs class DataDownloaderGetParameters (line 23) | public class DataDownloaderGetParameters method DataDownloaderGetParameters (line 58) | public DataDownloaderGetParameters(Symbol symbol, Resolution resolutio... method ToString (line 71) | public override string ToString() => $"Symbol: {Symbol}, Resolution: {... FILE: Common/DataMonitorReport.cs class DataMonitorReport (line 28) | public class DataMonitorReport method DataMonitorReport (line 99) | public DataMonitorReport() method DataMonitorReport (line 111) | public DataMonitorReport(long succeededDataRequestsCount, method GetPercentage (line 124) | private static double GetPercentage(long total, long value) FILE: Common/DataProviderEvents.cs class DataProviderEventArgs (line 26) | public abstract class DataProviderEventArgs : EventArgs method DataProviderEventArgs (line 37) | protected DataProviderEventArgs(Symbol symbol) class InvalidConfigurationDetectedEventArgs (line 46) | public sealed class InvalidConfigurationDetectedEventArgs : DataProvider... method InvalidConfigurationDetectedEventArgs (line 58) | public InvalidConfigurationDetectedEventArgs(Symbol symbol, string mes... class NumericalPrecisionLimitedEventArgs (line 68) | public sealed class NumericalPrecisionLimitedEventArgs : DataProviderEve... method NumericalPrecisionLimitedEventArgs (line 80) | public NumericalPrecisionLimitedEventArgs(Symbol symbol, string message) class DownloadFailedEventArgs (line 90) | public sealed class DownloadFailedEventArgs : DataProviderEventArgs method DownloadFailedEventArgs (line 108) | public DownloadFailedEventArgs(Symbol symbol, string message, string s... class ReaderErrorDetectedEventArgs (line 119) | public sealed class ReaderErrorDetectedEventArgs : DataProviderEventArgs method ReaderErrorDetectedEventArgs (line 137) | public ReaderErrorDetectedEventArgs(Symbol symbol, string message, str... class StartDateLimitedEventArgs (line 148) | public sealed class StartDateLimitedEventArgs : DataProviderEventArgs method StartDateLimitedEventArgs (line 160) | public StartDateLimitedEventArgs(Symbol symbol, string message) class NewTradableDateEventArgs (line 170) | public sealed class NewTradableDateEventArgs : DataProviderEventArgs method NewTradableDateEventArgs (line 196) | public NewTradableDateEventArgs(DateTime date, BaseData lastBaseData, ... FILE: Common/DataUniverseDownloaderGetParameters.cs class DataUniverseDownloaderGetParameters (line 28) | public sealed class DataUniverseDownloaderGetParameters : DataDownloader... method DataUniverseDownloaderGetParameters (line 53) | public DataUniverseDownloaderGetParameters(Symbol canonicalSymbol, Dat... method GetUniverseFileName (line 71) | public string GetUniverseFileName(DateTime processingDate) method CreateDataDownloaderGetParameters (line 79) | public IEnumerable<(DateTime, IEnumerable... FILE: Common/DefaultConverter.cs class DefaultConverter (line 24) | public class DefaultConverter : JsonConverter method WriteJson (line 39) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 47) | public override object ReadJson(JsonReader reader, Type objectType, ob... method CanConvert (line 55) | public override bool CanConvert(Type objectType) FILE: Common/DocumentationAttribute.cs class DocumentationAttribute (line 26) | [AttributeUsage(AttributeTargets.All, AllowMultiple = true)] method DocumentationAttribute (line 68) | public DocumentationAttribute(string tag, int weight = 0, FILE: Common/Exceptions/ClrBubbledExceptionInterpreter.cs class ClrBubbledExceptionInterpreter (line 25) | public class ClrBubbledExceptionInterpreter : SystemExceptionInterpreter method CanInterpret (line 37) | public override bool CanInterpret(Exception exception) => exception?.G... method Interpret (line 45) | public override Exception Interpret(Exception exception, IExceptionInt... FILE: Common/Exceptions/DllNotFoundPythonExceptionInterpreter.cs class DllNotFoundPythonExceptionInterpreter (line 23) | public class DllNotFoundPythonExceptionInterpreter : IExceptionInterpreter method CanInterpret (line 35) | public bool CanInterpret(Exception exception) method Interpret (line 47) | public Exception Interpret(Exception exception, IExceptionInterpreter ... FILE: Common/Exceptions/IExceptionInterpreter.cs type IExceptionInterpreter (line 24) | public interface IExceptionInterpreter method CanInterpret (line 36) | bool CanInterpret(Exception exception); method Interpret (line 47) | Exception Interpret(Exception exception, IExceptionInterpreter innerIn... FILE: Common/Exceptions/InvalidTokenPythonExceptionInterpreter.cs class InvalidTokenPythonExceptionInterpreter (line 24) | public class InvalidTokenPythonExceptionInterpreter : PythonExceptionInt... method CanInterpret (line 36) | public override bool CanInterpret(Exception exception) method Interpret (line 49) | public override Exception Interpret(Exception exception, IExceptionInt... FILE: Common/Exceptions/KeyErrorPythonExceptionInterpreter.cs class KeyErrorPythonExceptionInterpreter (line 26) | public class KeyErrorPythonExceptionInterpreter : PythonExceptionInterpr... method CanInterpret (line 38) | public override bool CanInterpret(Exception exception) method Interpret (line 58) | public override Exception Interpret(Exception exception, IExceptionInt... FILE: Common/Exceptions/NoMethodMatchPythonExceptionInterpreter.cs class NoMethodMatchPythonExceptionInterpreter (line 25) | public class NoMethodMatchPythonExceptionInterpreter : PythonExceptionIn... method CanInterpret (line 37) | public override bool CanInterpret(Exception exception) method Interpret (line 49) | public override Exception Interpret(Exception exception, IExceptionInt... FILE: Common/Exceptions/PythonExceptionInterpreter.cs class PythonExceptionInterpreter (line 25) | public class PythonExceptionInterpreter : IExceptionInterpreter method CanInterpret (line 37) | public virtual bool CanInterpret(Exception exception) => exception?.Ge... method Interpret (line 45) | public virtual Exception Interpret(Exception exception, IExceptionInte... FILE: Common/Exceptions/ScheduledEventExceptionInterpreter.cs class ScheduledEventExceptionInterpreter (line 24) | public class ScheduledEventExceptionInterpreter : IExceptionInterpreter method CanInterpret (line 36) | public bool CanInterpret(Exception exception) => exception?.GetType() ... method Interpret (line 47) | public Exception Interpret(Exception exception, IExceptionInterpreter ... FILE: Common/Exceptions/StackExceptionInterpreter.cs class StackExceptionInterpreter (line 28) | public class StackExceptionInterpreter : IExceptionInterpreter method StackExceptionInterpreter (line 47) | public StackExceptionInterpreter(IEnumerable in... method CanInterpret (line 62) | public bool CanInterpret(Exception exception) method Interpret (line 76) | public Exception Interpret(Exception exception, IExceptionInterpreter ... method GetExceptionMessageHeader (line 107) | public string GetExceptionMessageHeader(Exception exception) method CreateFromAssemblies (line 116) | public static StackExceptionInterpreter CreateFromAssemblies() method InnersAndSelf (line 138) | private IEnumerable InnersAndSelf(Exception exception) FILE: Common/Exceptions/SystemExceptionInterpreter.cs class SystemExceptionInterpreter (line 24) | public class SystemExceptionInterpreter : IExceptionInterpreter method CanInterpret (line 38) | public virtual bool CanInterpret(Exception exception) => true; method Interpret (line 46) | public virtual Exception Interpret(Exception exception, IExceptionInte... method TryGetLineAndFile (line 60) | public static bool TryGetLineAndFile(string stackTrace, out string fil... class SanitizedException (line 78) | private class SanitizedException : Exception method SanitizedException (line 86) | public SanitizedException(string message, string stackTrace) FILE: Common/Exceptions/UnsupportedOperandPythonExceptionInterpreter.cs class UnsupportedOperandPythonExceptionInterpreter (line 25) | public class UnsupportedOperandPythonExceptionInterpreter : PythonExcept... method CanInterpret (line 37) | public override bool CanInterpret(Exception exception) method Interpret (line 49) | public override Exception Interpret(Exception exception, IExceptionInt... FILE: Common/Exchange.cs class Exchange (line 25) | public class Exchange method Exchange (line 352) | private Exchange() method Exchange (line 359) | public Exchange(string name, string code, string description, string m... method ToString (line 371) | public override string ToString() method Equals (line 387) | public override bool Equals(object? obj) method GetHashCode (line 440) | public override int GetHashCode() FILE: Common/Expiry.cs class Expiry (line 24) | public static class Expiry FILE: Common/ExtendedDictionary.cs class ExtendedDictionary (line 29) | [PandasNonExpandable] method Clear (line 43) | public virtual void Clear() method TryGetValue (line 61) | public abstract bool TryGetValue(TKey key, out TValue value); method ContainsKey (line 68) | public virtual bool ContainsKey(TKey key) method GetItems (line 77) | public abstract IEnumerable> GetItems(); method Remove (line 106) | public virtual bool Remove(TKey key) method clear (line 126) | public void clear() method copy (line 135) | public PyDict copy() method fromkeys (line 145) | public PyDict fromkeys(TKey[] sequence) method fromkeys (line 157) | public PyDict fromkeys(TKey[] sequence, TValue value) method get (line 177) | public TValue get(TKey key) method get (line 191) | public TValue get(TKey key, TValue value) method items (line 205) | public PyList items() method popitem (line 227) | public PyTuple popitem() method setdefault (line 238) | public TValue setdefault(TKey key) method setdefault (line 250) | public TValue setdefault(TKey key, TValue default_value) method pop (line 273) | public TValue pop(TKey key) method pop (line 285) | public TValue pop(TKey key, TValue default_value) method update (line 301) | public void update(PyObject other) method keys (line 320) | public PyList keys() method values (line 329) | public PyList values() method CheckForImplicitlyCreatedSymbol (line 338) | protected void CheckForImplicitlyCreatedSymbol(Symbol symbol) FILE: Common/Extensions.cs class Extensions (line 71) | public static class Extensions method TryGetPropertyValue (line 124) | public static T TryGetPropertyValue(this JObject jObject, string name) method GetFlags (line 143) | public static IEnumerable GetFlags(long value) where T : Enum method IsOutOfDate (line 160) | public static bool IsOutOfDate(this string filepath) method IsDirectoryEmpty (line 173) | public static bool IsDirectoryEmpty(this string directoryPath) method GetEntry (line 210) | public static MarketHoursDatabase.Entry GetEntry(this MarketHoursDatab... method DeserializeList (line 244) | public static List DeserializeList(this string jsonArray) method DeserializeList (line 253) | public static List DeserializeList(this string jsonArray) method TryDownloadData (line 286) | public static bool TryDownloadData(this HttpClient client, string url,... method DownloadData (line 297) | public static string DownloadData(this HttpClient client, string url, ... method DownloadData (line 307) | public static string DownloadData(this string url, Dictionary(this HttpClient client, string url, Di... method DownloadData (line 335) | public static T DownloadData(this string url, Dictionary(this HttpClient client, string u... method DownloadByteArray (line 403) | public static byte[] DownloadByteArray(this string url) method SafeMultiply100 (line 424) | public static decimal SafeMultiply100(this decimal value) method GetMemoryStream (line 436) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ProtobufSerialize (line 448) | public static byte[] ProtobufSerialize(this List ticks, Guid guid) method ProtobufSerialize (line 465) | public static byte[] ProtobufSerialize(this IBaseData baseData, Guid g... method ProtobufSerialize (line 482) | public static void ProtobufSerialize(this IBaseData baseData, Stream s... method GetZeroPriceMessage (line 505) | public static string GetZeroPriceMessage(this Symbol symbol) method ToCamelCase (line 513) | public static string ToCamelCase(this string value) method Batch (line 532) | public static AlphaResultPacket Batch(this List res... method StopSafely (line 593) | public static void StopSafely(this Thread thread, TimeSpan timeout, Ca... method GetHash (line 623) | public static string GetHash(this IDictionary orders) method ToFunc (line 675) | public static Func ToFunc(this IDateRule dateRule) method IsEmpty (line 712) | public static bool IsEmpty(this BaseSeries series) method IsEmpty (line 721) | public static bool IsEmpty(this Chart chart) method GetPythonMethod (line 732) | public static dynamic GetPythonMethod(this PyObject instance, string n... method GetPythonBoolProperty (line 768) | public static dynamic GetPythonBoolProperty(this PyObject instance, st... method GetPythonBoolPropertyWithChecks (line 797) | public static dynamic GetPythonBoolPropertyWithChecks(this PyObject in... method GetPythonMethodWithChecks (line 816) | public static dynamic GetPythonMethodWithChecks(this PyObject instance... method GetMethod (line 837) | public static dynamic GetMethod(this PyObject instance, string name) method GetPythonArgCount (line 848) | public static int GetPythonArgCount(this PyObject method) method OrderTargetsByMarginImpact (line 875) | public static IEnumerable OrderTargetsByMarginImpact( method GetBaseDataInstance (line 919) | public static BaseData GetBaseDataInstance(this Type type) method GetAndDispose (line 952) | public static T GetAndDispose(this PyObject instance) method Move (line 971) | public static void Move(this List list, int oldIndex, int newIndex) method GetBytes (line 984) | public static byte[] GetBytes(this string str) method GetBytes (line 996) | public static byte[] GetBytes(this Stream stream) method DeserializeJson (line 1010) | public static T DeserializeJson(this Stream stream, JsonSerializer ... method DeserializeJson (line 1023) | public static T DeserializeJson(this string content, JsonSerializer... method SerializeJsonToStream (line 1036) | public static void SerializeJsonToStream(this T value, Stream targe... method SerializeJsonToString (line 1051) | public static string SerializeJsonToString(this T value, JsonSerial... method Clear (line 1065) | public static void Clear(this ConcurrentQueue queue) method GetString (line 1080) | public static string GetString(this byte[] bytes, Encoding encoding = ... method ToMD5 (line 1092) | public static string ToMD5(this string str) method ToSHA256 (line 1108) | public static string ToSHA256(this string data) method EncodeBase36 (line 1122) | public static string EncodeBase36(this ulong data) method DecodeBase36 (line 1141) | public static ulong DecodeBase36(this string symbol) method EncodeBase64 (line 1166) | public static string EncodeBase64(this string text) method DecodeBase64 (line 1182) | public static string DecodeBase64(this string base64EncodedText) method LazyToUpper (line 1200) | public static string LazyToUpper(this string data) method LazyToLower (line 1218) | public static string LazyToLower(this string data) method AddOrUpdate (line 1238) | public static void AddOrUpdate(this ConcurrentDictionary d... method AddOrUpdate (line 1252) | public static TValue AddOrUpdate(this ConcurrentDictiona... method Add (line 1268) | public static void Add(this IDictionary> Ad... method Add (line 1314) | public static ImmutableSortedDictionary ToCsv(this string str, int size = 4) method ToCsvData (line 1731) | public static List ToCsvData(this string str, int size = 4, ch... method TryGetFromCsv (line 1769) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TryGetDecimalFromCsv (line 1806) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetDecimalFromCsv (line 1824) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IsNaNOrInfinity (line 1835) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IsNaNOrZero (line 1845) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetDecimalEpsilon (line 1855) | public static decimal GetDecimalEpsilon() method GetExtension (line 1865) | public static string GetExtension(this string str) method ToStream (line 1881) | public static Stream ToStream(this string str) method Round (line 1898) | public static TimeSpan Round(this TimeSpan time, TimeSpan roundingInte... method Round (line 1921) | public static TimeSpan Round(this TimeSpan time, TimeSpan roundingInte... method RoundDown (line 1936) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method RoundDownInTimeZone (line 1961) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ExchangeRoundDown (line 1981) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ExchangeRoundDownInTimeZone (line 2006) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IsMarketOpen (line 2036) | public static bool IsMarketOpen(this Security security, bool extendedM... method IsMarketOpen (line 2048) | public static bool IsMarketOpen(this Symbol symbol, DateTime utcTime, ... method Round (line 2064) | public static DateTime Round(this DateTime datetime, TimeSpan rounding... method RoundUp (line 2079) | public static DateTime RoundUp(this DateTime time, TimeSpan interval) method ConvertTo (line 2098) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ConvertFromUtc (line 2120) | public static DateTime ConvertFromUtc(this DateTime time, DateTimeZone... method ConvertToUtc (line 2132) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IsCommonBusinessDay (line 2151) | public static bool IsCommonBusinessDay(this DateTime date) method Reset (line 2160) | public static void Reset(this Timer timer) method MatchesTypeName (line 2173) | public static bool MatchesTypeName(this Type type, string typeName) method IsSubclassOfGeneric (line 2197) | public static bool IsSubclassOfGeneric(this Type type, Type possibleSu... method GetBetterTypeName (line 2225) | public static string GetBetterTypeName(this Type type) method ToTimeSpan (line 2242) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToHigherResolutionEquivalent (line 2271) | public static Resolution ToHigherResolutionEquivalent(this TimeSpan ti... method TryParseSecurityType (line 2302) | public static bool TryParseSecurityType(this string value, out Securit... method ConvertTo (line 2324) | public static T ConvertTo(this string value) method ConvertTo (line 2335) | public static object ConvertTo(this string value, Type type) method WaitOne (line 2366) | public static bool WaitOne(this WaitHandle waitHandle, CancellationTok... method WaitOne (line 2384) | public static bool WaitOne(this WaitHandle waitHandle, TimeSpan timeou... method WaitOne (line 2403) | public static bool WaitOne(this WaitHandle waitHandle, int millisecond... method GetMD5Hash (line 2413) | public static byte[] GetMD5Hash(this Stream stream) method WithEmbeddedHtmlAnchors (line 2426) | public static string WithEmbeddedHtmlAnchors(this string source) method GetStringBetweenChars (line 2444) | public static string GetStringBetweenChars(this string value, char lef... method SingleOrAlgorithmTypeName (line 2463) | public static string SingleOrAlgorithmTypeName(this List names... method ToLower (line 2480) | public static string ToLower(this Enum @enum) method IsValid (line 2491) | public static bool IsValid(this SecurityType securityType) method IsOption (line 2522) | public static bool IsOption(this SecurityType securityType) method HasOptions (line 2542) | public static bool HasOptions(this SecurityType securityType) method DefaultOptionStyle (line 2562) | public static OptionStyle DefaultOptionStyle(this SecurityType securit... method ParseOptionStyle (line 2586) | public static OptionStyle ParseOptionStyle(this string optionStyle) method ParseOptionRight (line 2605) | public static OptionRight ParseOptionRight(this string optionRight) method ToStringPerformance (line 2624) | public static string ToStringPerformance(this OptionRight optionRight) method OptionRightToLower (line 2644) | public static string OptionRightToLower(this OptionRight optionRight) method OptionStyleToLower (line 2663) | public static string OptionStyleToLower(this OptionStyle optionStyle) method ParseDataMappingMode (line 2682) | public static DataMappingMode? ParseDataMappingMode(this string dataMa... method SecurityTypeToLower (line 2713) | public static string SecurityTypeToLower(this SecurityType securityType) method TickTypeToLower (line 2753) | public static string TickTypeToLower(this TickType tickType) method ResolutionToLower (line 2775) | public static string ResolutionToLower(this Resolution resolution) method ToOrderTicket (line 2801) | public static OrderTicket ToOrderTicket(this Order order, SecurityTran... method ProcessUntilEmpty (line 2880) | public static void ProcessUntilEmpty(this IProducerConsumerCollecti... method ToSafeString (line 2894) | public static string ToSafeString(this PyObject pyObject) method TryConvert (line 2941) | public static bool TryConvert(this PyObject pyObject, out T result,... method SafeAsManagedObject (line 3038) | public static dynamic SafeAsManagedObject(this PyObject pyObject, Type... method ConvertPythonUniverseFilterFunction (line 3056) | public static Func, IEnumerable> ConvertPythonU... method ConvertToUniverseSelectionSymbolDelegate (line 3076) | public static Func, IEnumerable> ConvertToUnive... method ConvertSelectionSymbolDelegate (line 3092) | public static Func> ConvertSelectionSymbolDeleg... method ConvertToUniverseSelectionStringDelegate (line 3117) | public static Func> ConvertToUniverseSelectionS... method ConvertToDictionary (line 3134) | public static Dictionary ConvertToDictionary ConvertToSymbolEnumerable(this PyObj... method ToPyList (line 3240) | public static PyList ToPyList(this IEnumerable enumerable) method ToPyListUnSafe (line 3254) | public static PyList ToPyListUnSafe(this IEnumerable enumerable) method GetType (line 3272) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetEnumString (line 3292) | [Obsolete("Deprecated as of 2025-07. Please use `str()`.")] method GetEnumString (line 3305) | [Obsolete("Deprecated as of 2025-07. Please use `str()`.")] method TryCreateType (line 3318) | public static bool TryCreateType(this PyObject pyObject, out Type type) method CreateType (line 3349) | public static Type CreateType(this PyObject pyObject) method GetAssemblyName (line 3382) | public static AssemblyName GetAssemblyName(this PyObject pyObject) method BatchBy (line 3397) | public static IEnumerable> BatchBy(this IEnumerable enum... method SynchronouslyAwaitTaskResult (line 3432) | public static TResult SynchronouslyAwaitTaskResult(this Task<... method SynchronouslyAwaitTask (line 3442) | public static void SynchronouslyAwaitTask(this Task task) method SynchronouslyAwaitTask (line 3452) | public static T SynchronouslyAwaitTask(this Task task) method SynchronouslyAwaitTask (line 3462) | public static void SynchronouslyAwaitTask(this ValueTask task) method SynchronouslyAwaitTask (line 3476) | public static T SynchronouslyAwaitTask(this ValueTask task) method ToQueryString (line 3490) | public static string ToQueryString(this IDictionary pa... method RemoveFromEnd (line 3501) | public static string RemoveFromEnd(this string s, string ending) method RemoveFromStart (line 3519) | public static string RemoveFromStart(this string s, string start) method TryGetLiveSubscriptionSymbol (line 3535) | public static bool TryGetLiveSubscriptionSymbol(this Symbol symbol, ou... method GetDelistingDate (line 3552) | public static DateTime GetDelistingDate(this Symbol symbol, MapFile ma... method IsCustomDataType (line 3575) | public static bool IsCustomDataType(this Symbol symbol) method AdjustSymbolByOffset (line 3588) | public static Symbol AdjustSymbolByOffset(this Symbol symbol, uint off... method GetMirrorOptionSymbol (line 3620) | public static Symbol GetMirrorOptionSymbol(this Symbol contractSymbol) method UnsubscribeWithMapping (line 3639) | public static void UnsubscribeWithMapping(this IDataQueueHandler dataQ... method SubscribeWithMapping (line 3651) | public static IEnumerator SubscribeWithMapping(this IDataQue... method ReadLines (line 3682) | public static IEnumerable ReadLines(this IDataProvider dataPro... method Scale (line 3719) | public static BaseData Scale(this BaseData data, Func> OrderByS... method OrderBySafe (line 3896) | public static IOrderedEnumerable> OrderByS... method SafeEnumeration (line 3907) | public static IEnumerable> SafeEnumeration... method GetUniverseMappingModeOrDefault (line 3919) | public static DataMappingMode GetUniverseMappingModeOrDefault(this Uni... method GetUniverseNormalizationModeOrDefault (line 3940) | public static DataNormalizationMode GetUniverseNormalizationModeOrDefa... method ToHexString (line 3962) | public static string ToHexString(this byte[] source) method GetExerciseDirection (line 3986) | public static OrderDirection GetExerciseDirection(this OptionRight rig... method GetOrderDirection (line 4000) | public static OrderDirection GetOrderDirection(decimal quantity) method ProcessSecurityChanges (line 4018) | public static void ProcessSecurityChanges(this IAlgorithm algorithm, S... method MakeTradable (line 4040) | public static void MakeTradable(this Security security) method SetRuntimeError (line 4051) | public static void SetRuntimeError(this IAlgorithm algorithm, Exceptio... method CreateOptionChain (line 4067) | public static OptionChainUniverse CreateOptionChain(this IAlgorithm al... method CreateOptionChain (line 4082) | public static OptionChainUniverse CreateOptionChain(this IAlgorithm al... method CreateOptionChain (line 4096) | private static OptionChainUniverse CreateOptionChain(this IAlgorithm a... method CreateFutureChain (line 4118) | public static IEnumerable CreateFutureChain(this IAlgorithm ... method CreateFutureChain (line 4132) | public static IEnumerable CreateFutureChain(this IAlgorithm ... method CreateFutureChain (line 4142) | private static IEnumerable CreateFutureChain(this IAlgorithm... method GetOrAddUnrequestedSecurity (line 4185) | public static bool GetOrAddUnrequestedSecurity(this IAlgorithm algorit... method Invert (line 4240) | public static OptionRight Invert(this OptionRight right) method Compare (line 4259) | public static bool Compare(this ComparisonOperatorTypes op, T arg1,... method ToSubscriptionDataConfig (line 4274) | public static SubscriptionDataConfig ToSubscriptionDataConfig(this Dat... method ShouldEmitData (line 4309) | public static bool ShouldEmitData(this SubscriptionDataConfig config, ... method ToOrderDirection (line 4360) | public static OrderDirection ToOrderDirection(this PositionSide side) method Closes (line 4379) | public static bool Closes(this OrderDirection direction, PositionSide ... method ListEquals (line 4418) | public static bool ListEquals(this IReadOnlyList left, IReadOnly... method GetListHashCode (line 4444) | public static int GetListHashCode(this IReadOnlyList list) method RequiresMapping (line 4463) | public static bool RequiresMapping(this Symbol symbol) method IsWin (line 4490) | public static bool IsWin(this OrderEvent fill, Security security, deci... method InTheMoneyAmount (line 4518) | public static ConvertibleCashAmount InTheMoneyAmount(this Option optio... method GreatestCommonDivisor (line 4528) | public static decimal GreatestCommonDivisor(this IEnumerable ... method GreatestCommonDivisor (line 4538) | public static int GreatestCommonDivisor(this IEnumerable values) method GreatestCommonDivisor (line 4564) | private static int GreatestCommonDivisor(int a, int b) method SafeDivision (line 4582) | public static decimal SafeDivision(this decimal numerator, decimal den... method GetCustomDataTypeFromSymbols (line 4599) | public static Type GetCustomDataTypeFromSymbols(Symbol[] symbols) method IsCustomDataType (line 4619) | public static bool IsCustomDataType(Symbol symbol, Type type) method GetMarketOrderFees (line 4630) | public static CashAmount GetMarketOrderFees(Security security, decimal... method ConvertToSymbol (line 4636) | private static Symbol ConvertToSymbol(PyObject item, bool dispose) FILE: Common/Field.cs class Field (line 25) | public static partial class Field method DataTypePropertyOrValue (line 207) | private static Func DataTypePropertyOrValue(Fun... FILE: Common/FileExtension.cs class FileExtension (line 26) | public static class FileExtension method ToNormalizedPath (line 40) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FromNormalizedPath (line 50) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Global.cs class DateFormat (line 30) | public static class DateFormat class Holding (line 67) | [JsonConverter(typeof(HoldingJsonConverter))] method Holding (line 167) | public Holding() method Holding (line 176) | public Holding(Security security) method Clone (line 199) | public Holding Clone() method ToString (line 218) | public override string ToString() class DecimalJsonConverter (line 223) | private class DecimalJsonConverter : JsonConverter method CanConvert (line 226) | public override bool CanConvert(Type objectType) => typeof(decimal) ... method WriteJson (line 227) | public override void WriteJson(JsonWriter writer, object value, Json... method ReadJson (line 231) | public override object ReadJson(JsonReader reader, Type objectType, ... class HoldingJsonConverter (line 236) | private class HoldingJsonConverter : JsonConverter method CanConvert (line 239) | public override bool CanConvert(Type objectType) => typeof(Holding) ... method ReadJson (line 240) | public override object ReadJson(JsonReader reader, Type objectType, ... method WriteJson (line 265) | public override void WriteJson(JsonWriter writer, object value, Json... type BrokerageEnvironment (line 275) | [JsonConverter(typeof(StringEnumConverter))] type Language (line 294) | [JsonConverter(typeof(StringEnumConverter))] type ServerType (line 331) | public enum ServerType type SecurityType (line 352) | public enum SecurityType type AccountType (line 428) | public enum AccountType type MarketDataType (line 444) | public enum MarketDataType type DataFeedEndpoint (line 485) | public enum DataFeedEndpoint type StoragePermissions (line 511) | public enum StoragePermissions type TickType (line 528) | public enum TickType type DelistingType (line 549) | public enum DelistingType type SplitType (line 565) | public enum SplitType type Resolution (line 582) | public enum Resolution type PositionSide (line 613) | public enum PositionSide type OptionRight (line 634) | public enum OptionRight type OptionStyle (line 650) | public enum OptionStyle type SettlementType (line 666) | public enum SettlementType class AlgorithmControl (line 682) | public class AlgorithmControl method AlgorithmControl (line 687) | public AlgorithmControl() type AlgorithmStatus (line 720) | public enum AlgorithmStatus type SubscriptionTransportMedium (line 786) | public enum SubscriptionTransportMedium type WritePolicy (line 817) | public enum WritePolicy type Period (line 838) | public enum Period type DataNormalizationMode (line 914) | public enum DataNormalizationMode type DataMappingMode (line 956) | public enum DataMappingMode type CashBookUpdateType (line 982) | public enum CashBookUpdateType class Exchanges (line 1001) | public static class Exchanges method GetPrimaryExchangeCodeGetPrimaryExchange (line 1006) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetPrimaryExchange (line 1018) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class ChannelStatus (line 1207) | public static class ChannelStatus type DeploymentTarget (line 1223) | [JsonConverter(typeof(StringEnumConverter))] type AlgorithmMode (line 1245) | [JsonConverter(typeof(StringEnumConverter))] FILE: Common/Globals.cs class Globals (line 26) | public static class Globals method Globals (line 28) | static Globals() method Reset (line 76) | public static void Reset () method GetDataFolderPath (line 121) | public static string GetDataFolderPath(string relativePath) FILE: Common/IDataDownloader.cs type IDataDownloader (line 24) | public interface IDataDownloader method Get (line 31) | IEnumerable Get(DataDownloaderGetParameters dataDownloaderGe... FILE: Common/IIsolatorLimitResultProvider.cs type IIsolatorLimitResultProvider (line 25) | public interface IIsolatorLimitResultProvider method IsWithinLimit (line 30) | IsolatorLimitResult IsWithinLimit(); method RequestAdditionalTime (line 39) | void RequestAdditionalTime(int minutes); method TryRequestAdditionalTime (line 48) | bool TryRequestAdditionalTime(int minutes); FILE: Common/ISeriesPoint.cs type ISeriesPoint (line 23) | public interface ISeriesPoint method Clone (line 34) | ISeriesPoint Clone(); FILE: Common/ITimeProvider.cs type ITimeProvider (line 25) | public interface ITimeProvider method GetUtcNow (line 31) | DateTime GetUtcNow(); FILE: Common/Indicators/IIndicator.cs type IIndicator (line 26) | public interface IIndicator : IComparable>, IIndicator method Update (line 69) | bool Update(IBaseData input); method Reset (line 74) | void Reset(); type IIndicator (line 35) | public interface IIndicator : IComparable method Update (line 69) | bool Update(IBaseData input); method Reset (line 74) | void Reset(); FILE: Common/Indicators/IIndicatorWarmUpPeriodProvider.cs type IIndicatorWarmUpPeriodProvider (line 21) | public interface IIndicatorWarmUpPeriodProvider FILE: Common/Indicators/IReadOnlyWindow.cs type IReadOnlyWindow (line 24) | public interface IReadOnlyWindow : IEnumerable FILE: Common/Indicators/IndicatorDataPoint.cs class IndicatorDataPoint (line 25) | public class IndicatorDataPoint : BaseData, IEquatable method InternalIndicatorValues (line 101) | public InternalIndicatorValues(IIndicator indicator, string name) method UpdateValue (line 111) | public virtual IndicatorDataPoint UpdateValue() method Create (line 120) | public static InternalIndicatorValues Create(IIndicator indicator, str... method Create (line 128) | public static InternalIndicatorValues Create(IIndicator indicator, Pro... method ToString (line 136) | public override string ToString() method GetEnumerator (line 144) | public IEnumerator GetEnumerator() method GetEnumerator (line 149) | IEnumerator IEnumerable.GetEnumerator() class IndicatorPropertyValues (line 154) | private class IndicatorPropertyValues : InternalIndicatorValues method IndicatorPropertyValues (line 158) | public IndicatorPropertyValues(IIndicator indicator, PropertyInfo pr... method UpdateValue (line 163) | public override IndicatorDataPoint UpdateValue() FILE: Common/Indicators/OptionPricingModelType.cs type OptionPricingModelType (line 21) | public enum OptionPricingModelType FILE: Common/Indicators/RollingWindow.cs class RollingWindow (line 28) | public class RollingWindow : RollingWindow method RollingWindow (line 34) | public RollingWindow(int size) : base(size) method RollingWindow (line 64) | public RollingWindow(int size) method GetEnumerator (line 274) | public IEnumerator GetEnumerator() method GetEnumerator (line 305) | IEnumerator IEnumerable.GetEnumerator() method Add (line 314) | public void Add(T item) method Reset (line 343) | public virtual void Reset() method GetListIndex (line 359) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Resize (line 365) | private void Resize(int size) class RollingWindow (line 45) | public class RollingWindow : IReadOnlyWindow method RollingWindow (line 34) | public RollingWindow(int size) : base(size) method RollingWindow (line 64) | public RollingWindow(int size) method GetEnumerator (line 274) | public IEnumerator GetEnumerator() method GetEnumerator (line 305) | IEnumerator IEnumerable.GetEnumerator() method Add (line 314) | public void Add(T item) method Reset (line 343) | public virtual void Reset() method GetListIndex (line 359) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Resize (line 365) | private void Resize(int size) FILE: Common/Interfaces/DataProviderDataFetchedEventArgs.cs class DataProviderNewDataRequestEventArgs (line 23) | public class DataProviderNewDataRequestEventArgs : EventArgs method DataProviderNewDataRequestEventArgs (line 46) | public DataProviderNewDataRequestEventArgs(string path, bool succeeded... FILE: Common/Interfaces/IAccountCurrencyProvider.cs type IAccountCurrencyProvider (line 21) | public interface IAccountCurrencyProvider FILE: Common/Interfaces/IAlgorithm.cs type IAlgorithm (line 52) | public interface IAlgorithm : ISecurityInitializerProvider, IAccountCurr... method Initialize (line 417) | void Initialize(); method PostInitialize (line 423) | void PostInitialize(); method OnWarmupFinished (line 428) | void OnWarmupFinished(); method GetParameters (line 433) | ReadOnlyExtendedDictionary GetParameters(); method GetParameter (line 442) | string GetParameter(string name, string defaultValue = null); method GetParameter (line 451) | int GetParameter(string name, int defaultValue); method GetParameter (line 460) | double GetParameter(string name, double defaultValue); method GetParameter (line 469) | decimal GetParameter(string name, decimal defaultValue); method SetParameters (line 475) | void SetParameters(Dictionary parameters); method Shortable (line 486) | bool Shortable(Symbol symbol, decimal shortQuantity, int? updateOrderI... method ShortableQuantity (line 495) | long ShortableQuantity(Symbol symbol); method SetBrokerageModel (line 503) | void SetBrokerageModel(IBrokerageModel brokerageModel); method OnData (line 509) | void OnData(Slice slice); method OnFrameworkData (line 515) | void OnFrameworkData(Slice slice); method OnSplits (line 521) | void OnSplits(Splits splits); method OnDividends (line 527) | void OnDividends(Dividends dividends); method OnDelistings (line 533) | void OnDelistings(Delistings delistings); method OnSymbolChangedEvents (line 539) | void OnSymbolChangedEvents(SymbolChangedEvents symbolsChanged); method OnSecuritiesChanged (line 545) | void OnSecuritiesChanged(SecurityChanges changes); method OnFrameworkSecuritiesChanged (line 551) | void OnFrameworkSecuritiesChanged(SecurityChanges changes); method OnEndOfTimeStep (line 557) | void OnEndOfTimeStep(); method Debug (line 563) | void Debug(string message); method Log (line 569) | void Log(string message); method Error (line 575) | void Error(string message); method OnMarginCall (line 581) | void OnMarginCall(List requests); method OnMarginCallWarning (line 586) | void OnMarginCallWarning(); method OnEndOfDay (line 593) | [Obsolete("This method is deprecated. Please use this overload: OnEndO... method OnEndOfDay (line 600) | [StubsAvoidImplicits] method OnEndOfAlgorithm (line 606) | void OnEndOfAlgorithm(); method OnOrderEvent (line 613) | void OnOrderEvent(OrderEvent newEvent); method OnCommand (line 620) | bool? OnCommand(dynamic data); method SubmitOrderRequest (line 628) | OrderTicket SubmitOrderRequest(SubmitOrderRequest request); method OnAssignmentOrderEvent (line 635) | void OnAssignmentOrderEvent(OrderEvent assignmentEvent); method OnBrokerageMessage (line 640) | void OnBrokerageMessage(BrokerageMessageEvent messageEvent); method OnBrokerageDisconnect (line 645) | void OnBrokerageDisconnect(); method OnBrokerageReconnect (line 650) | void OnBrokerageReconnect(); method SetDateTime (line 656) | void SetDateTime(DateTime time); method SetStartDate (line 663) | void SetStartDate(DateTime start); method SetEndDate (line 670) | void SetEndDate(DateTime end); method SetAlgorithmId (line 676) | void SetAlgorithmId(string algorithmId); method SetLocked (line 681) | void SetLocked(); method GetLocked (line 686) | bool GetLocked(); method AddChart (line 692) | void AddChart(Chart chart); method GetChartUpdates (line 699) | IEnumerable GetChartUpdates(bool clearChartData = false); method AddSecurity (line 713) | Security AddSecurity(SecurityType securityType, string symbol, Resolut... method AddSecurity (line 729) | Security AddSecurity(Symbol symbol, Resolution? resolution = null, boo... method AddFutureContract (line 741) | Future AddFutureContract(Symbol symbol, Resolution? resolution = null,... method AddOptionContract (line 752) | Option AddOptionContract(Symbol symbol, Resolution? resolution = null,... method RemoveSecurity (line 760) | bool RemoveSecurity(Symbol symbol, string tag = null); method SetAccountCurrency (line 770) | void SetAccountCurrency(string accountCurrency, decimal? startingCash ... method SetCash (line 776) | void SetCash(decimal startingCash); method SetCash (line 784) | void SetCash(string symbol, decimal startingCash, decimal conversionRa... method Liquidate (line 793) | List Liquidate(Symbol symbol = null, bool asynchronous = ... method SetLiveMode (line 799) | void SetLiveMode(bool live); method SetAlgorithmMode (line 805) | void SetAlgorithmMode(AlgorithmMode algorithmMode); method SetDeploymentTarget (line 811) | void SetDeploymentTarget(DeploymentTarget deploymentTarget); method SetFinishedWarmingUp (line 816) | void SetFinishedWarmingUp(); method SetMaximumOrders (line 822) | void SetMaximumOrders(int max); method SetBrokerageMessageHandler (line 831) | void SetBrokerageMessageHandler(IBrokerageMessageHandler handler); method SetHistoryProvider (line 837) | void SetHistoryProvider(IHistoryProvider historyProvider); method GetLastKnownPrice (line 845) | BaseData GetLastKnownPrice(Symbol symbol); method GetLastKnownPrices (line 852) | IEnumerable GetLastKnownPrices(Symbol symbol); method GetLastKnownPrices (line 859) | DataDictionary> GetLastKnownPrices(IEnumerable> av... method SetOptionChainProvider (line 883) | void SetOptionChainProvider(IOptionChainProvider optionChainProvider); method SetFutureChainProvider (line 889) | void SetFutureChainProvider(IFutureChainProvider futureChainProvider); method SetCurrentSlice (line 895) | void SetCurrentSlice(Slice slice); method SetApi (line 901) | void SetApi(IApi api); method SetObjectStore (line 907) | void SetObjectStore(IObjectStore objectStore); method Symbol (line 916) | Symbol Symbol(string ticker); method Ticker (line 923) | string Ticker(Symbol symbol); method SetStatisticsService (line 929) | void SetStatisticsService(IStatisticsService statisticsService); method SetName (line 935) | void SetName(string name); method AddTag (line 941) | void AddTag(string tag); method SetTags (line 947) | void SetTags(HashSet tags); method RunCommand (line 954) | CommandResultPacket RunCommand(CallbackCommand command); FILE: Common/Interfaces/IAlgorithmSettings.cs type IAlgorithmSettings (line 24) | public interface IAlgorithmSettings FILE: Common/Interfaces/IAlgorithmSubscriptionManager.cs type IAlgorithmSubscriptionManager (line 25) | public interface IAlgorithmSubscriptionManager : ISubscriptionDataConfig... method SubscriptionManagerCount (line 35) | int SubscriptionManagerCount(); FILE: Common/Interfaces/IApi.cs type IApi (line 31) | [InheritedExport(typeof(IApi))] method Initialize (line 37) | void Initialize(int userId, string token, string dataFolder); method CreateProject (line 46) | ProjectResponse CreateProject(string name, Language language, string o... method ReadProject (line 53) | ProjectResponse ReadProject(int projectId); method AddProjectFile (line 62) | RestResponse AddProjectFile(int projectId, string name, string content); method UpdateProjectFileName (line 71) | RestResponse UpdateProjectFileName(int projectId, string oldFileName, ... method UpdateProjectFileContent (line 80) | RestResponse UpdateProjectFileContent(int projectId, string fileName, ... method ReadProjectFile (line 88) | ProjectFilesResponse ReadProjectFile(int projectId, string fileName); method ReadProjectFiles (line 95) | ProjectFilesResponse ReadProjectFiles(int projectId); method ReadProjectNodes (line 102) | ProjectNodesResponse ReadProjectNodes(int projectId); method UpdateProjectNodes (line 111) | ProjectNodesResponse UpdateProjectNodes(int projectId, string[] nodes); method DeleteProjectFile (line 119) | RestResponse DeleteProjectFile(int projectId, string name); method DeleteProject (line 126) | RestResponse DeleteProject(int projectId); method ListProjects (line 132) | ProjectResponse ListProjects(); method CreateCompile (line 139) | Compile CreateCompile(int projectId); method ReadCompile (line 147) | Compile ReadCompile(int projectId, string compileId); method CreateBacktest (line 156) | Backtest CreateBacktest(int projectId, string compileId, string backte... method ReadBacktest (line 165) | Backtest ReadBacktest(int projectId, string backtestId, bool getCharts... method UpdateBacktest (line 175) | RestResponse UpdateBacktest(int projectId, string backtestId, string n... method DeleteBacktest (line 183) | RestResponse DeleteBacktest(int projectId, string backtestId); method ListBacktests (line 191) | BacktestSummaryList ListBacktests(int projectId, bool includeStatistic... method ReadBacktestInsights (line 202) | public InsightResponse ReadBacktestInsights(int projectId, string back... method EstimateOptimization (line 219) | public Estimate EstimateOptimization( method CreateOptimization (line 248) | public OptimizationSummary CreateOptimization( method ListOptimizations (line 267) | public List ListOptimizations(int projectId); method ReadOptimization (line 274) | public Optimization ReadOptimization(string optimizationId); method AbortOptimization (line 281) | public RestResponse AbortOptimization(string optimizationId); method UpdateOptimization (line 289) | public RestResponse UpdateOptimization(string optimizationId, string n... method DeleteOptimization (line 296) | public RestResponse DeleteOptimization(string optimizationId); method ReadLiveLogs (line 306) | LiveLog ReadLiveLogs(int projectId, string algorithmId, int startLine,... method ReadLiveChart (line 317) | public ReadChartResponse ReadLiveChart(int projectId, string name, int... method ReadLivePortfolio (line 324) | public PortfolioResponse ReadLivePortfolio(int projectId); method ReadLiveInsights (line 334) | public InsightResponse ReadLiveInsights(int projectId, int start = 0, ... method ReadDataLink (line 342) | DataLink ReadDataLink(string filePath, string organizationId); method ReadDataDirectory (line 348) | DataList ReadDataDirectory(string filePath); method ReadDataPrices (line 353) | public DataPricesList ReadDataPrices(string organizationId); method ReadBacktestReport (line 361) | public BacktestReport ReadBacktestReport(int projectId, string backtes... method ReadBacktestChart (line 373) | public ReadChartResponse ReadBacktestChart(int projectId, string name,... method DownloadData (line 380) | bool DownloadData(string filePath, string organizationId); method ReadAccount (line 386) | public Account ReadAccount(string organizationId = null); method ReadOrganization (line 393) | public Organization ReadOrganization(string organizationId = null); method CreateLiveAlgorithm (line 405) | CreateLiveAlgorithmResponse CreateLiveAlgorithm(int projectId, string ... method ListLiveAlgorithms (line 412) | LiveList ListLiveAlgorithms(AlgorithmStatus? status = null); method ReadLiveAlgorithm (line 420) | LiveAlgorithmResults ReadLiveAlgorithm(int projectId, string deployId); method LiquidateLiveAlgorithm (line 427) | RestResponse LiquidateLiveAlgorithm(int projectId); method StopLiveAlgorithm (line 434) | RestResponse StopLiveAlgorithm(int projectId); method SendNotification (line 442) | RestResponse SendNotification(Notification notification, int projectId); method GetAlgorithmStatus (line 449) | AlgorithmControl GetAlgorithmStatus(string algorithmId); method SetAlgorithmStatus (line 457) | void SetAlgorithmStatus(string algorithmId, AlgorithmStatus status, st... method SendStatistics (line 472) | void SendStatistics(string algorithmId, decimal unrealized, decimal fe... method Download (line 482) | string Download(string address, IEnumerable keys, s... method GetObjectStoreProperties (line 510) | public PropertiesObjectStoreResponse GetObjectStoreProperties(string o... method SetObjectStore (line 519) | public RestResponse SetObjectStore(string organizationId, string key, ... method DeleteObjectStore (line 527) | public RestResponse DeleteObjectStore(string organizationId, string key); method ReadLeanVersions (line 532) | public VersionsResponse ReadLeanVersions(); method BroadcastLiveCommand (line 541) | public RestResponse BroadcastLiveCommand(string organizationId, int? e... FILE: Common/Interfaces/IBrokerage.cs type IBrokerage (line 29) | public interface IBrokerage : IBrokerageCashSynchronizer, IDisposable method GetOpenOrders (line 94) | List GetOpenOrders(); method GetAccountHoldings (line 100) | List GetAccountHoldings(); method GetCashBalance (line 106) | List GetCashBalance(); method PlaceOrder (line 113) | bool PlaceOrder(Order order); method UpdateOrder (line 120) | bool UpdateOrder(Order order); method CancelOrder (line 127) | bool CancelOrder(Order order); method Connect (line 132) | void Connect(); method Disconnect (line 137) | void Disconnect(); method GetHistory (line 154) | IEnumerable GetHistory(HistoryRequest request); FILE: Common/Interfaces/IBrokerageCashSynchronizer.cs type IBrokerageCashSynchronizer (line 23) | public interface IBrokerageCashSynchronizer method ShouldPerformCashSync (line 35) | bool ShouldPerformCashSync(DateTime currentTimeUtc); method PerformCashSync (line 44) | bool PerformCashSync(IAlgorithm algorithm, DateTime currentTimeUtc, Fu... FILE: Common/Interfaces/IBrokerageFactory.cs type IBrokerageFactory (line 28) | [InheritedExport(typeof(IBrokerageFactory))] method GetBrokerageModel (line 49) | IBrokerageModel GetBrokerageModel(IOrderProvider orderProvider); method CreateBrokerage (line 57) | IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm); method CreateBrokerageMessageHandler (line 62) | IBrokerageMessageHandler CreateBrokerageMessageHandler(IAlgorithm algo... FILE: Common/Interfaces/IBusyCollection.cs type IBusyCollection (line 27) | public interface IBusyCollection : IDisposable method Add (line 49) | void Add(T item); method Add (line 56) | void Add(T item, CancellationToken cancellationToken); method CompleteAdding (line 61) | void CompleteAdding(); method GetConsumingEnumerable (line 67) | IEnumerable GetConsumingEnumerable(); method GetConsumingEnumerable (line 74) | IEnumerable GetConsumingEnumerable(CancellationToken cancellationTo... FILE: Common/Interfaces/IDataCacheProvider.cs type IDataCacheProvider (line 26) | public interface IDataCacheProvider : IDisposable method Fetch (line 38) | Stream Fetch(string key); method Store (line 45) | void Store(string key, byte[] data); method GetZipEntries (line 50) | List GetZipEntries(string zipFile); FILE: Common/Interfaces/IDataChannelProvider.cs type IDataChannelProvider (line 25) | public interface IDataChannelProvider method Initialize (line 31) | void Initialize(AlgorithmNodePacket packet); method ShouldStreamSubscription (line 36) | bool ShouldStreamSubscription(SubscriptionDataConfig config); FILE: Common/Interfaces/IDataMonitor.cs type IDataMonitor (line 24) | [InheritedExport(typeof(IDataMonitor))] method Exit (line 30) | void Exit(); method OnNewDataRequest (line 35) | void OnNewDataRequest(object sender, DataProviderNewDataRequestEventAr... FILE: Common/Interfaces/IDataPermissionManager.cs type IDataPermissionManager (line 26) | public interface IDataPermissionManager method Initialize (line 37) | void Initialize(AlgorithmNodePacket job); method AssertConfiguration (line 45) | void AssertConfiguration(SubscriptionDataConfig subscriptionRequest, D... FILE: Common/Interfaces/IDataProvider.cs type IDataProvider (line 26) | [InheritedExport(typeof(IDataProvider))] method Fetch (line 39) | Stream Fetch(string key); FILE: Common/Interfaces/IDataProviderEvents.cs type IDataProviderEvents (line 23) | public interface IDataProviderEvents FILE: Common/Interfaces/IDataQueueHandler.cs type IDataQueueHandler (line 28) | [InheritedExport(typeof(IDataQueueHandler))] method Subscribe (line 37) | IEnumerator Subscribe(SubscriptionDataConfig dataConfig, Eve... method Unsubscribe (line 43) | void Unsubscribe(SubscriptionDataConfig dataConfig); method SetJob (line 49) | void SetJob(LiveNodePacket job); FILE: Common/Interfaces/IDataQueueUniverseProvider.cs type IDataQueueUniverseProvider (line 24) | public interface IDataQueueUniverseProvider method LookupSymbols (line 33) | IEnumerable LookupSymbols(Symbol symbol, bool includeExpired, ... method CanPerformSelection (line 41) | bool CanPerformSelection(); FILE: Common/Interfaces/IDownloadProvider.cs type IDownloadProvider (line 22) | public interface IDownloadProvider method Download (line 32) | string Download(string address, IEnumerable method clear (line 28) | void clear(); method copy (line 34) | PyDict copy(); method fromkeys (line 41) | PyDict fromkeys(TKey[] sequence); method fromkeys (line 50) | PyDict fromkeys(TKey[] sequence, TValue value); method get (line 58) | TValue get(TKey key); method get (line 67) | TValue get(TKey key, TValue value); method items (line 73) | PyList items(); method keys (line 80) | PyList keys(); method popitem (line 88) | PyTuple popitem(); method setdefault (line 96) | TValue setdefault(TKey key); method setdefault (line 105) | TValue setdefault(TKey key, TValue default_value); method pop (line 113) | TValue pop(TKey key); method pop (line 122) | TValue pop(TKey key, TValue default_value); method update (line 129) | void update(PyObject other); method values (line 135) | PyList values(); FILE: Common/Interfaces/IFactorFileProvider.cs type IFactorFileProvider (line 25) | [InheritedExport(typeof(IFactorFileProvider))] method Initialize (line 34) | void Initialize(IMapFileProvider mapFileProvider, IDataProvider dataPr... method Get (line 41) | IFactorProvider Get(Symbol symbol); FILE: Common/Interfaces/IFutureChainProvider.cs type IFutureChainProvider (line 24) | public interface IFutureChainProvider method GetFutureContractList (line 32) | IEnumerable GetFutureContractList(Symbol symbol, DateTime date); FILE: Common/Interfaces/IHistoryProvider.cs type IHistoryProvider (line 27) | [InheritedExport(typeof(IHistoryProvider))] method Initialize (line 39) | void Initialize(HistoryProviderInitializeParameters parameters); method GetHistory (line 47) | IEnumerable GetHistory(IEnumerable requests, Da... FILE: Common/Interfaces/IJobQueueHandler.cs type IJobQueueHandler (line 25) | [InheritedExport(typeof(IJobQueueHandler))] method Initialize (line 31) | void Initialize(IApi api, IMessagingHandler messagingHandler); method NextJob (line 37) | AlgorithmNodePacket NextJob(out string algorithmPath); method AcknowledgeJob (line 43) | void AcknowledgeJob(AlgorithmNodePacket job); FILE: Common/Interfaces/IMapFileProvider.cs type IMapFileProvider (line 25) | [InheritedExport(typeof(IMapFileProvider))] method Initialize (line 32) | void Initialize(IDataProvider dataProvider); method Get (line 40) | MapFileResolver Get(AuxiliaryDataKey auxiliaryDataKey); FILE: Common/Interfaces/IMessagingHandler.cs type IMessagingHandler (line 28) | [InheritedExport(typeof(IMessagingHandler))] method Initialize (line 41) | void Initialize(MessagingHandlerInitializeParameters initializeParamet... method SetAuthentication (line 47) | void SetAuthentication(AlgorithmNodePacket job); method Send (line 53) | void Send(Packet packet); method SendNotification (line 59) | void SendNotification(Notification notification); FILE: Common/Interfaces/IObjectStore.cs type IObjectStore (line 26) | [InheritedExport(typeof(IObjectStore))] method Initialize (line 52) | void Initialize(int userId, int projectId, string userToken, Controls ... method ContainsKey (line 59) | bool ContainsKey(string path); method ReadBytes (line 66) | byte[] ReadBytes(string path); method SaveBytes (line 74) | bool SaveBytes(string path, byte[] contents); method Delete (line 81) | bool Delete(string path); method GetFilePath (line 88) | string GetFilePath(string path); method Clear (line 98) | void Clear(); FILE: Common/Interfaces/IOptionChainProvider.cs type IOptionChainProvider (line 24) | public interface IOptionChainProvider method GetOptionContractList (line 33) | IEnumerable GetOptionContractList(Symbol symbol, DateTime date); FILE: Common/Interfaces/IOptionPrice.cs type IOptionPrice (line 27) | public interface IOptionPrice : ISecurityPrice method EvaluatePriceModel (line 42) | OptionPriceModelResult EvaluatePriceModel(Slice slice, OptionContract ... FILE: Common/Interfaces/IOrderProperties.cs type IOrderProperties (line 24) | public interface IOrderProperties method Clone (line 35) | IOrderProperties Clone(); FILE: Common/Interfaces/IPrimaryExchangeProvider.cs type IPrimaryExchangeProvider (line 21) | public interface IPrimaryExchangeProvider method GetPrimaryExchange (line 28) | Exchange GetPrimaryExchange(SecurityIdentifier securityIdentifier); FILE: Common/Interfaces/IRegressionAlgorithmDefinition.cs type IRegressionAlgorithmDefinition (line 25) | public interface IRegressionAlgorithmDefinition FILE: Common/Interfaces/IRegressionResearchDefinition.cs type IRegressionResearchDefinition (line 21) | public interface IRegressionResearchDefinition FILE: Common/Interfaces/ISecurityInitializerProvider.cs type ISecurityInitializerProvider (line 24) | public interface ISecurityInitializerProvider FILE: Common/Interfaces/ISecurityPrice.cs type ISecurityPrice (line 28) | public interface ISecurityPrice method SetMarketPrice (line 84) | void SetMarketPrice(BaseData data); method Update (line 96) | void Update(IReadOnlyList data, Type dataType, bool? contain... method GetLastData (line 102) | BaseData GetLastData(); FILE: Common/Interfaces/ISecurityService.cs type ISecurityService (line 26) | public interface ISecurityService method CreateSecurity (line 33) | Security CreateSecurity(Symbol symbol, method CreateSecurity (line 45) | Security CreateSecurity(Symbol symbol, method CreateBenchmarkSecurity (line 55) | Security CreateBenchmarkSecurity(Symbol symbol); FILE: Common/Interfaces/IShortableProvider.cs type IShortableProvider (line 23) | [StubsAvoidImplicits] method FeeRate (line 32) | decimal FeeRate(Symbol symbol, DateTime localTime); method RebateRate (line 41) | decimal RebateRate(Symbol symbol, DateTime localTime); method ShortableQuantity (line 49) | long? ShortableQuantity(Symbol symbol, DateTime localTime); FILE: Common/Interfaces/ISignalExportTarget.cs type ISignalExportTarget (line 24) | public interface ISignalExportTarget: IDisposable method Send (line 30) | bool Send(SignalExportTargetParameters parameters); FILE: Common/Interfaces/IStreamReader.cs type IStreamReader (line 25) | public interface IStreamReader : IDisposable method ReadLine (line 40) | string ReadLine(); FILE: Common/Interfaces/ISubscriptionDataConfigProvider.cs type ISubscriptionDataConfigProvider (line 25) | public interface ISubscriptionDataConfigProvider method GetSubscriptionDataConfigs (line 32) | List GetSubscriptionDataConfigs(Symbol symbol ... FILE: Common/Interfaces/ISubscriptionDataConfigService.cs type ISubscriptionDataConfigService (line 27) | public interface ISubscriptionDataConfigService : ISubscriptionDataConfi... method Add (line 34) | SubscriptionDataConfig Add( method Add (line 53) | List Add( method LookupSubscriptionConfigDataTypes (line 74) | List> LookupSubscriptionConfigDataTypes( FILE: Common/Interfaces/ITimeInForceHandler.cs type ITimeInForceHandler (line 24) | public interface ITimeInForceHandler method IsOrderExpired (line 32) | bool IsOrderExpired(Security security, Order order); method IsFillValid (line 41) | bool IsFillValid(Security security, Order order, OrderEvent fill); FILE: Common/Interfaces/ITimeKeeper.cs type ITimeKeeper (line 24) | public interface ITimeKeeper method AddTimeZone (line 35) | void AddTimeZone(DateTimeZone timeZone); method GetLocalTimeKeeper (line 42) | LocalTimeKeeper GetLocalTimeKeeper(DateTimeZone timeZone); FILE: Common/Interfaces/ITradeBuilder.cs type ITradeBuilder (line 27) | public interface ITradeBuilder method SetSecurityManager (line 33) | void SetSecurityManager(SecurityManager securities); method SetLiveMode (line 39) | void SetLiveMode(bool live); method HasOpenPosition (line 51) | bool HasOpenPosition(Symbol symbol); method SetMarketPrice (line 58) | void SetMarketPrice(Symbol symbol, decimal price); method ApplySplit (line 66) | void ApplySplit(Split split, bool liveMode, DataNormalizationMode data... method ProcessFill (line 75) | void ProcessFill(OrderEvent fill, FILE: Common/Interfaces/MessagingHandlerInitializeParameters.cs class MessagingHandlerInitializeParameters (line 22) | public class MessagingHandlerInitializeParameters method MessagingHandlerInitializeParameters (line 33) | public MessagingHandlerInitializeParameters(IApi api) FILE: Common/Interfaces/ObjectStoreErrorRaisedEventArgs.cs class ObjectStoreErrorRaisedEventArgs (line 23) | public class ObjectStoreErrorRaisedEventArgs : EventArgs method ObjectStoreErrorRaisedEventArgs (line 34) | public ObjectStoreErrorRaisedEventArgs(Exception error) FILE: Common/Isolator.cs class Isolator (line 28) | public class Isolator method Isolator (line 41) | public Isolator() method ExecuteWithTimeLimit (line 58) | public bool ExecuteWithTimeLimit(TimeSpan timeSpan, Func SupportedMarkets() FILE: Common/Messages/Messages.Algorithm.Framework.Alphas.Analysis.cs class Messages (line 26) | public static partial class Messages class InsightManager (line 31) | public static class InsightManager method ZeroInitialPriceValue (line 41) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class ReadOnlySecurityValuesCollection (line 51) | public static class ReadOnlySecurityValuesCollection method SecurityValuesForSymbolNotFound (line 56) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Algorithm.Framework.Alphas.cs class Messages (line 26) | public static partial class Messages class Insight (line 31) | public static class Insight method GeneratedTimeUtcNotSet (line 56) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InsightAlreadyAssignedToAGroup (line 67) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 76) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ShortToString (line 105) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class InsightScore (line 134) | public static class InsightScore method ToString (line 139) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Algorithm.Framework.Portfolio.cs class Messages (line 28) | public static partial class Messages class PortfolioTarget (line 33) | public static class PortfolioTarget method InvalidTargetPercent (line 38) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SymbolNotFound (line 50) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnableToComputeOrderQuantityDueToNullResult (line 60) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 69) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidInsightDirection (line 84) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Benchmarks.cs class Messages (line 21) | public static partial class Messages class FuncBenchmark (line 26) | public static class FuncBenchmark FILE: Common/Messages/Messages.Brokerages.cs class Messages (line 33) | public static partial class Messages class DefaultBrokerageModel (line 38) | public static class DefaultBrokerageModel method UnsupportedSecurityType (line 60) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedCrossZeroOrderUpdate (line 69) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidSecurityTypeToGetFillModel (line 78) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidOrderQuantity (line 87) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidOrderSize (line 97) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedOrderType (line 107) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedTimeInForce (line 117) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidSecurityTypeForLeverage (line 127) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedCrossZeroByOrderType (line 136) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedUpdateQuantityOrder (line 145) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedMarketOnOpenOrderTime (line 161) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class AlpacaBrokerageModel (line 173) | public static class AlpacaBrokerageModel method TradingOutsideRegularHoursNotSupported (line 179) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class AlphaStreamsBrokerageModel (line 190) | public static class AlphaStreamsBrokerageModel class AxosBrokerageModel (line 201) | public static class AxosBrokerageModel method NonIntegerOrderQuantity (line 207) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class BinanceBrokerageModel (line 217) | public static class BinanceBrokerageModel method UnsupportedOrderTypeForSecurityType (line 223) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedOrderTypeWithLinkToSupportedTypes (line 233) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class BinanceUSBrokerageModel (line 243) | public static class BinanceUSBrokerageModel class BrokerageMessageEvent (line 254) | public static class BrokerageMessageEvent method ToString (line 269) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class DefaultBrokerageMessageHandler (line 279) | public static class DefaultBrokerageMessageHandler method BrokerageInfo (line 316) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method BrokerageWarning (line 325) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method DisconnectedWhenExchangesAreOpen (line 335) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TimeUntilNextMarketOpen (line 345) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IgnoreUnrecognizedOrder (line 356) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class ExanteBrokerageModel (line 366) | public static class ExanteBrokerageModel class FTXBrokerageModel (line 382) | public static class FTXBrokerageModel class FxcmBrokerageModel (line 398) | public static class FxcmBrokerageModel method InvalidOrderQuantityForLotSize (line 411) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method PriceOutOfRange (line 420) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class CoinbaseBrokerageModel (line 431) | public static class CoinbaseBrokerageModel method StopMarketOrdersNoLongerSupported (line 441) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class InteractiveBrokersFixModel (line 451) | public static class InteractiveBrokersFixModel method UnsupportedFopFutureComboOrders (line 457) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class InteractiveBrokersBrokerageModel (line 467) | public static class InteractiveBrokersBrokerageModel method UnsupportedExerciseForIndexAndCashSettledOptions (line 473) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedFourLegComboLegLimitOrders (line 484) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidForexOrderSize (line 493) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class TradierBrokerageModel (line 503) | public static class TradierBrokerageModel method ExtendedMarketHoursTradingNotSupportedOutsideExtendedSession (line 549) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class TradingTechnologiesBrokerageModel (line 562) | public static class TradingTechnologiesBrokerageModel class WolverineBrokerageModel (line 586) | public static class WolverineBrokerageModel method UnsupportedOrderType (line 591) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class RBIBrokerageModel (line 601) | public static class RBIBrokerageModel method UnsupportedOrderType (line 608) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Commands.cs class Messages (line 27) | public static partial class Messages class BaseCommand (line 32) | public static class BaseCommand class BaseCommandHandler (line 43) | public static class BaseCommandHandler method ExecutingCommand (line 48) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class FileCommandHandler (line 58) | public static class FileCommandHandler method ReadingCommandFile (line 68) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method CommandFileDoesNotExist (line 77) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class OrderCommand (line 87) | public static class OrderCommand method CommandInfo (line 93) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Exceptions.cs class Messages (line 26) | public static partial class Messages class DllNotFoundPythonExceptionInterpreter (line 31) | public static class DllNotFoundPythonExceptionInterpreter method DynamicLinkLibraryNotFound (line 36) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class InvalidTokenPythonExceptionInterpreter (line 48) | public static class InvalidTokenPythonExceptionInterpreter method InterpretException (line 64) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class KeyErrorPythonExceptionInterpreter (line 78) | public static class KeyErrorPythonExceptionInterpreter method KeyNotFoundInCollection (line 84) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class NoMethodMatchPythonExceptionInterpreter (line 96) | public static class NoMethodMatchPythonExceptionInterpreter method AttemptedToAccessMethodThatDoesNotExist (line 107) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class ScheduledEventExceptionInterpreter (line 119) | public static class ScheduledEventExceptionInterpreter method ScheduledEventName (line 124) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class StackExceptionInterpreter (line 134) | public static class StackExceptionInterpreter method LoadedExceptionInterpreter (line 139) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class UnsupportedOperandPythonExceptionInterpreter (line 149) | public static class UnsupportedOperandPythonExceptionInterpreter method InvalidObjectTypesForOperation (line 159) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Indicators.cs class Messages (line 26) | public static partial class Messages class IndicatorDataPoint (line 31) | public static class IndicatorDataPoint method InvalidObjectTypeToCompareTo (line 36) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 45) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnsupportedMethod (line 54) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class RollingWindow (line 64) | public static class RollingWindow method InvalidSize (line 69) | public static string InvalidSize(int minimumSize) => $"RollingWindow... FILE: Common/Messages/Messages.Notifications.cs class Messages (line 25) | public static partial class Messages class NotificationEmail (line 30) | public static class NotificationEmail method InvalidEmailAddress (line 35) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class NotificationFtp (line 45) | public static class NotificationFtp class NotificationJsonConverter (line 61) | public static class NotificationJsonConverter method UnexpectedJsonObject (line 71) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Optimizer.Objectives.cs class Messages (line 23) | public static partial class Messages class OptimizerObjectivesCommon (line 28) | public static class OptimizerObjectivesCommon class Constraint (line 39) | public static class Constraint class ExtremumJsonConverter (line 50) | public static class ExtremumJsonConverter class Objective (line 61) | public static class Objective class Target (line 72) | public static class Target method ToString (line 77) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Optimizer.Parameters.cs class Messages (line 23) | public static partial class Messages class OptimizationParameterJsonConverter (line 28) | public static class OptimizationParameterJsonConverter class OptimizationStepParameter (line 44) | public static class OptimizationStepParameter method InvalidStepRange (line 54) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NonPositiveStepValue (line 63) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Orders.Fees.cs class Messages (line 27) | public static partial class Messages class FeeModel (line 32) | public static class FeeModel method UnsupportedSecurityType (line 37) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class AlphaStreamsFeeModel (line 47) | public static class AlphaStreamsFeeModel method UnexpectedEquityMarket (line 52) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class ExanteFeeModel (line 62) | public static class ExanteFeeModel method UnsupportedExchange (line 67) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class InteractiveBrokersFeeModel (line 77) | public static class InteractiveBrokersFeeModel method UnexpectedOptionMarket (line 82) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnexpectedFutureMarket (line 91) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnexpectedEquityMarket (line 100) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnitedStatesFutureFeesUnsupportedSecurityType (line 109) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method EUREXFutureFeesUnsupportedSecurityType (line 118) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method HongKongFutureFeesUnexpectedQuoteCurrency (line 128) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class TDAmeritradeFeeModel (line 138) | public static class TDAmeritradeFeeModel method UnsupportedSecurityType (line 143) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Orders.Fills.cs class Messages (line 33) | public static partial class Messages class FillModel (line 38) | public static class FillModel method FilledAtStalePrice (line 43) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MarketNeverCloses (line 53) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SubscribedTypesToString (line 62) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NoMarketDataToGetAskPriceForFilling (line 74) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NoMarketDataToGetBidPriceForFilling (line 85) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NoDataSubscriptionFoundForFilling (line 96) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class EquityFillModel (line 106) | public static class EquityFillModel method FilledWithLastTickTypeData (line 130) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FilledWithQuoteData (line 140) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FilledWithQuoteTickData (line 151) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FilledWithTradeTickData (line 162) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FilledWithQuoteBarData (line 173) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FilledWithTradeBarData (line 184) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FilledWithOpenDueToFavorableGap (line 194) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FilledWithOpenDueToUnfavorableGap (line 203) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Orders.OptionExercise.cs class Messages (line 25) | public static partial class Messages class DefaultExerciseModel (line 30) | public static class DefaultExerciseModel method ContractHoldingsAdjustmentFillTag (line 46) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Orders.Slippage.cs class Messages (line 27) | public static partial class Messages class VolumeShareSlippageModel (line 32) | public static class VolumeShareSlippageModel method InvalidMarketDataType (line 37) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method VolumeNotReportedForMarketDataType (line 46) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NegativeOrZeroBarVolume (line 56) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Orders.cs class Messages (line 30) | public static partial class Messages class CancelOrderRequest (line 35) | public static class CancelOrderRequest method ToString (line 40) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class GroupOrderExtensions (line 51) | public static class GroupOrderExtensions method InsufficientBuyingPowerForOrders (line 56) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class LimitIfTouchedOrder (line 70) | public static class LimitIfTouchedOrder method Tag (line 75) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 86) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class LimitOrder (line 98) | public static class LimitOrder method Tag (line 103) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 113) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Order (line 124) | public static class Order method ToString (line 129) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class OrderEvent (line 141) | public static class OrderEvent method ToString (line 146) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ShortToString (line 204) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class OrderRequest (line 261) | public static class OrderRequest method ToString (line 266) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class OrderResponse (line 276) | public static class OrderResponse method ToString (line 291) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidStatus (line 311) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidNewStatus (line 321) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnableToFindOrder (line 332) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ZeroQuantity (line 342) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MissingSecurity (line 354) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method WarmingUp (line 365) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class OrderTicket (line 376) | public static class OrderTicket method GetFieldError (line 382) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method CancelRequestAlreadySubmitted (line 392) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 401) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class StopLimitOrder (line 417) | public static class StopLimitOrder method Tag (line 422) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 432) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class StopMarketOrder (line 444) | public static class StopMarketOrder method Tag (line 449) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 459) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class TrailingStopOrder (line 470) | public static class TrailingStopOrder method Tag (line 475) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 484) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TrailingAmount (line 495) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TrailingAmount (line 504) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TrailingAmountImpl (line 510) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SubmitOrderRequest (line 520) | public static class SubmitOrderRequest method ToString (line 525) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class UpdateOrderRequest (line 537) | public static class UpdateOrderRequest method ToString (line 542) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Python.cs class Messages (line 29) | public static partial class Messages class PythonCommon (line 34) | public static class PythonCommon method AttributeNotImplemented (line 39) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class MarginCallModelPythonWrapper (line 49) | public static class MarginCallModelPythonWrapper class PandasConverter (line 60) | public static class PandasConverter method ConvertToDictionaryFailed (line 71) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class PandasData (line 81) | public static class PandasData method DuplicateKey (line 87) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method KeyNotFoundInSeries (line 96) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class PythonInitializer (line 106) | public static class PythonInitializer method UnableToLocateAlgorithm (line 121) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method VirutalEnvironmentNotFound (line 130) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FailedToFindSystemPackagesConfiguration (line 139) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SystemPackagesConfigurationFound (line 150) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method PythonPathNotFound (line 159) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class PythonWrapper (line 169) | public static class PythonWrapper method InterfaceNotFullyImplemented (line 180) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class BasePythonWrapper (line 191) | public static class BasePythonWrapper method InvalidDictionaryValueType (line 193) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidDictionaryKeyType (line 199) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidReturnTypeForMethodWithOutParameters (line 205) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidReturnTypeTupleSizeForMethodWithOutParameters (line 213) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidOutParameterType (line 221) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidReturnType (line 228) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidIterable (line 238) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidMethodIterableItemType (line 245) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidDictionaryItemType (line 252) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetPythonTypeName (line 260) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.QuantConnect.cs class Messages (line 31) | public static partial class Messages class AlphaRuntimeStatistics (line 36) | public static class AlphaRuntimeStatistics class Chart (line 82) | public static class Chart class ChartPoint (line 93) | public static class ChartPoint method ToString (line 98) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Candlestick (line 108) | public static class Candlestick method ToString (line 113) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Currencies (line 124) | public static class Currencies method FailedConversionToDecimal (line 129) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class ExtendedDictionary (line 139) | public static class ExtendedDictionary method ClearInvalidOperation (line 162) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method RemoveInvalidOperation (line 172) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TickerNotFoundInSymbolCache (line 182) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method PopitemMethodNotSupported (line 193) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method KeyNotFoundDueToNoData (line 203) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UpdateInvalidOperation (line 215) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Extensions (line 225) | public static class Extensions method DownloadDataFailed (line 267) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ZeroPriceForSecurity (line 277) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method WaitingForThreadToStopSafely (line 291) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TimeoutWaitingForThreadToStopSafely (line 300) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method DataTypeMissingParameterlessConstructor (line 309) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FailedToCreateInstanceOfType (line 318) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TypeIsNotBaseData (line 328) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method CannotCastNonFiniteFloatingPointValueToDecimal (line 338) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnableToConvertTimeSpanToResolution (line 348) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnableToParseUnknownSecurityType (line 357) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NoDefaultOptionStyleForSecurityType (line 367) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnknownOptionStyle (line 376) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnknownOptionStyle (line 385) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnknownOptionRight (line 394) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnknownOptionRight (line 403) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnknownDataMappingMode (line 412) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ConvertToDictionaryFailed (line 422) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ConvertToSymbolEnumerableFailed (line 432) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ObjectFromPythonIsNotACSharpType (line 441) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method RuntimeError (line 451) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Holding (line 461) | public static class Holding method ToString (line 466) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class AlgorithmControl (line 489) | public static class AlgorithmControl class Isolator (line 500) | public static class Isolator method MemoryUsageMaxedOut (line 506) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MemoryUsageOver80Percent (line 515) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MemoryUsageInfo (line 525) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MemoryUsageMonitorTaskTimedOut (line 537) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Market (line 548) | public static class Market method InvalidMarketIdentifier (line 553) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TriedToAddExistingMarketWithDifferentIdentifier (line 562) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TriedToAddExistingMarketIdentifier (line 572) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class OS (line 582) | public static class OS class Parse (line 613) | public static class Parse method ValueIsNotParseable (line 618) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SecurityIdentifier (line 628) | public static class SecurityIdentifier method InvalidSecurityType (line 688) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidOptionRight (line 697) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidStrikePrice (line 706) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ErrorParsingSecurityIdentifier (line 715) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MarketNotFound (line 724) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class StringExtensions (line 735) | public static class StringExtensions method ConvertInvariantCannotConvertTo (line 740) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Symbol (line 750) | public static class Symbol method SecurityTypeNotImplementedYet (line 772) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SecurityTypeCannotBeMapped (line 781) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NoOptionTypeForUnderlying (line 790) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NoUnderlyingForOption (line 799) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SidNotForOption (line 805) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnderlyingSidDoesNotMatch (line 811) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SymbolCache (line 821) | public static class SymbolCache method UnableToLocateTicker (line 826) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MultipleMatchingTickersLocated (line 835) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SymbolRepresentation (line 847) | public static class SymbolRepresentation method FailedToGetMarketForTickerAndUnderlying (line 852) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NoMarketFound (line 861) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnexpectedSecurityTypeForMethod (line 870) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InvalidOSITickerFormat (line 879) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SecurityTypeNotImplemented (line 888) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SymbolValueJsonConverter (line 898) | public static class SymbolValueJsonConverter class Time (line 915) | public static class Time method SecurityCount (line 925) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class TradingCalendar (line 935) | public static class TradingCalendar method InvalidTotalDays (line 940) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Securities.Positions.cs class Messages (line 28) | public static partial class Messages class PositionGroup (line 33) | public static class PositionGroup method InvalidQuantity (line 39) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Messages/Messages.Securities.cs class Messages (line 33) | public static partial class Messages class AccountEvent (line 38) | public static class AccountEvent method ToString (line 43) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class BuyingPowerModel (line 53) | public static class BuyingPowerModel method InsufficientBuyingPowerDueToNullOrderTicket (line 78) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method InsufficientBuyingPowerDueToUnsufficientMargin (line 88) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TargetOrderMarginNotAboveMinimum (line 99) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TargetOrderMarginNotAboveMinimum (line 109) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method OrderQuantityLessThanLotSize (line 120) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FailedToConvergeOnTheTargetMargin (line 131) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FailedToConvergeOnTheTargetMarginUnderlyingSecurityInfo (line 147) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MarginBeingAdjustedInTheWrongDirection (line 158) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method MarginBeingAdjustedInTheWrongDirectionUnderlyingSecurityInfo (line 172) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class PositionGroupBuyingPowerModel (line 183) | public static class PositionGroupBuyingPowerModel method ComputedZeroInitialMargin (line 194) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method PositionGroupQuantityRoundedToZero (line 203) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FailedToConvergeOnTargetMargin (line 212) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Cash (line 223) | public static class Cash method NoTradablePairFoundForCurrencyConversion (line 234) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method AddingSecuritySymbolForCashCurrencyFeed (line 246) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 255) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class CashBook (line 269) | public static class CashBook method ConversionRateNotFound (line 279) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 288) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method CashSymbolNotFound (line 308) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FailedToRemoveRecord (line 318) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class CashBuyingPowerModel (line 328) | public static class CashBuyingPowerModel method UnsupportedSecurity (line 356) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SellOrderShortHoldingsNotSupported (line 367) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method BuyOrderQuantityGreaterThanMaxForBuyingPower (line 381) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method NoDataInInternalCashFeedYet (line 398) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ZeroContractMultiplier (line 408) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method OrderQuantityLessThanLotSize (line 418) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method OrderQuantityLessThanLotSizeOrderDetails (line 429) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method FailedToConvergeOnTargetOrderValue (line 439) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class DefaultMarginCallModel (line 452) | public static class DefaultMarginCallModel class DynamicSecurityData (line 463) | public static class DynamicSecurityData method PropertyNotFound (line 474) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnexpectedTypesForGetAll (line 483) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class EquityPriceVariationModel (line 493) | public static class EquityPriceVariationModel method InvalidSecurityType (line 498) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class ErrorCurrencyConverter (line 508) | public static class ErrorCurrencyConverter class FuncSecuritySeeder (line 527) | public static class FuncSecuritySeeder method SeededSecurityInfo (line 532) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnableToSeedSecurity (line 541) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnableToSecurityPrice (line 550) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class IdentityCurrencyConverter (line 560) | public static class IdentityCurrencyConverter class InitialMarginParameters (line 572) | public static class InitialMarginParameters class LocalMarketHours (line 584) | public static class LocalMarketHours method ToString (line 589) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class MaintenanceMarginParameters (line 609) | public static class MaintenanceMarginParameters class MarketHoursDatabase (line 621) | public static class MarketHoursDatabase method ExchangeHoursNotFound (line 634) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SuggestedMarketBasedOnTicker (line 650) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class MarketHoursSegment (line 660) | public static class MarketHoursSegment method ToString (line 680) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class RegisteredSecurityDataTypesProvider (line 690) | public static class RegisteredSecurityDataTypesProvider method TwoDifferentTypesDetectedForTheSameTypeName (line 696) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class Security (line 706) | public static class Security class SecurityDatabaseKey (line 738) | public static class SecurityDatabaseKey method KeyNotInExpectedFormat (line 743) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 752) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SecurityDefinitionSymbolResolver (line 762) | public static class SecurityDefinitionSymbolResolver method NoSecurityDefinitionsLoaded (line 767) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SecurityExchangeHours (line 777) | public static class SecurityExchangeHours method UnableToLocateNextMarketOpenInTwoWeeks (line 783) | public static string UnableToLocateNextMarketOpenInTwoWeeks(bool isM... method UnableToLocateNextMarketCloseInTwoWeeks (line 799) | public static string UnableToLocateNextMarketCloseInTwoWeeks(bool is... method LastMarketOpenNotFound (line 815) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SecurityHolding (line 825) | public static class SecurityHolding method ToString (line 830) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SecurityManager (line 840) | public static class SecurityManager method SymbolNotFoundInSecurities (line 845) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnableToOverwriteSecurity (line 856) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SecurityPortfolioManager (line 866) | public static class SecurityPortfolioManager method AccountCurrencyAlreadySet (line 903) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SettingAccountCurrency (line 912) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TotalMarginInformation (line 922) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method OrderRequestMarginInformation (line 931) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SecurityService (line 941) | public static class SecurityService method SymbolNotFoundInSymbolPropertiesDatabase (line 946) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SecurityTransactionManager (line 956) | public static class SecurityTransactionManager method OrderCanceledByCancelOpenOrders (line 967) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UnableToLocateOrderTicket (line 976) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method OrderNotFilledWithinExpectedTime (line 985) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SymbolProperties (line 995) | public static class SymbolProperties method ToString (line 1015) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class SymbolPropertiesDatabase (line 1042) | public static class SymbolPropertiesDatabase method DuplicateKeyInFile (line 1049) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method DatabaseFileNotFound (line 1058) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Notifications/Notification.cs class Notification (line 28) | [JsonConverter(typeof(NotificationJsonConverter))] method Send (line 35) | public virtual void Send() class NotificationWeb (line 44) | public class NotificationWeb : Notification method NotificationWeb (line 69) | public NotificationWeb(string address, object data = null, Dictionary<... class NotificationSms (line 80) | public class NotificationSms : Notification method NotificationSms (line 98) | public NotificationSms(string number, string message) class NotificationEmail (line 108) | public class NotificationEmail : Notification method NotificationEmail (line 147) | public NotificationEmail(string address, string subject = "", string m... class NotificationTelegram (line 165) | public class NotificationTelegram : Notification method NotificationTelegram (line 194) | public NotificationTelegram(string id, string message, string token = ... class NotificationFtp (line 205) | public class NotificationFtp : Notification method NotificationFtp (line 265) | private NotificationFtp(string hostname, string username, string fileP... method NotificationFtp (line 285) | public NotificationFtp(string hostname, string username, string passwo... method NotificationFtp (line 308) | public NotificationFtp(string hostname, string username, string privat... method NotificationFtp (line 331) | public NotificationFtp(string hostname, string username, string passwo... method NotificationFtp (line 348) | public NotificationFtp(string hostname, string username, string privat... method NormalizeHostname (line 354) | private static string NormalizeHostname(string hostname) method FromEncodedData (line 365) | internal static NotificationFtp FromEncodedData(string hostname, strin... method FromEncodedData (line 376) | internal static NotificationFtp FromEncodedData(string hostname, strin... class NotificationExtensions (line 388) | public static class NotificationExtensions method CanSend (line 395) | public static bool CanSend(this Notification notification) FILE: Common/Notifications/NotificationJsonConverter.cs class NotificationJsonConverter (line 27) | public class NotificationJsonConverter : JsonConverter method WriteJson (line 38) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 50) | public override object ReadJson(JsonReader reader, Type objectType, ob... method CanConvert (line 113) | public override bool CanConvert(Type objectType) FILE: Common/Notifications/NotificationManager.cs class NotificationManager (line 25) | public class NotificationManager method NotificationManager (line 37) | public NotificationManager(bool liveMode) method Email (line 51) | public bool Email(string address, string subject, string message, stri... method Email (line 64) | public bool Email(string address, string subject, string message, stri... method Sms (line 82) | public bool Sms(string phoneNumber, string message) method Web (line 102) | public bool Web(string address, object data, PyObject headers) method Web (line 113) | public bool Web(string address, object data = null, Dictionary GetServerStatistics() method Initialize (line 157) | public static void Initialize() method Dispose (line 165) | public static void Dispose() class CpuPerformance (line 173) | private class CpuPerformance : IDisposable method CpuPerformance (line 187) | public CpuPerformance() method CalculateCpu (line 197) | private void CalculateCpu() method Dispose (line 224) | public void Dispose() FILE: Common/Optimizer/Objectives/Constraint.cs class Constraint (line 29) | public class Constraint : Objective method Constraint (line 40) | public Constraint() method Constraint (line 48) | public Constraint(string target, ComparisonOperatorTypes @operator, de... method IsMet (line 61) | public bool IsMet(string jsonBacktestResult) method ToString (line 82) | public override string ToString() FILE: Common/Optimizer/Objectives/Extremum.cs class Extremum (line 25) | [JsonConverter(typeof(ExtremumJsonConverter))] method Extremum (line 34) | public Extremum(Func comparer) method Better (line 45) | public bool Better(decimal current, decimal candidate) => _comparer(cu... FILE: Common/Optimizer/Objectives/ExtremumJsonConverter.cs class ExtremumJsonConverter (line 24) | public class ExtremumJsonConverter : TypeChangeJsonConverter v1 < v2) FILE: Common/Optimizer/Objectives/Minimization.cs class Minimization (line 21) | public class Minimization : Extremum method Minimization (line 26) | public Minimization() : base((v1, v2) => v1 > v2) FILE: Common/Optimizer/Objectives/Objective.cs class Objective (line 26) | public abstract class Objective method Objective (line 53) | protected Objective() method Objective (line 61) | protected Objective(string target, decimal? targetValue) FILE: Common/Optimizer/Objectives/Target.cs class Target (line 25) | public class Target: Objective method Target (line 46) | public Target(string target, Extremum extremum, decimal? targetValue):... method Target (line 54) | public Target() method ToString (line 62) | public override string ToString() method MoveAhead (line 72) | public bool MoveAhead(string jsonBacktestResult) method CheckCompliance (line 98) | public void CheckCompliance() method GetTokenInJsonBacktest (line 106) | public static JToken GetTokenInJsonBacktest(string jsonBacktestResult,... method IsComplied (line 131) | private bool IsComplied() => TargetValue.HasValue && Current.HasValue ... FILE: Common/Optimizer/OptimizationStatus.cs type OptimizationStatus (line 21) | public enum OptimizationStatus FILE: Common/Optimizer/Parameters/OptimizationParameter.cs class OptimizationParameter (line 23) | [JsonConverter(typeof(OptimizationParameterJsonConverter))] method OptimizationParameter (line 36) | protected OptimizationParameter(string name) method Equals (line 48) | public bool Equals(OptimizationParameter other) method Equals (line 62) | public override bool Equals(object obj) method GetHashCode (line 73) | public override int GetHashCode() => this.Name.GetHashCode(); FILE: Common/Optimizer/Parameters/OptimizationParameterJsonConverter.cs class OptimizationParameterJsonConverter (line 27) | public class OptimizationParameterJsonConverter : JsonConverter method WriteJson (line 32) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 55) | public override object ReadJson( method CanConvert (line 119) | public override bool CanConvert(Type objectType) => typeof(Optimizatio... FILE: Common/Optimizer/Parameters/OptimizationStepParameter.cs class OptimizationStepParameter (line 24) | public class OptimizationStepParameter : OptimizationParameter method OptimizationStepParameter (line 59) | public OptimizationStepParameter(string name, decimal min, decimal max) method OptimizationStepParameter (line 78) | public OptimizationStepParameter(string name, decimal min, decimal max... method OptimizationStepParameter (line 92) | public OptimizationStepParameter(string name, decimal min, decimal max... FILE: Common/Optimizer/Parameters/ParameterSet.cs class ParameterSet (line 27) | [JsonConverter(typeof(ParameterSetJsonConverter))] method ParameterSet (line 49) | public ParameterSet(int id, IReadOnlyDictionary value) method ToString (line 58) | public override string ToString() FILE: Common/Optimizer/Parameters/StaticOptimizationParameter.cs class StaticOptimizationParameter (line 23) | public class StaticOptimizationParameter : OptimizationParameter method StaticOptimizationParameter (line 36) | public StaticOptimizationParameter(string name, string value) : base(n... FILE: Common/Orders/AlpacaOrderProperties.cs class AlpacaOrderProperties (line 22) | public class AlpacaOrderProperties : OrderProperties FILE: Common/Orders/BinanceOrderProperties.cs class BinanceOrderProperties (line 23) | public class BinanceOrderProperties : OrderProperties method Clone (line 36) | public override IOrderProperties Clone() FILE: Common/Orders/BitfinexOrderProperties.cs class BitfinexOrderProperties (line 23) | public class BitfinexOrderProperties : OrderProperties method Clone (line 42) | public override IOrderProperties Clone() FILE: Common/Orders/BrokerageOrderIdChangedEvent.cs class BrokerageOrderIdChangedEvent (line 23) | public class BrokerageOrderIdChangedEvent method ToString (line 41) | public override string ToString() FILE: Common/Orders/BybitOrderProperties.cs class BybitOrderProperties (line 21) | public class BybitOrderProperties : OrderProperties FILE: Common/Orders/CancelOrderRequest.cs class CancelOrderRequest (line 23) | public class CancelOrderRequest : OrderRequest method CancelOrderRequest (line 39) | public CancelOrderRequest(DateTime time, int orderId, string tag) method ToString (line 51) | public override string ToString() FILE: Common/Orders/CharlesSchwabOrderProperties.cs class CharlesSchwabOrderProperties (line 21) | public class CharlesSchwabOrderProperties : OrderProperties FILE: Common/Orders/CoinbaseOrderProperties.cs class CoinbaseOrderProperties (line 21) | public class CoinbaseOrderProperties : OrderProperties FILE: Common/Orders/ComboLegLimitOrder.cs class ComboLegLimitOrder (line 27) | public class ComboLegLimitOrder : ComboOrder method ComboLegLimitOrder (line 43) | public ComboLegLimitOrder() : base() method ComboLegLimitOrder (line 57) | public ComboLegLimitOrder(Symbol symbol, decimal quantity, decimal lim... method GetValueImpl (line 69) | protected override decimal GetValueImpl(Security security) method ApplyUpdateOrderRequest (line 78) | public override void ApplyUpdateOrderRequest(UpdateOrderRequest request) method Clone (line 91) | public override Order Clone() FILE: Common/Orders/ComboLimitOrder.cs class ComboLimitOrder (line 26) | public class ComboLimitOrder : ComboOrder method ComboLimitOrder (line 36) | public ComboLimitOrder() : base() method ComboLimitOrder (line 50) | public ComboLimitOrder(Symbol symbol, decimal quantity, decimal limitP... method GetValueImpl (line 61) | protected override decimal GetValueImpl(Security security) method ApplyUpdateOrderRequest (line 70) | public override void ApplyUpdateOrderRequest(UpdateOrderRequest request) method Clone (line 83) | public override Order Clone() FILE: Common/Orders/ComboMarketOrder.cs class ComboMarketOrder (line 25) | public class ComboMarketOrder : ComboOrder method ComboMarketOrder (line 35) | public ComboMarketOrder() : base() method ComboMarketOrder (line 48) | public ComboMarketOrder(Symbol symbol, decimal quantity, DateTime time... method GetValueImpl (line 58) | protected override decimal GetValueImpl(Security security) method Clone (line 67) | public override Order Clone() FILE: Common/Orders/ComboOrder.cs class ComboOrder (line 24) | public abstract class ComboOrder : Order method ComboOrder (line 49) | public ComboOrder() : base() method ComboOrder (line 62) | public ComboOrder(Symbol symbol, decimal quantity, DateTime time, Grou... method ApplyUpdateOrderRequest (line 74) | public override void ApplyUpdateOrderRequest(UpdateOrderRequest request) FILE: Common/Orders/EzeOrderProperties.cs class EzeOrderProperties (line 21) | public class EzeOrderProperties : OrderProperties method EzeOrderProperties (line 52) | public EzeOrderProperties(string route = default, string account = def... FILE: Common/Orders/FTXOrderProperties.cs class FTXOrderProperties (line 23) | public class FTXOrderProperties : OrderProperties method Clone (line 41) | public override IOrderProperties Clone() FILE: Common/Orders/Fees/AlpacaFeeModel.cs class AlpacaFeeModel (line 27) | public class AlpacaFeeModel : FeeModel method GetOrderFee (line 46) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) method GetFee (line 78) | private static decimal GetFee(Order order, decimal makerFee, decimal t... FILE: Common/Orders/Fees/AlphaStreamsFeeModel.cs class AlphaStreamsFeeModel (line 25) | public class AlphaStreamsFeeModel : FeeModel method GetOrderFee (line 53) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) class EquityFee (line 142) | private class EquityFee method EquityFee (line 149) | public EquityFee(string currency, FILE: Common/Orders/Fees/AxosFeeModel.cs class AxosFeeModel (line 23) | public class AxosFeeModel: IFeeModel method AxosFeeModel (line 32) | public AxosFeeModel(decimal? feesPerShare = null) method GetOrderFee (line 43) | public OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/BinanceCoinFuturesFeeModel.cs class BinanceCoinFuturesFeeModel (line 21) | public class BinanceCoinFuturesFeeModel : BinanceFeeModel method BinanceCoinFuturesFeeModel (line 40) | public BinanceCoinFuturesFeeModel(decimal mFee = MakerTier1Fee, decima... FILE: Common/Orders/Fees/BinanceFeeModel.cs class BinanceFeeModel (line 24) | public class BinanceFeeModel : FeeModel method BinanceFeeModel (line 46) | public BinanceFeeModel(decimal mFee = MakerTier1Fee, decimal tFee = Ta... method GetOrderFee (line 57) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) method GetFee (line 97) | protected virtual decimal GetFee(Order order) method GetFee (line 105) | protected static decimal GetFee(Order order, decimal makerFee, decimal... FILE: Common/Orders/Fees/BinanceFuturesFeeModel.cs class BinanceFuturesFeeModel (line 23) | public class BinanceFuturesFeeModel : BinanceFeeModel method BinanceFuturesFeeModel (line 61) | public BinanceFuturesFeeModel(decimal mUsdtFee = MakerTier1USDTFee, de... method GetFee (line 74) | protected override decimal GetFee(Order order) FILE: Common/Orders/Fees/BitfinexFeeModel.cs class BitfinexFeeModel (line 24) | public class BitfinexFeeModel : FeeModel method GetOrderFee (line 46) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/BybitFeeModel.cs class BybitFeeModel (line 24) | public class BybitFeeModel : FeeModel method BybitFeeModel (line 46) | public BybitFeeModel(decimal mFee = MakerNonVIPFee, decimal tFee = Tak... method GetOrderFee (line 58) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) method GetFee (line 98) | protected virtual decimal GetFee(Order order) method GetFee (line 103) | private static decimal GetFee(Order order, decimal makerFee, decimal t... FILE: Common/Orders/Fees/BybitFuturesFeeModel.cs class BybitFuturesFeeModel (line 21) | public class BybitFuturesFeeModel : BybitFeeModel method BybitFuturesFeeModel (line 40) | public BybitFuturesFeeModel(decimal makerFee = MakerNonVIPFee, decimal... FILE: Common/Orders/Fees/CharlesSchwabFeeModel.cs class CharlesSchwabFeeModel (line 27) | public class CharlesSchwabFeeModel : FeeModel method GetOrderFee (line 49) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/CoinbaseFeeModel.cs class CoinbaseFeeModel (line 25) | public class CoinbaseFeeModel : FeeModel method CoinbaseFeeModel (line 61) | public CoinbaseFeeModel(decimal makerFee = MakerAdvanced1, decimal tak... method GetOrderFee (line 73) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) method GetFeePercentage (line 112) | protected static decimal GetFeePercentage(DateTime utcTime, bool isMak... FILE: Common/Orders/Fees/ConstantFeeModel.cs class ConstantFeeModel (line 24) | public class ConstantFeeModel : FeeModel method ConstantFeeModel (line 34) | public ConstantFeeModel(decimal fee, string currency = "USD") method GetOrderFee (line 46) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/ExanteFeeModel.cs class ExanteFeeModel (line 29) | public class ExanteFeeModel : FeeModel method ExanteFeeModel (line 47) | public ExanteFeeModel(decimal forexCommissionRate = 0.25m) method GetOrderFee (line 58) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) method ComputeEquityFee (line 103) | private static CashAmount ComputeEquityFee(Order order) method ComputeOptionFee (line 119) | private static CashAmount ComputeOptionFee(Order order) FILE: Common/Orders/Fees/EzeFeeModel.cs class EzeFeeModel (line 21) | public class EzeFeeModel : FeeModel FILE: Common/Orders/Fees/FTXFeeModel.cs class FTXFeeModel (line 24) | public class FTXFeeModel : FeeModel method GetOrderFee (line 42) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/FTXUSFeeModel.cs class FTXUSFeeModel (line 22) | public class FTXUSFeeModel : FTXFeeModel FILE: Common/Orders/Fees/FeeModel.cs class FeeModel (line 25) | public class FeeModel : IFeeModel method GetOrderFee (line 33) | public virtual OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/FxcmFeeModel.cs class FxcmFeeModel (line 25) | public class FxcmFeeModel : FeeModel method FxcmFeeModel (line 44) | public FxcmFeeModel(string currency = "USD") method GetOrderFee (line 55) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/GDAXFeeModel.cs class GDAXFeeModel (line 23) | [Obsolete("GDAXFeeModel is deprecated. Use CoinbaseFeeModel instead.")] FILE: Common/Orders/Fees/IFeeModel.cs type IFeeModel (line 25) | public interface IFeeModel method GetOrderFee (line 33) | OrderFee GetOrderFee(OrderFeeParameters parameters); class FeeModelExtensions (line 40) | public static class FeeModelExtensions method GetOrderFee (line 50) | public static decimal GetOrderFee(this IFeeModel model, Security secur... FILE: Common/Orders/Fees/IndiaFeeModel.cs class IndiaFeeModel (line 24) | public class IndiaFeeModel : IFeeModel method GetOrderFee (line 72) | public OrderFee GetOrderFee(OrderFeeParameters parameters) method GetFee (line 84) | private decimal GetFee(decimal orderValue) FILE: Common/Orders/Fees/InteractiveBrokersFeeModel.cs class InteractiveBrokersFeeModel (line 26) | public class InteractiveBrokersFeeModel : FeeModel method InteractiveBrokersFeeModel (line 54) | public InteractiveBrokersFeeModel(decimal monthlyForexTradeAmountInUSD... method GetOrderFee (line 70) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) method GetPotentialOrderPrice (line 200) | protected static decimal GetPotentialOrderPrice(Order order, Security ... method ProcessForexRateSchedule (line 248) | private static void ProcessForexRateSchedule(decimal monthlyForexTrade... method ProcessOptionsRateSchedule (line 276) | private static void ProcessOptionsRateSchedule(decimal monthlyOptionsT... method UnitedStatesFutureFees (line 314) | private static CashAmount UnitedStatesFutureFees(Security security) method HongKongFutureFees (line 353) | private static CashAmount HongKongFutureFees(Security security) method EUREXFutureFees (line 381) | private static CashAmount EUREXFutureFees(Security security) class EquityFee (line 483) | private class EquityFee method EquityFee (line 490) | public EquityFee(string currency, FILE: Common/Orders/Fees/KrakenFeeModel.cs class KrakenFeeModel (line 28) | public class KrakenFeeModel : FeeModel method GetOrderFee (line 62) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/ModifiedFillQuantityOrderFee.cs class ModifiedFillQuantityOrderFee (line 28) | public class ModifiedFillQuantityOrderFee : OrderFee method ModifiedFillQuantityOrderFee (line 39) | public ModifiedFillQuantityOrderFee(CashAmount orderFee, string quoteC... method ApplyToPortfolio (line 51) | public override void ApplyToPortfolio(SecurityPortfolioManager portfol... FILE: Common/Orders/Fees/OrderFee.cs class OrderFee (line 24) | [ProtoContract(SkipConstructor = true)] method OrderFee (line 37) | public OrderFee(CashAmount orderFee) method ApplyToPortfolio (line 49) | public virtual void ApplyToPortfolio(SecurityPortfolioManager portfoli... method ToString (line 57) | public override string ToString() FILE: Common/Orders/Fees/OrderFeeParameters.cs class OrderFeeParameters (line 21) | public class OrderFeeParameters method OrderFeeParameters (line 38) | public OrderFeeParameters(Security security, Order order) FILE: Common/Orders/Fees/RBIFeeModel.cs class RBIFeeModel (line 25) | public class RBIFeeModel : FeeModel method RBIFeeModel (line 34) | public RBIFeeModel(decimal? feesPerShare = null) method GetOrderFee (line 45) | public OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/SamcoFeeModel.cs class SamcoFeeModel (line 21) | public class SamcoFeeModel : IndiaFeeModel FILE: Common/Orders/Fees/TDAmeritradeFeeModel.cs class TDAmeritradeFeeModel (line 24) | public class TDAmeritradeFeeModel : FeeModel method GetOrderFee (line 32) | public OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/TastytradeFeeModel.cs class TastytradeFeeModel (line 27) | public class TastytradeFeeModel : FeeModel method GetOrderFee (line 52) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) method IsOpenPosition (line 85) | private static bool IsOpenPosition(OrderDirection orderDirection, deci... FILE: Common/Orders/Fees/TradeStationFeeModel.cs class TradeStationFeeModel (line 30) | public class TradeStationFeeModel : FeeModel method TradeStationFeeModel (line 67) | public TradeStationFeeModel(bool usResident = true) method GetOrderFee (line 82) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/WolverineFeeModel.cs class WolverineFeeModel (line 25) | public class WolverineFeeModel : FeeModel method WolverineFeeModel (line 34) | public WolverineFeeModel(decimal? feesPerShare = null) method GetOrderFee (line 45) | public OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Common/Orders/Fees/ZerodhaFeeModel.cs class ZerodhaFeeModel (line 21) | public class ZerodhaFeeModel : IndiaFeeModel FILE: Common/Orders/Fees/dYdXFeeModel.cs class dYdXFeeModel (line 23) | public class dYdXFeeModel : FeeModel method dYdXFeeModel (line 45) | public dYdXFeeModel(decimal mFee = MakerTier1Fee, decimal tFee = Taker... method GetOrderFee (line 57) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) method GetFee (line 73) | protected virtual decimal GetFee(Order order) method GetFee (line 78) | private static decimal GetFee(Order order, decimal makerFee, decimal t... FILE: Common/Orders/Fills/EquityFillModel.cs class EquityFillModel (line 33) | public class EquityFillModel : FillModel method LimitIfTouchedFill (line 52) | public override OrderEvent LimitIfTouchedFill(Security asset, LimitIfT... method MarketFill (line 124) | public override OrderEvent MarketFill(Security asset, MarketOrder order) method StopMarketFill (line 180) | public override OrderEvent StopMarketFill(Security asset, StopMarketOr... method StopLimitFill (line 258) | public override OrderEvent StopLimitFill(Security asset, StopLimitOrde... method LimitFill (line 364) | public override OrderEvent LimitFill(Security asset, LimitOrder order) method MarketOnOpenFill (line 440) | public override OrderEvent MarketOnOpenFill(Security asset, MarketOnOp... method MarketOnCloseFill (line 581) | public override OrderEvent MarketOnCloseFill(Security asset, MarketOnC... method GetSubscribedTypes (line 694) | protected override HashSet GetSubscribedTypes(Security asset) method GetBestEffortAskPrice (line 717) | private decimal GetBestEffortAskPrice(Security asset, DateTime orderTi... method GetBestEffortBidPrice (line 816) | private decimal GetBestEffortBidPrice(Security asset, DateTime orderTi... method GetBestEffortTradeBar (line 918) | private TradeBar GetBestEffortTradeBar(Security asset, DateTime orderT... method GetPricesCheckingPythonWrapper (line 975) | protected override Prices GetPricesCheckingPythonWrapper(Security asse... method GetPrices (line 990) | protected override Prices GetPrices(Security asset, OrderDirection dir... FILE: Common/Orders/Fills/Fill.cs class Fill (line 24) | public class Fill : IEnumerable method Fill (line 32) | public Fill(List orderEvents) method Fill (line 41) | public Fill(OrderEvent orderEvent) method GetEnumerator (line 49) | public IEnumerator GetEnumerator() method GetEnumerator (line 54) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Orders/Fills/FillModel.cs class FillModel (line 30) | public class FillModel : IFillModel method SetPythonWrapper (line 47) | public void SetPythonWrapper(FillModelPythonWrapper pythonWrapper) method Fill (line 57) | public virtual Fill Fill(FillModelParameters parameters) method ComboMarketFill (line 134) | public virtual List ComboMarketFill(Order order, FillModel... method ComboLimitFill (line 159) | public virtual List ComboLimitFill(Order order, FillModelP... method ComboLegLimitFill (line 242) | public virtual List ComboLegLimitFill(Order order, FillMod... method MarketFill (line 271) | public virtual OrderEvent MarketFill(Security asset, MarketOrder order) method InternalMarketFill (line 280) | private OrderEvent InternalMarketFill(Security asset, Order order, dec... method StopMarketFill (line 332) | public virtual OrderEvent StopMarketFill(Security asset, StopMarketOrd... method TrailingStopFill (line 391) | public virtual OrderEvent TrailingStopFill(Security asset, TrailingSto... method StopLimitFill (line 471) | public virtual OrderEvent StopLimitFill(Security asset, StopLimitOrder... method LimitIfTouchedFill (line 561) | public virtual OrderEvent LimitIfTouchedFill(Security asset, LimitIfTo... method LimitFill (line 655) | public virtual OrderEvent LimitFill(Security asset, LimitOrder order) method InternalLimitFill (line 663) | private OrderEvent InternalLimitFill(Security asset, Order order, deci... method MarketOnOpenFill (line 724) | public virtual OrderEvent MarketOnOpenFill(Security asset, MarketOnOpe... method MarketOnCloseFill (line 785) | public virtual OrderEvent MarketOnCloseFill(Security asset, MarketOnCl... method GetAskPrice (line 838) | private decimal GetAskPrice(Security asset, out DateTime endTime) method GetBidPrice (line 897) | private decimal GetBidPrice(Security asset, out DateTime endTime) method GetSubscribedTypes (line 953) | protected virtual HashSet GetSubscribedTypes(Security asset) method IsExchangeOpen (line 974) | private bool IsExchangeOpen(Security asset) method GetPricesCheckingPythonWrapper (line 1014) | protected virtual Prices GetPricesCheckingPythonWrapper(Security asset... method GetPrices (line 1028) | protected virtual Prices GetPrices(Security asset, OrderDirection dire... method IsExchangeOpen (line 1086) | protected virtual bool IsExchangeOpen(Security asset, bool isExtendedM... class ComboLimitOrderLegParameters (line 1110) | private class ComboLimitOrderLegParameters FILE: Common/Orders/Fills/FillModelParameters.cs class FillModelParameters (line 27) | public class FillModelParameters method FillModelParameters (line 68) | public FillModelParameters( FILE: Common/Orders/Fills/FutureFillModel.cs class FutureFillModel (line 27) | public class FutureFillModel : ImmediateFillModel method MarketFill (line 35) | public override OrderEvent MarketFill(Security asset, MarketOrder order) method StopMarketFill (line 100) | public override OrderEvent StopMarketFill(Security asset, StopMarketOr... FILE: Common/Orders/Fills/FutureOptionFillModel.cs class FutureOptionFillModel (line 21) | public class FutureOptionFillModel : FutureFillModel FILE: Common/Orders/Fills/IFillModel.cs type IFillModel (line 23) | public interface IFillModel method Fill (line 30) | Fill Fill(FillModelParameters parameters); FILE: Common/Orders/Fills/ImmediateFillModel.cs class ImmediateFillModel (line 21) | public class ImmediateFillModel : FillModel FILE: Common/Orders/Fills/LatestPriceFillModel.cs class LatestPriceFillModel (line 27) | public class LatestPriceFillModel : ImmediateFillModel method GetPrices (line 35) | protected override Prices GetPrices(Security asset, OrderDirection dir... FILE: Common/Orders/Fills/Prices.cs class Prices (line 24) | public class Prices method Prices (line 60) | public Prices(IBaseDataBar bar) method Prices (line 70) | public Prices(DateTime endTime, IBar bar) method Prices (line 84) | public Prices(DateTime endTime, decimal current, decimal open, decimal... FILE: Common/Orders/FixOrderProperites.cs class FixOrderProperites (line 21) | public class FixOrderProperites: OrderProperties FILE: Common/Orders/GDAXOrderProperties.cs class GDAXOrderProperties (line 23) | [Obsolete("GDAXOrderProperties is deprecated. Use CoinbaseOrderPropertie... FILE: Common/Orders/GroupOrderCacheManager.cs class GroupOrderCacheManager (line 24) | public class GroupOrderCacheManager method TryGetGroupCachedOrders (line 45) | public bool TryGetGroupCachedOrders(Order order, out List orders) method TryGetOrder (line 64) | private Order TryGetOrder(int orderId) method CacheOrder (line 74) | private void CacheOrder(Order order) method RemoveCachedOrders (line 83) | private void RemoveCachedOrders(List orders) FILE: Common/Orders/GroupOrderExtensions.cs class GroupOrderExtensions (line 27) | public static class GroupOrderExtensions method TryGetGroupOrders (line 37) | public static bool TryGetGroupOrders(this Order order, Func orders... method GetErrorMessage (line 103) | public static string GetErrorMessage(this Dictionary ... method GetOrderLegGroupQuantity (line 115) | public static decimal GetOrderLegGroupQuantity(this decimal legRatio, ... method GetOrderLegRatio (line 128) | public static decimal GetOrderLegRatio(this decimal legGroupQuantity, ... method GetGroupQuantityByEachLegQuantity (line 149) | public static decimal GetGroupQuantityByEachLegQuantity(IEnumerable OptionExercise(Option option, O... FILE: Common/Orders/OptionExercise/IOptionExerciseModel.cs type IOptionExerciseModel (line 25) | public interface IOptionExerciseModel method OptionExercise (line 34) | IEnumerable OptionExercise(Option option, OptionExerciseOr... FILE: Common/Orders/OptionExercise/OptionExerciseModelPythonWrapper.cs class OptionExerciseModelPythonWrapper (line 27) | public class OptionExerciseModelPythonWrapper: BasePythonWrapper OptionExercise(Option option, OptionExe... FILE: Common/Orders/OptionExerciseOrder.cs class OptionExerciseOrder (line 26) | public class OptionExerciseOrder : Order method OptionExerciseOrder (line 31) | public OptionExerciseOrder() method OptionExerciseOrder (line 44) | public OptionExerciseOrder(Symbol symbol, decimal quantity, DateTime t... method GetValueImpl (line 61) | protected override decimal GetValueImpl(Security security) method Clone (line 72) | public override Order Clone() FILE: Common/Orders/Order.cs class Order (line 31) | public abstract class Order method Order (line 242) | protected Order() method Order (line 263) | protected Order(Symbol symbol, decimal quantity, DateTime time, GroupO... method Order (line 285) | protected Order(Symbol symbol, decimal quantity, DateTime time, string... method CreatePositions (line 298) | public virtual IEnumerable CreatePositions(SecurityManager ... method GetValue (line 311) | public decimal GetValue(Security security) method GetValueImpl (line 323) | protected abstract decimal GetValueImpl(Security security); method GetDefaultTag (line 329) | public virtual string GetDefaultTag() method GetNewId (line 338) | internal int GetNewId() method ApplyUpdateOrderRequest (line 347) | public virtual void ApplyUpdateOrderRequest(UpdateOrderRequest request) method ToString (line 370) | public override string ToString() method Clone (line 379) | public abstract Order Clone(); method CopyTo (line 385) | protected void CopyTo(Order order) method CreateOrder (line 413) | public static Order CreateOrder(SubmitOrderRequest request) method CreateOrder (line 420) | private static Order CreateOrder(int orderId, OrderType type, Symbol s... FILE: Common/Orders/OrderError.cs type OrderError (line 23) | public enum OrderError FILE: Common/Orders/OrderEvent.cs class OrderEvent (line 29) | [ProtoContract(SkipConstructor = true)] method OrderEvent (line 239) | public OrderEvent() method OrderEvent (line 255) | public OrderEvent(int orderId, method OrderEvent (line 286) | public OrderEvent(Order order, DateTime utcTime, OrderFee orderFee, st... method ToString (line 312) | public override string ToString() method ShortToString (line 320) | public string ShortToString() method Clone (line 329) | public OrderEvent Clone() method FromSerialized (line 337) | public static OrderEvent FromSerialized(SerializedOrderEvent serialize... FILE: Common/Orders/OrderExtensions.cs class OrderExtensions (line 23) | public static class OrderExtensions method IsClosed (line 30) | public static bool IsClosed(this OrderStatus status) method IsOpen (line 42) | public static bool IsOpen(this OrderStatus status) method IsFill (line 53) | public static bool IsFill(this OrderStatus status) method IsLimitOrder (line 63) | public static bool IsLimitOrder(this OrderType orderType) method IsStopOrder (line 75) | public static bool IsStopOrder(this OrderType orderType) FILE: Common/Orders/OrderField.cs type OrderField (line 21) | public enum OrderField FILE: Common/Orders/OrderJsonConverter.cs class OrderJsonConverter (line 28) | public class OrderJsonConverter : JsonConverter method CanConvert (line 48) | public override bool CanConvert(Type objectType) method WriteJson (line 57) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 69) | public override object ReadJson(JsonReader reader, Type objectType, ob... method CreateOrderFromJObject (line 83) | public static Order CreateOrderFromJObject(JObject jObject) method CreateOrder (line 249) | private static Order CreateOrder(OrderType orderType, JObject jObject) method CreateTimeInForce (line 331) | private static TimeInForce CreateTimeInForce(JToken timeInForce, JObje... method DeserializeGroupOrderManager (line 362) | private static GroupOrderManager DeserializeGroupOrderManager(JObject ... FILE: Common/Orders/OrderProperties.cs class OrderProperties (line 24) | public class OrderProperties : IOrderProperties method OrderProperties (line 40) | public OrderProperties() method OrderProperties (line 49) | public OrderProperties(Exchange exchange) : this() method Clone (line 57) | public virtual IOrderProperties Clone() FILE: Common/Orders/OrderRequest.cs class OrderRequest (line 23) | public abstract class OrderRequest method OrderRequest (line 80) | protected OrderRequest(DateTime time, int orderId, string tag) method SetResponse (line 94) | public void SetResponse(OrderResponse response, OrderRequestStatus sta... method ToString (line 113) | public override string ToString() FILE: Common/Orders/OrderRequestStatus.cs type OrderRequestStatus (line 21) | public enum OrderRequestStatus FILE: Common/Orders/OrderRequestType.cs type OrderRequestType (line 21) | public enum OrderRequestType FILE: Common/Orders/OrderResponse.cs class OrderResponse (line 22) | public class OrderResponse method OrderResponse (line 80) | private OrderResponse(int orderId, OrderResponseErrorCode errorCode, s... method ToString (line 97) | public override string ToString() method Success (line 113) | public static OrderResponse Success(OrderRequest request) method Error (line 121) | public static OrderResponse Error(OrderRequest request, OrderResponseE... method InvalidStatus (line 129) | public static OrderResponse InvalidStatus(OrderRequest request, Order ... method InvalidNewStatus (line 137) | public static OrderResponse InvalidNewStatus(OrderRequest request, Ord... method UnableToFindOrder (line 145) | public static OrderResponse UnableToFindOrder(OrderRequest request) method ZeroQuantity (line 153) | public static OrderResponse ZeroQuantity(OrderRequest request) method MissingSecurity (line 161) | public static OrderResponse MissingSecurity(SubmitOrderRequest request) method WarmingUp (line 169) | public static OrderResponse WarmingUp(OrderRequest request) FILE: Common/Orders/OrderResponseErrorCode.cs type OrderResponseErrorCode (line 21) | public enum OrderResponseErrorCode FILE: Common/Orders/OrderSizing.cs class OrderSizing (line 28) | public static class OrderSizing method GetOrderSizeForPercentVolume (line 37) | public static decimal GetOrderSizeForPercentVolume(Security security, ... method GetOrderSizeForMaximumValue (line 52) | public static decimal GetOrderSizeForMaximumValue(Security security, d... method GetUnorderedQuantity (line 75) | public static decimal GetUnorderedQuantity(IAlgorithm algorithm, IPort... method GetUnorderedQuantity (line 91) | public static decimal GetUnorderedQuantity(IAlgorithm algorithm, IPort... method AdjustByLotSize (line 118) | public static decimal AdjustByLotSize(Security security, decimal quant... FILE: Common/Orders/OrderSubmissionData.cs class OrderSubmissionData (line 24) | public class OrderSubmissionData method OrderSubmissionData (line 48) | public OrderSubmissionData(decimal bidPrice, decimal askPrice, decimal... method Clone (line 58) | public OrderSubmissionData Clone() FILE: Common/Orders/OrderTicket.cs class OrderTicket (line 29) | public sealed class OrderTicket method OrderTicket (line 235) | public OrderTicket(SecurityTransactionManager transactionManager, Subm... method Get (line 252) | public decimal Get(OrderField field) method Get (line 264) | public T Get(OrderField field) method Update (line 338) | public OrderResponse Update(UpdateOrderFields fields) method UpdateTag (line 350) | public OrderResponse UpdateTag(string tag) method UpdateQuantity (line 366) | public OrderResponse UpdateQuantity(decimal quantity, string tag = null) method UpdateLimitPrice (line 383) | public OrderResponse UpdateLimitPrice(decimal limitPrice, string tag =... method UpdateStopPrice (line 400) | public OrderResponse UpdateStopPrice(decimal stopPrice, string tag = n... method UpdateTriggerPrice (line 417) | public OrderResponse UpdateTriggerPrice(decimal triggerPrice, string t... method UpdateStopTrailingAmount (line 434) | public OrderResponse UpdateStopTrailingAmount(decimal trailingAmount, ... method Cancel (line 447) | public OrderResponse Cancel(string tag = null) method GetMostRecentOrderResponse (line 469) | public OrderResponse GetMostRecentOrderResponse() method GetMostRecentOrderRequest (line 478) | public OrderRequest GetMostRecentOrderRequest() method AddOrderEvent (line 504) | internal void AddOrderEvent(OrderEvent orderEvent) method SetOrder (line 557) | internal void SetOrder(Order order) method AddUpdateRequest (line 573) | internal void AddUpdateRequest(UpdateOrderRequest request) method TrySetCancelRequest (line 594) | internal bool TrySetCancelRequest(CancelOrderRequest request) method InvalidCancelOrderId (line 618) | public static OrderTicket InvalidCancelOrderId(SecurityTransactionMana... method InvalidUpdateOrderId (line 633) | public static OrderTicket InvalidUpdateOrderId(SecurityTransactionMana... method InvalidSubmitRequest (line 648) | public static OrderTicket InvalidSubmitRequest(SecurityTransactionMana... method ToString (line 661) | public override string ToString() method AccessOrder (line 696) | private static P AccessOrder(OrderTicket ticket, OrderField fiel... class FillState (line 718) | private class FillState method FillState (line 723) | public FillState(decimal averageFillPrice, decimal quantityFilled) FILE: Common/Orders/OrderTypes.cs type OrderType (line 21) | public enum OrderType type OrderDirection (line 87) | public enum OrderDirection type OrderPosition (line 112) | public enum OrderPosition type OrderStatus (line 138) | public enum OrderStatus FILE: Common/Orders/OrderUpdateEvent.cs class OrderUpdateEvent (line 22) | public class OrderUpdateEvent FILE: Common/Orders/OrdersResponseWrapper.cs class OrdersResponseWrapper (line 26) | public class OrdersResponseWrapper : RestResponse class ApiOrderResponse (line 44) | [JsonConverter(typeof(ReadOrdersResponseJsonConverter))] method ApiOrderResponse (line 65) | public ApiOrderResponse() method ApiOrderResponse (line 72) | public ApiOrderResponse(Order order, List events... FILE: Common/Orders/RBIOrderProperties.cs class RBIOrderProperties (line 22) | public class RBIOrderProperties : OrderProperties FILE: Common/Orders/ReadOrdersResponseJsonConverter.cs class ReadOrdersResponseJsonConverter (line 27) | public class ReadOrdersResponseJsonConverter : JsonConverter method CanConvert (line 32) | public override bool CanConvert(Type objectType) method WriteJson (line 40) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 52) | public override object ReadJson(JsonReader reader, Type objectType, ob... FILE: Common/Orders/Serialization/OrderEventJsonConverter.cs class OrderEventJsonConverter (line 24) | public class OrderEventJsonConverter : TypeChangeJsonConverter... FILE: Common/Orders/StopLimitOrder.cs class StopLimitOrder (line 26) | public class StopLimitOrder : Order method StopLimitOrder (line 57) | public StopLimitOrder() method StopLimitOrder (line 71) | public StopLimitOrder(Symbol symbol, decimal quantity, decimal stopPri... method GetDefaultTag (line 82) | public override string GetDefaultTag() method GetValueImpl (line 91) | protected override decimal GetValueImpl(Security security) method ApplyUpdateOrderRequest (line 112) | public override void ApplyUpdateOrderRequest(UpdateOrderRequest request) method ToString (line 132) | public override string ToString() method Clone (line 141) | public override Order Clone() FILE: Common/Orders/StopMarketOrder.cs class StopMarketOrder (line 26) | public class StopMarketOrder : Order method StopMarketOrder (line 45) | public StopMarketOrder() method StopMarketOrder (line 58) | public StopMarketOrder(Symbol symbol, decimal quantity, decimal stopPr... method GetDefaultTag (line 68) | public override string GetDefaultTag() method GetValueImpl (line 77) | protected override decimal GetValueImpl(Security security) method ApplyUpdateOrderRequest (line 98) | public override void ApplyUpdateOrderRequest(UpdateOrderRequest request) method ToString (line 114) | public override string ToString() method Clone (line 123) | public override Order Clone() FILE: Common/Orders/SubmitOrderRequest.cs class SubmitOrderRequest (line 24) | public class SubmitOrderRequest : OrderRequest method SubmitOrderRequest (line 150) | public SubmitOrderRequest( method SubmitOrderRequest (line 199) | public SubmitOrderRequest( method SubmitOrderRequest (line 234) | public SubmitOrderRequest( method SetOrderId (line 255) | internal void SetOrderId(int orderId) method ToString (line 267) | public override string ToString() FILE: Common/Orders/TDAmeritradeOrderProperties.cs class TDAmeritradeOrderProperties (line 22) | public class TDAmeritradeOrderProperties : OrderProperties FILE: Common/Orders/TastytradeOrderProperties.cs class TastytradeOrderProperties (line 22) | public class TastytradeOrderProperties : OrderProperties FILE: Common/Orders/TerminalLinkOrderProperties.cs class TerminalLinkOrderProperties (line 24) | public class TerminalLinkOrderProperties : OrderProperties class StrategyParameters (line 97) | public class StrategyParameters method StrategyParameters (line 114) | public StrategyParameters(string name, List fields) class StrategyField (line 124) | public class StrategyField method StrategyField (line 140) | public StrategyField(string value) method StrategyField (line 149) | public StrategyField() FILE: Common/Orders/TimeInForce.cs class TimeInForce (line 27) | [JsonConverter(typeof(TimeInForceJsonConverter))] method IsOrderExpired (line 51) | public abstract bool IsOrderExpired(Security security, Order order); method IsFillValid (line 60) | public abstract bool IsFillValid(Security security, Order order, Order... FILE: Common/Orders/TimeInForceJsonConverter.cs class TimeInForceJsonConverter (line 27) | public class TimeInForceJsonConverter : JsonConverter method CanConvert (line 44) | public override bool CanConvert(Type objectType) method WriteJson (line 53) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 89) | public override object ReadJson(JsonReader reader, Type objectType, ob... FILE: Common/Orders/TimeInForces/DayTimeInForce.cs class DayTimeInForce (line 24) | public class DayTimeInForce : TimeInForce method IsOrderExpired (line 32) | public override bool IsOrderExpired(Security security, Order order) method IsFillValid (line 89) | public override bool IsFillValid(Security security, Order order, Order... FILE: Common/Orders/TimeInForces/GoodTilCanceledTimeInForce.cs class GoodTilCanceledTimeInForce (line 23) | public class GoodTilCanceledTimeInForce : TimeInForce method IsOrderExpired (line 31) | public override bool IsOrderExpired(Security security, Order order) method IsFillValid (line 43) | public override bool IsFillValid(Security security, Order order, Order... FILE: Common/Orders/TimeInForces/GoodTilDateTimeInForce.cs class GoodTilDateTimeInForce (line 24) | public class GoodTilDateTimeInForce : TimeInForce method GoodTilDateTimeInForce (line 36) | private GoodTilDateTimeInForce() method GoodTilDateTimeInForce (line 43) | public GoodTilDateTimeInForce(DateTime expiry) method IsOrderExpired (line 54) | public override bool IsOrderExpired(Security security, Order order) method IsFillValid (line 98) | public override bool IsFillValid(Security security, Order order, Order... method GetForexOrderExpiryDateTime (line 106) | public DateTime GetForexOrderExpiryDateTime(Order order) FILE: Common/Orders/TradeStationOrderProperties.cs class TradeStationOrderProperties (line 22) | public class TradeStationOrderProperties : OrderProperties FILE: Common/Orders/TradierOrderProperties.cs class TradierOrderProperties (line 22) | public class TradierOrderProperties : OrderProperties FILE: Common/Orders/TradingTechnologiesOrderProperties.cs class TradingTechnologiesOrderProperties (line 21) | public class TradingTechnologiesOrderProperties : FixOrderProperites FILE: Common/Orders/TrailingStopOrder.cs class TrailingStopOrder (line 25) | public class TrailingStopOrder : StopMarketOrder method TrailingStopOrder (line 50) | public TrailingStopOrder() method TrailingStopOrder (line 65) | public TrailingStopOrder(Symbol symbol, decimal quantity, decimal stop... method TrailingStopOrder (line 85) | public TrailingStopOrder(Symbol symbol, decimal quantity, decimal trai... method GetDefaultTag (line 95) | public override string GetDefaultTag() method ApplyUpdateOrderRequest (line 104) | public override void ApplyUpdateOrderRequest(UpdateOrderRequest request) method ToString (line 120) | public override string ToString() method Clone (line 129) | public override Order Clone() method TryUpdateStopPrice (line 155) | public static bool TryUpdateStopPrice(decimal currentMarketPrice, deci... method CalculateStopPrice (line 181) | public static decimal CalculateStopPrice(decimal currentMarketPrice, d... FILE: Common/Orders/UpdateOrderFields.cs class UpdateOrderFields (line 21) | public class UpdateOrderFields FILE: Common/Orders/UpdateOrderRequest.cs class UpdateOrderRequest (line 23) | public class UpdateOrderRequest : OrderRequest method UpdateOrderRequest (line 64) | public UpdateOrderRequest(DateTime time, int orderId, UpdateOrderField... method ToString (line 81) | public override string ToString() method IsAllowedForClosedOrder (line 91) | public bool IsAllowedForClosedOrder() FILE: Common/Orders/WolverineOrderProperties.cs class WolverineOrderProperties (line 22) | public class WolverineOrderProperties : OrderProperties FILE: Common/Orders/dYdXOrderProperties.cs class dYdXOrderProperties (line 23) | public class dYdXOrderProperties : OrderProperties method Clone (line 81) | public override IOrderProperties Clone() FILE: Common/Packets/AlgorithmNameUpdatePacket.cs class AlgorithmNameUpdatePacket (line 25) | public class AlgorithmNameUpdatePacket : Packet method AlgorithmNameUpdatePacket (line 40) | public AlgorithmNameUpdatePacket() method AlgorithmNameUpdatePacket (line 47) | public AlgorithmNameUpdatePacket(string algorithmId, string name) FILE: Common/Packets/AlgorithmNodePacket.cs class AlgorithmNodePacket (line 27) | public class AlgorithmNodePacket : PythonEnvironmentPacket method AlgorithmNodePacket (line 33) | public AlgorithmNodePacket(PacketType type) method GetAlgorithmName (line 160) | public string GetAlgorithmName() FILE: Common/Packets/AlgorithmStatusPacket.cs class AlgorithmStatusPacket (line 25) | public class AlgorithmStatusPacket : Packet method AlgorithmStatusPacket (line 66) | public AlgorithmStatusPacket() method AlgorithmStatusPacket (line 74) | public AlgorithmStatusPacket(string algorithmId, int projectId, Algori... FILE: Common/Packets/AlgorithmTagsUpdatePacket.cs class AlgorithmTagsUpdatePacket (line 24) | public class AlgorithmTagsUpdatePacket : Packet method AlgorithmTagsUpdatePacket (line 39) | public AlgorithmTagsUpdatePacket() method AlgorithmTagsUpdatePacket (line 46) | public AlgorithmTagsUpdatePacket(string algorithmId, HashSet t... FILE: Common/Packets/AlphaNodePacket.cs class AlphaNodePacket (line 24) | public class AlphaNodePacket : LiveNodePacket method AlphaNodePacket (line 34) | public AlphaNodePacket() FILE: Common/Packets/AlphaResultPacket.cs class AlphaResultPacket (line 27) | public class AlphaResultPacket : Packet method AlphaResultPacket (line 67) | public AlphaResultPacket() method AlphaResultPacket (line 80) | public AlphaResultPacket(string algorithmId, int userId, List... FILE: Common/Packets/BacktestNodePacket.cs class BacktestNodePacket (line 28) | public class BacktestNodePacket : AlgorithmNodePacket method BacktestNodePacket (line 99) | public BacktestNodePacket() method BacktestNodePacket (line 113) | public BacktestNodePacket(int userId, int projectId, string sessionId,... method BacktestNodePacket (line 121) | public BacktestNodePacket(int userId, int projectId, string sessionId,... FILE: Common/Packets/BacktestResultPacket.cs class BacktestResultPacket (line 29) | public class BacktestResultPacket : Packet method BacktestResultPacket (line 109) | public BacktestResultPacket() method BacktestResultPacket (line 118) | public BacktestResultPacket(string json) method BacktestResultPacket (line 160) | public BacktestResultPacket(BacktestNodePacket job, BacktestResult res... method CreateEmpty (line 190) | public static BacktestResultPacket CreateEmpty(BacktestNodePacket job) class BacktestResult (line 204) | public class BacktestResult : Result method BacktestResult (line 214) | public BacktestResult() method BacktestResult (line 221) | public BacktestResult(BacktestResultParameters parameters) : base(para... FILE: Common/Packets/BacktestResultParameters.cs class BacktestResultParameters (line 27) | public class BacktestResultParameters : BaseResultParameters method BacktestResultParameters (line 37) | public BacktestResultParameters(IDictionary charts, FILE: Common/Packets/BaseResultParameters.cs class BaseResultParameters (line 27) | public class BaseResultParameters method BaseResultParameters (line 77) | public BaseResultParameters(IDictionary charts, FILE: Common/Packets/Controls.cs class Controls (line 24) | public class Controls method Controls (line 136) | public Controls() FILE: Common/Packets/DebugPacket.cs class DebugPacket (line 24) | public class DebugPacket : Packet method DebugPacket (line 55) | public DebugPacket() method DebugPacket (line 63) | protected DebugPacket(PacketType packetType) method DebugPacket (line 70) | public DebugPacket(int projectId, string algorithmId, string compileId... FILE: Common/Packets/HandledErrorPacket.cs class HandledErrorPacket (line 23) | public class HandledErrorPacket : Packet method HandledErrorPacket (line 43) | public HandledErrorPacket() method HandledErrorPacket (line 50) | public HandledErrorPacket(string algorithmId, string message, string s... FILE: Common/Packets/HistoryPacket.cs class HistoryPacket (line 25) | public class HistoryPacket : Packet method HistoryPacket (line 40) | public HistoryPacket() class HistoryRequest (line 51) | public class HistoryRequest type HistoryResultType (line 82) | public enum HistoryResultType class HistoryResult (line 109) | public abstract class HistoryResult method HistoryResult (line 120) | protected HistoryResult(HistoryResultType type) class FileHistoryResult (line 129) | public class FileHistoryResult : HistoryResult method FileHistoryResult (line 144) | public FileHistoryResult() method FileHistoryResult (line 154) | public FileHistoryResult(string filepath, byte[] file) class CompletedHistoryResult (line 165) | public class CompletedHistoryResult : HistoryResult method CompletedHistoryResult (line 170) | public CompletedHistoryResult() class ErrorHistoryResult (line 179) | public class ErrorHistoryResult : HistoryResult method ErrorHistoryResult (line 189) | public ErrorHistoryResult() method ErrorHistoryResult (line 198) | public ErrorHistoryResult(string message) class StatusHistoryResult (line 208) | public class StatusHistoryResult : HistoryResult method StatusHistoryResult (line 218) | public StatusHistoryResult() method StatusHistoryResult (line 227) | public StatusHistoryResult(int progress) FILE: Common/Packets/LeakyBucketControlParameters.cs class LeakyBucketControlParameters (line 28) | public class LeakyBucketControlParameters method LeakyBucketControlParameters (line 77) | public LeakyBucketControlParameters() method LeakyBucketControlParameters (line 92) | public LeakyBucketControlParameters(int capacity, int refillAmount, in... FILE: Common/Packets/LiveNodePacket.cs class LiveNodePacket (line 26) | public class LiveNodePacket : AlgorithmNodePacket method LiveNodePacket (line 88) | public LiveNodePacket() FILE: Common/Packets/LiveResultPacket.cs class LiveResultPacket (line 30) | public class LiveResultPacket : Packet method LiveResultPacket (line 55) | public LiveResultPacket() method LiveResultPacket (line 62) | public LiveResultPacket(string json) method LiveResultPacket (line 86) | public LiveResultPacket(LiveNodePacket job, LiveResult results) method CreateEmpty (line 107) | public static LiveResultPacket CreateEmpty(LiveNodePacket job) class LiveResult (line 121) | public class LiveResult : Result method LiveResult (line 172) | public LiveResult() method LiveResult (line 178) | public LiveResult(LiveResultParameters parameters) : base(parameters) FILE: Common/Packets/LiveResultParameters.cs class LiveResultParameters (line 28) | public class LiveResultParameters : BaseResultParameters method LiveResultParameters (line 48) | public LiveResultParameters(IDictionary charts, FILE: Common/Packets/LogPacket.cs class LogPacket (line 24) | public class LogPacket : Packet method LogPacket (line 39) | public LogPacket() method LogPacket (line 46) | public LogPacket(string algorithmId, string message) FILE: Common/Packets/MarketTodayPacket.cs class MarketToday (line 25) | public class MarketToday method MarketToday (line 60) | public MarketToday() class MarketHours (line 67) | public class MarketHours method MarketHours (line 87) | public MarketHours(DateTime referenceDate, double defaultStart, double... FILE: Common/Packets/OrderEventPacket.cs class OrderEventPacket (line 25) | public class OrderEventPacket : Packet method OrderEventPacket (line 40) | public OrderEventPacket() method OrderEventPacket (line 47) | public OrderEventPacket(string algorithmId, OrderEvent eventOrder) FILE: Common/Packets/Packet.cs class Packet (line 25) | public class Packet method Packet (line 41) | public Packet(PacketType type) type PacketType (line 51) | [JsonConverter(typeof(StringEnumConverter))] FILE: Common/Packets/PythonEnvironmentPacket.cs class PythonEnvironmentPacket (line 25) | public abstract class PythonEnvironmentPacket : Packet method PythonEnvironmentPacket (line 31) | protected PythonEnvironmentPacket(PacketType type) : base(type) FILE: Common/Packets/ResearchNodePacket.cs class ResearchNodePacket (line 22) | public class ResearchNodePacket : AlgorithmNodePacket method ResearchNodePacket (line 37) | public ResearchNodePacket() : base(PacketType.ResearchNode) FILE: Common/Packets/RuntimeErrorPacket.cs class RuntimeErrorPacket (line 25) | public class RuntimeErrorPacket : Packet method RuntimeErrorPacket (line 50) | public RuntimeErrorPacket() method RuntimeErrorPacket (line 57) | public RuntimeErrorPacket(int userId, string algorithmId, string messa... FILE: Common/Packets/SecurityTypesPacket.cs class SecurityTypesPacket (line 25) | public class SecurityTypesPacket : Packet method SecurityTypesPacket (line 52) | public SecurityTypesPacket() FILE: Common/Packets/StoragePermissions.cs class StoragePermissions (line 22) | public class StoragePermissions method StoragePermissions (line 42) | public StoragePermissions() method ToString (line 53) | public override string ToString() FILE: Common/Packets/SystemDebugPacket.cs class SystemDebugPacket (line 22) | public class SystemDebugPacket : DebugPacket method SystemDebugPacket (line 27) | public SystemDebugPacket() method SystemDebugPacket (line 34) | public SystemDebugPacket(int projectId, string algorithmId, string com... FILE: Common/PandasMapper.py class PandasColumn (line 28) | class PandasColumn(str): method __new__ (line 35) | def __new__(cls, key): method __eq__ (line 38) | def __eq__(self, other): method __hash__ (line 42) | def __hash__(self): function mapper (line 45) | def mapper(key): function wrap_keyerror_function (line 63) | def wrap_keyerror_function(f): function wrap_bool_function (line 95) | def wrap_bool_function(f): FILE: Common/Parameters/ParameterAttribute.cs class ParameterAttribute (line 29) | [AttributeUsage(AttributeTargets.Field | AttributeTargets.Property)] method ParameterAttribute (line 47) | public ParameterAttribute(string name = null) method ApplyAttributes (line 58) | public static void ApplyAttributes(Dictionary paramete... method GetParametersFromAssembly (line 124) | public static Dictionary GetParametersFromAssembly(Ass... method GetParametersFromType (line 142) | public static IEnumerable> GetParametersF... FILE: Common/Parse.cs class Parse (line 24) | public static class Parse method TimeSpan (line 30) | public static TimeSpan TimeSpan(string value) method TryParse (line 38) | public static bool TryParse(string input, out TimeSpan value) method TryParseExact (line 53) | public static bool TryParseExact(string input, string format, TimeSpan... method DateTime (line 62) | public static DateTime DateTime(string value) method DateTimeExact (line 71) | public static DateTime DateTimeExact(string value, string format) method DateTimeExact (line 80) | public static DateTime DateTimeExact(string value, string format, Date... method TryParse (line 89) | public static bool TryParse(string input, DateTimeStyles dateTimeStyle... method TryParseExact (line 99) | public static bool TryParseExact(string input, string format, DateTime... method Double (line 107) | public static double Double(string value) method TryParse (line 116) | public static bool TryParse(string input, NumberStyles numberStyle, ou... method Decimal (line 124) | public static decimal Decimal(string value) method Decimal (line 133) | public static decimal Decimal(string value, NumberStyles numberStyles) method TryParse (line 142) | public static bool TryParse(string input, NumberStyles numberStyle, ou... method Int (line 150) | public static int Int(string value) method TryParse (line 159) | public static bool TryParse(string input, NumberStyles numberStyle, ou... method Long (line 167) | public static long Long(string value) method Long (line 176) | public static long Long(string value, NumberStyles numberStyles) method TryParse (line 185) | public static bool TryParse(string input, NumberStyles numberStyle, ou... method Enum (line 193) | public static T Enum(string input, bool ignoreCase = true) method TryParse (line 208) | public static bool TryParse(string input, out T value, bool ignoreC... FILE: Common/Python/BasePythonWrapper.cs class BasePythonWrapper (line 25) | public class BasePythonWrapper : IEquatable(string propertyName) method GetProperty (line 109) | public PyObject GetProperty(string propertyName) method SetProperty (line 120) | public void SetProperty(string propertyName, object value) method GetEvent (line 130) | public dynamic GetEvent(string name) method HasAttr (line 141) | public bool HasAttr(string name) method GetMethod (line 153) | public PyObject GetMethod(string methodName, bool pythonOnly = false) method InvokeMethod (line 170) | public T InvokeMethod(string methodName, params object[] args) method InvokeMethod (line 181) | public PyObject InvokeMethod(string methodName, params object[] args) method InvokeVoidMethod (line 193) | public void InvokeVoidMethod(string methodName, params object[] args) method InvokeMethodAndEnumerate (line 204) | public IEnumerable InvokeMethodAndEnumerate(string methodName, p... method InvokeMethodAndGetDictionary (line 216) | public Dictionary InvokeMethodAndGetDictionary(string methodName, Type[] ou... method InvokeMethodAndWrapResult (line 244) | public T InvokeMethodAndWrapResult(string methodName, Func AddToDictionary(Dictionary other) method Equals (line 324) | public override bool Equals(object obj) method GetHashCode (line 333) | public override int GetHashCode() method Equals (line 342) | private bool Equals(PyObject other) method Dispose (line 356) | public virtual void Dispose() method TryInvokePythonOverride (line 378) | protected bool TryInvokePythonOverride(string methodName, out T res... class PythonRuntimeChecker (line 398) | public class PythonRuntimeChecker method InvokeMethod (line 403) | public static TResult InvokeMethod(PyObject method, string ... method InvokeMethodAndEnumerate (line 415) | public static IEnumerable InvokeMethodAndEnumerate(PyO... method InvokeMethodAndGetDictionary (line 432) | public static Dictionary InvokeMethodAndGetDictionary<... method InvokeMethodAndWrapResult (line 471) | public static TResult InvokeMethodAndWrapResult(PyObject me... method InvokeMethodAndGetOutParameters (line 491) | public static TResult InvokeMethodAndGetOutParameters(PyObj... method Convert (line 536) | public static T Convert(PyObject pyObject, string pythonName, boo... method ConvertAndDispose (line 564) | public static T ConvertAndDispose(PyObject pyObject, string pytho... method Enumerate (line 580) | private static IEnumerable<(TItem, PyObject)> Enumerate(PyObj... method EnumerateAndDisposeItems (line 611) | private static IEnumerable EnumerateAndDisposeItems(Py... FILE: Common/Python/BenchmarkPythonWrapper.cs class BenchmarkPythonWrapper (line 25) | public class BenchmarkPythonWrapper : BasePythonWrapper, IBe... method BenchmarkPythonWrapper (line 31) | public BenchmarkPythonWrapper(PyObject model) method Evaluate (line 41) | public decimal Evaluate(DateTime time) FILE: Common/Python/BrokerageMessageHandlerPythonWrapper.cs class BrokerageMessageHandlerPythonWrapper (line 24) | public class BrokerageMessageHandlerPythonWrapper : BasePythonWrapper tickets, Split split) method CanExecuteOrder (line 118) | public bool CanExecuteOrder(Security security, Order order) method CanSubmitOrder (line 134) | public bool CanSubmitOrder(Security security, Order order, out Brokera... method CanUpdateOrder (line 152) | public bool CanUpdateOrder(Security security, Order order, UpdateOrder... method GetBenchmark (line 167) | public IBenchmark GetBenchmark(SecurityManager securities) method GetFeeModel (line 177) | public IFeeModel GetFeeModel(Security security) method GetFillModel (line 187) | public IFillModel GetFillModel(Security security) method GetLeverage (line 197) | public decimal GetLeverage(Security security) method GetSettlementModel (line 207) | public ISettlementModel GetSettlementModel(Security security) method GetSettlementModel (line 219) | [Obsolete("Flagged deprecated and will remove December 1st 2018")] method GetSlippageModel (line 230) | public ISlippageModel GetSlippageModel(Security security) method Shortable (line 243) | public bool Shortable(IAlgorithm algorithm, Symbol symbol, decimal qua... method GetBuyingPowerModel (line 254) | public IBuyingPowerModel GetBuyingPowerModel(Security security) method GetBuyingPowerModel (line 266) | [Obsolete("Flagged deprecated and will remove December 1st 2018")] method GetShortableProvider (line 276) | public IShortableProvider GetShortableProvider(Security security) method GetModel (line 286) | public IBrokerageModel GetModel() method GetMarginInterestRateModel (line 299) | public IMarginInterestRateModel GetMarginInterestRateModel(Security se... FILE: Common/Python/BuyingPowerModelPythonWrapper.cs class BuyingPowerModelPythonWrapper (line 24) | public class BuyingPowerModelPythonWrapper : BasePythonWrapper method CommandPythonWrapper (line 37) | public CommandPythonWrapper(PyObject type, string data = null) method Run (line 75) | public bool? Run(IAlgorithm algorithm) method Serialize (line 85) | public static string Serialize(PyObject command) FILE: Common/Python/DataConsolidatorPythonWrapper.cs class DataConsolidatorPythonWrapper (line 26) | public class DataConsolidatorPythonWrapper : BasePythonWrapper ComboMarketFill(Order order, FillMode... method ComboLimitFill (line 160) | public override List ComboLimitFill(Order order, FillModel... method ComboLegLimitFill (line 171) | public override List ComboLegLimitFill(Order order, FillMo... method GetPrices (line 181) | protected override Prices GetPrices(Security asset, OrderDirection dir... method GetPricesInternal (line 192) | internal Prices GetPricesInternal(Security asset, OrderDirection direc... FILE: Common/Python/MarginCallModelPythonWrapper.cs class MarginCallModelPythonWrapper (line 28) | public class MarginCallModelPythonWrapper : BasePythonWrapper ExecuteMarginCall(IEnumerable GetMarginCallOrders(out bool issueMarg... FILE: Common/Python/MarginInterestRateModelPythonWrapper.cs class MarginInterestRateModelPythonWrapper (line 24) | public class MarginInterestRateModelPythonWrapper : BasePythonWrapper slices, bool flatten = ... method AddData (line 77) | protected void AddData(IEnumerable slices) method AddData (line 143) | protected void AddData(IEnumerable data) method GenerateDataFrame (line 189) | public PyObject GenerateDataFrame(int? levels = null, bool sort = tr... method GetPandasDataDataFrames (line 242) | private IEnumerable GetPandasDataDataFrames(int? levels, b... method GetCollectionsDataFrames (line 264) | private IEnumerable<(Symbol, DateTime, PyObject)> GetCollectionsData... method GetPandasData (line 281) | private PandasData GetPandasData(ISymbolProvider data) method AddCollection (line 294) | private void AddCollection(Symbol symbol, DateTime time, IEnumerable... method IsCollection (line 307) | private static bool IsCollection(Type type) method DataFrameGenerator (line 319) | public DataFrameGenerator(IEnumerable data, bool flatten) class DataFrameGenerator (line 316) | private class DataFrameGenerator : DataFrameGenerator method DataFrameGenerator (line 55) | protected DataFrameGenerator(Type dataType = null, bool timeAsColumn... method DataFrameGenerator (line 66) | public DataFrameGenerator(IEnumerable slices, bool flatten = ... method AddData (line 77) | protected void AddData(IEnumerable slices) method AddData (line 143) | protected void AddData(IEnumerable data) method GenerateDataFrame (line 189) | public PyObject GenerateDataFrame(int? levels = null, bool sort = tr... method GetPandasDataDataFrames (line 242) | private IEnumerable GetPandasDataDataFrames(int? levels, b... method GetCollectionsDataFrames (line 264) | private IEnumerable<(Symbol, DateTime, PyObject)> GetCollectionsData... method GetPandasData (line 281) | private PandasData GetPandasData(ISymbolProvider data) method AddCollection (line 294) | private void AddCollection(Symbol symbol, DateTime time, IEnumerable... method IsCollection (line 307) | private static bool IsCollection(Type type) method DataFrameGenerator (line 319) | public DataFrameGenerator(IEnumerable data, bool flatten) FILE: Common/Python/PandasConverter.cs class PandasConverter (line 30) | public partial class PandasConverter method PandasConverter (line 38) | static PandasConverter() method GetDataFrame (line 57) | public PyObject GetDataFrame(IEnumerable data, bool flatten = f... method GetDataFrame (line 74) | public PyObject GetDataFrame(IEnumerable data, bool symbolOnlyIn... method GetIndicatorDataFrame (line 92) | public PyObject GetIndicatorDataFrame(IEnumerable(IEnumerable dataF... method ConcatDataFrames (line 233) | public static PyObject ConcatDataFrames(IEnumerable dataFram... method ConvertConcatKeys (line 242) | private static PyList ConvertConcatKeys(IEnumerable(IEnumerable keys) method AddSeriesToPyDict (line 279) | private void AddSeriesToPyDict(string key, List po... method AddDynamicSeriesToPyDict (line 303) | private void AddDynamicSeriesToPyDict(string key, List<(DateTime Times... method MakeIndicatorDataFrame (line 324) | private PyObject MakeIndicatorDataFrame(PyDict pyDict) FILE: Common/Python/PandasData.DataTypeMember.cs class PandasData (line 25) | public partial class PandasData method CreateDataTypeMember (line 27) | private static DataTypeMember CreateDataTypeMember(MemberInfo member, ... class DataTypeMember (line 41) | private abstract class DataTypeMember method DataTypeMember (line 71) | public DataTypeMember(MemberInfo member, DataTypeMember[] children =... method SetPrefix (line 88) | public void SetPrefix() method GetMemberName (line 97) | public string GetMemberName(string customName = null) method GetMemberNames (line 117) | public IEnumerable GetMemberNames() method GetValue (line 122) | public abstract object GetValue(object instance); method GetMemberType (line 124) | public abstract Type GetMemberType(); method ToString (line 126) | public override string ToString() method BuildMemberName (line 131) | private string BuildMemberName(string baseName) method GetMemberNames (line 144) | private IEnumerable GetMemberNames(string parentPrefix) method GetBaseName (line 170) | private string GetBaseName() class PropertyMember (line 182) | private class PropertyMember : DataTypeMember method PropertyMember (line 190) | public PropertyMember(PropertyInfo property, DataTypeMember[] childr... method GetValue (line 196) | public override object GetValue(object instance) method GetMemberType (line 201) | public override Type GetMemberType() class FieldMember (line 207) | private class FieldMember : DataTypeMember method FieldMember (line 215) | public FieldMember(FieldInfo field, DataTypeMember[] children = null) method GetValue (line 221) | public override object GetValue(object instance) method GetMemberType (line 226) | public override Type GetMemberType() FILE: Common/Python/PandasData.cs class PandasData (line 33) | public partial class PandasData method PandasData (line 92) | static PandasData() method PandasData (line 119) | public PandasData(object data, bool timeAsColumn = false) method Add (line 161) | public void Add(object data) method Add (line 166) | private void Add(object data, bool overrideValues) method AddMemberToSeries (line 202) | private void AddMemberToSeries(object instance, DateTime endTime, Data... method Add (line 251) | public void Add(TradeBar tradeBar, QuoteBar quoteBar) method ToPandasDataFrame (line 264) | public PyObject ToPandasDataFrame(int levels = 2, bool filterMissingVa... method ToPandasDataFrame (line 387) | public static PyObject ToPandasDataFrame(IEnumerable panda... method GetInstanceDataTypeMembers (line 459) | private List GetInstanceDataTypeMembers(object data) method GetTypeMembers (line 505) | private List GetTypeMembers(Type type) method GetDataTypeMembers (line 528) | private static IEnumerable GetDataTypeMembers(Type typ... method AddMembersData (line 582) | private void AddMembersData(object instance, IEnumerable _time; method FixedTimeProvider (line 744) | public FixedTimeProvider(DateTime time) FILE: Common/Python/PandasIgnoreAttribute.cs class PandasIgnoreAttribute (line 24) | [AttributeUsage(AttributeTargets.Property | AttributeTargets.Field)] FILE: Common/Python/PandasIgnoreMembersAttribute.cs class PandasIgnoreMembersAttribute (line 23) | [AttributeUsage(AttributeTargets.Class, Inherited = false)] FILE: Common/Python/PandasNonExpandableAttribute.cs class PandasNonExpandableAttribute (line 24) | [AttributeUsage(AttributeTargets.Class | AttributeTargets.Property | Att... FILE: Common/Python/PythonActivator.cs class PythonActivator (line 24) | public class PythonActivator method PythonActivator (line 41) | public PythonActivator(Type type, PyObject value) FILE: Common/Python/PythonConsolidator.cs class PythonConsolidator (line 26) | public class PythonConsolidator : IDataConsolidator method OnDataConsolidated (line 71) | public void OnDataConsolidated(PyObject consolidator, IBaseData data) method Reset (line 79) | public virtual void Reset() method Scan (line 89) | public virtual void Scan(DateTime currentLocalTime) method Update (line 97) | public virtual void Update(IBaseData data) method Dispose (line 101) | public void Dispose() FILE: Common/Python/PythonData.cs class PythonData (line 27) | public class PythonData : DynamicData method PythonData (line 67) | public PythonData() method PythonData (line 76) | public PythonData(PyObject pythonData) method GetSource (line 99) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... method Reader (line 116) | public override BaseData Reader(SubscriptionDataConfig config, string ... method RequiresMapping (line 133) | public override bool RequiresMapping() method IsSparseData (line 150) | public override bool IsSparseData() method DefaultResolution (line 167) | public override Resolution DefaultResolution() method SupportedResolutions (line 184) | public override List SupportedResolutions() method IsOfType (line 219) | public bool IsOfType(Type type) FILE: Common/Python/PythonInitializer.cs class PythonInitializer (line 31) | public static class PythonInitializer method Initialize (line 51) | public static void Initialize(bool beginAllowThreads = true) method Shutdown (line 76) | public static void Shutdown() method AddPythonPaths (line 100) | public static bool AddPythonPaths(IEnumerable paths) method AddAlgorithmLocationPath (line 159) | public static void AddAlgorithmLocationPath(string algorithmLocation) method ResetAlgorithmLocationPath (line 180) | public static void ResetAlgorithmLocationPath() method ActivatePythonVirtualEnvironment (line 192) | public static bool ActivatePythonVirtualEnvironment(string pathToVirtu... method TryInitPythonVirtualEnvironment (line 250) | private static void TryInitPythonVirtualEnvironment() method ConfigurePythonPaths (line 315) | private static void ConfigurePythonPaths() FILE: Common/Python/PythonWrapper.cs class PythonWrapper (line 28) | public static class PythonWrapper method ValidateImplementationOf (line 35) | public static PyObject ValidateImplementationOf(this PyObj... method InvokeMethod (line 84) | public static T InvokeMethod(this PyObject model, string methodName... method InvokeMethod (line 96) | public static void InvokeMethod(this PyObject model, string methodName... method Invoke (line 107) | public static T Invoke(this PyObject method, params object[] args) method Invoke (line 118) | public static PyObject Invoke(this PyObject method, params object[] args) method InvokeMethodImpl (line 123) | private static PyObject InvokeMethodImpl(PyObject model, string method... method InvokeMethodImpl (line 130) | private static PyObject InvokeMethodImpl(PyObject method, params objec... FILE: Common/Python/RiskFreeInterestRateModelPythonWrapper.cs class RiskFreeInterestRateModelPythonWrapper (line 26) | public class RiskFreeInterestRateModelPythonWrapper : BasePythonWrapper<... method RiskFreeInterestRateModelPythonWrapper (line 32) | public RiskFreeInterestRateModelPythonWrapper(PyObject model) method GetInterestRate (line 42) | public decimal GetInterestRate(DateTime date) method FromPyObject (line 52) | public static IRiskFreeInterestRateModel FromPyObject(PyObject model) FILE: Common/Python/SecurityInitializerPythonWrapper.cs class SecurityInitializerPythonWrapper (line 24) | public class SecurityInitializerPythonWrapper : BasePythonWrapper GetHistoryRequirements(Sec... method SetSubscriptionDataConfigProvider (line 79) | public override void SetSubscriptionDataConfigProvider( FILE: Common/RealTimeProvider.cs class RealTimeProvider (line 25) | public sealed class RealTimeProvider : ITimeProvider method GetUtcNow (line 39) | public DateTime GetUtcNow() FILE: Common/RealTimeSynchronizedTimer.cs class RealTimeSynchronizedTimer (line 26) | public class RealTimeSynchronizedTimer method RealTimeSynchronizedTimer (line 39) | public RealTimeSynchronizedTimer() method RealTimeSynchronizedTimer (line 51) | public RealTimeSynchronizedTimer(TimeSpan period, Action cal... method Start (line 64) | public void Start() method Scanner (line 74) | public void Scanner() method Pause (line 94) | public void Pause() method Resume (line 102) | public void Resume() method Stop (line 110) | public void Stop() FILE: Common/RegressionTestException.cs class RegressionTestException (line 27) | public class RegressionTestException: Exception method RegressionTestException (line 32) | public RegressionTestException() { } method RegressionTestException (line 38) | public RegressionTestException(string message): base(message) { } method RegressionTestException (line 45) | public RegressionTestException(string message, Exception inner) :base(... FILE: Common/Result.cs class Result (line 30) | public class Result method Result (line 96) | public Result() method Result (line 103) | public Result(BaseResultParameters parameters) FILE: Common/ScatterChartPoint.cs class ScatterChartPoint (line 24) | [JsonConverter(typeof(ScatterChartPointJsonConverter))] method ScatterChartPoint (line 36) | public ScatterChartPoint() method ScatterChartPoint (line 43) | public ScatterChartPoint(long time, decimal? value, string tooltip = n... method ScatterChartPoint (line 51) | public ScatterChartPoint(DateTime time, decimal? value, string tooltip... method Clone (line 60) | public override ISeriesPoint Clone() FILE: Common/ScatterChartPointJsonConverter.cs class ScatterChartPointJsonConverter (line 25) | public class ScatterChartPointJsonConverter : JsonConverter method CanConvert (line 37) | public override bool CanConvert(Type objectType) method ReadJson (line 45) | public override object ReadJson(JsonReader reader, Type objectType, ob... method WriteJson (line 62) | public override void WriteJson(JsonWriter writer, object value, JsonSe... FILE: Common/Scheduling/BaseScheduleRules.cs class BaseScheduleRules (line 26) | public class BaseScheduleRules method BaseScheduleRules (line 53) | public BaseScheduleRules(IAlgorithm algorithm, SecurityManager securit... method GetSecurityExchangeHours (line 64) | protected SecurityExchangeHours GetSecurityExchangeHours(Symbol symbol) method GetSymbol (line 73) | protected Symbol GetSymbol(string ticker) FILE: Common/Scheduling/CompositeTimeRule.cs class CompositeTimeRule (line 27) | public class CompositeTimeRule : ITimeRule method CompositeTimeRule (line 38) | public CompositeTimeRule(params ITimeRule[] timeRules) method CompositeTimeRule (line 47) | public CompositeTimeRule(IEnumerable timeRules) method CreateUtcEventTimes (line 66) | public IEnumerable CreateUtcEventTimes(IEnumerable... FILE: Common/Scheduling/DateRules.cs class DateRules (line 30) | public class DateRules : BaseScheduleRules method DateRules (line 39) | public DateRules(IAlgorithm algorithm, SecurityManager securities, Dat... method SetDefaultTimeZone (line 48) | public void SetDefaultTimeZone(DateTimeZone timeZone) method On (line 60) | public IDateRule On(int year, int month, int day) method On (line 71) | public IDateRule On(params DateTime[] dates) method Every (line 101) | public IDateRule Every(DayOfWeek day) => Every(new[] { day }); method Every (line 108) | public IDateRule Every(params DayOfWeek[] days) method EveryDay (line 118) | public IDateRule EveryDay() method EveryDay (line 129) | public IDateRule EveryDay(string symbol, bool extendedMarketHours = fa... method EveryDay (line 137) | public IDateRule EveryDay(Symbol symbol, bool extendedMarketHours = fa... method YearStart (line 148) | public IDateRule YearStart(int daysOffset = 0) method YearStart (line 161) | public IDateRule YearStart(string symbol, int daysOffset = 0, bool ext... method YearStart (line 171) | public IDateRule YearStart(Symbol symbol, int daysOffset = 0, bool ext... method YearEnd (line 194) | public IDateRule YearEnd(int daysOffset = 0) method YearEnd (line 206) | public IDateRule YearEnd(string symbol, int daysOffset = 0, bool exten... method YearEnd (line 215) | public IDateRule YearEnd(Symbol symbol, int daysOffset = 0, bool exten... method MonthStart (line 238) | public IDateRule MonthStart(int daysOffset = 0) method MonthStart (line 251) | public IDateRule MonthStart(string symbol, int daysOffset = 0, bool ex... method MonthStart (line 261) | public IDateRule MonthStart(Symbol symbol, int daysOffset = 0, bool ex... method MonthEnd (line 278) | public IDateRule MonthEnd(int daysOffset = 0) method MonthEnd (line 290) | public IDateRule MonthEnd(string symbol, int daysOffset = 0, bool exte... method MonthEnd (line 299) | public IDateRule MonthEnd(Symbol symbol, int daysOffset = 0, bool exte... method WeekStart (line 316) | public IDateRule WeekStart(int daysOffset = 0) method WeekStart (line 337) | public IDateRule WeekStart(string symbol, int daysOffset = 0, bool ext... method WeekStart (line 349) | public IDateRule WeekStart(Symbol symbol, int daysOffset = 0, bool ext... method WeekEnd (line 372) | public IDateRule WeekEnd(int daysOffset = 0) method WeekEnd (line 392) | public IDateRule WeekEnd(string symbol, int daysOffset = 0, bool exten... method WeekEnd (line 403) | public IDateRule WeekEnd(Symbol symbol, int daysOffset = 0, bool exten... method GetName (line 428) | private static string GetName(Symbol symbol, string ruleType, int offset) method GetScheduledDay (line 447) | private static DateTime GetScheduledDay(SecurityExchangeHours security... method BaseIterator (line 489) | private static IEnumerable BaseIterator( method MonthIterator (line 526) | private static IEnumerable MonthIterator(SecurityExchangeHou... method YearIterator (line 541) | private static IEnumerable YearIterator(SecurityExchangeHour... method WeekIterator (line 556) | private static IEnumerable WeekIterator(SecurityExchangeHour... FILE: Common/Scheduling/FluentScheduledEventBuilder.cs class FluentScheduledEventBuilder (line 38) | public class FluentScheduledEventBuilder : IFluentSchedulingDateSpecifie... method FluentScheduledEventBuilder (line 54) | public FluentScheduledEventBuilder(ScheduleManager schedule, SecurityM... method SetTimeRule (line 61) | private FluentScheduledEventBuilder SetTimeRule(ITimeRule rule) method Every (line 90) | IFluentSchedulingTimeSpecifier IFluentSchedulingDateSpecifier.Every(pa... method EveryDay (line 99) | IFluentSchedulingTimeSpecifier IFluentSchedulingDateSpecifier.EveryDay() method EveryDay (line 108) | IFluentSchedulingTimeSpecifier IFluentSchedulingDateSpecifier.EveryDay... method MonthStart (line 117) | IFluentSchedulingTimeSpecifier IFluentSchedulingDateSpecifier.MonthSta... method MonthStart (line 126) | IFluentSchedulingTimeSpecifier IFluentSchedulingDateSpecifier.MonthSta... method Where (line 135) | IFluentSchedulingTimeSpecifier IFluentSchedulingDateSpecifier.Where(Fu... method At (line 146) | IFluentSchedulingRunnable IFluentSchedulingTimeSpecifier.At(TimeSpan t... method AfterMarketOpen (line 154) | IFluentSchedulingRunnable IFluentSchedulingTimeSpecifier.AfterMarketOp... method BeforeMarketClose (line 162) | IFluentSchedulingRunnable IFluentSchedulingTimeSpecifier.BeforeMarketC... method Every (line 170) | IFluentSchedulingRunnable IFluentSchedulingTimeSpecifier.Every(TimeSpa... method Where (line 178) | IFluentSchedulingTimeSpecifier IFluentSchedulingTimeSpecifier.Where(Fu... method Run (line 189) | ScheduledEvent IFluentSchedulingRunnable.Run(Action callback) method Run (line 197) | ScheduledEvent IFluentSchedulingRunnable.Run(Action callback) method Run (line 205) | ScheduledEvent IFluentSchedulingRunnable.Run(Action ... method Where (line 223) | IFluentSchedulingRunnable IFluentSchedulingRunnable.Where(Func predicate); method On (line 306) | IFluentSchedulingTimeSpecifier On(int year, int month, int day); method On (line 310) | IFluentSchedulingTimeSpecifier On(params DateTime[] dates); method Every (line 314) | IFluentSchedulingTimeSpecifier Every(params DayOfWeek[] days); method EveryDay (line 318) | IFluentSchedulingTimeSpecifier EveryDay(); method EveryDay (line 322) | IFluentSchedulingTimeSpecifier EveryDay(Symbol symbol); method MonthStart (line 326) | IFluentSchedulingTimeSpecifier MonthStart(); method MonthStart (line 330) | IFluentSchedulingTimeSpecifier MonthStart(Symbol symbol); type IFluentSchedulingTimeSpecifier (line 336) | public interface IFluentSchedulingTimeSpecifier method Where (line 341) | IFluentSchedulingTimeSpecifier Where(Func predicate); method At (line 345) | IFluentSchedulingRunnable At(int hour, int minute, int second = 0); method At (line 349) | IFluentSchedulingRunnable At(int hour, int minute, DateTimeZone timeZo... method At (line 353) | IFluentSchedulingRunnable At(int hour, int minute, int second, DateTim... method At (line 357) | IFluentSchedulingRunnable At(TimeSpan timeOfDay, DateTimeZone timeZone); method At (line 361) | IFluentSchedulingRunnable At(TimeSpan timeOfDay); method Every (line 365) | IFluentSchedulingRunnable Every(TimeSpan interval); method AfterMarketOpen (line 369) | IFluentSchedulingRunnable AfterMarketOpen(Symbol symbol, double minute... method BeforeMarketClose (line 373) | IFluentSchedulingRunnable BeforeMarketClose(Symbol symbol, double minu... type IFluentSchedulingRunnable (line 379) | public interface IFluentSchedulingRunnable : IFluentSchedulingTimeSpecifier method Where (line 384) | new IFluentSchedulingRunnable Where(Func predicate); method DuringMarketHours (line 388) | IFluentSchedulingRunnable DuringMarketHours(Symbol symbol, bool extend... method Run (line 392) | ScheduledEvent Run(Action callback); method Run (line 396) | ScheduledEvent Run(Action callback); method Run (line 400) | ScheduledEvent Run(Action callback); FILE: Common/Scheduling/FuncDateRule.cs class FuncDateRule (line 26) | public class FuncDateRule : IDateRule method FuncDateRule (line 35) | public FuncDateRule(string name, Func GetDates(DateTime start, DateTime end) FILE: Common/Scheduling/FuncTimeRule.cs class FuncTimeRule (line 26) | public class FuncTimeRule : ITimeRule method FuncTimeRule (line 35) | public FuncTimeRule(string name, Func, IEnumerab... method FuncTimeRule (line 46) | public FuncTimeRule(string name, PyObject createUtcEventTimesFunction) method CreateUtcEventTimes (line 69) | public IEnumerable CreateUtcEventTimes(IEnumerable... FILE: Common/Scheduling/IDateRule.cs type IDateRule (line 25) | public interface IDateRule method GetDates (line 38) | IEnumerable GetDates(DateTime start, DateTime end); FILE: Common/Scheduling/IEventSchedule.cs type IEventSchedule (line 22) | public interface IEventSchedule method Add (line 28) | void Add(ScheduledEvent scheduledEvent); method Remove (line 34) | void Remove(ScheduledEvent scheduledEvent); FILE: Common/Scheduling/ITimeRule.cs type ITimeRule (line 25) | public interface ITimeRule method CreateUtcEventTimes (line 38) | IEnumerable CreateUtcEventTimes(IEnumerable dates); FILE: Common/Scheduling/ScheduleManager.cs class ScheduleManager (line 30) | public class ScheduleManager : IEventSchedule method ScheduleManager (line 55) | public ScheduleManager(IAlgorithm algorithm, SecurityManager securitie... method SetEventSchedule (line 69) | public void SetEventSchedule(IEventSchedule eventSchedule) method Add (line 92) | public void Add(ScheduledEvent scheduledEvent) method Remove (line 111) | public void Remove(ScheduledEvent scheduledEvent) method On (line 132) | public ScheduledEvent On(IDateRule dateRule, ITimeRule timeRule, Actio... method On (line 143) | public ScheduledEvent On(IDateRule dateRule, ITimeRule timeRule, PyObj... method On (line 154) | public ScheduledEvent On(IDateRule dateRule, ITimeRule timeRule, Actio... method On (line 167) | public ScheduledEvent On(string name, IDateRule dateRule, ITimeRule ti... method On (line 179) | public ScheduledEvent On(string name, IDateRule dateRule, ITimeRule ti... method On (line 191) | public ScheduledEvent On(string name, IDateRule dateRule, ITimeRule ti... method Event (line 208) | public IFluentSchedulingDateSpecifier Event() method Event (line 216) | public IFluentSchedulingDateSpecifier Event(string name) method TrainingNow (line 228) | public ScheduledEvent TrainingNow(Action trainingCode) method TrainingNow (line 236) | public ScheduledEvent TrainingNow(PyObject trainingCode) method Training (line 247) | public ScheduledEvent Training(IDateRule dateRule, ITimeRule timeRule,... method Training (line 260) | public ScheduledEvent Training(IDateRule dateRule, ITimeRule timeRule,... method Training (line 272) | public ScheduledEvent Training(IDateRule dateRule, ITimeRule timeRule,... method GetDatesDeferred (line 284) | internal static IEnumerable GetDatesDeferred(IDateRule dateR... FILE: Common/Scheduling/ScheduledEvent.cs class ScheduledEvent (line 27) | public class ScheduledEvent : IDisposable method ScheduledEvent (line 98) | public ScheduledEvent(string name, DateTime eventUtcTime, Action orderedEventU... method ScheduledEvent (line 120) | public ScheduledEvent(string name, IEnumerator orderedEventU... method GetHashCode (line 134) | public override int GetHashCode() method Equals (line 143) | public override bool Equals(object obj) method Scan (line 152) | internal void Scan(DateTime utcTime) method SkipEventsUntil (line 208) | internal void SkipEventsUntil(DateTime utcTime) method ToString (line 236) | public override string ToString() method Dispose (line 245) | void IDisposable.Dispose() method OnEventFired (line 254) | protected void OnEventFired(DateTime triggerTime) FILE: Common/Scheduling/ScheduledEventException.cs class ScheduledEventException (line 24) | public class ScheduledEventException : Exception method ScheduledEventException (line 37) | public ScheduledEventException(string name, string message, Exception ... FILE: Common/Scheduling/TimeConsumer.cs class TimeConsumer (line 23) | public class TimeConsumer FILE: Common/Scheduling/TimeMonitor.cs class TimeMonitor (line 27) | public class TimeMonitor : IDisposable method TimeMonitor (line 55) | public TimeMonitor(int monitorIntervalMs = 100) method ProcessConsumer (line 90) | protected virtual void ProcessConsumer(TimeConsumer consumer) method RemoveAll (line 118) | protected virtual void RemoveAll() method Add (line 127) | public void Add(TimeConsumer consumer) method Dispose (line 143) | public void Dispose() method TrySchedule (line 151) | private void TrySchedule() FILE: Common/Scheduling/TimeRules.cs class TimeRules (line 30) | public class TimeRules : BaseScheduleRules method TimeRules (line 39) | public TimeRules(IAlgorithm algorithm, SecurityManager securities, Dat... method SetDefaultTimeZone (line 48) | public void SetDefaultTimeZone(DateTimeZone timeZone) method At (line 82) | public ITimeRule At(TimeSpan timeOfDay) method At (line 94) | public ITimeRule At(int hour, int minute, int second = 0) method At (line 106) | public ITimeRule At(int hour, int minute, DateTimeZone timeZone) method At (line 119) | public ITimeRule At(int hour, int minute, int second, DateTimeZone tim... method At (line 130) | public ITimeRule At(TimeSpan timeOfDay, DateTimeZone timeZone) method Every (line 147) | public ITimeRule Every(TimeSpan interval) method BeforeMarketOpen (line 165) | public ITimeRule BeforeMarketOpen(string symbol, double minutesBeforeO... method BeforeMarketOpen (line 174) | public ITimeRule BeforeMarketOpen(Symbol symbol, double minutesBeforeO... method AfterMarketOpen (line 186) | public ITimeRule AfterMarketOpen(string symbol, double minutesAfterOpe... method AfterMarketOpen (line 195) | public ITimeRule AfterMarketOpen(Symbol symbol, double minutesAfterOpe... method AfterMarketClose (line 222) | public ITimeRule AfterMarketClose(string symbol, double minutesAfterCl... method AfterMarketClose (line 231) | public ITimeRule AfterMarketClose(Symbol symbol, double minutesAfterCl... method BeforeMarketClose (line 243) | public ITimeRule BeforeMarketClose(string symbol, double minutesBefore... method BeforeMarketClose (line 252) | public ITimeRule BeforeMarketClose(Symbol symbol, double minutesBefore... method EveryIntervalIterator (line 278) | private static IEnumerable EveryIntervalIterator(IEnumerable... FILE: Common/Securities/AccountCurrencyImmediateSettlementModel.cs class AccountCurrencyImmediateSettlementModel (line 22) | public class AccountCurrencyImmediateSettlementModel : ImmediateSettleme... method ApplyFunds (line 28) | public override void ApplyFunds(ApplyFundsSettlementModelParameters ap... FILE: Common/Securities/AccountEvent.cs class AccountEvent (line 21) | public class AccountEvent method AccountEvent (line 38) | public AccountEvent(string currencySymbol, decimal cashBalance) method ToString (line 51) | public override string ToString() FILE: Common/Securities/AdjustedPriceVariationModel.cs class AdjustedPriceVariationModel (line 23) | public class AdjustedPriceVariationModel : IPriceVariationModel method GetMinimumPriceVariation (line 30) | public virtual decimal GetMinimumPriceVariation(GetMinimumPriceVariati... FILE: Common/Securities/ApplyFundsSettlementModelParameters.cs class ApplyFundsSettlementModelParameters (line 24) | public class ApplyFundsSettlementModelParameters method ApplyFundsSettlementModelParameters (line 59) | public ApplyFundsSettlementModelParameters(SecurityPortfolioManager po... FILE: Common/Securities/BaseSecurityDatabase.cs class BaseSecurityDatabase (line 26) | public abstract class BaseSecurityDatabase method BaseSecurityDatabase (line 61) | protected BaseSecurityDatabase(Dictionary... method Reset (line 76) | public static void Reset() method UpdateDataFolderDatabase (line 88) | internal void UpdateDataFolderDatabase() method Merge (line 103) | internal virtual void Merge(T newDatabase, bool resetCustomEntries) method ContainsKey (line 138) | protected bool ContainsKey(SecurityDatabaseKey key) method ContainsKey (line 149) | public bool ContainsKey(string market, string symbol, SecurityType sec... method ContainsKey (line 160) | public bool ContainsKey(string market, Symbol symbol, SecurityType sec... method GetDatabaseSymbolKey (line 174) | public static string GetDatabaseSymbolKey(Symbol symbol) FILE: Common/Securities/BrokerageModelSecurityInitializer.cs class BrokerageModelSecurityInitializer (line 26) | public class BrokerageModelSecurityInitializer : ISecurityInitializer method BrokerageModelSecurityInitializer (line 35) | public BrokerageModelSecurityInitializer() method BrokerageModelSecurityInitializer (line 46) | public BrokerageModelSecurityInitializer(IBrokerageModel brokerageMode... method Initialize (line 56) | public virtual void Initialize(Security security) FILE: Common/Securities/BuyingPower.cs class BuyingPower (line 21) | public class BuyingPower method BuyingPower (line 32) | public BuyingPower(decimal buyingPower) FILE: Common/Securities/BuyingPowerModel.cs class BuyingPowerModel (line 27) | public class BuyingPowerModel : IBuyingPowerModel method BuyingPowerModel (line 46) | public BuyingPowerModel() method BuyingPowerModel (line 60) | public BuyingPowerModel( method BuyingPowerModel (line 92) | public BuyingPowerModel(decimal leverage, decimal requiredFreeBuyingPo... method GetLeverage (line 114) | public virtual decimal GetLeverage(Security security) method SetLeverage (line 127) | public virtual void SetLeverage(Security security, decimal leverage) method GetInitialMarginRequiredForOrder (line 144) | public virtual InitialMargin GetInitialMarginRequiredForOrder( method GetMaintenanceMargin (line 167) | public virtual MaintenanceMargin GetMaintenanceMargin(MaintenanceMargi... method GetMarginRemaining (line 179) | protected virtual decimal GetMarginRemaining( method GetInitialMarginRequirement (line 230) | public virtual InitialMargin GetInitialMarginRequirement(InitialMargin... method HasSufficientBuyingPowerForOrder (line 246) | public virtual HasSufficientBuyingPowerForOrderResult HasSufficientBuy... method HasSufficientBuyingPowerForOrder (line 298) | private HasSufficientBuyingPowerForOrderResult HasSufficientBuyingPowe... method GetMaximumOrderQuantityForDeltaBuyingPower (line 333) | public virtual GetMaximumOrderQuantityResult GetMaximumOrderQuantityFo... method GetMaximumOrderQuantityForTargetBuyingPower (line 366) | public virtual GetMaximumOrderQuantityResult GetMaximumOrderQuantityFo... method GetAmountToOrder (line 480) | public decimal GetAmountToOrder([NotNull]Security security, decimal ta... method GetReservedBuyingPowerForPosition (line 549) | public virtual ReservedBuyingPowerForPosition GetReservedBuyingPowerFo... method GetBuyingPower (line 560) | public virtual BuyingPower GetBuyingPower(BuyingPowerParameters parame... FILE: Common/Securities/BuyingPowerModelExtensions.cs class BuyingPowerModelExtensions (line 24) | public static class BuyingPowerModelExtensions method GetReservedBuyingPowerForPosition (line 32) | public static decimal GetReservedBuyingPowerForPosition(this IBuyingPo... method HasSufficientBuyingPowerForOrder (line 47) | public static HasSufficientBuyingPowerForOrderResult HasSufficientBuyi... method GetMaximumOrderQuantityForTargetBuyingPower (line 68) | public static GetMaximumOrderQuantityResult GetMaximumOrderQuantityFor... method GetBuyingPower (line 89) | public static decimal GetBuyingPower( method GetMaintenanceMargin (line 109) | public static decimal GetMaintenanceMargin(this IBuyingPowerModel mode... method GetInitialMarginRequirement (line 121) | public static decimal GetInitialMarginRequirement(this IBuyingPowerMod... method AboveMinimumOrderMarginPortfolioPercentage (line 136) | public static bool AboveMinimumOrderMarginPortfolioPercentage(this IBu... method AboveMinimumOrderMarginPortfolioPercentage (line 157) | public static bool AboveMinimumOrderMarginPortfolioPercentage(Security... FILE: Common/Securities/BuyingPowerParameters.cs class BuyingPowerParameters (line 23) | public class BuyingPowerParameters method BuyingPowerParameters (line 46) | public BuyingPowerParameters(SecurityPortfolioManager portfolio, Secur... method Result (line 59) | public BuyingPower Result(decimal buyingPower, string currency) method ResultInAccountCurrency (line 70) | public BuyingPower ResultInAccountCurrency(decimal buyingPower) FILE: Common/Securities/Cash.cs class Cash (line 32) | [ProtoContract(SkipConstructor = true)] method OnConversionRateUpdated (line 94) | private void OnConversionRateUpdated(object sender, decimal e) method Cash (line 149) | public Cash(string symbol, decimal amount, decimal conversionRate) method Update (line 164) | public void Update() method AddAmount (line 175) | public decimal AddAmount(decimal amount) method SetAmount (line 189) | public void SetAmount(decimal amount) method EnsureCurrencyDataFeed (line 221) | public List EnsureCurrencyDataFeed(SecurityMan... method ToString (line 349) | public override string ToString() method ToString (line 358) | public string ToString(string accountCurrency) method GetAvailableSymbolPropertiesDatabaseEntries (line 363) | private static IEnumerable, IDictionary EnsureCurrencyDataFeeds(SecurityMa... method Convert (line 155) | public decimal Convert(decimal sourceQuantity, string sourceCurrency, ... method ConvertToAccountCurrency (line 185) | public decimal ConvertToAccountCurrency(decimal sourceQuantity, string... method ToString (line 201) | public override string ToString() method Add (line 233) | public void Add(KeyValuePair item) method Add (line 243) | public void Add(string symbol, Cash value) method Clear (line 251) | public override void Clear() method Remove (line 261) | public override bool Remove(string symbol) method Remove (line 270) | public bool Remove(KeyValuePair item) method ContainsKey (line 280) | public override bool ContainsKey(string symbol) method TryGetValue (line 292) | public override bool TryGetValue(string symbol, out Cash value) method Contains (line 301) | public bool Contains(KeyValuePair item) method CopyTo (line 311) | public void CopyTo(KeyValuePair[] array, int arrayIndex) method GetItems (line 369) | public override IEnumerable> GetItems() => ... method GetEnumerator (line 375) | public IEnumerator> GetEnumerator() method GetEnumerator (line 380) | IEnumerator IEnumerable.GetEnumerator() method ConvertToAccountCurrency (line 394) | public CashAmount ConvertToAccountCurrency(CashAmount cashAmount) method AddIternal (line 407) | private Cash AddIternal(string symbol, Cash value) method Remove (line 440) | private bool Remove(string symbol, bool calledInternally) method OnCashUpdate (line 464) | private void OnCashUpdate(object sender, EventArgs eventArgs) method OnUpdate (line 469) | private void OnUpdate(CashBookUpdateType updateType, Cash cash) FILE: Common/Securities/CashBookUpdatedEventArgs.cs class CashBookUpdatedEventArgs (line 24) | public class CashBookUpdatedEventArgs : EventArgs method CashBookUpdatedEventArgs (line 40) | public CashBookUpdatedEventArgs(CashBookUpdateType type, Cash cash) FILE: Common/Securities/CashBuyingPowerModel.cs class CashBuyingPowerModel (line 26) | public class CashBuyingPowerModel : BuyingPowerModel method CashBuyingPowerModel (line 31) | public CashBuyingPowerModel() method GetLeverage (line 41) | public override decimal GetLeverage(Security security) method SetLeverage (line 55) | public override void SetLeverage(Security security, decimal leverage) method GetInitialMarginRequirement (line 67) | public override InitialMargin GetInitialMarginRequirement(InitialMargi... method HasSufficientBuyingPowerForOrder (line 82) | public override HasSufficientBuyingPowerForOrderResult HasSufficientBu... method GetMaximumOrderQuantityForDeltaBuyingPower (line 179) | public override GetMaximumOrderQuantityResult GetMaximumOrderQuantityF... method GetMaximumOrderQuantityForTargetBuyingPower (line 191) | public override GetMaximumOrderQuantityResult GetMaximumOrderQuantityF... method GetReservedBuyingPowerForPosition (line 317) | public override ReservedBuyingPowerForPosition GetReservedBuyingPowerF... method GetBuyingPower (line 328) | public override BuyingPower GetBuyingPower(BuyingPowerParameters param... method GetOrderPrice (line 367) | private static decimal GetOrderPrice(Security security, Order order) method GetOpenOrdersReservedQuantity (line 400) | private static decimal GetOpenOrdersReservedQuantity(SecurityPortfolio... FILE: Common/Securities/Cfd/Cfd.cs class Cfd (line 28) | public class Cfd : Security method Cfd (line 40) | public Cfd(SecurityExchangeHours exchangeHours, method Cfd (line 79) | public Cfd(Symbol symbol, method DecomposeCurrencyPair (line 131) | public static void DecomposeCurrencyPair(Symbol symbol, SymbolProperti... FILE: Common/Securities/Cfd/CfdCache.cs class CfdCache (line 23) | public class CfdCache : SecurityCache FILE: Common/Securities/Cfd/CfdDataFilter.cs class CfdDataFilter (line 22) | public class CfdDataFilter : SecurityDataFilter FILE: Common/Securities/Cfd/CfdExchange.cs class CfdExchange (line 22) | public class CfdExchange : SecurityExchange method CfdExchange (line 38) | public CfdExchange(SecurityExchangeHours exchangeHours) FILE: Common/Securities/Cfd/CfdHolding.cs class CfdHolding (line 22) | public class CfdHolding : SecurityHolding method CfdHolding (line 29) | public CfdHolding(Cfd security, ICurrencyConverter currencyConverter) FILE: Common/Securities/CompositeSecurityInitializer.cs class CompositeSecurityInitializer (line 28) | public class CompositeSecurityInitializer : ISecurityInitializer method CompositeSecurityInitializer (line 41) | public CompositeSecurityInitializer(params PyObject[] initializers) method CompositeSecurityInitializer (line 50) | public CompositeSecurityInitializer(params ISecurityInitializer[] init... method Initialize (line 59) | public void Initialize(Security security) method AddSecurityInitializer (line 71) | public void AddSecurityInitializer(ISecurityInitializer initializer) FILE: Common/Securities/ConstantBuyingPowerModel.cs class ConstantBuyingPowerModel (line 22) | public class ConstantBuyingPowerModel : BuyingPowerModel method ConstantBuyingPowerModel (line 31) | public ConstantBuyingPowerModel(decimal marginRequiredPerUnitInAccount... method SetLeverage (line 45) | public override void SetLeverage(Security security, decimal leverage) method GetInitialMarginRequirement (line 57) | public override InitialMargin GetInitialMarginRequirement(InitialMargi... method GetMaintenanceMargin (line 67) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMarg... FILE: Common/Securities/ContractSecurityFilterUniverse.cs class ContractSecurityFilterUniverse (line 29) | public abstract class ContractSecurityFilterUniverse : IDeriva... type ContractExpirationType (line 40) | [Flags] method ContractSecurityFilterUniverse (line 113) | protected ContractSecurityFilterUniverse() method ContractSecurityFilterUniverse (line 121) | protected ContractSecurityFilterUniverse(IEnumerable allData, D... method IsStandard (line 132) | protected abstract bool IsStandard(Symbol symbol); method CreateDataInstance (line 138) | protected abstract TData CreateDataInstance(Symbol symbol); method ApplyTypesFilter (line 144) | internal T ApplyTypesFilter() method Refresh (line 191) | public virtual void Refresh(IEnumerable allData, DateTime local... method StandardsOnly (line 204) | public T StandardsOnly() method IncludeWeeklys (line 220) | [Obsolete("IncludeWeeklys is obsolete because weekly contracts are now... method WeeklysOnly (line 237) | public T WeeklysOnly() method FrontMonth (line 247) | public virtual T FrontMonth() method BackMonths (line 262) | public virtual T BackMonths() method BackMonth (line 277) | public T BackMonth() method AdjustExpirationReferenceDate (line 287) | protected virtual DateTime AdjustExpirationReferenceDate(DateTime refe... method Expiration (line 300) | public virtual T Expiration(TimeSpan minExpiry, TimeSpan maxExpiry) method Expiration (line 329) | public T Expiration(int minExpiryDays, int maxExpiryDays) method Contracts (line 340) | public T Contracts(PyObject contracts) method Contracts (line 358) | public T Contracts(IEnumerable contracts) method Contracts (line 370) | public T Contracts(IEnumerable contracts) method Contracts (line 382) | public T Contracts(Func, IEnumerable> contr... method Contracts (line 395) | public T Contracts(Func, IEnumerable> contra... method OnlyApplyFilterAtMarketOpen (line 407) | [Obsolete("Deprecated as of 2023-12-13. Filters are always non-dynamic... method GetEnumerator (line 417) | public IEnumerator GetEnumerator() method GetEnumerator (line 425) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Securities/ConvertibleCashAmount.cs class ConvertibleCashAmount (line 21) | public class ConvertibleCashAmount method ConvertibleCashAmount (line 41) | public ConvertibleCashAmount (decimal amount, Cash cash) FILE: Common/Securities/Crypto/Crypto.cs class Crypto (line 30) | public class Crypto : Security, IBaseCurrencySymbol method Crypto (line 52) | public Crypto(SecurityExchangeHours exchangeHours, method Crypto (line 94) | public Crypto(Symbol symbol, method DecomposeCurrencyPair (line 137) | public static void DecomposeCurrencyPair(Symbol symbol, SymbolProperti... FILE: Common/Securities/Crypto/CryptoExchange.cs class CryptoExchange (line 22) | public class CryptoExchange : SecurityExchange method CryptoExchange (line 29) | public CryptoExchange(string market) method CryptoExchange (line 39) | public CryptoExchange(SecurityExchangeHours exchangeHours) FILE: Common/Securities/Crypto/CryptoHolding.cs class CryptoHolding (line 22) | public class CryptoHolding : SecurityHolding method CryptoHolding (line 29) | public CryptoHolding(Crypto security, ICurrencyConverter currencyConve... FILE: Common/Securities/CryptoFuture/BinanceFutureMarginInterestRateModel.cs class BinanceFutureMarginInterestRateModel (line 25) | public class BinanceFutureMarginInterestRateModel : IMarginInterestRateM... method ApplyMarginInterestRate (line 33) | public void ApplyMarginInterestRate(MarginInterestRateParameters margi... method GetNextFundingRateApplication (line 83) | private static DateTime GetNextFundingRateApplication(DateTime current... FILE: Common/Securities/CryptoFuture/BybitFutureMarginInterestRateModel.cs class BybitFutureMarginInterestRateModel (line 22) | public class BybitFutureMarginInterestRateModel : BinanceFutureMarginInt... FILE: Common/Securities/CryptoFuture/CryptoFuture.cs class CryptoFuture (line 25) | public class CryptoFuture : Security, IBaseCurrencySymbol method CryptoFuture (line 48) | public CryptoFuture(Symbol symbol, method IsCryptoCoinFuture (line 84) | public bool IsCryptoCoinFuture() method IsCryptoCoinFuture (line 94) | private static bool IsCryptoCoinFuture(string quoteCurrency) FILE: Common/Securities/CryptoFuture/CryptoFutureExchange.cs class CryptoFutureExchange (line 22) | public class CryptoFutureExchange : SecurityExchange method CryptoFutureExchange (line 28) | public CryptoFutureExchange(string market) method CryptoFutureExchange (line 38) | public CryptoFutureExchange(SecurityExchangeHours exchangeHours) FILE: Common/Securities/CryptoFuture/CryptoFutureHolding.cs class CryptoFutureHolding (line 22) | public class CryptoFutureHolding : SecurityHolding method CryptoFutureHolding (line 29) | public CryptoFutureHolding(Security security, ICurrencyConverter curre... method GetQuantityValue (line 41) | public override ConvertibleCashAmount GetQuantityValue(decimal quantit... FILE: Common/Securities/CryptoFuture/CryptoFutureMarginModel.cs class CryptoFutureMarginModel (line 25) | public class CryptoFutureMarginModel : SecurityMarginModel method CryptoFutureMarginModel (line 33) | [Obsolete("This constructor is deprecated, please use the overload wit... method CryptoFutureMarginModel (line 43) | public CryptoFutureMarginModel(decimal leverage = 25) method GetMaintenanceMargin (line 53) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMarg... method GetInitialMarginRequirement (line 63) | public override InitialMargin GetInitialMarginRequirement(InitialMargi... method GetMarginRemaining (line 86) | protected override decimal GetMarginRemaining(SecurityPortfolioManager... method GetCollateralCash (line 145) | private static Cash GetCollateralCash(Security security) FILE: Common/Securities/CryptoFuture/dYdXFutureMarginInterestRateModel.cs class dYdXFutureMarginInterestRateModel (line 22) | public class dYdXFutureMarginInterestRateModel : BinanceFutureMarginInte... FILE: Common/Securities/CurrencyConversion/ConstantCurrencyConversion.cs class ConstantCurrencyConversion (line 26) | public class ConstantCurrencyConversion : ICurrencyConversion method ConstantCurrencyConversion (line 76) | public ConstantCurrencyConversion(string sourceCurrency, string destin... method Update (line 87) | public void Update() method Identity (line 97) | public static ConstantCurrencyConversion Identity(string sourceCurrenc... method Null (line 105) | public static ConstantCurrencyConversion Null(string sourceCurrency, s... FILE: Common/Securities/CurrencyConversion/ICurrencyConversion.cs type ICurrencyConversion (line 25) | public interface ICurrencyConversion method Update (line 56) | void Update(); FILE: Common/Securities/CurrencyConversion/SecurityCurrencyConversion.cs class SecurityCurrencyConversion (line 28) | public class SecurityCurrencyConversion : ICurrencyConversion class Step (line 33) | private class Step method Step (line 50) | public Step(Security rateSecurity, bool inverted) method SecurityCurrencyConversion (line 146) | private SecurityCurrencyConversion(string sourceCurrency, string desti... method Update (line 158) | public void Update() method LinearSearch (line 173) | public static SecurityCurrencyConversion LinearSearch( method CreateStep (line 266) | private static Step CreateStep( FILE: Common/Securities/DefaultMarginCallModel.cs class DefaultMarginCallModel (line 33) | public class DefaultMarginCallModel : IMarginCallModel method DefaultMarginCallModel (line 60) | public DefaultMarginCallModel(SecurityPortfolioManager portfolio, IOrd... method GetMarginCallOrders (line 73) | public List GetMarginCallOrders(out bool issueMarg... method GenerateMarginCallOrders (line 125) | protected virtual IEnumerable GenerateMarginCallOr... method ExecuteMarginCall (line 187) | public virtual List ExecuteMarginCall(IEnumerable() method HasProperty (line 75) | public bool HasProperty(string name) method Get (line 88) | public T Get() method GetAll (line 97) | public IReadOnlyList GetAll() method Get (line 107) | public PyObject Get(Type type) method GetAll (line 127) | public IList GetAll(Type type) method SetProperty (line 138) | [Obsolete("DynamicSecurityData is a view of the SecurityCache. It is r... method GetProperty (line 149) | public object GetProperty(string name) method GetAllImpl (line 172) | private dynamic GetAllImpl(Type type) method GetGenericListType (line 200) | private Type GetGenericListType(Type type) FILE: Common/Securities/EmptyContractFilter.cs class EmptyContractFilter (line 27) | public class EmptyContractFilter : IDerivativeSecurityFilter method Filter (line 40) | public IDerivativeSecurityFilterUniverse Filter(IDerivativeSecurity... class NoneIDerivativeSecurityFilterUniverse (line 45) | private class NoneIDerivativeSecurityFilterUniverse : IDerivativeSecur... method GetEnumerator (line 49) | public IEnumerator GetEnumerator() method GetEnumerator (line 54) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Securities/Equity/Equity.cs class Equity (line 28) | public class Equity : Security method Equity (line 72) | public Equity(Symbol symbol, method Equity (line 106) | public Equity(SecurityExchangeHours exchangeHours, method SetDataNormalizationMode (line 140) | public override void SetDataNormalizationMode(DataNormalizationMode mode) FILE: Common/Securities/Equity/EquityCache.cs class EquityCache (line 23) | public class EquityCache : SecurityCache method EquityCache (line 28) | public EquityCache() FILE: Common/Securities/Equity/EquityDataFilter.cs class EquityDataFilter (line 24) | public class EquityDataFilter : SecurityDataFilter method EquityDataFilter (line 29) | public EquityDataFilter() : base() method Filter (line 39) | public override bool Filter(Security vehicle, BaseData data) FILE: Common/Securities/Equity/EquityExchange.cs class EquityExchange (line 22) | public class EquityExchange : SecurityExchange method EquityExchange (line 36) | public EquityExchange() method EquityExchange (line 46) | public EquityExchange(SecurityExchangeHours exchangeHours) FILE: Common/Securities/Equity/EquityHolding.cs class EquityHolding (line 22) | public class EquityHolding : SecurityHolding method EquityHolding (line 29) | public EquityHolding(Security security, ICurrencyConverter currencyCon... FILE: Common/Securities/Equity/ShortMarginInterestRateModel.cs class ShortMarginInterestRateModel (line 27) | public class ShortMarginInterestRateModel : IMarginInterestRateModel method ApplyMarginInterestRate (line 44) | public void ApplyMarginInterestRate(MarginInterestRateParameters margi... FILE: Common/Securities/EquityPriceVariationModel.cs class EquityPriceVariationModel (line 26) | public class EquityPriceVariationModel : SecurityPriceVariationModel method GetMinimumPriceVariation (line 33) | public override decimal GetMinimumPriceVariation(GetMinimumPriceVariat... FILE: Common/Securities/ErrorCurrencyConverter.cs class ErrorCurrencyConverter (line 24) | public class ErrorCurrencyConverter : ICurrencyConverter method ErrorCurrencyConverter (line 43) | private ErrorCurrencyConverter() method ConvertToAccountCurrency (line 52) | public CashAmount ConvertToAccountCurrency(CashAmount cashAmount) FILE: Common/Securities/Forex/Forex.cs class Forex (line 29) | public class Forex : Security, IBaseCurrencySymbol method Forex (line 51) | public Forex(SecurityExchangeHours exchangeHours, method Forex (line 93) | public Forex(Symbol symbol, method DecomposeCurrencyPair (line 130) | public static void DecomposeCurrencyPair(string currencyPair, out stri... FILE: Common/Securities/Forex/ForexCache.cs class ForexCache (line 23) | public class ForexCache : SecurityCache method ForexCache (line 28) | public ForexCache() FILE: Common/Securities/Forex/ForexDataFilter.cs class ForexDataFilter (line 24) | public class ForexDataFilter : SecurityDataFilter method ForexDataFilter (line 29) | public ForexDataFilter() method Filter (line 40) | public override bool Filter(Security vehicle, BaseData data) FILE: Common/Securities/Forex/ForexExchange.cs class ForexExchange (line 22) | public class ForexExchange : SecurityExchange method ForexExchange (line 37) | public ForexExchange() method ForexExchange (line 47) | public ForexExchange(SecurityExchangeHours exchangeHours) FILE: Common/Securities/Forex/ForexHolding.cs class ForexHolding (line 24) | public class ForexHolding : SecurityHolding method ForexHolding (line 31) | public ForexHolding(Forex security, ICurrencyConverter currencyConverter) method TotalCloseProfitPips (line 39) | public decimal TotalCloseProfitPips() FILE: Common/Securities/FuncSecurityDerivativeFilter.cs class FuncSecurityDerivativeFilter (line 24) | public class FuncSecurityDerivativeFilter : IDerivativeSecurityFilter method FuncSecurityDerivativeFilter (line 38) | public FuncSecurityDerivativeFilter(Func Filter(IDerivativeSecurity... FILE: Common/Securities/FuncSecurityInitializer.cs class FuncSecurityInitializer (line 26) | public class FuncSecurityInitializer : ISecurityInitializer method FuncSecurityInitializer (line 34) | public FuncSecurityInitializer(PyObject initializer) method FuncSecurityInitializer (line 47) | public FuncSecurityInitializer(Action initializer) method Initialize (line 56) | public void Initialize(Security security) FILE: Common/Securities/FuncSecuritySeeder.cs class FuncSecuritySeeder (line 28) | public class FuncSecuritySeeder : ISecuritySeeder method FuncSecuritySeeder (line 37) | public FuncSecuritySeeder(PyObject seedFunction) method FuncSecuritySeeder (line 57) | public FuncSecuritySeeder(Func seedFunction) method FuncSecuritySeeder (line 66) | public FuncSecuritySeeder(Func> seedFu... method SeedSecurity (line 76) | public bool SeedSecurity(Security security) FILE: Common/Securities/Future/EmptyFutureChainProvider.cs class EmptyFutureChainProvider (line 26) | public class EmptyFutureChainProvider : IFutureChainProvider method GetFutureContractList (line 34) | public IEnumerable GetFutureContractList(Symbol symbol, DateTi... FILE: Common/Securities/Future/Future.cs class Future (line 31) | public class Future : Security, IContinuousSecurity method Future (line 72) | public Future(SecurityExchangeHours exchangeHours, method Future (line 116) | public Future(Symbol symbol, method SetLocalTimeKeeper (line 196) | public override void SetLocalTimeKeeper(LocalTimeKeeper localTimeKeeper) method SetFilter (line 215) | public void SetFilter(TimeSpan minExpiry, TimeSpan maxExpiry) method SetFilter (line 228) | public void SetFilter(int minExpiryDays, int maxExpiryDays) method SetFilter (line 237) | public void SetFilter(Func... method SetFilter (line 247) | public void SetFilter(PyObject universeFunc) method SetFilterImp (line 253) | private void SetFilterImp(Func allData, DateT... method IsStandard (line 43) | protected override bool IsStandard(Symbol symbol) method CreateDataInstance (line 52) | protected override FutureUniverse CreateDataInstance(Symbol symbol) method ExpirationCycle (line 66) | public FutureFilterUniverse ExpirationCycle(int[] months) class FutureFilterUniverseEx (line 76) | public static class FutureFilterUniverseEx method Where (line 84) | public static FutureFilterUniverse Where(this FutureFilterUniverse uni... method Select (line 96) | public static FutureFilterUniverse Select(this FutureFilterUniverse un... method SelectMany (line 108) | public static FutureFilterUniverse SelectMany(this FutureFilterUnivers... FILE: Common/Securities/Future/FutureHolding.cs class FutureHolding (line 22) | public class FutureHolding : SecurityHolding method FutureHolding (line 45) | public FutureHolding(Security security, ICurrencyConverter currencyCon... FILE: Common/Securities/Future/FutureMarginModel.cs class FutureMarginModel (line 32) | public class FutureMarginModel : SecurityMarginModel method FutureMarginModel (line 75) | public FutureMarginModel(decimal requiredFreeBuyingPowerPercent = 0, S... method GetLeverage (line 86) | public override decimal GetLeverage(Security security) method SetLeverage (line 99) | public override void SetLeverage(Security security, decimal leverage) method GetMaximumOrderQuantityForTargetBuyingPower (line 111) | public override GetMaximumOrderQuantityResult GetMaximumOrderQuantityF... method GetInitialMarginRequiredForOrder (line 128) | public override InitialMargin GetInitialMarginRequiredForOrder( method GetMaintenanceMargin (line 151) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMarg... method GetInitialMarginRequirement (line 179) | public override InitialMargin GetInitialMarginRequirement(InitialMargi... method GetCurrentMarginRequirements (line 205) | private MarginRequirementsEntry GetCurrentMarginRequirements(Security ... method LoadMarginRequirementsHistory (line 230) | private static MarginRequirementsEntry[] LoadMarginRequirementsHistory... method FromCsvFile (line 255) | private static MarginRequirementsEntry[] FromCsvFile(Symbol symbol) method ClearMarginCache (line 293) | private static void ClearMarginCache() FILE: Common/Securities/Future/FutureSettlementModel.cs class FutureSettlementModel (line 24) | public class FutureSettlementModel : ImmediateSettlementModel method ApplyFunds (line 34) | public override void ApplyFunds(ApplyFundsSettlementModelParameters ap... method Scan (line 65) | public override void Scan(ScanSettlementModelParameters settlementPara... method SetLocalDateTimeFrontier (line 98) | public void SetLocalDateTimeFrontier(DateTime newLocalTime) FILE: Common/Securities/Future/FutureSymbol.cs class FutureSymbol (line 24) | public static class FutureSymbol method IsStandard (line 31) | public static bool IsStandard(Symbol symbol) method IsWeekly (line 58) | public static bool IsWeekly(Symbol symbol) FILE: Common/Securities/Future/Futures.cs class Futures (line 24) | public static class Futures class Grains (line 36) | public static class Grains class Currencies (line 102) | public static class Currencies class Energies (line 342) | [Obsolete("Futures.Energies is obsolete, please use Futures.Energy ins... class Energy (line 816) | public static class Energy class Financials (line 1289) | public static class Financials class Indices (line 1365) | public static class Indices class Forestry (line 1651) | public static class Forestry class Meats (line 1667) | public static class Meats class Metals (line 1691) | public static class Metals class Softs (line 1790) | public static class Softs FILE: Common/Securities/Future/FuturesExpiryFunctions.cs class FuturesExpiryFunctions (line 25) | public class FuturesExpiryFunctions method FuturesExpiryFunction (line 30) | public static Func FuturesExpiryFunction(Symbol sy... method GetDAXFuturesExpiry (line 3510) | private static Func GetDAXFuturesExpiry(string mar... FILE: Common/Securities/Future/FuturesExpiryUtilityFunctions.cs class FuturesExpiryUtilityFunctions (line 26) | public static class FuturesExpiryUtilityFunctions method GetExpirationHolidays (line 35) | internal static HashSet GetExpirationHolidays(string market,... method AddBusinessDays (line 50) | public static DateTime AddBusinessDays(DateTime time, int n, HashSet NthFriday(time, 2); method ThirdFriday (line 220) | public static DateTime ThirdFriday(DateTime time) => NthFriday(time, 3); method NthFriday (line 228) | public static DateTime NthFriday(DateTime time, int n) => NthWeekday(t... method ThirdWednesday (line 235) | public static DateTime ThirdWednesday(DateTime time) => NthWeekday(tim... method NthWeekday (line 244) | public static DateTime NthWeekday(DateTime time, int n, DayOfWeek dayO... method LastWeekday (line 264) | public static DateTime LastWeekday(DateTime time, DayOfWeek dayOfWeek) method LastThursday (line 278) | public static DateTime LastThursday(DateTime time) => LastWeekday(time... method LastFriday (line 285) | public static DateTime LastFriday(DateTime time) => LastWeekday(time, ... method NotHoliday (line 293) | public static bool NotHoliday(DateTime time, IEnumerable hol... method NotPrecededByHoliday (line 304) | public static bool NotPrecededByHoliday(DateTime thursday, IEnumerable... method GetDeltaBetweenContractMonthAndContractExpiry (line 333) | public static int GetDeltaBetweenContractMonthAndContractExpiry(string... method GetFutureContractMonth (line 341) | public static DateTime GetFutureContractMonth(Symbol symbol) method GetFutureExpirationFromContractMonth (line 358) | public static DateTime GetFutureExpirationFromContractMonth(string sym... method GetFutureExpirationFromContractMonth (line 366) | public static DateTime GetFutureExpirationFromContractMonth(Symbol fut... method ThirdFriday (line 376) | public static DateTime ThirdFriday(DateTime time, Symbol contract) method IsFutureContractExpired (line 390) | public static bool IsFutureContractExpired(Symbol symbol, DateTime cur... FILE: Common/Securities/Future/FuturesListings.cs class FuturesListings (line 29) | public static class FuturesListings method ListedContracts (line 95) | public static List ListedContracts(string futureTicker, DateTi... method QuarterlyContracts (line 115) | private static List QuarterlyContracts(Symbol canonicalFuture,... method MonthlyContractListings (line 160) | private static List MonthlyContractListings( class FuturesListingCycles (line 232) | private class FuturesListingCycles method FuturesListingCycles (line 250) | public FuturesListingCycles(int[] cycle, int limit) FILE: Common/Securities/Future/MarginRequirementsEntry.cs class MarginRequirementsEntry (line 25) | public class MarginRequirementsEntry method Create (line 57) | public static MarginRequirementsEntry Create(string csvLine) FILE: Common/Securities/FutureOption/Api/CMEOptionChainQuotes.cs class CMEOptionChainQuotes (line 25) | public class CMEOptionChainQuotes class CMEOptionChainQuoteEntry (line 37) | public class CMEOptionChainQuoteEntry FILE: Common/Securities/FutureOption/Api/CMEOptionsCategoryList.cs class CMEOptionsTradeDatesAndExpiration (line 27) | public class CMEOptionsTradeDatesAndExpiration class CMEOptionsExpiration (line 84) | public class CMEOptionsExpiration class CMEOptionExpirationEntry (line 115) | public class CMEOptionExpirationEntry FILE: Common/Securities/FutureOption/Api/CMEProductSlateV2.cs class CMEProductSlateV2ListResponse (line 24) | public class CMEProductSlateV2ListResponse class CMEProductSlateV2ListEntry (line 36) | public class CMEProductSlateV2ListEntry FILE: Common/Securities/FutureOption/Api/CMEStrikePriceScalingFactors.cs class CMEStrikePriceScalingFactors (line 23) | public class CMEStrikePriceScalingFactors method GetScaleFactor (line 39) | public static decimal GetScaleFactor(Symbol underlyingFuture) FILE: Common/Securities/FutureOption/FutureOption.cs class FutureOption (line 26) | public class FutureOption : Option.Option method FutureOption (line 39) | public FutureOption(Symbol symbol, FILE: Common/Securities/FutureOption/FutureOptionSymbol.cs class FutureOptionSymbol (line 23) | public static class FutureOptionSymbol method IsStandard (line 33) | public static bool IsStandard(Symbol _) => true; method GetLastDayOfTrading (line 40) | public static DateTime GetLastDayOfTrading(Symbol symbol) => symbol.ID... FILE: Common/Securities/FutureOption/FuturesOptionsExpiryFunctions.cs class FuturesOptionsExpiryFunctions (line 25) | public static class FuturesOptionsExpiryFunctions method FuturesOptionExpiry (line 119) | public static DateTime FuturesOptionExpiry(Symbol canonicalFutureOptio... method GetFutureOptionExpiryFromFutureExpiry (line 144) | public static DateTime GetFutureOptionExpiryFromFutureExpiry(Symbol fu... method FridayBeforeTwoBusinessDaysBeforeEndOfMonth (line 164) | private static DateTime FridayBeforeTwoBusinessDaysBeforeEndOfMonth(Sy... method FourthLastBusinessDayInPrecedingMonthFromContractMonth (line 193) | private static DateTime FourthLastBusinessDayInPrecedingMonthFromContr... method SecondFridayBeforeThirdWednesdayOfContractMonth (line 218) | private static DateTime SecondFridayBeforeThirdWednesdayOfContractMont... method FirstFridayOfContractMonth (line 235) | public static DateTime FirstFridayOfContractMonth(Symbol underlyingFut... method TenthBusinessDayOfContractMonth (line 249) | public static DateTime TenthBusinessDayOfContractMonth(Symbol underlyi... method LastBusinessDayInPrecedingMonthFromContractMonth (line 258) | private static DateTime LastBusinessDayInPrecedingMonthFromContractMon... FILE: Common/Securities/FutureOption/FuturesOptionsMarginModel.cs class FuturesOptionsMarginModel (line 26) | public class FuturesOptionsMarginModel : FutureMarginModel method FuturesOptionsMarginModel (line 55) | public FuturesOptionsMarginModel(decimal requiredFreeBuyingPowerPercen... method GetMaintenanceMargin (line 71) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMarg... method GetInitialMarginRequirement (line 89) | public override InitialMargin GetInitialMarginRequirement(InitialMargi... method GetMarginRequirement (line 104) | public static int GetMarginRequirement(Option option, decimal underlyi... FILE: Common/Securities/FutureOption/FuturesOptionsSymbolMappings.cs class FuturesOptionsSymbolMappings (line 24) | public static class FuturesOptionsSymbolMappings method Map (line 76) | public static string Map(string futureTicker) method MapFromOption (line 94) | public static string MapFromOption(string futureOptionTicker) FILE: Common/Securities/FutureOption/FuturesOptionsUnderlyingMapper.cs class FuturesOptionsUnderlyingMapper (line 45) | public static class FuturesOptionsUnderlyingMapper method GetUnderlyingFutureFromFutureOption (line 110) | public static Symbol GetUnderlyingFutureFromFutureOption(string future... method ContractMonthSerialLookupRule (line 146) | private static DateTime? ContractMonthSerialLookupRule(Symbol canonica... method ContractMonthEvenOddMonth (line 182) | private static DateTime ContractMonthEvenOddMonth(DateTime futureOptio... method ContractMonthYearStartThreeMonthsThenEvenOddMonthsSkipRule (line 203) | private static DateTime ContractMonthYearStartThreeMonthsThenEvenOddMo... method GetFutureContractMonthNoRulesApplied (line 220) | public static DateTime GetFutureContractMonthNoRulesApplied(Symbol can... FILE: Common/Securities/GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs class GetMaximumOrderQuantityForDeltaBuyingPowerParameters (line 21) | public class GetMaximumOrderQuantityForDeltaBuyingPowerParameters method GetMaximumOrderQuantityForDeltaBuyingPowerParameters (line 61) | public GetMaximumOrderQuantityForDeltaBuyingPowerParameters(SecurityPo... FILE: Common/Securities/GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs class GetMaximumOrderQuantityForTargetBuyingPowerParameters (line 21) | public class GetMaximumOrderQuantityForTargetBuyingPowerParameters method GetMaximumOrderQuantityForTargetBuyingPowerParameters (line 59) | public GetMaximumOrderQuantityForTargetBuyingPowerParameters(SecurityP... FILE: Common/Securities/GetMaximumOrderQuantityResult.cs class GetMaximumOrderQuantityResult (line 22) | public class GetMaximumOrderQuantityResult method GetMaximumOrderQuantityResult (line 44) | public GetMaximumOrderQuantityResult(decimal quantity, string reason =... method GetMaximumOrderQuantityResult (line 57) | public GetMaximumOrderQuantityResult(decimal quantity, string reason, ... FILE: Common/Securities/GetMinimumPriceVariationParameters.cs class GetMinimumPriceVariationParameters (line 22) | public class GetMinimumPriceVariationParameters method GetMinimumPriceVariationParameters (line 39) | public GetMinimumPriceVariationParameters(Security security, decimal r... FILE: Common/Securities/HasSufficientBuyingPowerForOrderParameters.cs class HasSufficientBuyingPowerForOrderParameters (line 25) | public class HasSufficientBuyingPowerForOrderParameters method HasSufficientBuyingPowerForOrderParameters (line 48) | public HasSufficientBuyingPowerForOrderParameters(SecurityPortfolioMan... method ForUnderlying (line 63) | public HasSufficientBuyingPowerForOrderParameters ForUnderlying(Order ... method Sufficient (line 72) | public HasSufficientBuyingPowerForOrderResult Sufficient() method Insufficient (line 80) | public HasSufficientBuyingPowerForOrderResult Insufficient(string reason) method Insufficient (line 88) | public HasSufficientBuyingPowerForOrderResult Insufficient(Formattable... FILE: Common/Securities/HasSufficientBuyingPowerForOrderResult.cs class HasSufficientBuyingPowerForOrderResult (line 21) | public class HasSufficientBuyingPowerForOrderResult method HasSufficientBuyingPowerForOrderResult (line 38) | public HasSufficientBuyingPowerForOrderResult(bool isSufficient, strin... FILE: Common/Securities/IBaseCurrencySymbol.cs type IBaseCurrencySymbol (line 21) | public interface IBaseCurrencySymbol FILE: Common/Securities/IBuyingPowerModel.cs type IBuyingPowerModel (line 21) | public interface IBuyingPowerModel method GetLeverage (line 28) | decimal GetLeverage(Security security); method SetLeverage (line 38) | void SetLeverage(Security security, decimal leverage); method GetMaintenanceMargin (line 45) | MaintenanceMargin GetMaintenanceMargin(MaintenanceMarginParameters par... method GetInitialMarginRequirement (line 52) | InitialMargin GetInitialMarginRequirement(InitialMarginParameters para... method GetInitialMarginRequiredForOrder (line 59) | InitialMargin GetInitialMarginRequiredForOrder(InitialMarginRequiredFo... method HasSufficientBuyingPowerForOrder (line 66) | HasSufficientBuyingPowerForOrderResult HasSufficientBuyingPowerForOrde... method GetMaximumOrderQuantityForTargetBuyingPower (line 74) | GetMaximumOrderQuantityResult GetMaximumOrderQuantityForTargetBuyingPo... method GetMaximumOrderQuantityForDeltaBuyingPower (line 83) | GetMaximumOrderQuantityResult GetMaximumOrderQuantityForDeltaBuyingPow... method GetReservedBuyingPowerForPosition (line 90) | ReservedBuyingPowerForPosition GetReservedBuyingPowerForPosition(Reser... method GetBuyingPower (line 97) | BuyingPower GetBuyingPower(BuyingPowerParameters parameters); FILE: Common/Securities/IChainUniverseData.cs type IChainUniverseData (line 24) | public interface IChainUniverseData : IBaseData FILE: Common/Securities/IContinuousSecurity.cs type IContinuousSecurity (line 21) | public interface IContinuousSecurity FILE: Common/Securities/ICurrencyConverter.cs type ICurrencyConverter (line 21) | public interface ICurrencyConverter method ConvertToAccountCurrency (line 33) | CashAmount ConvertToAccountCurrency(CashAmount cashAmount); FILE: Common/Securities/IDerivativeSecurity.cs type IDerivativeSecurity (line 21) | public interface IDerivativeSecurity FILE: Common/Securities/IDerivativeSecurityFilter.cs type IDerivativeSecurityFilter (line 22) | public interface IDerivativeSecurityFilter method Filter (line 30) | IDerivativeSecurityFilterUniverse Filter(IDerivativeSecurityFilterU... FILE: Common/Securities/IDerivativeSecurityFilterUniverse.cs type IDerivativeSecurityFilterUniverse (line 24) | public interface IDerivativeSecurityFilterUniverse : IEnumerable FILE: Common/Securities/IMarginCallModel.cs type IMarginCallModel (line 25) | public interface IMarginCallModel method GetMarginCallOrders (line 33) | List GetMarginCallOrders(out bool issueMarginCallW... method ExecuteMarginCall (line 41) | List ExecuteMarginCall(IEnumerable ge... class MarginCallModel (line 47) | public static class MarginCallModel class NullMarginCallModel (line 55) | private sealed class NullMarginCallModel : IMarginCallModel method GetMarginCallOrders (line 57) | public List GetMarginCallOrders(out bool issueMa... method ExecuteMarginCall (line 63) | public List ExecuteMarginCall(IEnumerable GetOrdersByBrokerageId(string brokerageId); method GetOrderTickets (line 51) | IEnumerable GetOrderTickets(Func filte... method GetOpenOrderTickets (line 58) | IEnumerable GetOpenOrderTickets(Func f... method GetOrderTicket (line 65) | OrderTicket GetOrderTicket(int orderId); method GetOrders (line 73) | IEnumerable GetOrders(Func filter = null); method GetOpenOrders (line 81) | List GetOpenOrders(Func filter = null); method GetProjectedHoldings (line 91) | ProjectedHoldings GetProjectedHoldings(Security security); class OrderProviderExtensions (line 97) | public static class OrderProviderExtensions method GetOrdersByBrokerageId (line 105) | public static List GetOrdersByBrokerageId(this IOrderProvider o... method GetOrdersByBrokerageId (line 116) | public static List GetOrdersByBrokerageId(this IOrderProvider o... FILE: Common/Securities/IPriceVariationModel.cs type IPriceVariationModel (line 22) | public interface IPriceVariationModel method GetMinimumPriceVariation (line 29) | decimal GetMinimumPriceVariation(GetMinimumPriceVariationParameters pa... FILE: Common/Securities/IRegisteredSecurityDataTypesProvider.cs type IRegisteredSecurityDataTypesProvider (line 24) | public interface IRegisteredSecurityDataTypesProvider method RegisterType (line 30) | bool RegisterType(Type type); method UnregisterType (line 36) | bool UnregisterType(Type type); method TryGetType (line 42) | bool TryGetType(string name, out Type type); FILE: Common/Securities/ISecurityInitializer.cs type ISecurityInitializer (line 22) | public interface ISecurityInitializer method Initialize (line 28) | void Initialize(Security security); class SecurityInitializer (line 34) | public static class SecurityInitializer class NullSecurityInitializer (line 41) | private sealed class NullSecurityInitializer : ISecurityInitializer method Initialize (line 43) | public void Initialize(Security security) { } FILE: Common/Securities/ISecurityPortfolioModel.cs type ISecurityPortfolioModel (line 23) | public interface ISecurityPortfolioModel method ProcessFill (line 31) | void ProcessFill(SecurityPortfolioManager portfolio, Security security... FILE: Common/Securities/ISecurityProvider.cs type ISecurityProvider (line 21) | public interface ISecurityProvider method GetSecurity (line 28) | Security GetSecurity(Symbol symbol); class SecurityProviderExtensions (line 34) | public static class SecurityProviderExtensions method GetHoldingsQuantity (line 42) | public static decimal GetHoldingsQuantity(this ISecurityProvider provi... FILE: Common/Securities/ISecuritySeeder.cs type ISecuritySeeder (line 22) | public interface ISecuritySeeder method SeedSecurity (line 29) | bool SeedSecurity(Security security); class SecuritySeeder (line 35) | public static class SecuritySeeder class NullSecuritySeeder (line 42) | private sealed class NullSecuritySeeder : ISecuritySeeder method SeedSecurity (line 44) | public bool SeedSecurity(Security security) FILE: Common/Securities/ISettlementModel.cs type ISettlementModel (line 21) | public interface ISettlementModel method ApplyFunds (line 27) | void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParamete... method Scan (line 33) | void Scan(ScanSettlementModelParameters settlementParameters); method GetUnsettledCash (line 38) | CashAmount GetUnsettledCash(); FILE: Common/Securities/IdentityCurrencyConverter.cs class IdentityCurrencyConverter (line 24) | public class IdentityCurrencyConverter : ICurrencyConverter method IdentityCurrencyConverter (line 35) | public IdentityCurrencyConverter(string accountCurrency) method ConvertToAccountCurrency (line 46) | public CashAmount ConvertToAccountCurrency(CashAmount cashAmount) FILE: Common/Securities/ImmediateSettlementModel.cs class ImmediateSettlementModel (line 22) | public class ImmediateSettlementModel : ISettlementModel method ApplyFunds (line 28) | public virtual void ApplyFunds(ApplyFundsSettlementModelParameters app... method Scan (line 39) | public virtual void Scan(ScanSettlementModelParameters settlementParam... method GetUnsettledCash (line 46) | public virtual CashAmount GetUnsettledCash() FILE: Common/Securities/Index/Index.cs class Index (line 27) | public class Index : Security method Index (line 58) | public Index(SecurityExchangeHours exchangeHours, method Index (line 98) | public Index(Symbol symbol, method Reset (line 132) | public override void Reset() FILE: Common/Securities/Index/IndexCache.cs class IndexCache (line 23) | public class IndexCache : SecurityCache FILE: Common/Securities/Index/IndexDataFilter.cs class IndexDataFilter (line 22) | public class IndexDataFilter : SecurityDataFilter FILE: Common/Securities/Index/IndexExchange.cs class IndexExchange (line 22) | public class IndexExchange : SecurityExchange method IndexExchange (line 38) | public IndexExchange(SecurityExchangeHours exchangeHours) FILE: Common/Securities/Index/IndexHolding.cs class IndexHolding (line 22) | public class IndexHolding : SecurityHolding method IndexHolding (line 29) | public IndexHolding(Index security, ICurrencyConverter currencyConverter) FILE: Common/Securities/Index/IndexSymbol.cs class IndexSymbol (line 24) | public static class IndexSymbol method GetIndexExchange (line 150) | public static string GetIndexExchange(Symbol symbol) method TryGetIndexMarket (line 161) | public static bool TryGetIndexMarket(string ticker, out string market) FILE: Common/Securities/IndexOption/IndexOption.cs class IndexOption (line 27) | public class IndexOption : Option.Option method IndexOption (line 42) | public IndexOption(Symbol symbol, method UpdateConsumersMarketPrice (line 84) | protected override void UpdateConsumersMarketPrice(BaseData data) method UpdateSymbolProperties (line 93) | internal override void UpdateSymbolProperties(SymbolProperties symbolP... FILE: Common/Securities/IndexOption/IndexOptionPriceVariationModel.cs class IndexOptionPriceVariationModel (line 22) | public class IndexOptionPriceVariationModel : IPriceVariationModel method GetMinimumPriceVariation (line 29) | public decimal GetMinimumPriceVariation(GetMinimumPriceVariationParame... FILE: Common/Securities/IndexOption/IndexOptionSymbol.cs class IndexOptionSymbol (line 26) | public static class IndexOptionSymbol method IsStandard (line 64) | public static bool IsStandard(Symbol symbol) method IsIndexOption (line 98) | public static bool IsIndexOption(string ticker) method MapToUnderlying (line 108) | public static string MapToUnderlying(string indexOption) method GetLastTradingDate (line 122) | public static DateTime GetLastTradingDate(string ticker, DateTime expi... method GetExpiryDate (line 131) | public static DateTime GetExpiryDate(string ticker, DateTime lastTradi... method GetExpirationOffset (line 141) | private static int GetExpirationOffset(string ticker) FILE: Common/Securities/IndexOption/IndexOptionSymbolProperties.cs class IndexOptionSymbolProperties (line 25) | public class IndexOptionSymbolProperties : OptionSymbolProperties method IndexOptionSymbolProperties (line 42) | public IndexOptionSymbolProperties( method IndexOptionSymbolProperties (line 57) | public IndexOptionSymbolProperties(SymbolProperties properties) method UpdateMarketPrice (line 67) | internal void UpdateMarketPrice(BaseData marketData) method MinimumPriceVariationForPrice (line 78) | public static decimal MinimumPriceVariationForPrice(Symbol symbol, dec... FILE: Common/Securities/InitialMargin.cs class InitialMargin (line 22) | public class InitialMargin method InitialMargin (line 38) | public InitialMargin(decimal value) FILE: Common/Securities/InitialMarginParameters.cs class InitialMarginParameters (line 23) | public class InitialMarginParameters method InitialMarginParameters (line 40) | public InitialMarginParameters(Security security, decimal quantity) method ForUnderlying (line 49) | public InitialMarginParameters ForUnderlying() FILE: Common/Securities/InitialMarginRequiredForOrderParameters.cs class InitialMarginRequiredForOrderParameters (line 23) | public class InitialMarginRequiredForOrderParameters method InitialMarginRequiredForOrderParameters (line 46) | public InitialMarginRequiredForOrderParameters( FILE: Common/Securities/Interfaces/IContinuousContractModel.cs type AdjustmentType (line 25) | public enum AdjustmentType type IContinuousContractModel (line 44) | public interface IContinuousContractModel method GetContinuousData (line 63) | IEnumerator GetContinuousData(DateTime dateTime); method GetRollDates (line 69) | IEnumerator GetRollDates(); method GetCurrentSymbol (line 76) | Symbol GetCurrentSymbol(DateTime dateTime); FILE: Common/Securities/Interfaces/ISecurityDataFilter.cs type ISecurityDataFilter (line 30) | public interface ISecurityDataFilter method Filter (line 37) | bool Filter(Security vehicle, BaseData data); FILE: Common/Securities/LocalMarketHours.cs class LocalMarketHours (line 26) | public class LocalMarketHours method LocalMarketHours (line 77) | public LocalMarketHours(DayOfWeek day, params MarketHoursSegment[] seg... method LocalMarketHours (line 87) | public LocalMarketHours(DayOfWeek day, IEnumerable... method LocalMarketHours (line 116) | public LocalMarketHours(DayOfWeek day, TimeSpan extendedMarketOpen, Ti... method LocalMarketHours (line 129) | public LocalMarketHours(DayOfWeek day, TimeSpan marketOpen, TimeSpan m... method GetMarketOpen (line 142) | public TimeSpan? GetMarketOpen(TimeSpan time, bool extendedMarketHours... method GetMarketClose (line 188) | public TimeSpan? GetMarketClose(TimeSpan time, bool extendedMarketHour... method GetMarketClose (line 203) | public TimeSpan? GetMarketClose(TimeSpan time, bool extendedMarketHour... method IsOpen (line 258) | public bool IsOpen(TimeSpan time, bool extendedMarketHours) method IsOpen (line 285) | public bool IsOpen(TimeSpan start, TimeSpan end, bool extendedMarketHo... method ClosedAllDay (line 318) | public static LocalMarketHours ClosedAllDay(DayOfWeek dayOfWeek) method OpenAllDay (line 346) | public static LocalMarketHours OpenAllDay(DayOfWeek dayOfWeek) method IsContinuousMarketOpen (line 377) | public static bool IsContinuousMarketOpen(TimeSpan? previousSegmentEnd... method ToString (line 400) | public override string ToString() FILE: Common/Securities/MaintenanceMargin.cs class MaintenanceMargin (line 21) | public class MaintenanceMargin method MaintenanceMargin (line 37) | public MaintenanceMargin(decimal value) FILE: Common/Securities/MaintenanceMarginParameters.cs class MaintenanceMarginParameters (line 23) | public class MaintenanceMarginParameters method MaintenanceMarginParameters (line 67) | public MaintenanceMarginParameters( method ForCurrentHoldings (line 84) | public static MaintenanceMarginParameters ForCurrentHoldings(Security ... method ForQuantityAtCurrentPrice (line 97) | public static MaintenanceMarginParameters ForQuantityAtCurrentPrice(Se... method ForUnderlying (line 106) | public MaintenanceMarginParameters ForUnderlying(decimal quantity) FILE: Common/Securities/MarginCallOrdersParameters.cs class MarginCallOrdersParameters (line 23) | public class MarginCallOrdersParameters method MarginCallOrdersParameters (line 46) | public MarginCallOrdersParameters(IPositionGroup positionGroup, decima... FILE: Common/Securities/MarginInterestRateParameters.cs class MarginInterestRateParameters (line 23) | public class MarginInterestRateParameters method MarginInterestRateParameters (line 38) | public MarginInterestRateParameters(Security security, DateTime time) FILE: Common/Securities/MarketHoursDatabase.cs class MarketHoursDatabase (line 33) | [JsonConverter(typeof(MarketHoursDatabaseJsonConverter))] method MarketHoursDatabase (line 64) | private MarketHoursDatabase() method MarketHoursDatabase (line 73) | public MarketHoursDatabase(Dictionary exch... method GetExchangeHours (line 83) | public SecurityExchangeHours GetExchangeHours(SubscriptionDataConfig c... method GetExchangeHours (line 95) | public SecurityExchangeHours GetExchangeHours(string market, Symbol sy... method GetDataTimeZone (line 108) | public DateTimeZone GetDataTimeZone(string market, Symbol symbol, Secu... method FromDataFolder (line 118) | public static MarketHoursDatabase FromDataFolder() method FromFile (line 140) | public static MarketHoursDatabase FromFile(string path) method SetEntry (line 157) | public virtual Entry SetEntry(string market, string symbol, SecurityTy... method SetEntryAlwaysOpen (line 180) | public virtual Entry SetEntryAlwaysOpen(string market, string symbol, ... method GetEntry (line 192) | public virtual Entry GetEntry(string market, string symbol, SecurityTy... method TryGetEntry (line 230) | public bool TryGetEntry(string market, Symbol symbol, SecurityType sec... method TryGetEntry (line 243) | public virtual bool TryGetEntry(string market, string symbol, Security... method TryGetEntryImpl (line 253) | private bool TryGetEntryImpl(string market, string symbol, SecurityTyp... method GetEntry (line 274) | public virtual Entry GetEntry(string market, Symbol symbol, SecurityTy... class Entry (line 282) | public class Entry method Entry (line 297) | public Entry(DateTimeZone dataTimeZone, SecurityExchangeHours exchan... method Update (line 303) | internal void Update(Entry other) class AlwaysOpenMarketHoursDatabaseImpl (line 310) | class AlwaysOpenMarketHoursDatabaseImpl : MarketHoursDatabase method TryGetEntry (line 312) | public override bool TryGetEntry(string market, string symbol, Secur... method AlwaysOpenMarketHoursDatabaseImpl (line 330) | public AlwaysOpenMarketHoursDatabaseImpl() FILE: Common/Securities/MarketHoursSegment.cs class MarketHoursSegment (line 26) | [JsonObject(MemberSerialization.OptIn)] method MarketHoursSegment (line 53) | public MarketHoursSegment(MarketHoursState state, TimeSpan start, Time... method OpenAllDay (line 63) | public static MarketHoursSegment OpenAllDay() method ClosedAllDay (line 71) | public static MarketHoursSegment ClosedAllDay() method GetMarketHoursSegments (line 84) | public static MarketHoursSegment[] GetMarketHoursSegments( method Contains (line 130) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Overlaps (line 142) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ToString (line 154) | public override string ToString() FILE: Common/Securities/MarketHoursState.cs type MarketHoursState (line 25) | [JsonConverter(typeof(StringEnumConverter))] FILE: Common/Securities/NullBuyingPowerModel.cs class NullBuyingPowerModel (line 21) | public class NullBuyingPowerModel : BuyingPowerModel method GetMaintenanceMargin (line 28) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMarg... method HasSufficientBuyingPowerForOrder (line 38) | public override HasSufficientBuyingPowerForOrderResult HasSufficientBu... FILE: Common/Securities/Option/ConstantQLDividendYieldEstimator.cs class ConstantQLDividendYieldEstimator (line 24) | public class ConstantQLDividendYieldEstimator : IQLDividendYieldEstimator method ConstantQLDividendYieldEstimator (line 31) | public ConstantQLDividendYieldEstimator(double dividendYield = 0.00) method Estimate (line 44) | public double Estimate(Security security, Slice slice, OptionContract ... FILE: Common/Securities/Option/ConstantQLRiskFreeRateEstimator.cs class ConstantQLRiskFreeRateEstimator (line 24) | public class ConstantQLRiskFreeRateEstimator : IQLRiskFreeRateEstimator method ConstantQLRiskFreeRateEstimator (line 31) | public ConstantQLRiskFreeRateEstimator(decimal riskFreeRate = 0.01m) method Estimate (line 44) | public decimal Estimate(Security security, Slice slice, OptionContract... FILE: Common/Securities/Option/ConstantQLUnderlyingVolatilityEstimator.cs class ConstantQLUnderlyingVolatilityEstimator (line 25) | public class ConstantQLUnderlyingVolatilityEstimator : IQLUnderlyingVola... method Estimate (line 40) | public double Estimate(Security security, Slice slice, OptionContract ... FILE: Common/Securities/Option/CurrentPriceOptionPriceModel.cs class CurrentPriceOptionPriceModel (line 26) | public class CurrentPriceOptionPriceModel : OptionPriceModel method Evaluate (line 38) | public override OptionPriceModelResult Evaluate(Security security, Sli... method Evaluate (line 50) | public override OptionPriceModelResult Evaluate(OptionPriceModelParame... FILE: Common/Securities/Option/DefaultOptionAssignmentModel.cs class DefaultOptionAssignmentModel (line 28) | public class DefaultOptionAssignmentModel : IOptionAssignmentModel method DefaultOptionAssignmentModel (line 41) | public DefaultOptionAssignmentModel(decimal requiredInTheMoneyPercent ... method GetAssignment (line 52) | public virtual OptionAssignmentResult GetAssignment(OptionAssignmentPa... method IsDeepInTheMoney (line 74) | private bool IsDeepInTheMoney(Option option) method EstimateArbitragePnL (line 91) | private static decimal EstimateArbitragePnL(Option option, OptionHoldi... FILE: Common/Securities/Option/EmptyOptionChainProvider.cs class EmptyOptionChainProvider (line 26) | public class EmptyOptionChainProvider : IOptionChainProvider method GetOptionContractList (line 34) | public IEnumerable GetOptionContractList(Symbol symbol, DateTi... FILE: Common/Securities/Option/FedRateQLRiskFreeRateEstimator.cs class FedRateQLRiskFreeRateEstimator (line 28) | public class FedRateQLRiskFreeRateEstimator : IQLRiskFreeRateEstimator method Estimate (line 40) | public decimal Estimate(Security security, Slice slice, OptionContract... FILE: Common/Securities/Option/IOptionAssignmentModel.cs type IOptionAssignmentModel (line 21) | public interface IOptionAssignmentModel method GetAssignment (line 28) | public OptionAssignmentResult GetAssignment(OptionAssignmentParameters... FILE: Common/Securities/Option/IOptionPriceModel.cs type IOptionPriceModel (line 25) | public interface IOptionPriceModel method Evaluate (line 34) | OptionPriceModelResult Evaluate(OptionPriceModelParameters parameters); FILE: Common/Securities/Option/IOptionPriceModelProvider.cs type IOptionPriceModelProvider (line 23) | public interface IOptionPriceModelProvider method GetOptionPriceModel (line 32) | IOptionPriceModel GetOptionPriceModel(Symbol symbol, OptionPricingMode... FILE: Common/Securities/Option/IQLDividendYieldEstimator.cs type IQLDividendYieldEstimator (line 25) | public interface IQLDividendYieldEstimator method Estimate (line 35) | double Estimate(Security security, Slice slice, OptionContract contract); FILE: Common/Securities/Option/IQLRiskFreeRateEstimator.cs type IQLRiskFreeRateEstimator (line 24) | public interface IQLRiskFreeRateEstimator method Estimate (line 34) | decimal Estimate(Security security, Slice slice, OptionContract contra... FILE: Common/Securities/Option/IQLUnderlyingVolatilityEstimator.cs type IQLUnderlyingVolatilityEstimator (line 25) | public interface IQLUnderlyingVolatilityEstimator method Estimate (line 35) | double Estimate(Security security, Slice slice, OptionContract contract); FILE: Common/Securities/Option/NullOptionAssignmentModel.cs class NullOptionAssignmentModel (line 21) | public class NullOptionAssignmentModel : IOptionAssignmentModel method GetAssignment (line 28) | public OptionAssignmentResult GetAssignment(OptionAssignmentParameters... FILE: Common/Securities/Option/Option.cs class Option (line 38) | public class Option : Security, IDerivativeSecurity, IOptionPrice method Option (line 62) | public Option(SecurityExchangeHours exchangeHours, method Option (line 105) | public Option(Symbol symbol, method Option (line 142) | protected Option(Symbol symbol, method GetAggregateExerciseAmount (line 279) | public decimal GetAggregateExerciseAmount() method GetExerciseQuantity (line 293) | public decimal GetExerciseQuantity() method GetExerciseQuantity (line 312) | public decimal GetExerciseQuantity(decimal exerciseOrderQuantity) method IsAutoExercised (line 329) | public bool IsAutoExercised(decimal underlyingPrice) method GetIntrinsicValue (line 337) | public decimal GetIntrinsicValue(decimal underlyingPrice) method GetPayOff (line 347) | public decimal GetPayOff(decimal underlyingPrice) method OutOfTheMoneyAmount (line 357) | public decimal OutOfTheMoneyAmount(decimal underlyingPrice) method EvaluatePriceModel (line 392) | public OptionPriceModelResult EvaluatePriceModel(Slice slice, OptionCo... method SetOptionAssignmentModel (line 459) | public void SetOptionAssignmentModel(PyObject pyObject) method SetOptionAssignmentModel (line 471) | public void SetOptionAssignmentModel(IOptionAssignmentModel optionAssi... method SetOptionExerciseModel (line 480) | public void SetOptionExerciseModel(PyObject pyObject) method SetOptionExerciseModel (line 492) | public void SetOptionExerciseModel(IOptionExerciseModel optionExercise... method SetFilter (line 508) | public void SetFilter(int minStrike, int maxStrike) method SetFilter (line 521) | public void SetFilter(TimeSpan minExpiry, TimeSpan maxExpiry) method SetFilter (line 540) | public void SetFilter(int minStrike, int maxStrike, TimeSpan minExpiry... method SetFilter (line 561) | public void SetFilter(int minStrike, int maxStrike, int minExpiryDays,... method SetFilter (line 572) | public void SetFilter(Func... method SetFilter (line 587) | public void SetFilter(PyObject universeFunc) method SetDataNormalizationMode (line 625) | public override void SetDataNormalizationMode(DataNormalizationMode mode) method SetFilterImp (line 635) | private void SetFilterImp(Func allContractsData, Base... method IsStandard (line 102) | protected override bool IsStandard(Symbol symbol) method CreateDataInstance (line 119) | protected override OptionUniverse CreateDataInstance(Symbol symbol) method AdjustExpirationReferenceDate (line 135) | protected override DateTime AdjustExpirationReferenceDate(DateTime ref... method Strikes (line 152) | public OptionFilterUniverse Strikes(int minStrike, int maxStrike) method CallsOnly (line 250) | public OptionFilterUniverse CallsOnly() method PutsOnly (line 259) | public OptionFilterUniverse PutsOnly() method NakedCall (line 271) | public OptionFilterUniverse NakedCall(int minDaysTillExpiry = 30, deci... method NakedPut (line 283) | public OptionFilterUniverse NakedPut(int minDaysTillExpiry = 30, decim... method SingleContract (line 288) | private OptionFilterUniverse SingleContract(OptionRight right, int min... method CallSpread (line 313) | public OptionFilterUniverse CallSpread(int minDaysTillExpiry = 30, dec... method PutSpread (line 326) | public OptionFilterUniverse PutSpread(int minDaysTillExpiry = 30, deci... method Spread (line 331) | private OptionFilterUniverse Spread(OptionRight right, int minDaysTill... method CallCalendarSpread (line 375) | public OptionFilterUniverse CallCalendarSpread(decimal strikeFromAtm =... method PutCalendarSpread (line 388) | public OptionFilterUniverse PutCalendarSpread(decimal strikeFromAtm = ... method CalendarSpread (line 393) | private OptionFilterUniverse CalendarSpread(OptionRight right, decimal... method Strangle (line 435) | public OptionFilterUniverse Strangle(int minDaysTillExpiry = 30, decim... method Straddle (line 456) | public OptionFilterUniverse Straddle(int minDaysTillExpiry = 30) method ProtectiveCollar (line 469) | public OptionFilterUniverse ProtectiveCollar(int minDaysTillExpiry = 3... method Conversion (line 496) | public OptionFilterUniverse Conversion(int minDaysTillExpiry = 30, dec... method CallPutSpread (line 501) | private OptionFilterUniverse CallPutSpread(int minDaysTillExpiry, deci... method CallButterfly (line 537) | public OptionFilterUniverse CallButterfly(int minDaysTillExpiry = 30, ... method PutButterfly (line 549) | public OptionFilterUniverse PutButterfly(int minDaysTillExpiry = 30, d... method Butterfly (line 554) | private OptionFilterUniverse Butterfly(OptionRight right, int minDaysT... method IronButterfly (line 596) | public OptionFilterUniverse IronButterfly(int minDaysTillExpiry = 30, ... method IronCondor (line 644) | public OptionFilterUniverse IronCondor(int minDaysTillExpiry = 30, dec... method BoxSpread (line 701) | public OptionFilterUniverse BoxSpread(int minDaysTillExpiry = 30, deci... method JellyRoll (line 738) | public OptionFilterUniverse JellyRoll(decimal strikeFromAtm = 0, int m... method CallLadder (line 789) | public OptionFilterUniverse CallLadder(int minDaysTillExpiry, decimal ... method PutLadder (line 803) | public OptionFilterUniverse PutLadder(int minDaysTillExpiry, decimal h... method Delta (line 814) | public OptionFilterUniverse Delta(decimal min, decimal max) method D (line 827) | public OptionFilterUniverse D(decimal min, decimal max) method Gamma (line 838) | public OptionFilterUniverse Gamma(decimal min, decimal max) method G (line 851) | public OptionFilterUniverse G(decimal min, decimal max) method Theta (line 862) | public OptionFilterUniverse Theta(decimal min, decimal max) method T (line 875) | public OptionFilterUniverse T(decimal min, decimal max) method Vega (line 886) | public OptionFilterUniverse Vega(decimal min, decimal max) method V (line 899) | public OptionFilterUniverse V(decimal min, decimal max) method Rho (line 910) | public OptionFilterUniverse Rho(decimal min, decimal max) method R (line 923) | public OptionFilterUniverse R(decimal min, decimal max) method ImpliedVolatility (line 934) | public OptionFilterUniverse ImpliedVolatility(decimal min, decimal max) method IV (line 947) | public OptionFilterUniverse IV(decimal min, decimal max) method OpenInterest (line 958) | public OptionFilterUniverse OpenInterest(long min, long max) method OI (line 971) | public OptionFilterUniverse OI(long min, long max) method Ladder (line 989) | private OptionFilterUniverse Ladder(OptionRight right, int minDaysTill... method GetContractsForExpiry (line 1024) | private IEnumerable GetContractsForExpiry(IEnumerable ... method Empty (line 1038) | private OptionFilterUniverse Empty() method SymbolList (line 1047) | private OptionFilterUniverse SymbolList(List contracts) method GetStrike (line 1053) | private decimal GetStrike(IEnumerable symbols, decimal strikeF... method ValidateSecurityTypeForSupportedFilters (line 1061) | [MethodImpl(MethodImplOptions.AggressiveInlining)] class OptionFilterUniverseEx (line 1074) | public static class OptionFilterUniverseEx method Where (line 1082) | public static OptionFilterUniverse Where(this OptionFilterUniverse uni... method Where (line 1094) | public static OptionFilterUniverse Where(this OptionFilterUniverse uni... method Select (line 1106) | public static OptionFilterUniverse Select(this OptionFilterUniverse un... method Select (line 1118) | public static OptionFilterUniverse Select(this OptionFilterUniverse un... method SelectMany (line 1129) | public static OptionFilterUniverse SelectMany(this OptionFilterUnivers... method SelectMany (line 1141) | public static OptionFilterUniverse SelectMany(this OptionFilterUnivers... method WhereContains (line 1152) | public static OptionFilterUniverse WhereContains(this OptionFilterUniv... method WhereContains (line 1164) | public static OptionFilterUniverse WhereContains(this OptionFilterUniv... FILE: Common/Securities/Option/OptionHolding.cs class OptionHolding (line 24) | public class OptionHolding : SecurityHolding method OptionHolding (line 31) | public OptionHolding(Option security, ICurrencyConverter currencyConve... FILE: Common/Securities/Option/OptionMarginModel.cs class OptionMarginModel (line 28) | public class OptionMarginModel : SecurityMarginModel method OptionMarginModel (line 40) | public OptionMarginModel(decimal requiredFreeBuyingPowerPercent = 0) method GetLeverage (line 50) | public override decimal GetLeverage(Security security) method SetLeverage (line 61) | public override void SetLeverage(Security security, decimal leverage) method GetInitialMarginRequiredForOrder (line 72) | public override InitialMargin GetInitialMarginRequiredForOrder( method GetMaintenanceMargin (line 96) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMarg... method GetInitialMarginRequirement (line 106) | public override InitialMargin GetInitialMarginRequirement(InitialMargi... method GetMaintenanceMarginRequirement (line 122) | private decimal GetMaintenanceMarginRequirement(MaintenanceMarginParam... method GetMarginRequirement (line 134) | private decimal GetMarginRequirement(Security security, decimal quanti... FILE: Common/Securities/Option/OptionPortfolioModel.cs class OptionPortfolioModel (line 24) | public class OptionPortfolioModel : SecurityPortfolioModel method ProcessFill (line 32) | public override void ProcessFill(SecurityPortfolioManager portfolio, S... method UpdateExerciseOrderEventMessage (line 47) | private static void UpdateExerciseOrderEventMessage(Security security,... method ProcessCloseTradeProfit (line 66) | protected override ConvertibleCashAmount ProcessCloseTradeProfit(Secur... FILE: Common/Securities/Option/OptionPriceModel.cs class OptionPriceModel (line 25) | public abstract class OptionPriceModel : IOptionPriceModel method Evaluate (line 34) | public abstract OptionPriceModelResult Evaluate(OptionPriceModelParame... method Evaluate (line 45) | [Obsolete("This method is deprecated. Use Evaluate(OptionPriceModelPar... FILE: Common/Securities/Option/OptionPriceModelParameters.cs class OptionPriceModelParameters (line 24) | public class OptionPriceModelParameters method OptionPriceModelParameters (line 47) | public OptionPriceModelParameters(Security security = null, Slice slic... FILE: Common/Securities/Option/OptionPriceModelResult.cs class OptionPriceModelResult (line 25) | public class OptionPriceModelResult method OptionPriceModelResult (line 84) | public OptionPriceModelResult() method OptionPriceModelResult (line 93) | public OptionPriceModelResult(decimal theoreticalPrice, Greeks greeks) method OptionPriceModelResult (line 104) | public OptionPriceModelResult(decimal theoreticalPrice, decimal implie... method OptionPriceModelResult (line 115) | public OptionPriceModelResult(decimal theoreticalPrice, Func ... method OptionPriceModelResult (line 126) | public OptionPriceModelResult(Func theoreticalPrice, Func legs) class OptionLegData (line 148) | public class OptionLegData : Leg method Create (line 168) | public static OptionLegData Create(int quantity, Symbol symbol, deci... method ToString (line 184) | public override string ToString() class UnderlyingLegData (line 193) | public class UnderlyingLegData : Leg method Create (line 198) | public static UnderlyingLegData Create(int quantity, Symbol symbol, ... method Create (line 208) | public static UnderlyingLegData Create(int quantity, decimal? orderP... method ToString (line 220) | public override string ToString() FILE: Common/Securities/Option/OptionStrategyPositionGroupBuyingPowerModel.cs class OptionStrategyPositionGroupBuyingPowerModel (line 32) | public class OptionStrategyPositionGroupBuyingPowerModel : PositionGroup... method OptionStrategyPositionGroupBuyingPowerModel (line 40) | public OptionStrategyPositionGroupBuyingPowerModel(OptionStrategy opti... method GetMaintenanceMargin (line 50) | public override MaintenanceMargin GetMaintenanceMargin(PositionGroupMa... method GetInitialMarginRequirement (line 288) | public override InitialMargin GetInitialMarginRequirement(PositionGrou... method GetInitialMarginRequiredForOrder (line 433) | public override InitialMargin GetInitialMarginRequiredForOrder(Positio... method GetContemplatedGroupsInitialMargin (line 450) | protected override decimal GetContemplatedGroupsInitialMargin(Security... method ToString (line 488) | public override string ToString() method GetShortPutLongPutStrikeDifferenceMargin (line 496) | private static decimal GetShortPutLongPutStrikeDifferenceMargin(IEnume... method GetLongCallShortCallStrikeDifferenceMargin (line 514) | private static decimal GetLongCallShortCallStrikeDifferenceMargin(IEnu... method GetMiddleAndLowStrikeDifference (line 531) | private static decimal GetMiddleAndLowStrikeDifference(IPositionGroup ... method GetShortStraddleStrangleMargin (line 548) | private static decimal GetShortStraddleStrangleMargin(IPositionGroup p... method GetConversionMaintenanceMargin (line 576) | private static decimal GetConversionMaintenanceMargin(IPositionGroup p... method GetCollarConversionInitialMargin (line 595) | private static decimal GetCollarConversionInitialMargin(IPositionGroup... method GetCallLadderMargin (line 616) | private static decimal GetCallLadderMargin(PositionGroupMaintenanceMar... method GetPutLadderMargin (line 639) | private static decimal GetPutLadderMargin(PositionGroupMaintenanceMarg... FILE: Common/Securities/Option/OptionSymbol.cs class OptionSymbol (line 27) | public static class OptionSymbol method IsStandardContract (line 36) | public static bool IsStandardContract(Symbol symbol) method IsStandard (line 46) | public static bool IsStandard(Symbol symbol) method IsWeekly (line 66) | public static bool IsWeekly(Symbol symbol) method MapToUnderlying (line 77) | public static string MapToUnderlying(string optionTicker, SecurityType... method GetLastDayOfTrading (line 96) | public static DateTime GetLastDayOfTrading(Symbol symbol) method GetSettlementDateTime (line 129) | public static DateTime GetSettlementDateTime(Symbol symbol) method IsOptionContractExpired (line 151) | public static bool IsOptionContractExpired(Symbol symbol, DateTime cur... method TryGetExpirationDateTime (line 162) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Securities/Option/OptionSymbolProperties.cs class OptionSymbolProperties (line 21) | public class OptionSymbolProperties : SymbolProperties method OptionSymbolProperties (line 50) | public OptionSymbolProperties(string description, string quoteCurrency... method OptionSymbolProperties (line 58) | public OptionSymbolProperties(SymbolProperties properties) method SetContractUnitOfTrade (line 64) | internal void SetContractUnitOfTrade(int unitOfTrade) method SetContractMultiplier (line 69) | internal void SetContractMultiplier(decimal multiplier) FILE: Common/Securities/Option/QLOptionPriceModel.cs class QLOptionPriceModel (line 33) | public class QLOptionPriceModel : OptionPriceModel method QLOptionPriceModel (line 70) | public QLOptionPriceModel(PricingEngineFunc pricingEngineFunc, method QLOptionPriceModel (line 85) | public QLOptionPriceModel(PricingEngineFuncEx pricingEngineFunc, method Evaluate (line 108) | public override OptionPriceModelResult Evaluate(Security security, Sli... method Evaluate (line 313) | public override OptionPriceModelResult Evaluate(OptionPriceModelParame... method EvaluateOption (line 323) | private static decimal EvaluateOption(VanillaOption option) method ImpliedVolatilityEstimation (line 358) | protected double ImpliedVolatilityEstimation(double price, double init... method CreateBlackCalculator (line 410) | private BlackCalculator CreateBlackCalculator(double forwardPrice, dou... method AddDays (line 415) | private static DateTime AddDays(DateTime date, int days, SecurityExcha... method SetEvaluationDate (line 431) | private void SetEvaluationDate(DateTime evaluationDate) FILE: Common/Securities/Option/QLOptionPriceModelProvider.cs class QLOptionPriceModelProvider (line 25) | public class QLOptionPriceModelProvider : IOptionPriceModelProvider method QLOptionPriceModelProvider (line 34) | private QLOptionPriceModelProvider() method GetOptionPriceModel (line 44) | public IOptionPriceModel GetOptionPriceModel(Symbol symbol, OptionPric... method GetOptionPriceModel (line 65) | private static QLOptionPriceModel GetOptionPriceModel(OptionPricingMod... FILE: Common/Securities/Option/StrategyMatcher/AbsoluteRiskOptionPositionCollectionEnumerator.cs class AbsoluteRiskOptionPositionCollectionEnumerator (line 25) | public class AbsoluteRiskOptionPositionCollectionEnumerator : IOptionPos... method AbsoluteRiskOptionPositionCollectionEnumerator (line 33) | public AbsoluteRiskOptionPositionCollectionEnumerator(Func Enumerate(OptionPositionCollection ... FILE: Common/Securities/Option/StrategyMatcher/ConstantOptionStrategyLegPredicateReferenceValue.cs class ConstantOptionStrategyLegPredicateReferenceValue (line 24) | public class ConstantOptionStrategyLegPredicateReferenceValue : IOpti... method ConstantOptionStrategyLegPredicateReferenceValue (line 38) | public ConstantOptionStrategyLegPredicateReferenceValue(T value, Predi... method Resolve (line 47) | public object Resolve(IReadOnlyList legs) class ConstantOptionStrategyLegReferenceValue (line 56) | public static class ConstantOptionStrategyLegReferenceValue method Create (line 62) | public static IOptionStrategyLegPredicateReferenceValue Create(object ... FILE: Common/Securities/Option/StrategyMatcher/DefaultOptionPositionCollectionEnumerator.cs class DefaultOptionPositionCollectionEnumerator (line 23) | public class DefaultOptionPositionCollectionEnumerator : IOptionPosition... method Enumerate (line 28) | public IEnumerable Enumerate(OptionPositionCollection ... FILE: Common/Securities/Option/StrategyMatcher/DescendingByLegCountOptionStrategyDefinitionEnumerator.cs class DescendingByLegCountOptionStrategyDefinitionEnumerator (line 25) | public class DescendingByLegCountOptionStrategyDefinitionEnumerator : IO... method Enumerate (line 30) | public IEnumerable Enumerate(IReadOnlyList Enumerate(OptionPositionCollection ... FILE: Common/Securities/Option/StrategyMatcher/IOptionPositionCollectionEnumerator.cs type IOptionPositionCollectionEnumerator (line 28) | public interface IOptionPositionCollectionEnumerator method Enumerate (line 34) | IEnumerable Enumerate(OptionPositionCollection positio... FILE: Common/Securities/Option/StrategyMatcher/IOptionStrategyDefinitionEnumerator.cs type IOptionStrategyDefinitionEnumerator (line 24) | public interface IOptionStrategyDefinitionEnumerator method Enumerate (line 29) | IEnumerable Enumerate(IReadOnlyList legs); FILE: Common/Securities/Option/StrategyMatcher/IOptionStrategyMatchObjectiveFunction.cs type IOptionStrategyMatchObjectiveFunction (line 21) | public interface IOptionStrategyMatchObjectiveFunction method ComputeScore (line 28) | decimal ComputeScore(OptionPositionCollection input, OptionStrategyMat... FILE: Common/Securities/Option/StrategyMatcher/IdentityOptionStrategyDefinitionEnumerator.cs class IdentityOptionStrategyDefinitionEnumerator (line 24) | public class IdentityOptionStrategyDefinitionEnumerator : IOptionStrateg... method Enumerate (line 29) | public IEnumerable Enumerate(IReadOnlyList method Empty (line 32) | public static OptionPosition Empty(Symbol symbol) method OptionPosition (line 119) | public OptionPosition(Symbol symbol, int quantity) method Negate (line 128) | public OptionPosition Negate() method WithQuantity (line 137) | public OptionPosition WithQuantity(int quantity) method Equals (line 145) | public bool Equals(OptionPosition other) method Equals (line 153) | public override bool Equals(object obj) method GetHashCode (line 170) | public override int GetHashCode() method ToString (line 180) | public override string ToString() FILE: Common/Securities/Option/StrategyMatcher/OptionPositionCollection.cs class OptionPositionCollection (line 29) | public class OptionPositionCollection : IEnumerable method OptionPositionCollection (line 112) | public OptionPositionCollection( method HasPosition (line 187) | public bool HasPosition(Symbol symbol) method TryGetPosition (line 197) | public bool TryGetPosition(Symbol symbol, out OptionPosition position) method FromPositions (line 205) | public static OptionPositionCollection FromPositions(IEnumerable p... method RemoveRange (line 357) | public OptionPositionCollection RemoveRange(IEnumerable ForSymbols(IEnumerable symb... method ForRight (line 513) | public IEnumerable ForRight(OptionRight right) method ForSide (line 524) | public IEnumerable ForSide(PositionSide side) method ForStrike (line 535) | public IEnumerable ForStrike(decimal strike) method ForExpiration (line 546) | public IEnumerable ForExpiration(DateTime expiration) method ToString (line 556) | public override string ToString() method GetEnumerator (line 570) | public IEnumerator GetEnumerator() method Validate (line 580) | internal IEnumerable Validate() method GetOtherSides (line 613) | private static PositionSide[] GetOtherSides(PositionSide side) method GetEnumerator (line 625) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Securities/Option/StrategyMatcher/OptionStrategyDefinition.cs class OptionStrategyDefinition (line 31) | public class OptionStrategyDefinition : IEnumerable Match(OptionPosition... method Match (line 105) | public IEnumerable Match( method Match (line 143) | private IEnumerable Match( method ToString (line 191) | public override string ToString() method Create (line 199) | public static OptionStrategyDefinition Create(string name, int underly... method Create (line 207) | public static OptionStrategyDefinition Create(string name, params Opti... method Create (line 215) | public static OptionStrategyDefinition Create(string name, params Func... method CallLeg (line 225) | public static OptionStrategyLegDefinition CallLeg(int quantity, method PutLeg (line 235) | public static OptionStrategyLegDefinition PutLeg(int quantity, class Builder (line 245) | public class Builder method Builder (line 255) | public Builder(string name) method WithUnderlyingLots (line 264) | public Builder WithUnderlyingLots(int lots) method WithCall (line 278) | public Builder WithCall(int quantity, method WithPut (line 289) | public Builder WithPut(int quantity, method Build (line 300) | public OptionStrategyDefinition Build() method GetEnumerator (line 308) | public IEnumerator GetEnumerator() method GetEnumerator (line 315) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Securities/Option/StrategyMatcher/OptionStrategyDefinitionMatch.cs class OptionStrategyDefinitionMatch (line 25) | public class OptionStrategyDefinitionMatch : IEquatable Match( method Filter (line 86) | public OptionPositionCollection Filter(IReadOnlyList l... method CreateLegData (line 122) | public Leg CreateLegData(OptionStrategyLegDefinitionMatch match) method CreateLegData (line 133) | public static Leg CreateLegData(Symbol symbol, int quantity) method TryMatch (line 147) | public bool TryMatch(OptionPosition position, out Leg leg) method Create (line 173) | public static OptionStrategyLegDefinition Create(OptionRight right, in... method GetEnumerator (line 186) | public IEnumerator GetEnumerator() method GetEnumerator (line 194) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Securities/Option/StrategyMatcher/OptionStrategyLegDefinitionMatch.cs type OptionStrategyLegDefinitionMatch (line 25) | public struct OptionStrategyLegDefinitionMatch : IEquatable legs, OptionPosition... method Filter (line 86) | public OptionPositionCollection Filter(IReadOnlyList l... method GetReferenceValue (line 111) | public IOptionStrategyLegPredicateReferenceValue GetReferenceValue() method Create (line 119) | public static OptionStrategyLegPredicate Create( method CreateReferenceValue (line 173) | private static IOptionStrategyLegPredicateReferenceValue CreateReferen... method GetPredicateTargetValue (line 224) | private static PredicateTargetValue GetPredicateTargetValue(string mem... method ToString (line 240) | public override string ToString() FILE: Common/Securities/Option/StrategyMatcher/OptionStrategyLegPredicateReferenceValue.cs class OptionStrategyLegPredicateReferenceValue (line 25) | public class OptionStrategyLegPredicateReferenceValue : IOptionStrategyL... method OptionStrategyLegPredicateReferenceValue (line 39) | public OptionStrategyLegPredicateReferenceValue(int index, PredicateTa... method Resolve (line 51) | public object Resolve(IReadOnlyList legs) FILE: Common/Securities/Option/StrategyMatcher/OptionStrategyMatch.cs class OptionStrategyMatch (line 25) | public class OptionStrategyMatch method OptionStrategyMatch (line 35) | public OptionStrategyMatch(List strategies) FILE: Common/Securities/Option/StrategyMatcher/OptionStrategyMatcher.cs class OptionStrategyMatcher (line 24) | public class OptionStrategyMatcher method OptionStrategyMatcher (line 35) | public OptionStrategyMatcher(OptionStrategyMatcherOptions options) method MatchOnce (line 47) | public OptionStrategyMatch MatchOnce(OptionPositionCollection positions) FILE: Common/Securities/Option/StrategyMatcher/OptionStrategyMatcherOptions.cs class OptionStrategyMatcherOptions (line 35) | public class OptionStrategyMatcherOptions method OptionStrategyMatcherOptions (line 73) | public OptionStrategyMatcherOptions( method GetMaximumLegMatches (line 118) | public int GetMaximumLegMatches(int legIndex) method Enumerate (line 127) | public IEnumerable Enumerate(OptionPositionCollection ... method ForDefinitions (line 136) | public static OptionStrategyMatcherOptions ForDefinitions(params Optio... method ForDefinitions (line 145) | public static OptionStrategyMatcherOptions ForDefinitions(IEnumerable<... method WithMaximumDuration (line 154) | public OptionStrategyMatcherOptions WithMaximumDuration(TimeSpan durat... method WithMaximumSolutionCount (line 170) | public OptionStrategyMatcherOptions WithMaximumSolutionCount(int count) method WithMaximumCountPerLeg (line 193) | public OptionStrategyMatcherOptions WithMaximumCountPerLeg(IReadOnlyLi... method WithObjectiveFunction (line 210) | public OptionStrategyMatcherOptions WithObjectiveFunction(IOptionStrat... method WithDefinitionEnumerator (line 227) | public OptionStrategyMatcherOptions WithDefinitionEnumerator(IOptionSt... method WithPositionEnumerator (line 245) | public OptionStrategyMatcherOptions WithPositionEnumerator(IOptionPosi... FILE: Common/Securities/Option/StrategyMatcher/PredicateTargetValue.cs type PredicateTargetValue (line 23) | public enum PredicateTargetValue FILE: Common/Securities/Option/StrategyMatcher/UnmatchedPositionCountOptionStrategyMatchObjectiveFunction.cs class UnmatchedPositionCountOptionStrategyMatchObjectiveFunction (line 25) | public class UnmatchedPositionCountOptionStrategyMatchObjectiveFunction ... method ComputeScore (line 30) | public decimal ComputeScore(OptionPositionCollection input, OptionStra... FILE: Common/Securities/OptionInitialMargin.cs class OptionInitialMargin (line 23) | public class OptionInitialMargin : InitialMargin method OptionInitialMargin (line 45) | public OptionInitialMargin(decimal value, decimal premium) FILE: Common/Securities/PatternDayTradingMarginModel.cs class PatternDayTradingMarginModel (line 22) | public class PatternDayTradingMarginModel : SecurityMarginModel method PatternDayTradingMarginModel (line 29) | public PatternDayTradingMarginModel() method PatternDayTradingMarginModel (line 39) | public PatternDayTradingMarginModel(decimal closedMarketLeverage, deci... method SetLeverage (line 53) | public override void SetLeverage(Security security, decimal leverage) method GetLeverage (line 62) | public override decimal GetLeverage(Security security) method GetInitialMarginRequirement (line 70) | public override InitialMargin GetInitialMarginRequirement(InitialMargi... method GetMaintenanceMargin (line 80) | public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMarg... method GetMarginCorrectionFactor (line 90) | private decimal GetMarginCorrectionFactor(Security security) FILE: Common/Securities/Positions/CompositePositionGroupResolver.cs class CompositePositionGroupResolver (line 27) | public class CompositePositionGroupResolver : IPositionGroupResolver method CompositePositionGroupResolver (line 40) | public CompositePositionGroupResolver(params IPositionGroupResolver[] ... method CompositePositionGroupResolver (line 49) | public CompositePositionGroupResolver(IEnumerable newPositions, Posi... method GetImpactedGroups (line 144) | public IEnumerable GetImpactedGroups(PositionGroupColl... FILE: Common/Securities/Positions/GetMaximumLotsForDeltaBuyingPowerParameters.cs class GetMaximumLotsForDeltaBuyingPowerParameters (line 21) | public class GetMaximumLotsForDeltaBuyingPowerParameters method GetMaximumLotsForDeltaBuyingPowerParameters (line 60) | public GetMaximumLotsForDeltaBuyingPowerParameters( method Error (line 78) | public GetMaximumLotsResult Error(string reason) method Zero (line 86) | public GetMaximumLotsResult Zero() method Zero (line 94) | public GetMaximumLotsResult Zero(string reason) method Result (line 102) | public GetMaximumLotsResult Result(decimal quantity) FILE: Common/Securities/Positions/GetMaximumLotsForTargetBuyingPowerParameters.cs class GetMaximumLotsForTargetBuyingPowerParameters (line 21) | public class GetMaximumLotsForTargetBuyingPowerParameters method GetMaximumLotsForTargetBuyingPowerParameters (line 60) | public GetMaximumLotsForTargetBuyingPowerParameters( method Error (line 78) | public GetMaximumLotsResult Error(string reason) method Zero (line 86) | public GetMaximumLotsResult Zero() method Zero (line 94) | public GetMaximumLotsResult Zero(string reason) method Result (line 102) | public GetMaximumLotsResult Result(decimal quantity) FILE: Common/Securities/Positions/GetMaximumLotsResult.cs class GetMaximumLotsResult (line 22) | public class GetMaximumLotsResult method GetMaximumLotsResult (line 45) | public GetMaximumLotsResult(decimal numberOfLots, string reason = null) method GetMaximumLotsResult (line 58) | public GetMaximumLotsResult(decimal numberOfLots, string reason, bool ... FILE: Common/Securities/Positions/HasSufficientPositionGroupBuyingPowerForOrderParameters.cs class HasSufficientPositionGroupBuyingPowerForOrderParameters (line 25) | public class HasSufficientPositionGroupBuyingPowerForOrderParameters method HasSufficientPositionGroupBuyingPowerForOrderParameters (line 48) | public HasSufficientPositionGroupBuyingPowerForOrderParameters( method Sufficient (line 74) | public HasSufficientBuyingPowerForOrderResult Sufficient() method Insufficient (line 82) | public HasSufficientBuyingPowerForOrderResult Insufficient(string reason) method Error (line 90) | public HasSufficientBuyingPowerForOrderResult Error(string reason) FILE: Common/Securities/Positions/IPosition.cs type IPosition (line 21) | public interface IPosition FILE: Common/Securities/Positions/IPositionGroup.cs type IPositionGroup (line 23) | public interface IPositionGroup : IReadOnlyCollection method TryGetPosition (line 51) | bool TryGetPosition(Symbol symbol, out IPosition position); FILE: Common/Securities/Positions/IPositionGroupBuyingPowerModel.cs type IPositionGroupBuyingPowerModel (line 23) | public interface IPositionGroupBuyingPowerModel : IEquatable newPositions, PositionGro... method Resolve (line 41) | PositionGroupCollection Resolve(PositionCollection positions); method GetImpactedGroups (line 54) | IEnumerable GetImpactedGroups( FILE: Common/Securities/Positions/NullSecurityPositionGroupModel.cs class NullSecurityPositionGroupModel (line 22) | public class NullSecurityPositionGroupModel : SecurityPositionGroupModel method GetPositionGroupResolver (line 28) | protected override IPositionGroupResolver GetPositionGroupResolver() FILE: Common/Securities/Positions/OptionStrategyPositionGroupResolver.cs class OptionStrategyPositionGroupResolver (line 29) | public class OptionStrategyPositionGroupResolver : IPositionGroupResolver method OptionStrategyPositionGroupResolver (line 37) | public OptionStrategyPositionGroupResolver(SecurityManager securities) method OptionStrategyPositionGroupResolver (line 47) | public OptionStrategyPositionGroupResolver(SecurityManager securities,... method TryGroup (line 62) | public bool TryGroup(IReadOnlyCollection newPositions, Posi... method Resolve (line 122) | public PositionGroupCollection Resolve(PositionCollection positions) method GetImpactedGroups (line 149) | public IEnumerable GetImpactedGroups(PositionGroupColl... method GetPositionGroups (line 175) | private IEnumerable GetPositionGroups(IEnumerable method PositionCollection (line 39) | public PositionCollection(Dictionary positions) method PositionCollection (line 48) | public PositionCollection(IEnumerable positions) method Remove (line 61) | public void Remove(IEnumerable groups) method Clear (line 90) | public void Clear() method TryGetPosition (line 101) | public bool TryGetPosition(Symbol symbol, out IPosition position) method GetEnumerator (line 108) | public IEnumerator GetEnumerator() method GetEnumerator (line 115) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Securities/Positions/PositionExtensions.cs class PositionExtensions (line 24) | public static class PositionExtensions method Deduct (line 32) | public static IPosition Deduct(this IPosition position, decimal quanti... method Combine (line 44) | public static IPosition Combine(this IPosition position, IPosition other) method Consolidate (line 62) | public static Dictionary Consolidate(this IEnumerab... method WithLots (line 88) | public static IPosition WithLots(this IPosition position, decimal numb... method GetGroupQuantity (line 99) | public static decimal GetGroupQuantity(this IPosition position) FILE: Common/Securities/Positions/PositionGroup.cs class PositionGroup (line 27) | public class PositionGroup : IPositionGroup method PositionGroup (line 63) | public PositionGroup(IPositionGroupBuyingPowerModel buyingPowerModel, ... method PositionGroup (line 75) | public PositionGroup(PositionGroupKey key, decimal quantity, params IP... method PositionGroup (line 87) | public PositionGroup(PositionGroupKey key, decimal quantity, Dictionar... method TryGetPosition (line 107) | public bool TryGetPosition(Symbol symbol, out IPosition position) method ToString (line 114) | public override string ToString() method GetEnumerator (line 121) | public IEnumerator GetEnumerator() method GetEnumerator (line 128) | IEnumerator IEnumerable.GetEnumerator() method Empty (line 137) | public static PositionGroup Empty(IPositionGroupBuyingPowerModel buyin... FILE: Common/Securities/Positions/PositionGroupBuyingPower.cs class PositionGroupBuyingPower (line 21) | public class PositionGroupBuyingPower method PositionGroupBuyingPower (line 32) | public PositionGroupBuyingPower(decimal buyingPower) FILE: Common/Securities/Positions/PositionGroupBuyingPowerModel.cs class PositionGroupBuyingPowerModel (line 29) | public abstract class PositionGroupBuyingPowerModel : IPositionGroupBuyi... method PositionGroupBuyingPowerModel (line 40) | protected PositionGroupBuyingPowerModel(decimal requiredFreeBuyingPowe... method GetMaintenanceMargin (line 50) | public abstract MaintenanceMargin GetMaintenanceMargin(PositionGroupMa... method GetInitialMarginRequirement (line 56) | public abstract InitialMargin GetInitialMarginRequirement(PositionGrou... method GetInitialMarginRequiredForOrder (line 63) | public abstract InitialMargin GetInitialMarginRequiredForOrder(Positio... method GetReservedBuyingPowerImpact (line 74) | public virtual ReservedBuyingPowerImpact GetReservedBuyingPowerImpact(... method GetContemplatedGroupsInitialMargin (line 133) | protected virtual decimal GetContemplatedGroupsInitialMargin(SecurityP... method HasSufficientBuyingPowerForOrder (line 152) | public virtual HasSufficientBuyingPowerForOrderResult HasSufficientBuy... method PassesPositionGroupSpecificBuyingPowerForOrderChecks (line 203) | protected virtual HasSufficientBuyingPowerForOrderResult PassesPositio... method GetReservedBuyingPowerForPositionGroup (line 214) | public virtual ReservedBuyingPowerForPositionGroup GetReservedBuyingPo... method GetMaximumLotsForTargetBuyingPower (line 238) | public virtual GetMaximumLotsResult GetMaximumLotsForTargetBuyingPower( method GetMaximumLotsForDeltaBuyingPower (line 382) | public virtual GetMaximumLotsResult GetMaximumLotsForDeltaBuyingPower( method GetPositionGroupBuyingPower (line 417) | public PositionGroupBuyingPower GetPositionGroupBuyingPower(PositionGr... method ToAccountCurrency (line 457) | protected virtual decimal ToAccountCurrency(SecurityPortfolioManager p... method GetOrderFeeInAccountCurrency (line 465) | protected virtual decimal GetOrderFeeInAccountCurrency(SecurityPortfol... method UnableToConverge (line 488) | protected static bool UnableToConverge(decimal currentMarginDifference... method Equals (line 526) | public virtual bool Equals(IPositionGroupBuyingPowerModel other) method Equals (line 544) | public override bool Equals(object obj) method GetHashCode (line 566) | public override int GetHashCode() method GetPositionGroupOrderQuantity (line 583) | public decimal GetPositionGroupOrderQuantity(SecurityPortfolioManager ... FILE: Common/Securities/Positions/PositionGroupBuyingPowerModelExtensions.cs class PositionGroupBuyingPowerModelExtensions (line 25) | public static class PositionGroupBuyingPowerModelExtensions method GetMaintenanceMargin (line 30) | public static decimal GetMaintenanceMargin( method GetInitialMarginRequirement (line 44) | public static decimal GetInitialMarginRequirement( method GetInitialMarginRequiredForOrder (line 58) | public static decimal GetInitialMarginRequiredForOrder( method GetReservedBuyingPowerForPositionGroup (line 73) | public static decimal GetReservedBuyingPowerForPositionGroup( method HasSufficientBuyingPowerForOrder (line 87) | public static HasSufficientBuyingPowerForOrderResult HasSufficientBuyi... method GetPositionGroupBuyingPower (line 102) | public static PositionGroupBuyingPower GetPositionGroupBuyingPower( FILE: Common/Securities/Positions/PositionGroupBuyingPowerParameters.cs class PositionGroupBuyingPowerParameters (line 23) | public class PositionGroupBuyingPowerParameters method PositionGroupBuyingPowerParameters (line 46) | public PositionGroupBuyingPowerParameters( FILE: Common/Securities/Positions/PositionGroupCollection.cs class PositionGroupCollection (line 25) | public class PositionGroupCollection : IReadOnlyCollection method GetGroups (line 67) | internal IEnumerable> G... method PositionGroupCollection (line 74) | public PositionGroupCollection( method PositionGroupCollection (line 87) | public PositionGroupCollection(IReadOnlyCollection gro... method Add (line 102) | public PositionGroupCollection Add(IPositionGroup group) method Contains (line 122) | public bool Contains(PositionGroupKey key) method TryGetGroup (line 153) | public bool TryGetGroup(PositionGroupKey key, out IPositionGroup group) method TryGetGroups (line 164) | public bool TryGetGroups(Symbol symbol, out IReadOnlyCollection GetEnumerator() method GetEnumerator (line 209) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Securities/Positions/PositionGroupExtensions.cs class PositionGroupExtensions (line 27) | public static class PositionGroupExtensions method GetPosition (line 32) | public static IPosition GetPosition(this IPositionGroup group, Symbol ... method WithQuantity (line 51) | public static IPositionGroup WithQuantity(this IPositionGroup template... method CreateUnitGroup (line 69) | public static IPositionGroup CreateUnitGroup(this IPositionGroup templ... method IsEmpty (line 79) | public static bool IsEmpty(this IPositionGroup positionGroup) method IsInvertedOf (line 92) | public static bool IsInvertedOf(this IPositionGroup group, IPositionGr... method Closes (line 104) | public static bool Closes(this IPositionGroup finalGroup, IPositionGro... method GetUserFriendlyName (line 139) | public static string GetUserFriendlyName(this IPositionGroup group) FILE: Common/Securities/Positions/PositionGroupInitialMarginForOrderParameters.cs class PositionGroupInitialMarginForOrderParameters (line 23) | public class PositionGroupInitialMarginForOrderParameters method PositionGroupInitialMarginForOrderParameters (line 46) | public PositionGroupInitialMarginForOrderParameters( FILE: Common/Securities/Positions/PositionGroupInitialMarginParameters.cs class PositionGroupInitialMarginParameters (line 21) | public class PositionGroupInitialMarginParameters method PositionGroupInitialMarginParameters (line 38) | public PositionGroupInitialMarginParameters( FILE: Common/Securities/Positions/PositionGroupKey.cs class PositionGroupKey (line 25) | public sealed class PositionGroupKey : IEquatable method PositionGroupKey (line 47) | public PositionGroupKey(IPositionGroupBuyingPowerModel buyingPowerMode... method PositionGroupKey (line 62) | public PositionGroupKey(IPositionGroupBuyingPowerModel buyingPowerMode... method CreateEmptyPositions (line 84) | public IPosition[] CreateEmptyPositions() method Equals (line 98) | public bool Equals(PositionGroupKey other) method Equals (line 117) | public override bool Equals(object obj) method GetHashCode (line 134) | public override int GetHashCode() method ToString (line 144) | public override string ToString() FILE: Common/Securities/Positions/PositionGroupMaintenanceMarginParameters.cs class PositionGroupMaintenanceMarginParameters (line 21) | public class PositionGroupMaintenanceMarginParameters method PositionGroupMaintenanceMarginParameters (line 38) | public PositionGroupMaintenanceMarginParameters( FILE: Common/Securities/Positions/ReservedBuyingPowerForPositionGroup.cs class ReservedBuyingPowerForPositionGroup (line 21) | public class ReservedBuyingPowerForPositionGroup method ReservedBuyingPowerForPositionGroup (line 32) | public ReservedBuyingPowerForPositionGroup(decimal reservedBuyingPower... FILE: Common/Securities/Positions/ReservedBuyingPowerForPositionGroupParameters.cs class ReservedBuyingPowerForPositionGroupParameters (line 21) | public class ReservedBuyingPowerForPositionGroupParameters method ReservedBuyingPowerForPositionGroupParameters (line 38) | public ReservedBuyingPowerForPositionGroupParameters( FILE: Common/Securities/Positions/ReservedBuyingPowerImpact.cs class ReservedBuyingPowerImpact (line 25) | public class ReservedBuyingPowerImpact method ReservedBuyingPowerImpact (line 65) | public ReservedBuyingPowerImpact( FILE: Common/Securities/Positions/ReservedBuyingPowerImpactParameters.cs class ReservedBuyingPowerImpactParameters (line 24) | public class ReservedBuyingPowerImpactParameters method ReservedBuyingPowerImpactParameters (line 47) | public ReservedBuyingPowerImpactParameters( FILE: Common/Securities/Positions/SecurityPositionGroupBuyingPowerModel.cs class SecurityPositionGroupBuyingPowerModel (line 23) | public class SecurityPositionGroupBuyingPowerModel : PositionGroupBuying... method GetMaintenanceMargin (line 30) | public override MaintenanceMargin GetMaintenanceMargin(PositionGroupMa... method GetInitialMarginRequirement (line 53) | public override InitialMargin GetInitialMarginRequirement(PositionGrou... method GetInitialMarginRequiredForOrder (line 72) | public override InitialMargin GetInitialMarginRequiredForOrder( method GetMaximumLotsForTargetBuyingPower (line 96) | public override GetMaximumLotsResult GetMaximumLotsForTargetBuyingPower( method GetMaximumLotsForDeltaBuyingPower (line 124) | public override GetMaximumLotsResult GetMaximumLotsForDeltaBuyingPower( method HasSufficientBuyingPowerForOrder (line 152) | public override HasSufficientBuyingPowerForOrderResult HasSufficientBu... method PassesPositionGroupSpecificBuyingPowerForOrderChecks (line 173) | protected override HasSufficientBuyingPowerForOrderResult PassesPositi... FILE: Common/Securities/Positions/SecurityPositionGroupModel.cs class SecurityPositionGroupModel (line 27) | public class SecurityPositionGroupModel : ExtendedDictionary orders, out IPositionGr... method ResolvePositionGroups (line 176) | public PositionGroupCollection ResolvePositionGroups(PositionCollectio... method GetImpactedGroups (line 186) | public IEnumerable GetImpactedGroups(IReadOnlyCollecti... method CreateDefaultKey (line 194) | public PositionGroupKey CreateDefaultKey(Security security) method GetOrCreateDefaultGroup (line 205) | public IPositionGroup GetOrCreateDefaultGroup(Security security) method GetPositionGroupResolver (line 215) | protected virtual IPositionGroupResolver GetPositionGroupResolver() method HoldingsOnQuantityChanged (line 220) | private void HoldingsOnQuantityChanged(object sender, SecurityHoldingQ... method ResolvePositionGroups (line 228) | private void ResolvePositionGroups() method TryGetValue (line 247) | public override bool TryGetValue(PositionGroupKey key, out IPositionGr... FILE: Common/Securities/Positions/SecurityPositionGroupResolver.cs class SecurityPositionGroupResolver (line 24) | public class SecurityPositionGroupResolver : IPositionGroupResolver method SecurityPositionGroupResolver (line 32) | public SecurityPositionGroupResolver(IPositionGroupBuyingPowerModel bu... method TryGroup (line 46) | public bool TryGroup(IReadOnlyCollection newPositions, Posi... method Resolve (line 66) | public PositionGroupCollection Resolve(PositionCollection positions) method GetImpactedGroups (line 87) | public IEnumerable GetImpactedGroups( FILE: Common/Securities/ProjectedHoldings.cs class ProjectedHoldings (line 21) | public class ProjectedHoldings method ProjectedHoldings (line 44) | public ProjectedHoldings(decimal holdingsQuantity, decimal openOrdersQ... FILE: Common/Securities/RegisteredSecurityDataTypesProvider.cs class RegisteredSecurityDataTypesProvider (line 26) | public class RegisteredSecurityDataTypesProvider : IRegisteredSecurityDa... method RegisterType (line 39) | public bool RegisterType(Type type) method UnregisterType (line 64) | public bool UnregisterType(Type type) method TryGetType (line 75) | public bool TryGetType(string name, out Type type) FILE: Common/Securities/ReservedBuyingPowerForPosition.cs class ReservedBuyingPowerForPosition (line 21) | public class ReservedBuyingPowerForPosition method ReservedBuyingPowerForPosition (line 32) | public ReservedBuyingPowerForPosition(decimal reservedBuyingPowerForPo... FILE: Common/Securities/ReservedBuyingPowerForPositionParameters.cs class ReservedBuyingPowerForPositionParameters (line 21) | public class ReservedBuyingPowerForPositionParameters method ReservedBuyingPowerForPositionParameters (line 32) | public ReservedBuyingPowerForPositionParameters(Security security) method ResultInAccountCurrency (line 42) | public ReservedBuyingPowerForPosition ResultInAccountCurrency(decimal ... FILE: Common/Securities/ScanSettlementModelParameters.cs class ScanSettlementModelParameters (line 23) | public class ScanSettlementModelParameters method ScanSettlementModelParameters (line 46) | public ScanSettlementModelParameters(SecurityPortfolioManager portfoli... FILE: Common/Securities/Security.cs class Security (line 47) | public class Security : DynamicObject, ISecurityPrice method Security (line 340) | public Security(SecurityExchangeHours exchangeHours, method Security (line 372) | public Security(Symbol symbol, method Security (line 404) | protected Security(Symbol symbol, method Security (line 466) | protected Security(SubscriptionDataConfig config, method GetLastData (line 608) | public BaseData GetLastData() => Cache.GetData(); method SetLocalTimeKeeper (line 615) | public virtual void SetLocalTimeKeeper(LocalTimeKeeper localTimeKeeper) method SetMarketPrice (line 626) | public void SetMarketPrice(BaseData data) method Update (line 645) | public void Update(IReadOnlyList data, Type dataType, bool? ... method IsCustomData (line 655) | [Obsolete("This method is obsolete. Use the 'SubscriptionDataConfig' e... method SetLeverage (line 671) | public void SetLeverage(decimal leverage) method SetDataNormalizationMode (line 684) | [Obsolete("This method is obsolete. Use the 'SubscriptionDataConfig' e... method RefreshDataNormalizationModeProperty (line 703) | public void RefreshDataNormalizationModeProperty() method SetFeeModel (line 718) | public void SetFeeModel(IFeeModel feelModel) method SetFeeModel (line 727) | public void SetFeeModel(PyObject feelModel) method SetFillModel (line 739) | public void SetFillModel(IFillModel fillModel) method SetFillModel (line 748) | public void SetFillModel(PyObject fillModel) method SetSettlementModel (line 760) | public void SetSettlementModel(ISettlementModel settlementModel) method SetSettlementModel (line 769) | public void SetSettlementModel(PyObject settlementModel) method SetSlippageModel (line 781) | public void SetSlippageModel(ISlippageModel slippageModel) method SetSlippageModel (line 790) | public void SetSlippageModel(PyObject slippageModel) method SetVolatilityModel (line 802) | public void SetVolatilityModel(IVolatilityModel volatilityModel) method SetVolatilityModel (line 811) | public void SetVolatilityModel(PyObject volatilityModel) method SetBuyingPowerModel (line 823) | public void SetBuyingPowerModel(IBuyingPowerModel buyingPowerModel) method SetBuyingPowerModel (line 832) | public void SetBuyingPowerModel(PyObject pyObject) method SetMarginInterestRateModel (line 844) | public void SetMarginInterestRateModel(IMarginInterestRateModel margin... method SetMarginInterestRateModel (line 853) | public void SetMarginInterestRateModel(PyObject pyObject) method SetMarginModel (line 865) | public void SetMarginModel(IBuyingPowerModel marginModel) method SetMarginModel (line 874) | public void SetMarginModel(PyObject pyObject) method SetShortableProvider (line 886) | public void SetShortableProvider(PyObject pyObject) method SetShortableProvider (line 898) | public void SetShortableProvider(IShortableProvider shortableProvider) method SetDataFilter (line 908) | public void SetDataFilter(PyObject pyObject) method SetDataFilter (line 920) | public void SetDataFilter(ISecurityDataFilter dataFilter) method TryGetMember (line 930) | public override bool TryGetMember(GetMemberBinder binder, out object r... method TrySetMember (line 938) | public override bool TrySetMember(SetMemberBinder binder, object value) method TryInvokeMember (line 947) | public override bool TryInvokeMember(InvokeMemberBinder binder, object... method Add (line 968) | public void Add(string key, object value) method Set (line 979) | public void Set(string key, object value) method TryGet (line 991) | public bool TryGet(string key, out T value) method Get (line 1008) | public T Get(string key) method Remove (line 1018) | public bool Remove(string key) method Remove (line 1029) | public bool Remove(string key, out T value) method Clear (line 1043) | public void Clear() method ToString (line 1074) | public override string ToString() method AddData (line 1083) | internal void AddData(SubscriptionDataConfig subscription) method AddData (line 1104) | internal void AddData(SubscriptionDataConfigList subscriptions) method UpdateConsumersMarketPrice (line 1128) | protected virtual void UpdateConsumersMarketPrice(BaseData data) method UpdateSubscriptionProperties (line 1138) | private void UpdateSubscriptionProperties() method UpdateMarketPrice (line 1149) | private void UpdateMarketPrice(BaseData data) method CastDynamicPropertyValue (line 1161) | private static T CastDynamicPropertyValue(object obj) method ApplySplit (line 1183) | internal void ApplySplit(Split split) method UpdateSymbolProperties (line 1192) | internal virtual void UpdateSymbolProperties(SymbolProperties symbolPr... method Reset (line 1209) | public virtual void Reset() FILE: Common/Securities/SecurityCache.cs class SecurityCache (line 33) | public class SecurityCache method AddDataList (line 132) | public void AddDataList(IReadOnlyList data, Type dataType, b... method AddData (line 181) | public void AddData(BaseData data) method ProcessDataPoint (line 191) | protected virtual void ProcessDataPoint(BaseData data, bool cacheByType) method StoreData (line 301) | public void StoreData(IReadOnlyList data, Type dataType) method GetData (line 328) | public BaseData GetData() method GetData (line 338) | public T GetData() method GetData (line 349) | public PyObject GetData(PyObject pyType) method GetData (line 374) | private BaseData GetData(Type type) method GetAll (line 388) | public IEnumerable GetAll() method Reset (line 409) | public void Reset() method HasData (line 440) | public bool HasData(Type type) method TryGetValue (line 448) | public bool TryGetValue(Type type, out IReadOnlyList data) method SetLocalTimeKeeper (line 488) | public virtual void SetLocalTimeKeeper(LocalTimeKeeper localTimeKeeper) method SubscribeToTimeUpdatedEvent (line 496) | private void SubscribeToTimeUpdatedEvent() method UnsubscribeToTimeUpdatedEvent (line 505) | private void UnsubscribeToTimeUpdatedEvent() method OnTimeUpdated (line 514) | private void OnTimeUpdated(object sender, TimeUpdatedEventArgs e) method StoreDataPoint (line 520) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ShareTypeCacheInstance (line 567) | public static void ShareTypeCacheInstance(SecurityCache sourceToShare,... method ApplySplit (line 591) | internal void ApplySplit(Split split) FILE: Common/Securities/SecurityCacheDataStoredEventArgs.cs class SecurityCacheDataStoredEventArgs (line 26) | public class SecurityCacheDataStoredEventArgs : EventArgs method SecurityCacheDataStoredEventArgs (line 43) | public SecurityCacheDataStoredEventArgs(Type dataType, IReadOnlyList method SecurityDatabaseKey (line 51) | public SecurityDatabaseKey(string market, string symbol, SecurityType ... method CreateCommonKey (line 61) | public SecurityDatabaseKey CreateCommonKey() method Parse (line 71) | public static SecurityDatabaseKey Parse(string key) method Equals (line 96) | public bool Equals(SecurityDatabaseKey other) method Equals (line 112) | public override bool Equals(object obj) method GetHashCode (line 126) | public override int GetHashCode() method ToString (line 163) | public override string ToString() FILE: Common/Securities/SecurityDefinition.cs class SecurityDefinition (line 30) | public class SecurityDefinition method Read (line 79) | public static List Read(IDataProvider dataProvider... method TryRead (line 107) | public static bool TryRead(IDataProvider dataProvider, string securiti... method FromCsvLine (line 126) | public static SecurityDefinition FromCsvLine(string line) FILE: Common/Securities/SecurityDefinitionSymbolResolver.cs class SecurityDefinitionSymbolResolver (line 33) | public class SecurityDefinitionSymbolResolver method SecurityDefinitionSymbolResolver (line 48) | private SecurityDefinitionSymbolResolver(IDataProvider dataProvider = ... method CUSIP (line 69) | public Symbol CUSIP(string cusip, DateTime tradingDate) method CUSIP (line 86) | public string CUSIP(Symbol symbol) method CompositeFIGI (line 102) | public Symbol CompositeFIGI(string compositeFigi, DateTime tradingDate) method CompositeFIGI (line 119) | public string CompositeFIGI(Symbol symbol) method SEDOL (line 135) | public Symbol SEDOL(string sedol, DateTime tradingDate) method SEDOL (line 152) | public string SEDOL(Symbol symbol) method ISIN (line 168) | public Symbol ISIN(string isin, DateTime tradingDate) method ISIN (line 185) | public string ISIN(Symbol symbol) method CIK (line 195) | public int? CIK(Symbol symbol) method CIK (line 211) | public Symbol[] CIK(int cik, DateTime tradingDate) method SecurityDefinitionToSymbol (line 234) | private Symbol SecurityDefinitionToSymbol(SecurityDefinition securityD... method SymbolToSecurityDefinition (line 266) | private SecurityDefinition SymbolToSecurityDefinition(Symbol symbol) method GetSecurityDefinitions (line 279) | private IEnumerable GetSecurityDefinitions() method GetInstance (line 299) | public static SecurityDefinitionSymbolResolver GetInstance(IDataProvid... method Reset (line 317) | public static void Reset() FILE: Common/Securities/SecurityEventArgs.cs class SecurityEventArgs (line 21) | public abstract class SecurityEventArgs method SecurityEventArgs (line 32) | protected SecurityEventArgs(Security security) FILE: Common/Securities/SecurityExchange.cs class SecurityExchange (line 27) | public class SecurityExchange method SecurityExchange (line 67) | public SecurityExchange(SecurityExchangeHours exchangeHours) method SetLocalDateTimeFrontierProvider (line 76) | public void SetLocalDateTimeFrontierProvider(LocalTimeKeeper timeProvi... method DateIsOpen (line 88) | public bool DateIsOpen(DateTime dateToCheck, bool extendedMarketHours ... method DateTimeIsOpen (line 98) | public bool DateTimeIsOpen(DateTime dateTime) method IsOpenDuringBar (line 106) | public bool IsOpenDuringBar(DateTime barStartTime, DateTime barEndTime... method IsClosingSoon (line 116) | public bool IsClosingSoon(int minutesToClose) method SetMarketHours (line 127) | public void SetMarketHours(IEnumerable marketHours... FILE: Common/Securities/SecurityExchangeHours.cs class SecurityExchangeHours (line 33) | public class SecurityExchangeHours method AlwaysOpen (line 120) | public static SecurityExchangeHours AlwaysOpen(DateTimeZone timeZone) method SecurityExchangeHours (line 139) | public SecurityExchangeHours( method IsOpen (line 177) | public bool IsOpen(DateTime localDateTime, bool extendedMarketHours) method IsOpen (line 189) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method IsDateOpen (line 224) | public bool IsDateOpen(DateTime localDateTime, bool extendedMarketHour... method GetFirstDailyMarketOpen (line 247) | public DateTime GetFirstDailyMarketOpen(DateTime localDateTime, bool e... method GetPreviousMarketOpen (line 258) | public DateTime GetPreviousMarketOpen(DateTime localDateTime, bool ext... method GetPreviousMarketOpen (line 269) | public DateTime GetPreviousMarketOpen(DateTime localDateTime, bool ext... method GetNextMarketOpen (line 320) | public DateTime GetNextMarketOpen(DateTime localDateTime, bool extende... method GetLastDailyMarketClose (line 373) | public DateTime GetLastDailyMarketClose(DateTime localDateTime, bool e... method GetNextMarketClose (line 384) | public DateTime GetNextMarketClose(DateTime localDateTime, bool extend... method GetNextMarketClose (line 396) | public DateTime GetNextMarketClose(DateTime localDateTime, bool extend... method GetNextOrPreviousSegment (line 434) | private MarketHoursSegment GetNextOrPreviousSegment(DateTime time, boo... method CheckIsMarketAlwaysOpen (line 451) | private bool CheckIsMarketAlwaysOpen() method SetMarketHoursForDay (line 495) | private void SetMarketHoursForDay(DayOfWeek dayOfWeek, out LocalMarket... method GetMarketHours (line 514) | public LocalMarketHours GetMarketHours(DateTime localDateTime) method GetPreviousTradingDay (line 654) | public DateTime GetPreviousTradingDay(DateTime localDate) method GetNextTradingDay (line 670) | public DateTime GetNextTradingDay(DateTime date) method Update (line 685) | internal void Update(SecurityExchangeHours other) class CachedLocalMarketHours (line 709) | private class CachedLocalMarketHours method CachedLocalMarketHours (line 713) | public CachedLocalMarketHours(LocalMarketHours localMarketHours, Dat... FILE: Common/Securities/SecurityHolding.cs class SecurityHolding (line 24) | public class SecurityHolding method SecurityHolding (line 49) | public SecurityHolding(Security security, ICurrencyConverter currencyC... method SecurityHolding (line 62) | protected SecurityHolding(SecurityHolding holding) method AddNewFee (line 377) | public void AddNewFee(decimal newFee) method AddNewProfit (line 386) | public void AddNewProfit(decimal profitLoss) method AddNewSale (line 395) | public void AddNewSale(decimal saleValue) method AddNewDividend (line 404) | public void AddNewDividend(decimal dividend) method SetLastTradeProfit (line 413) | public void SetLastTradeProfit(decimal lastTradeProfit) method SetHoldings (line 421) | public virtual void SetHoldings(decimal averagePrice, int quantity) method SetHoldings (line 429) | public virtual void SetHoldings(decimal averagePrice, decimal quantity) method UpdateMarketPrice (line 444) | public virtual void UpdateMarketPrice(decimal closingPrice) method GetQuantityValue (line 455) | public virtual ConvertibleCashAmount GetQuantityValue(decimal quantity) method GetQuantityValue (line 467) | public virtual ConvertibleCashAmount GetQuantityValue(decimal quantity... method TotalCloseProfit (line 477) | public virtual decimal TotalCloseProfit(bool includeFees = true, decim... method ToString (line 514) | public override string ToString() method OnQuantityChanged (line 522) | protected virtual void OnQuantityChanged(decimal previousAveragePrice,... FILE: Common/Securities/SecurityHoldingQuantityChangedEventArgs.cs class SecurityHoldingQuantityChangedEventArgs (line 23) | public class SecurityHoldingQuantityChangedEventArgs : SecurityEventArgs method SecurityHoldingQuantityChangedEventArgs (line 41) | public SecurityHoldingQuantityChangedEventArgs( FILE: Common/Securities/SecurityManager.cs class SecurityManager (line 30) | public class SecurityManager : ExtendedDictionary, IDi... method SecurityManager (line 60) | public SecurityManager(ITimeKeeper timeKeeper) method Add (line 74) | public void Add(Symbol symbol, Security security) method Add (line 97) | public void Add(Security security) method Add (line 107) | public void Add(KeyValuePair pair) method Clear (line 116) | public override void Clear() method Contains (line 134) | public bool Contains(KeyValuePair pair) method ContainsKey (line 148) | public override bool ContainsKey(Symbol symbol) method CopyTo (line 162) | public void CopyTo(KeyValuePair[] array, int number) method Remove (line 200) | public bool Remove(KeyValuePair pair) method Remove (line 210) | public override bool Remove(Symbol symbol) method TryGetValue (line 253) | public override bool TryGetValue(Symbol symbol, out Security security) method GetEnumerator (line 320) | IEnumerator> IEnumerable> GetEnumerable() method GetEnumeratorImplementation (line 348) | private List>.Enumerator GetEnumeratorI... method GetItems (line 357) | public override IEnumerable> GetItems()... method OnCollectionChanged (line 403) | protected virtual void OnCollectionChanged(NotifyCollectionChangedEven... method SetSecurityService (line 414) | public void SetSecurityService(SecurityService securityService) method CreateSecurity (line 424) | public Security CreateSecurity( method CreateSecurity (line 440) | public Security CreateSecurity( method CreateBenchmarkSecurity (line 454) | public Security CreateBenchmarkSecurity(Symbol symbol) method SetLiveMode (line 463) | public void SetLiveMode(bool isLiveMode) FILE: Common/Securities/SecurityMarginModel.cs class SecurityMarginModel (line 21) | public class SecurityMarginModel : BuyingPowerModel method SecurityMarginModel (line 26) | public SecurityMarginModel() method SecurityMarginModel (line 39) | public SecurityMarginModel( method SecurityMarginModel (line 54) | public SecurityMarginModel(decimal leverage, decimal requiredFreeBuyin... FILE: Common/Securities/SecurityPortfolioManager.cs class SecurityPortfolioManager (line 35) | public class SecurityPortfolioManager : ExtendedDictionary pair) { throw ne... method Clear (line 149) | public override void Clear() { throw new NotImplementedException(Messa... method Remove (line 157) | public bool Remove(KeyValuePair pair) { throw... method Remove (line 165) | public override bool Remove(Symbol symbol) { throw new NotImplementedE... method ContainsKey (line 172) | public override bool ContainsKey(Symbol symbol) method Contains (line 183) | public bool Contains(KeyValuePair pair) method CopyTo (line 218) | public void CopyTo(KeyValuePair[] array, int ... method GetItems (line 236) | public override IEnumerable> Get... method TryGetValue (line 286) | public override bool TryGetValue(Symbol symbol, out SecurityHolding ho... method GetEnumerator (line 299) | IEnumerator> IEnumerable fills) method ApplyDividend (line 767) | public void ApplyDividend(Dividend dividend, bool liveMode, DataNormal... method ApplySplit (line 797) | public void ApplySplit(Split split, Security security, bool liveMode, ... method AddTransactionRecord (line 849) | public void AddTransactionRecord(DateTime time, decimal transactionPro... method GetSecurity (line 859) | Security ISecurityProvider.GetSecurity(Symbol symbol) method LogMarginInformation (line 874) | public void LogMarginInformation(OrderRequest orderRequest = null) method SetMarginCallModel (line 901) | public void SetMarginCallModel(IMarginCallModel marginCallModel) method SetMarginCallModel (line 910) | public void SetMarginCallModel(PyObject pyObject) method HasSufficientBuyingPowerForOrder (line 920) | public HasSufficientBuyingPowerForOrderResult HasSufficientBuyingPower... method SetPositions (line 945) | public void SetPositions(SecurityPositionGroupModel positionGroupModel) FILE: Common/Securities/SecurityPortfolioModel.cs class SecurityPortfolioModel (line 28) | public class SecurityPortfolioModel : ISecurityPortfolioModel method ProcessFill (line 36) | public virtual void ProcessFill(SecurityPortfolioManager portfolio, Se... method ProcessCloseTradeProfit (line 177) | protected virtual ConvertibleCashAmount ProcessCloseTradeProfit(Securi... FILE: Common/Securities/SecurityPriceVariationModel.cs class SecurityPriceVariationModel (line 23) | public class SecurityPriceVariationModel : IPriceVariationModel method GetMinimumPriceVariation (line 30) | public virtual decimal GetMinimumPriceVariation(GetMinimumPriceVariati... FILE: Common/Securities/SecurityService.cs class SecurityService (line 31) | public class SecurityService : ISecurityService method SecurityService (line 48) | public SecurityService(CashBook cashBook, method CreateSecurity (line 75) | private Security CreateSecurity(Symbol symbol, method CreateSecurity (line 270) | public Security CreateSecurity(Symbol symbol, method CreateSecurity (line 286) | public Security CreateSecurity(Symbol symbol, method CreateBenchmarkSecurity (line 301) | public Security CreateBenchmarkSecurity(Symbol symbol) method SetLiveMode (line 317) | public void SetLiveMode(bool isLiveMode) method CheckCanonicalSecurityModels (line 326) | private void CheckCanonicalSecurityModels(Security security) method InitializeSecurity (line 347) | private void InitializeSecurity(bool initializeSecurity, Security secu... FILE: Common/Securities/SecurityTransactionManager.cs class SecurityTransactionManager (line 30) | public class SecurityTransactionManager : IOrderProvider class TransactionRecordEntry (line 32) | private class TransactionRecordEntry method SecurityTransactionManager (line 58) | public SecurityTransactionManager(IAlgorithm algorithm, SecurityManage... method ProcessRequest (line 187) | public OrderTicket ProcessRequest(OrderRequest request) method SetOrderId (line 207) | public void SetOrderId(SubmitOrderRequest request) method AddOrder (line 221) | public OrderTicket AddOrder(SubmitOrderRequest request) method UpdateOrder (line 231) | public OrderTicket UpdateOrder(UpdateOrderRequest request) method CancelOrder (line 241) | public OrderTicket CancelOrder(int orderId, string orderTag = null) method CancelOpenOrders (line 250) | public List CancelOpenOrders() method CancelOpenOrders (line 272) | public List CancelOpenOrders(Symbol symbol, string tag = ... method RemoveOrder (line 293) | public OrderTicket RemoveOrder(int orderId, string tag = null) method GetOrderTickets (line 303) | public IEnumerable GetOrderTickets(Func GetOrderTickets(PyObject filter) method GetOpenOrderTickets (line 323) | public IEnumerable GetOpenOrderTickets(Symbol symbol) method GetOpenOrderTickets (line 333) | public IEnumerable GetOpenOrderTickets(Func GetOpenOrderTickets(PyObject filter) method GetOpenOrdersRemainingQuantity (line 361) | public decimal GetOpenOrdersRemainingQuantity(Func ... method GetOpenOrdersRemainingQuantity (line 375) | public decimal GetOpenOrdersRemainingQuantity(PyObject filter) method GetOpenOrdersRemainingQuantity (line 392) | public decimal GetOpenOrdersRemainingQuantity(Symbol symbol) method GetOrderTicket (line 402) | public OrderTicket GetOrderTicket(int orderId) method WaitForOrder (line 414) | public bool WaitForOrder(int orderId) method GetOpenOrders (line 443) | public List GetOpenOrders(Symbol symbol) method GetOpenOrders (line 454) | public List GetOpenOrders(Func filter = null) method GetOpenOrders (line 468) | public List GetOpenOrders(PyObject filter) method GetOrderById (line 492) | public Order GetOrderById(int orderId) method GetOrdersByBrokerageId (line 502) | public List GetOrdersByBrokerageId(string brokerageId) method GetOrders (line 513) | public IEnumerable GetOrders(Func filter = null) method GetOrders (line 523) | public IEnumerable GetOrders(PyObject filter) method GetIncrementOrderId (line 532) | public int GetIncrementOrderId() method GetIncrementGroupOrderManagerId (line 541) | public int GetIncrementGroupOrderManagerId() method SetOrderProcessor (line 550) | public void SetOrderProcessor(IOrderProcessor orderProvider) method AddTransactionRecord (line 568) | public void AddTransactionRecord(DateTime time, decimal transactionPro... method SetLiveMode (line 585) | public void SetLiveMode(bool isLiveMode) method GetProjectedHoldings (line 610) | public ProjectedHoldings GetProjectedHoldings(Security security) FILE: Common/Securities/SymbolProperties.cs class SymbolProperties (line 23) | public class SymbolProperties method SymbolProperties (line 94) | protected SymbolProperties(SymbolProperties properties) method SymbolProperties (line 102) | public SymbolProperties(string description, string quoteCurrency, deci... method ToString (line 113) | public override string ToString() method GetDefault (line 123) | public static SymbolProperties GetDefault(string quoteCurrency) method Update (line 132) | internal virtual void Update(SymbolProperties other) class SymbolPropertiesHolder (line 140) | private class SymbolPropertiesHolder method SymbolPropertiesHolder (line 164) | public SymbolPropertiesHolder(string description, string quoteCurren... FILE: Common/Securities/SymbolPropertiesDatabase.cs class SymbolPropertiesDatabase (line 27) | public class SymbolPropertiesDatabase : BaseSecurityDatabase... method GetSymbolPropertiesList (line 148) | public IEnumerable... method SetEntry (line 170) | public bool SetEntry(string market, string symbol, SecurityType securi... method FromDataFolder (line 186) | public static SymbolPropertiesDatabase FromDataFolder() method FromCsvFile (line 207) | private static IEnumerable GetHistoryRequirements(Secu... method GetHistoryRequirements (line 81) | public IEnumerable GetHistoryRequirements( FILE: Common/Securities/Volatility/IVolatilityModel.cs type IVolatilityModel (line 29) | public interface IVolatilityModel method Update (line 42) | void Update(Security security, BaseData data); method GetHistoryRequirements (line 50) | IEnumerable GetHistoryRequirements(Security security, ... class VolatilityModel (line 56) | public static class VolatilityModel class NullVolatilityModel (line 64) | private sealed class NullVolatilityModel : IVolatilityModel method Update (line 68) | public void Update(Security security, BaseData data) { } method GetHistoryRequirements (line 70) | public IEnumerable GetHistoryRequirements(Security s... FILE: Common/Securities/Volatility/IndicatorVolatilityModel.cs class IndicatorVolatilityModel (line 27) | public class IndicatorVolatilityModel : BaseVolatilityModel method IndicatorVolatilityModel (line 47) | public IndicatorVolatilityModel(IIndicator indicator) method IndicatorVolatilityModel (line 60) | public IndicatorVolatilityModel(IIndicator indicator, Action GetHistoryRequirements(Sec... method Reset (line 140) | private void Reset() method GetLastUpdateInitialValue (line 148) | private static DateTime GetLastUpdateInitialValue(TimeSpan periodSpan,... FILE: Common/Securities/Volatility/StandardDeviationOfReturnsVolatilityModel.cs class StandardDeviationOfReturnsVolatilityModel (line 31) | public class StandardDeviationOfReturnsVolatilityModel : BaseVolatilityM... method StandardDeviationOfReturnsVolatilityModel (line 86) | public StandardDeviationOfReturnsVolatilityModel( method StandardDeviationOfReturnsVolatilityModel (line 119) | public StandardDeviationOfReturnsVolatilityModel( method Update (line 132) | public override void Update(Security security, BaseData data) method GetHistoryRequirements (line 157) | public override IEnumerable GetHistoryRequirements(Sec... method Reset (line 172) | private void Reset() method PeriodsInResolution (line 181) | private static int PeriodsInResolution(Resolution resolution) FILE: Common/Securities/Volatility/VolatilityModelExtensions.cs class VolatilityModelExtensions (line 30) | public static class VolatilityModelExtensions method WarmUp (line 44) | public static void WarmUp( method WarmUp (line 78) | public static void WarmUp( method WarmUp (line 110) | public static void WarmUp( method WarmUp (line 130) | private static void WarmUp( FILE: Common/SecurityIdentifier.cs class SecurityIdentifier (line 39) | [JsonConverter(typeof(SecurityIdentifierJsonConverter))] method SecurityIdentifier (line 317) | public SecurityIdentifier(string symbol, ulong properties) method SecurityIdentifier (line 350) | public SecurityIdentifier(string symbol, ulong properties, SecurityIde... method GenerateOption (line 380) | public static SecurityIdentifier GenerateOption(DateTime expiry, method GenerateOption (line 401) | public static SecurityIdentifier GenerateOption(DateTime expiry, method GenerateFuture (line 434) | public static SecurityIdentifier GenerateFuture(DateTime expiry, method GenerateEquity (line 451) | public static SecurityIdentifier GenerateEquity(string symbol, string ... method Ticker (line 470) | public static string Ticker(Symbol symbol, DateTime date) method GenerateEquity (line 490) | public static SecurityIdentifier GenerateEquity(DateTime date, string ... method GenerateConstituentIdentifier (line 506) | public static SecurityIdentifier GenerateConstituentIdentifier(string ... method GenerateBaseSymbol (line 517) | public static string GenerateBaseSymbol(Type dataType, string symbol) method TryGetCustomDataType (line 532) | public static bool TryGetCustomDataType(string symbol, out string type) method TryGetCustomDataTypeInstance (line 551) | public static bool TryGetCustomDataTypeInstance(string symbol, out Typ... method GenerateBase (line 566) | public static SecurityIdentifier GenerateBase(Type dataType, string sy... method GenerateForex (line 592) | public static SecurityIdentifier GenerateForex(string symbol, string m... method GenerateCrypto (line 603) | public static SecurityIdentifier GenerateCrypto(string symbol, string ... method GenerateCryptoFuture (line 615) | public static SecurityIdentifier GenerateCryptoFuture(DateTime expiry,... method GenerateCfd (line 626) | public static SecurityIdentifier GenerateCfd(string symbol, string mar... method GenerateIndex (line 637) | public static SecurityIdentifier GenerateIndex(string symbol, string m... method Generate (line 646) | private static SecurityIdentifier Generate(DateTime date, method GetFirstTickerAndDate (line 715) | private static Tuple GetFirstTickerAndDate(IMapFileP... method NormalizeStrike (line 730) | private static ulong NormalizeStrike(decimal strike, out ulong scale) method Pow (line 790) | private static ulong Pow(uint x, int pow) method Parse (line 812) | public static SecurityIdentifier Parse(string value) method TryParse (line 832) | public static bool TryParse(string value, out SecurityIdentifier ident... method TryParse (line 841) | private static bool TryParse(string value, out SecurityIdentifier iden... method CacheSid (line 853) | private static void CacheSid(string key, SecurityIdentifier identifier) method TryParseProperties (line 866) | private static bool TryParseProperties(string value, out Exception exc... method ExtractFromProperties (line 946) | private ulong ExtractFromProperties(ulong offset, ulong width) method ExtractFromProperties (line 955) | private static ulong ExtractFromProperties(ulong offset, ulong width, ... method GetMarketIdentifier (line 965) | private static int GetMarketIdentifier(string market) method CompareTo (line 984) | public int CompareTo(SecurityIdentifier other) method CompareTo (line 1004) | public int CompareTo(object obj) method Equals (line 1031) | public bool Equals(SecurityIdentifier other) method Equals (line 1045) | public override bool Equals(object obj) method GetHashCode (line 1059) | public override int GetHashCode() method ToString (line 1092) | public override string ToString() FILE: Common/Series.cs class Series (line 30) | [JsonConverter(typeof(SeriesJsonConverter))] method Series (line 47) | public Series() : base() { } method Series (line 53) | public Series(string name) method Series (line 64) | public Series(string name, SeriesType type, int index) method Series (line 76) | public Series(string name, SeriesType type, int index, string unit) method Series (line 88) | public Series(string name, SeriesType type = SeriesType.Line, string u... method Series (line 100) | public Series(string name, SeriesType type, string unit, Color color) method Series (line 113) | public Series(string name, SeriesType type, string unit, Color color, ... method AddPoint (line 125) | public void AddPoint(DateTime time, decimal value) method AddPoint (line 143) | public override void AddPoint(ISeriesPoint point) method AddPoint (line 158) | public override void AddPoint(DateTime time, List values) method ConsolidateChartPoints (line 172) | public override ISeriesPoint ConsolidateChartPoints() method Clone (line 193) | public override BaseSeries Clone(bool empty = false) type ScatterMarkerSymbol (line 216) | [JsonConverter(typeof(StringEnumConverter))] FILE: Common/SeriesSampler.cs class SeriesSampler (line 27) | public class SeriesSampler method SeriesSampler (line 43) | public SeriesSampler(TimeSpan resolution) method Sample (line 56) | public virtual BaseSeries Sample(BaseSeries series, DateTime start, Da... method SampleCharts (line 88) | public Dictionary SampleCharts(IDictionary ca... method Interpolate (line 362) | protected static decimal? Interpolate(decimal x0, decimal? y0, decimal... method Interpolate (line 391) | private static ChartPoint Interpolate(ChartPoint previous, ChartPoint ... method Interpolate (line 406) | private static Candlestick Interpolate(Candlestick template, Candlesti... method TruncateValue (line 430) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetIdentitySeries (line 458) | protected static T GetIdentitySeries(T sampled, T series, DateTime ... method SafeTruncate (line 472) | private static decimal? SafeTruncate(decimal? value) FILE: Common/Statistics/AlgorithmPerformance.cs class AlgorithmPerformance (line 25) | public class AlgorithmPerformance method AlgorithmPerformance (line 56) | public AlgorithmPerformance( method AlgorithmPerformance (line 79) | public AlgorithmPerformance() method AlgorithmPerformance (line 90) | public AlgorithmPerformance(AlgorithmPerformance other) FILE: Common/Statistics/DrawdownMetrics.cs class DrawdownMetrics (line 23) | public class DrawdownMetrics method DrawdownMetrics (line 41) | public DrawdownMetrics(decimal drawdown, int recoveryTime) FILE: Common/Statistics/IStatisticsService.cs type IStatisticsService (line 24) | public interface IStatisticsService method StatisticsResults (line 30) | StatisticsResults StatisticsResults(); method SetSummaryStatistic (line 37) | void SetSummaryStatistic(string name, string value); FILE: Common/Statistics/PerformanceMetrics.cs class PerformanceMetrics (line 21) | public static class PerformanceMetrics FILE: Common/Statistics/PortfolioStatistics.cs class PortfolioStatistics (line 30) | public class PortfolioStatistics method PortfolioStatistics (line 211) | public PortfolioStatistics( method PortfolioStatistics (line 325) | public PortfolioStatistics() method GetAnnualPerformance (line 336) | private static decimal GetAnnualPerformance(List performance, ... method GetValueAtRisk (line 363) | private static decimal GetValueAtRisk( FILE: Common/Statistics/Statistics.cs class Statistics (line 29) | public class Statistics method CompoundingAnnualPerformance (line 38) | public static decimal CompoundingAnnualPerformance(decimal startingCap... method AnnualPerformance (line 57) | public static double AnnualPerformance(List performance, doubl... method AnnualVariance (line 69) | public static double AnnualVariance(List performance, double t... method AnnualStandardDeviation (line 85) | public static double AnnualStandardDeviation(List performance,... method AnnualDownsideVariance (line 98) | public static double AnnualDownsideVariance(List performance, ... method AnnualDownsideStandardDeviation (line 110) | public static double AnnualDownsideStandardDeviation(List perf... method TrackingError (line 123) | public static double TrackingError(List algoPerformance, List<... method SharpeRatio (line 148) | public static double SharpeRatio(double averagePerformance, double sta... method SharpeRatio (line 161) | public static decimal SharpeRatio(decimal averagePerformance, decimal ... method SharpeRatio (line 174) | public static double SharpeRatio(List algoPerformance, double ... method SortinoRatio (line 188) | public static double SortinoRatio(List algoPerformance, double... method ProbabilisticSharpeRatio (line 199) | public static double ProbabilisticSharpeRatio(List listPerform... method ObservedSharpeRatio (line 228) | public static double ObservedSharpeRatio(List listPerformance) method DrawdownPercent (line 243) | public static decimal DrawdownPercent(decimal current, decimal high, i... method CalculateDrawdownMetrics (line 261) | public static DrawdownMetrics CalculateDrawdownMetrics(SortedDictionar... FILE: Common/Statistics/StatisticsBuilder.cs class StatisticsBuilder (line 29) | public static class StatisticsBuilder method Generate (line 51) | public static StatisticsResults Generate( method GetAlgorithmPerformance (line 99) | private static AlgorithmPerformance GetAlgorithmPerformance( method GetRollingPerformances (line 169) | private static Dictionary GetRollingPerf... method GetSummary (line 205) | private static Dictionary GetSummary(AlgorithmPerforma... class PeriodRange (line 251) | private class PeriodRange method GetPeriodRanges (line 265) | private static IEnumerable GetPeriodRanges(int periodMont... method ChartPointToDictionary (line 301) | private static SortedDictionary ChartPointToDiction... method GetPointValue (line 319) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method CreateBenchmarkDifferences (line 337) | public static IEnumerable> CreateBenchm... method PreprocessPerformanceValues (line 380) | public static IEnumerable> PreprocessPe... FILE: Common/Statistics/StatisticsResults.cs class StatisticsResults (line 23) | public class StatisticsResults method StatisticsResults (line 46) | public StatisticsResults(AlgorithmPerformance totalPerformance, Dictio... method StatisticsResults (line 56) | public StatisticsResults() method AddCustomSummaryStatistics (line 63) | internal void AddCustomSummaryStatistics(IDictionary c... FILE: Common/Statistics/Trade.cs class Trade (line 25) | public class Trade method Trade (line 150) | public Trade() method Trade (line 158) | public Trade(Trade other) FILE: Common/Statistics/TradeBuilder.cs class TradeBuilder (line 30) | public class TradeBuilder : ITradeBuilder class TradeState (line 32) | private class TradeState method UpdateDrawdown (line 41) | public void UpdateDrawdown(decimal currentProfit) class Position (line 63) | private class Position method Position (line 71) | public Position() method TradeBuilder (line 93) | public TradeBuilder(FillGroupingMethod groupingMethod, FillMatchingMet... method SetLiveMode (line 103) | public void SetLiveMode(bool live) method SetSecurityManager (line 112) | public void SetSecurityManager(SecurityManager securities) method HasOpenPosition (line 136) | public bool HasOpenPosition(Symbol symbol) method SetMarketPrice (line 152) | public void SetMarketPrice(Symbol symbol, decimal price) method ApplySplit (line 177) | public void ApplySplit(Split split, bool liveMode, DataNormalizationMo... method ProcessFill (line 226) | public void ProcessFill(OrderEvent fill, method ProcessFillUsingFillToFill (line 256) | private void ProcessFillUsingFillToFill(OrderEvent fill, decimal order... method ProcessFillUsingFlatToFlat (line 397) | private void ProcessFillUsingFlatToFlat(OrderEvent fill, decimal order... method ProcessFillUsingFlatToReduced (line 508) | private void ProcessFillUsingFlatToReduced(OrderEvent fill, decimal or... method AddNewTrade (line 610) | private void AddNewTrade(Trade trade, OrderEvent fill) FILE: Common/Statistics/TradeEnums.cs type TradeDirection (line 21) | public enum TradeDirection type FillGroupingMethod (line 37) | public enum FillGroupingMethod type FillMatchingMethod (line 58) | public enum FillMatchingMethod FILE: Common/Statistics/TradeStatistics.cs class TradeStatistics (line 26) | public class TradeStatistics method TradeStatistics (line 276) | public TradeStatistics(IEnumerable trades) method TradeStatistics (line 438) | public TradeStatistics() FILE: Common/Storage/ObjectStore.cs class ObjectStore (line 31) | public class ObjectStore : IObjectStore method ObjectStore (line 58) | public ObjectStore(IObjectStore store) method Initialize (line 71) | public void Initialize(int userId, int projectId, string userToken, Co... method Clear (line 84) | public void Clear() => _store.Clear(); method ContainsKey (line 91) | public bool ContainsKey(string path) method ReadBytes (line 101) | public byte[] ReadBytes(string path) method SaveBytes (line 112) | public bool SaveBytes(string path, byte[] contents) method Delete (line 122) | public bool Delete(string path) method GetFilePath (line 132) | public string GetFilePath(string path) method Read (line 143) | public string Read(string path, Encoding encoding = null) method ReadString (line 157) | public string ReadString(string path, Encoding encoding = null) method ReadJson (line 169) | public T ReadJson(string path, Encoding encoding = null, JsonSerial... method ReadXml (line 183) | public T ReadXml(string path, Encoding encoding = null) method Save (line 202) | public bool Save(string path) method Save (line 222) | public bool Save(string path, string text, Encoding encoding = null) method SaveString (line 235) | public bool SaveString(string path, string text, Encoding encoding = n... method SaveJson (line 250) | public bool SaveJson(string path, T obj, Encoding encoding = null, ... method SaveXml (line 265) | public bool SaveXml(string path, T obj, Encoding encoding = null) method GetEnumerator (line 282) | public IEnumerator> GetEnumerator() method GetEnumerator (line 290) | IEnumerator IEnumerable.GetEnumerator() method Dispose (line 297) | public void Dispose() FILE: Common/StringExtensions.cs class StringExtensions (line 26) | public static class StringExtensions method ConvertInvariant (line 36) | public static T ConvertInvariant(this object value) method ConvertInvariant (line 51) | public static object ConvertInvariant(this object value, Type conversi... method Invariant (line 127) | public static string Invariant(FormattableString formattable) method ToStringInvariant (line 135) | public static string ToStringInvariant(this IConvertible convertible) method ToStringInvariant (line 149) | public static string ToStringInvariant(this IFormattable formattable, ... method ToIso8601Invariant (line 182) | public static string ToIso8601Invariant(this DateTime dateTime) method StartsWithInvariant (line 191) | public static bool StartsWithInvariant(this string value, string begin... method EndsWithInvariant (line 200) | public static bool EndsWithInvariant(this string value, string ending,... method IndexOfInvariant (line 208) | public static int IndexOfInvariant(this string value, char character) method IndexOfInvariant (line 217) | public static int IndexOfInvariant(this string value, string substring... method LastIndexOfInvariant (line 229) | public static int LastIndexOfInvariant(this string value, string subst... method IfNotNullOrEmpty (line 256) | public static T IfNotNullOrEmpty(this string value, T defaultValue,... method IfNotNullOrEmpty (line 284) | public static T IfNotNullOrEmpty(this string value, Func... method SafeSubstring (line 295) | public static string SafeSubstring(this string value, int startIndex, ... method Truncate (line 324) | public static string Truncate(this string value, int maxLength) FILE: Common/StubsAvoidImplicitsAttribute.cs class StubsAvoidImplicitsAttribute (line 24) | [AttributeUsage(AttributeTargets.All)] FILE: Common/StubsIgnoreAttribute.cs class StubsIgnoreAttribute (line 23) | [AttributeUsage(AttributeTargets.All)] FILE: Common/Symbol.cs class Symbol (line 31) | [JsonConverter(typeof(SymbolJsonConverter))] method Create (line 64) | public static Symbol Create(string ticker, SecurityType securityType, ... method CreateBase (line 138) | public static Symbol CreateBase(PyObject baseType, Symbol underlying, ... method CreateBase (line 156) | public static Symbol CreateBase(Type baseType, Symbol underlying, stri... method CreateOption (line 184) | public static Symbol CreateOption(string underlying, string market, Op... method CreateOption (line 204) | public static Symbol CreateOption(Symbol underlyingSymbol, string mark... method CreateOption (line 222) | public static Symbol CreateOption(Symbol underlyingSymbol, string targ... method CreateOption (line 236) | public static Symbol CreateOption(SecurityIdentifier sid, string value... method CreateCanonicalOption (line 275) | public static Symbol CreateCanonicalOption(Symbol underlyingSymbol, st... method CreateCanonicalOption (line 289) | public static Symbol CreateCanonicalOption(Symbol underlyingSymbol, st... method CreateFuture (line 314) | public static Symbol CreateFuture(string ticker, string market, DateTi... method IsCanonical (line 325) | public bool IsCanonical() method HasCanonical (line 366) | public bool HasCanonical() method HasUnderlyingSymbol (line 376) | public bool HasUnderlyingSymbol(Symbol symbol) method Symbol (line 464) | public Symbol(SecurityIdentifier sid, string value) method UpdateMappedSymbol (line 483) | public Symbol UpdateMappedSymbol(string mappedSymbol, uint contractDep... method GetOptionTypeFromUnderlying (line 544) | public static SecurityType GetOptionTypeFromUnderlying(Symbol underlyi... method GetOptionTypeFromUnderlying (line 555) | public static SecurityType GetOptionTypeFromUnderlying(SecurityType se... method GetUnderlyingFromOptionType (line 576) | public static SecurityType GetUnderlyingFromOptionType(SecurityType se... method Symbol (line 597) | internal Symbol(SecurityIdentifier sid, string value, Symbol underlying) method Equals (line 619) | public override bool Equals(object obj) method GetHashCode (line 647) | public override int GetHashCode() method CompareTo (line 660) | public int CompareTo(object obj) method ToString (line 683) | public override string ToString() method Equals (line 699) | public bool Equals(Symbol other) method Contains (line 874) | [Obsolete("Symbol.Contains is a pass-through for Symbol.Value.Contains")] method EndsWith (line 876) | [Obsolete("Symbol.EndsWith is a pass-through for Symbol.Value.EndsWith")] method StartsWith (line 878) | [Obsolete("Symbol.StartsWith is a pass-through for Symbol.Value.Starts... method ToLower (line 880) | [Obsolete("Symbol.ToLower is a pass-through for Symbol.Value.ToLower")] method ToUpper (line 882) | [Obsolete("Symbol.ToUpper is a pass-through for Symbol.Value.ToUpper")] method GetAlias (line 891) | public static string GetAlias(SecurityIdentifier securityIdentifier, S... method IsCanonical (line 932) | private static bool IsCanonical(SecurityIdentifier sid) FILE: Common/SymbolCache.cs class SymbolCache (line 29) | public static class SymbolCache method Set (line 40) | public static void Set(string ticker, Symbol symbol) method GetSymbol (line 64) | public static Symbol GetSymbol(string ticker) method TryGetSymbol (line 80) | public static bool TryGetSymbol(string ticker, out Symbol symbol) method GetTicker (line 92) | public static string GetTicker(Symbol symbol) method TryGetTicker (line 106) | public static bool TryGetTicker(Symbol symbol, out string ticker) method TryRemove (line 120) | public static bool TryRemove(Symbol symbol) method TryRemove (line 134) | public static bool TryRemove(string ticker) method Clear (line 146) | public static void Clear() method TryGetSymbol (line 155) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TryGetSymbolCached (line 197) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/SymbolCapacity.cs class SymbolCapacity (line 30) | internal class SymbolCapacity method SymbolCapacity (line 96) | public SymbolCapacity(IAlgorithm algorithm, Symbol symbol) method OnOrderEvent (line 114) | public void OnOrderEvent(OrderEvent orderEvent) method IncludeMarketVolume (line 139) | private bool IncludeMarketVolume(Resolution resolution) method UpdateMarketCapacity (line 193) | public bool UpdateMarketCapacity() method GetBar (line 234) | private TradeBar GetBar() method ResolutionScaleFactor (line 287) | private static decimal ResolutionScaleFactor(Resolution resolution) method Reset (line 312) | public void Reset() method ShouldRemove (line 321) | public bool ShouldRemove() FILE: Common/SymbolJsonConverter.cs class SymbolJsonConverter (line 27) | public class SymbolJsonConverter : JsonConverter method WriteJson (line 33) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 60) | public override object ReadJson(JsonReader reader, Type objectType, ob... method CanConvert (line 78) | public override bool CanConvert(Type objectType) method ReadSymbolFromJson (line 83) | private Symbol ReadSymbolFromJson(JObject jObject) method BuildSymbolFromUserFriendlyValue (line 109) | private static Symbol BuildSymbolFromUserFriendlyValue(JObject jObject) FILE: Common/SymbolRepresentation.cs class SymbolRepresentation (line 34) | public static class SymbolRepresentation class FutureTickerProperties (line 42) | public class FutureTickerProperties class OptionTickerProperties (line 73) | public class OptionTickerProperties method ParseFutureTicker (line 104) | public static FutureTickerProperties ParseFutureTicker(string ticker) method ParseFutureSymbol (line 156) | public static Symbol ParseFutureSymbol(string ticker, int? futureYear ... method ParseFutureOptionSymbol (line 185) | public static Symbol ParseFutureOptionSymbol(string ticker, int strike... method GenerateFutureTicker (line 255) | public static string GenerateFutureTicker(string underlying, DateTime ... method GenerateOptionTickerOSI (line 298) | public static string GenerateOptionTickerOSI(this Symbol symbol) method GenerateOptionTickerOSI (line 318) | public static string GenerateOptionTickerOSI(string underlying, Option... method GenerateOptionTickerOSICompact (line 330) | public static string GenerateOptionTickerOSICompact(this Symbol symbol) method GenerateOptionTickerOSICompact (line 350) | public static string GenerateOptionTickerOSICompact(string underlying,... method ParseOptionTickerOSI (line 362) | public static Symbol ParseOptionTickerOSI(string ticker, SecurityType ... method ParseOptionTickerOSI (line 375) | public static Symbol ParseOptionTickerOSI(string ticker, SecurityType ... method TryDecomposeOptionTickerOSI (line 420) | public static bool TryDecomposeOptionTickerOSI(string ticker, out stri... method TryDecomposeOptionTickerOSI (line 458) | public static bool TryDecomposeOptionTickerOSI(string ticker, Security... method GenerateOptionTicker (line 485) | public static string GenerateOptionTicker(Symbol symbol) method ParseOptionTickerIQFeed (line 499) | public static OptionTickerProperties ParseOptionTickerIQFeed(string ti... method ParseTickerFromUserInput (line 606) | public static Symbol ParseTickerFromUserInput(string ticker, SecurityT... method GetExpirationYear (line 635) | private static int GetExpirationYear(int? futureYear, FutureTickerProp... FILE: Common/SymbolValueJsonConverter.cs class SymbolValueJsonConverter (line 27) | public class SymbolValueJsonConverter : JsonConverter method WriteJson (line 33) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 53) | public override object ReadJson(JsonReader reader, Type objectType, ob... method CanConvert (line 65) | public override bool CanConvert(Type objectType) FILE: Common/Time.cs class Time (line 30) | public static class Time type DateTimeWithZone (line 104) | public struct DateTimeWithZone method DateTimeWithZone (line 114) | public DateTimeWithZone(DateTime dateTime, TimeZoneInfo timeZone) method GetNextLiveAuxiliaryDataDueTime (line 152) | public static TimeSpan GetNextLiveAuxiliaryDataDueTime() method GetNextLiveAuxiliaryDataDueTime (line 162) | public static TimeSpan GetNextLiveAuxiliaryDataDueTime(DateTime utcNow) method GetSecondUnevenWait (line 179) | public static int GetSecondUnevenWait(int waitTimeMillis) method GetSecondUnevenWait (line 192) | public static int GetSecondUnevenWait(this DateTime now, int waitTimeM... method UnixTimeStampToDateTime (line 209) | public static DateTime UnixTimeStampToDateTime(double unixTimeStamp) method UnixTimeStampToDateTime (line 230) | public static DateTime UnixTimeStampToDateTime(decimal unixTimeStamp) method UnixTimeStampToDateTime (line 240) | public static DateTime UnixTimeStampToDateTime(long unixTimeStamp) method UnixMillisecondTimeStampToDateTime (line 250) | public static DateTime UnixMillisecondTimeStampToDateTime(decimal unix... method UnixNanosecondTimeStampToDateTime (line 274) | public static DateTime UnixNanosecondTimeStampToDateTime(long unixTime... method DateTimeToUnixTimeStamp (line 295) | public static double DateTimeToUnixTimeStamp(DateTime time) method DateTimeToUnixTimeStampMilliseconds (line 314) | public static double DateTimeToUnixTimeStampMilliseconds(DateTime time) method DateTimeToUnixTimeStampNanoseconds (line 333) | public static long DateTimeToUnixTimeStampNanoseconds(DateTime time) method TimeStamp (line 351) | public static double TimeStamp() method Max (line 359) | public static TimeSpan Max(TimeSpan one, TimeSpan two) method Min (line 367) | public static TimeSpan Min(TimeSpan one, TimeSpan two) method Max (line 375) | public static DateTime Max(DateTime one, DateTime two) method Min (line 383) | public static DateTime Min(DateTime one, DateTime two) method Multiply (line 394) | public static TimeSpan Multiply(this TimeSpan interval, double multipl... method ParseDate (line 404) | public static DateTime ParseDate(string dateToParse) method ParseFIXUtcTimestamp (line 460) | public static DateTime ParseFIXUtcTimestamp(string dateToParse) method DateTimeRange (line 489) | public static IEnumerable DateTimeRange(DateTime from, DateT... method EachDay (line 501) | public static IEnumerable EachDay(DateTime from, DateTime thru) method EachTradeableDay (line 514) | public static IEnumerable EachTradeableDay(ICollection EachTradeableDay(Security security... method EachTradeableDay (line 547) | public static IEnumerable EachTradeableDay(SecurityExchangeH... method EachTradeableDayInTimeZone (line 571) | public static IEnumerable EachTradeableDayInTimeZone(Securit... method TradableDate (line 605) | public static bool TradableDate(IEnumerable securities, Date... method TradeableDates (line 629) | public static int TradeableDates(ICollection securities, Dat... method GetStartTimeForTradeBars (line 661) | public static DateTime GetStartTimeForTradeBars(SecurityExchangeHours ... method GetEndTimeForTradeBars (line 713) | public static DateTime GetEndTimeForTradeBars(SecurityExchangeHours ex... method GetNumberOfTradeBarsInInterval (line 755) | public static int GetNumberOfTradeBarsInInterval(SecurityExchangeHours... method NormalizeInstantWithinRange (line 801) | public static double NormalizeInstantWithinRange(DateTime start, DateT... method NormalizeTimeStep (line 819) | public static double NormalizeTimeStep(TimeSpan period, TimeSpan stepS... method Abs (line 835) | public static TimeSpan Abs(this TimeSpan timeSpan) class MonthYearJsonConverter (line 843) | public class MonthYearJsonConverter : IsoDateTimeConverter method MonthYearJsonConverter (line 848) | public MonthYearJsonConverter() FILE: Common/TimeKeeper.cs class TimeKeeper (line 27) | public class TimeKeeper : ITimeKeeper method TimeKeeper (line 48) | public TimeKeeper(DateTime utcDateTime, params DateTimeZone[] timeZones) method TimeKeeper (line 60) | public TimeKeeper(DateTime utcDateTime, IEnumerable time... method SetUtcDateTime (line 70) | public virtual void SetUtcDateTime(DateTime utcDateTime) method GetTimeIn (line 85) | public DateTime GetTimeIn(DateTimeZone timeZone) method GetLocalTimeKeeper (line 95) | public LocalTimeKeeper GetLocalTimeKeeper(DateTimeZone timeZone) method AddTimeZone (line 110) | public void AddTimeZone(DateTimeZone timeZone) FILE: Common/TimeUpdatedEventArgs.cs class TimeUpdatedEventArgs (line 24) | public sealed class TimeUpdatedEventArgs : EventArgs method TimeUpdatedEventArgs (line 41) | public TimeUpdatedEventArgs(DateTime time, DateTimeZone timeZone) FILE: Common/TimeZoneOffsetProvider.cs class TimeZoneOffsetProvider (line 30) | public class TimeZoneOffsetProvider method TimeZoneOffsetProvider (line 55) | public TimeZoneOffsetProvider(DateTimeZone timeZone, DateTime utcStart... method GetOffsetTicks (line 89) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ConvertToUtc (line 113) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetNextDiscontinuity (line 138) | public long GetNextDiscontinuity() method ConvertFromUtc (line 149) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetDateTimeUtcTicks (line 158) | private static long GetDateTimeUtcTicks(ZoneInterval zoneInterval) FILE: Common/TimeZones.cs class TimeZones (line 23) | public static class TimeZones FILE: Common/TradingCalendar.cs class TradingCalendar (line 27) | public class TradingCalendar method TradingCalendar (line 37) | public TradingCalendar(SecurityManager securityManager, MarketHoursDat... method GetTradingDay (line 46) | public TradingDay GetTradingDay() method GetTradingDay (line 57) | public TradingDay GetTradingDay(DateTime day) method GetTradingDays (line 68) | public IEnumerable GetTradingDays(DateTime start, DateTime... method GetDaysByType (line 80) | public IEnumerable GetDaysByType(TradingDayType type, Date... method PopulateTradingDays (line 109) | private IEnumerable PopulateTradingDays(DateTime start, Da... FILE: Common/TradingDay.cs type TradingDayType (line 24) | public enum TradingDayType class TradingDay (line 79) | public class TradingDay FILE: Common/Util/BaseExtendedDictionary.cs class BaseExtendedDictionary (line 27) | [PandasNonExpandable] method BaseExtendedDictionary (line 39) | public BaseExtendedDictionary() method BaseExtendedDictionary (line 48) | public BaseExtendedDictionary(TDictionary dictionary) method BaseExtendedDictionary (line 59) | public BaseExtendedDictionary(IEnumerable data, Func> GetItems() method Clear (line 132) | public override void Clear() method Remove (line 142) | public override bool Remove(TKey key) method Add (line 152) | public virtual void Add(TKey key, TValue value) method Add (line 161) | public virtual void Add(KeyValuePair item) method ContainsKey (line 171) | public override bool ContainsKey(TKey key) method Contains (line 181) | public virtual bool Contains(KeyValuePair item) method CopyTo (line 191) | public void CopyTo(KeyValuePair[] array, int arrayIndex) method Remove (line 201) | public virtual bool Remove(KeyValuePair item) method GetEnumerator (line 210) | public virtual IEnumerator> GetEnumerator() method GetEnumerator (line 219) | IEnumerator IEnumerable.GetEnumerator() method BaseExtendedDictionary (line 234) | public BaseExtendedDictionary() : base() method BaseExtendedDictionary (line 242) | public BaseExtendedDictionary(IDictionary dictionary) : ... method BaseExtendedDictionary (line 252) | public BaseExtendedDictionary(IEnumerable data, Func data, Func> GetItems() method Clear (line 132) | public override void Clear() method Remove (line 142) | public override bool Remove(TKey key) method Add (line 152) | public virtual void Add(TKey key, TValue value) method Add (line 161) | public virtual void Add(KeyValuePair item) method ContainsKey (line 171) | public override bool ContainsKey(TKey key) method Contains (line 181) | public virtual bool Contains(KeyValuePair item) method CopyTo (line 191) | public void CopyTo(KeyValuePair[] array, int arrayIndex) method Remove (line 201) | public virtual bool Remove(KeyValuePair item) method GetEnumerator (line 210) | public virtual IEnumerator> GetEnumerator() method GetEnumerator (line 219) | IEnumerator IEnumerable.GetEnumerator() method BaseExtendedDictionary (line 234) | public BaseExtendedDictionary() : base() method BaseExtendedDictionary (line 242) | public BaseExtendedDictionary(IDictionary dictionary) : ... method BaseExtendedDictionary (line 252) | public BaseExtendedDictionary(IEnumerable data, Func : IBusyCollection method BusyBlockingCollection (line 71) | public BusyBlockingCollection() method BusyBlockingCollection (line 81) | public BusyBlockingCollection(int boundedCapacity) method Add (line 93) | public void Add(T item) method Add (line 103) | public void Add(T item, CancellationToken cancellationToken) method CompleteAdding (line 122) | public void CompleteAdding() method GetConsumingEnumerable (line 131) | public IEnumerable GetConsumingEnumerable() method GetConsumingEnumerable (line 141) | public IEnumerable GetConsumingEnumerable(CancellationToken cancell... method Dispose (line 208) | public void Dispose() FILE: Common/Util/BusyCollection.cs class BusyCollection (line 29) | public class BusyCollection : IBusyCollection method Add (line 55) | public void Add(T item) method Add (line 65) | public void Add(T item, CancellationToken cancellationToken) method GetConsumingEnumerable (line 86) | public IEnumerable GetConsumingEnumerable() method GetConsumingEnumerable (line 96) | public IEnumerable GetConsumingEnumerable(CancellationToken cancell... method Dispose (line 118) | public void Dispose() method CompleteAdding (line 127) | public void CompleteAdding() FILE: Common/Util/CandlestickJsonConverter.cs class CandlestickJsonConverter (line 25) | public class CandlestickJsonConverter : JsonConverter method WriteJson (line 33) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 57) | public override object ReadJson(JsonReader reader, Type objectType, ob... method CanConvert (line 87) | public override bool CanConvert(Type objectType) FILE: Common/Util/CashAmountUtil.cs class CashAmountUtil (line 23) | public static class CashAmountUtil method ShouldAddCashBalance (line 31) | public static bool ShouldAddCashBalance(CashAmount balance, string acc... FILE: Common/Util/ChartPointJsonConverter.cs class ChartPointJsonConverter (line 25) | public class ChartPointJsonConverter : JsonConverter method CanConvert (line 32) | public override bool CanConvert(Type objectType) method ReadJson (line 40) | public override object ReadJson(JsonReader reader, Type objectType, ob... method WriteJson (line 73) | public override void WriteJson(JsonWriter writer, object value, JsonSe... FILE: Common/Util/CircularQueue.cs class CircularQueue (line 24) | public class CircularQueue method CircularQueue (line 38) | public CircularQueue(params T[] items) method CircularQueue (line 47) | public CircularQueue(IEnumerable items) method Dequeue (line 67) | public T Dequeue() method OnCircleCompleted (line 81) | protected virtual void OnCircleCompleted() FILE: Common/Util/ColorJsonConverter.cs class ColorJsonConverter (line 28) | public class ColorJsonConverter : TypeChangeJsonConverter method Convert (line 35) | protected override string Convert(Color value) method Convert (line 45) | protected override Color Convert(string value) method HexToInt (line 68) | private int HexToInt(string hexValue) FILE: Common/Util/ComparisonOperator.cs class ComparisonOperator (line 23) | public static class ComparisonOperator method Compare (line 33) | public static bool Compare(ComparisonOperatorTypes op, T arg1, T ar... FILE: Common/Util/ComparisonOperatorTypes.cs type ComparisonOperatorTypes (line 24) | [JsonConverter(typeof(StringEnumConverter), true)] FILE: Common/Util/Composer.cs class Composer (line 38) | public class Composer method Composer (line 60) | public Composer() method Single (line 110) | public T Single(Func predicate) method AddPart (line 125) | public void AddPart(T instance) method GetPart (line 146) | public T GetPart() method GetPart (line 155) | public T GetPart(Func filter) method GetParts (line 164) | public IEnumerable GetParts() method GetExportedTypes (line 180) | public IEnumerable GetExportedTypes() where T : class method GetExportedValueByTypeName (line 207) | public T GetExportedValueByTypeName(string typeName, bool forceType... method GetExportedValues (line 310) | public IEnumerable GetExportedValues() method Reset (line 341) | public void Reset() method LoadPartsSafely (line 349) | private void LoadPartsSafely(IEnumerable files) FILE: Common/Util/ConcurrentSet.cs class ConcurrentSet (line 29) | public class ConcurrentSet : ISet method Add (line 57) | void ICollection.Add(T item) method UnionWith (line 74) | public void UnionWith(IEnumerable other) method IntersectWith (line 92) | public void IntersectWith(IEnumerable other) method ExceptWith (line 114) | public void ExceptWith(IEnumerable other) method SymmetricExceptWith (line 132) | public void SymmetricExceptWith(IEnumerable other) method IsSubsetOf (line 154) | public bool IsSubsetOf(IEnumerable other) method IsSupersetOf (line 177) | public bool IsSupersetOf(IEnumerable other) method IsProperSupersetOf (line 200) | public bool IsProperSupersetOf(IEnumerable other) method IsProperSubsetOf (line 226) | public bool IsProperSubsetOf(IEnumerable other) method Overlaps (line 252) | public bool Overlaps(IEnumerable other) method SetEquals (line 275) | public bool SetEquals(IEnumerable other) method Add (line 295) | public bool Add(T item) method Clear (line 305) | public void Clear() method Contains (line 317) | public bool Contains(T item) method CopyTo (line 333) | public void CopyTo(T[] array, int arrayIndex) method Remove (line 348) | public bool Remove(T item) method GetEnumerator (line 365) | public IEnumerator GetEnumerator() method GetEnumerator (line 388) | IEnumerator IEnumerable.GetEnumerator() method AddImpl (line 393) | private bool AddImpl(T item) method RemoveImpl (line 405) | private void RemoveImpl(T item) FILE: Common/Util/CurrencyPairUtil.cs class CurrencyPairUtil (line 27) | public static class CurrencyPairUtil method TryDecomposeCurrencyPair (line 41) | public static bool TryDecomposeCurrencyPair(Symbol currencyPair, out s... method DecomposeCurrencyPair (line 71) | public static void DecomposeCurrencyPair(Symbol currencyPair, out stri... method IsForexDecomposable (line 103) | public static bool IsForexDecomposable(string currencyPair) method IsDecomposable (line 113) | public static bool IsDecomposable(Symbol currencyPair) method CurrencyPairDual (line 145) | public static string CurrencyPairDual(this Symbol currencyPair, string... method CurrencyPairDual (line 162) | public static string CurrencyPairDual(string baseCurrency, string quot... type Match (line 180) | public enum Match method ComparePair (line 205) | public static Match ComparePair(this Symbol pairA, string baseCurrency... method IsValidSecurityType (line 246) | public static bool IsValidSecurityType(SecurityType? securityType, boo... FILE: Common/Util/DateTimeJsonConverter.cs class DateTimeJsonConverter (line 28) | public class DateTimeJsonConverter : JsonConverter method DateTimeJsonConverter (line 46) | public DateTimeJsonConverter(string format) method DateTimeJsonConverter (line 56) | public DateTimeJsonConverter(string format, string format2) : this(for... method DateTimeJsonConverter (line 67) | public DateTimeJsonConverter(string format, string format2, string for... method CanConvert (line 75) | public override bool CanConvert(Type objectType) method ReadJson (line 83) | public override object ReadJson(JsonReader reader, Type objectType, ob... method WriteJson (line 101) | public override void WriteJson(JsonWriter writer, object value, JsonSe... FILE: Common/Util/DecimalJsonConverter.cs class DecimalJsonConverter (line 25) | public class DecimalJsonConverter : JsonConverter method CanConvert (line 40) | public override bool CanConvert(Type objectType) method WriteJson (line 51) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 64) | public override object ReadJson(JsonReader reader, Type objectType, ob... method TryParse (line 95) | private static bool TryParse(string str, out decimal value) FILE: Common/Util/DisposableExtensions.cs class DisposableExtensions (line 25) | public static class DisposableExtensions method DisposeSafely (line 32) | public static bool DisposeSafely(this IDisposable disposable) method DisposeSafely (line 46) | public static bool DisposeSafely(this IDisposable disposable, Action Where(this IEnumerator enumerator, ... method Select (line 46) | public static IEnumerator Select(this IEnumerator... method SelectMany (line 60) | public static IEnumerator SelectMany(this IEnumer... FILE: Common/Util/ExpressionBuilder.cs class ExpressionBuilder (line 26) | public static class ExpressionBuilder method MakePropertyOrFieldSelector (line 34) | public static LambdaExpression MakePropertyOrFieldSelector(Type type, ... method MakePropertyOrFieldSelector (line 49) | public static Expression> MakePropertyOrFieldSelect... method MakeBinaryComparisonLambda (line 58) | public static Expression> MakeBinaryComparisonLambda<... method IsBinaryComparison (line 75) | public static bool IsBinaryComparison(this ExpressionType type) method AsEnumerable (line 97) | public static IEnumerable AsEnumerable(this Expression exp... method OfType (line 110) | public static IEnumerable OfType(this Expression expression) method Single (line 123) | public static T Single(this Expression expression) method Single (line 136) | public static T Single(this IEnumerable expressions) class ExpressionWalker (line 142) | private class ExpressionWalker : ExpressionVisitor method Visit (line 145) | public override Expression Visit(Expression node) FILE: Common/Util/FixedSizeHashQueue.cs class FixedSizeHashQueue (line 25) | public class FixedSizeHashQueue : IEnumerable method FixedSizeHashQueue (line 35) | public FixedSizeHashQueue(int size) method Add (line 45) | public bool Add(T item) method TryPeek (line 63) | public bool TryPeek(out T item) method Dequeue (line 71) | public T Dequeue() method Contains (line 81) | public bool Contains(T item) method GetEnumerator (line 93) | public IEnumerator GetEnumerator() method GetEnumerator (line 105) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Util/FixedSizeQueue.cs class FixedSizeQueue (line 25) | public class FixedSizeQueue : Queue method FixedSizeQueue (line 41) | public FixedSizeQueue(int limit) method Enqueue (line 50) | public new void Enqueue(T item) FILE: Common/Util/FuncTextWriter.cs class FuncTextWriter (line 26) | public class FuncTextWriter : TextWriter method FuncTextWriter (line 41) | public FuncTextWriter(Action writer) method Write (line 50) | public override void Write(string value) method WriteLine (line 59) | public override void WriteLine(string value) FILE: Common/Util/JsonRoundingConverter.cs class JsonRoundingConverter (line 26) | public class JsonRoundingConverter : JsonConverter method CanConvert (line 44) | public override bool CanConvert(Type objectType) method ReadJson (line 57) | public override object ReadJson(JsonReader reader, Type objectType, ob... method WriteJson (line 68) | public override void WriteJson(JsonWriter writer, object value, JsonSe... FILE: Common/Util/KeyStringSynchronizer.cs class KeyStringSynchronizer (line 26) | public class KeyStringSynchronizer method Execute (line 36) | public void Execute(string key, bool singleExecution, Action action) method Execute (line 46) | public T Execute(string key, Func action) method ExecuteImplementation (line 56) | private void ExecuteImplementation(string key, bool singleExecution, A... FILE: Common/Util/LeanData.cs class LeanData (line 39) | public static class LeanData method GenerateLine (line 60) | public static string GenerateLine(IBaseData data, Resolution resolutio... method ParseTime (line 70) | public static DateTime ParseTime(string line, DateTime date, Resolutio... method GenerateLine (line 90) | public static string GenerateLine(IBaseData data, SecurityType securit... method GetDataType (line 488) | public static Type GetDataType(Resolution resolution, TickType tickType) method IsCommonLeanDataType (line 504) | public static bool IsCommonLeanDataType(Type baseDataType) method IsValidConfiguration (line 520) | public static bool IsValidConfiguration(SecurityType securityType, Res... method GenerateZipFilePath (line 532) | public static string GenerateZipFilePath(string dataDirectory, Symbol ... method GenerateZipFilePath (line 541) | public static string GenerateZipFilePath(string dataDirectory, string ... method GenerateRelativeZipFileDirectory (line 549) | public static string GenerateRelativeZipFileDirectory(Symbol symbol, R... method GenerateRelativeFactorFilePath (line 597) | public static string GenerateRelativeFactorFilePath(Symbol symbol) method GenerateRelativeZipFilePath (line 609) | public static string GenerateRelativeZipFilePath(Symbol symbol, DateTi... method GenerateRelativeZipFilePath (line 617) | public static string GenerateRelativeZipFilePath(string symbol, Securi... method GenerateRelativeUniversesDirectory (line 631) | public static string GenerateRelativeUniversesDirectory(Symbol symbol) method GenerateUniversesDirectory (line 661) | public static string GenerateUniversesDirectory(string dataDirectory, ... method GenerateZipEntryName (line 669) | public static string GenerateZipEntryName(Symbol symbol, DateTime date... method GenerateZipFileName (line 791) | public static string GenerateZipFileName(Symbol symbol, DateTime date,... method GenerateZipFileName (line 856) | public static string GenerateZipFileName(string symbol, SecurityType s... method GetCommonTickType (line 886) | public static TickType GetCommonTickType(SecurityType securityType) method ReadSymbolFromZipEntry (line 902) | public static Symbol ReadSymbolFromZipEntry(Symbol symbol, Resolution ... method Scale (line 951) | private static string Scale(decimal value) method ToCsv (line 959) | private static string ToCsv(params object[] args) method ToScaledCsv (line 978) | private static string ToScaledCsv(IBar bar) method ToNonScaledCsv (line 992) | private static string ToNonScaledCsv(IBar bar) method GetCommonTickTypeForCommonDataTypes (line 1009) | public static TickType GetCommonTickTypeForCommonDataTypes(Type type, ... method ParseDataSecurityType (line 1041) | public static SecurityType ParseDataSecurityType(string securityType) method TryParseSecurityType (line 1056) | public static bool TryParseSecurityType(string fileName, out SecurityT... method TryParsePath (line 1094) | public static bool TryParsePath(string filePath, out Symbol symbol, ou... method TryParsePath (line 1142) | public static bool TryParsePath(string fileName, out Symbol symbol, ou... method TryParsePath (line 1155) | public static bool TryParsePath(string fileName, out Symbol symbol, ou... method ParseUniversePath (line 1285) | private static (Symbol symbol, DateTime processingDate) ParseUniverseP... method CreateSymbol (line 1341) | private static Symbol CreateSymbol(string ticker, SecurityType securit... method SplitDataPath (line 1369) | private static List SplitDataPath(string fileName) method AggregateTradeBars (line 1393) | public static IEnumerable AggregateTradeBars(IEnumerable AggregateQuoteBars(IEnumerable AggregateTicks(IEnumerable t... method AggregateTicksToTradeBars (line 1429) | public static IEnumerable AggregateTicksToTradeBars(IEnumera... method GetConsolidatorStartTime (line 1437) | public static DateTime GetConsolidatorStartTime(TimeSpan period, TimeS... method GetDailyCalendar (line 1459) | public static CalendarInfo GetDailyCalendar(DateTime exchangeTimeZoneD... method GetDailyCalendar (line 1471) | public static CalendarInfo GetDailyCalendar(DateTime exchangeTimeZoneD... method GetNextDailyEndTime (line 1482) | public static DateTime GetNextDailyEndTime(Symbol symbol, DateTime exc... method OptionUseScaleFactor (line 1506) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UseStrictEndTime (line 1517) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method UseDailyStrictEndTimes (line 1534) | public static bool UseDailyStrictEndTimes(IAlgorithmSettings settings,... method UseDailyStrictEndTimes (line 1543) | public static bool UseDailyStrictEndTimes(IAlgorithmSettings settings,... method UseDailyStrictEndTimes (line 1551) | public static bool UseDailyStrictEndTimes(bool dailyStrictEndTimeEnabl... method UseDailyStrictEndTimes (line 1559) | public static bool UseDailyStrictEndTimes(Type dataType) method SetStrictEndTimes (line 1570) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method ParseKey (line 1601) | public static void ParseKey(string key, out string fileName, out strin... method SupportsExtendedMarketHours (line 1626) | public static bool SupportsExtendedMarketHours(Type dataType) method Aggregate (line 1639) | private static IEnumerable Aggregate(PeriodCountConsolidatorB... FILE: Common/Util/LeanDataPathComponents.cs class LeanDataPathComponents (line 25) | public class LeanDataPathComponents method LeanDataPathComponents (line 87) | public LeanDataPathComponents(SecurityType securityType, string market... method Parse (line 103) | public static LeanDataPathComponents Parse(string path) FILE: Common/Util/LinqExtensions.cs class LinqExtensions (line 29) | public static class LinqExtensions method ToReadOnlyDictionary (line 38) | public static IReadOnlyDictionary ToReadOnlyDictionary(thi... method ToHashSet (line 51) | public static HashSet ToHashSet(this IEnumerable<... method ToList (line 64) | public static List ToList(this IEnumerable enu... method ToArray (line 77) | public static TResult[] ToArray(this IEnumerable enumer... method ToImmutableArray (line 90) | public static ImmutableArray ToImmutableArray(thi... method IsNullOrEmpty (line 101) | public static bool IsNullOrEmpty(this IEnumerable enumerable) method Median (line 112) | public static T Median(this IEnumerable enumerable) method Median (line 126) | public static TProperty Median(this IEnumerable colle... method BinarySearch (line 140) | public static int BinarySearch(this IList list,... method BinarySearch (line 182) | public static int BinarySearch(this IList list, TItem va... method BinarySearch (line 195) | public static int BinarySearch(this IList list, TItem va... method Memoize (line 206) | public static IEnumerable Memoize(this IEnumerable enumerable) method Range (line 222) | public static IEnumerable Range(T start, T end, Func incre... method GroupAdjacentBy (line 253) | public static IEnumerable> GroupAdjacentBy(this IEnu... method AreDifferent (line 288) | public static bool AreDifferent(this ISet left, ISet right) method AsEnumerable (line 303) | public static IEnumerable AsEnumerable(this IEnumerator enume... method GetValueOrDefault (line 323) | public static V GetValueOrDefault(this IDictionary diction... method DoForEach (line 335) | public static void DoForEach(this IEnumerable source, Action ... method ToReadOnlyExtendedDictionary (line 346) | public static ReadOnlyExtendedDictionary ToReadOnlyExten... method ToReadOnlyExtendedDictionary (line 355) | public static ReadOnlyExtendedDictionary ToReadOnlyExten... method ToDataDictionary (line 365) | public static DataDictionary ToDataDictionary( FILE: Common/Util/ListComparer.cs class ListComparer (line 26) | public class ListComparer : IEqualityComparer> method Equals (line 30) | public bool Equals(IReadOnlyCollection x, IReadOnlyCollection y) method GetHashCode (line 38) | public int GetHashCode(IReadOnlyCollection obj) FILE: Common/Util/MarketHoursDatabaseJsonConverter.cs class MarketHoursDatabaseJsonConverter (line 32) | public class MarketHoursDatabaseJsonConverter : TypeChangeJsonConverter<... method Convert (line 39) | protected override MarketHoursDatabaseJson Convert(MarketHoursDatabase... method Convert (line 49) | protected override MarketHoursDatabase Convert(MarketHoursDatabaseJson... method Create (line 60) | protected override MarketHoursDatabase Create(Type type, JToken token) class MarketHoursDatabaseJson (line 70) | [JsonObject(MemberSerialization.OptIn)] method MarketHoursDatabaseJson (line 83) | public MarketHoursDatabaseJson(MarketHoursDatabase database) method Convert (line 99) | public MarketHoursDatabase Convert() method GetUnderlyingEntry (line 140) | private static MarketHoursDatabase.Entry GetUnderlyingEntry(Security... class MarketHoursDatabaseEntryJson (line 165) | [JsonObject(MemberSerialization.OptIn)] method MarketHoursDatabaseEntryJson (line 250) | public MarketHoursDatabaseEntryJson(MarketHoursDatabase.Entry entry) method Convert (line 279) | public MarketHoursDatabase.Entry Convert(MarketHoursDatabase.Entry u... method SetSegmentsForDay (line 344) | private void SetSegmentsForDay(SecurityExchangeHours hours, DayOfWee... method MergeLateOpensAndEarlyCloses (line 362) | private static Dictionary MergeLateOpensAndEarly... FILE: Common/Util/MemoizingEnumerable.cs class MemoizingEnumerable (line 27) | public class MemoizingEnumerable : IEnumerable method MemoizingEnumerable (line 42) | public MemoizingEnumerable(IEnumerable enumerable) method GetEnumerator (line 55) | public IEnumerator GetEnumerator() method GetEnumerator (line 124) | IEnumerator IEnumerable.GetEnumerator() FILE: Common/Util/NullStringValueConverter.cs class NullStringValueConverter (line 26) | public class NullStringValueConverter : JsonConverter method WriteJson (line 35) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 50) | public override object ReadJson(JsonReader reader, Type objectType, ob... method CanConvert (line 66) | public override bool CanConvert(Type objectType) FILE: Common/Util/ObjectActivator.cs class ObjectActivator (line 29) | public static class ObjectActivator method ObjectActivator (line 35) | static ObjectActivator() method GetActivator (line 49) | public static Func GetActivator(Type dataType) method Clone (line 96) | public static object Clone(object instanceToClone) method Clone (line 116) | public static T Clone(T instanceToClone) where T : class method AddActivator (line 131) | public static void AddActivator(Type key, Func value) method ResetActivators (line 146) | public static void ResetActivators() FILE: Common/Util/OptionPayoff.cs class OptionPayoff (line 24) | public static class OptionPayoff method GetIntrinsicValue (line 33) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetIntrinsicValue (line 46) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetPayOff (line 59) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetPayOff (line 72) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Util/PerformanceTimer.cs class PerformanceTimer (line 26) | public class PerformanceTimer method Start (line 33) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Stop (line 39) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetAndReset (line 45) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetTotalTime (line 54) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Util/PerformanceTrackingTool.cs class PerformanceTrackingTool (line 26) | public class PerformanceTrackingTool method Initialize (line 77) | public void Initialize(IAlgorithm algorithm) method Sample (line 136) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Start (line 176) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Stop (line 186) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Shutdown (line 196) | public void Shutdown() method Get (line 221) | [MethodImpl(MethodImplOptions.AggressiveInlining)] type PerformanceTarget (line 250) | public enum PerformanceTarget FILE: Common/Util/PythonUtil.cs class PythonUtil (line 31) | public class PythonUtil method ToAction (line 48) | public static Action ToAction(PyObject pyObject) method ToAction (line 69) | public static Action ToAction(PyObject pyObject) method ToFunc (line 90) | public static Func ToFunc(PyObject pyObject) method ToFunc (line 112) | public static Func ToFunc(PyObject pyObject) method ToCoarseFundamentalSelector (line 131) | public static Func, IEnumerable... method ToFineFundamentalSelector (line 149) | public static Func, IEnumerable> ... method PythonExceptionParser (line 167) | public static string PythonExceptionParser(PythonException pythonExcep... method PythonExceptionMessageParser (line 177) | public static string PythonExceptionMessageParser(string message) method PythonExceptionStackParser (line 201) | public static string PythonExceptionStackParser(string value) method TryGetArgLength (line 260) | private static bool TryGetArgLength(PyObject pyObject, out long length) method GetModule (line 293) | private static PyObject GetModule() method ConvertToSymbols (line 314) | public static IEnumerable ConvertToSymbols(PyObject input) method CreateInstanceOrWrapper (line 374) | public static T CreateInstanceOrWrapper(PyObject pyObject, Func new ThreadS... method ThreadSleepStrategy (line 47) | public ThreadSleepStrategy(int milliseconds) method Sleep (line 55) | public void Sleep() FILE: Common/Util/RateLimit/TokenBucket.cs class TokenBucket (line 25) | public static class TokenBucket method Consume (line 35) | public static void Consume(this ITokenBucket bucket, long tokens, Time... class NullTokenBucket (line 43) | private class NullTokenBucket : ITokenBucket method TryConsume (line 47) | public bool TryConsume(long tokens) { return true; } method Consume (line 48) | public void Consume(long tokens, long timeout = Timeout.Infinite) { } FILE: Common/Util/ReadOnlyExtendedDictionary.cs class ReadOnlyExtendedDictionary (line 25) | [PandasNonExpandable] method ReadOnlyExtendedDictionary (line 31) | public ReadOnlyExtendedDictionary() method ReadOnlyExtendedDictionary (line 39) | public ReadOnlyExtendedDictionary(IDictionary dictionary... method ReadOnlyExtendedDictionary (line 49) | public ReadOnlyExtendedDictionary(IEnumerable data, Func item) method Remove (line 121) | public new bool Remove(KeyValuePair item) FILE: Common/Util/ReaderWriterLockSlimExtensions.cs class ReaderWriterLockSlimExtensions (line 25) | public static class ReaderWriterLockSlimExtensions method Read (line 32) | public static IDisposable Read(this ReaderWriterLockSlim readerWriterL... method Write (line 42) | public static IDisposable Write(this ReaderWriterLockSlim readerWriter... class ReaderLockToken (line 47) | private sealed class ReaderLockToken : ReaderWriterLockSlimToken method ReaderLockToken (line 49) | public ReaderLockToken(ReaderWriterLockSlim readerWriterLockSlim) method EnterLock (line 54) | protected override void EnterLock(ReaderWriterLockSlim readerWriterL... method ExitLock (line 59) | protected override void ExitLock(ReaderWriterLockSlim readerWriterLo... class WriteLockToken (line 65) | private sealed class WriteLockToken : ReaderWriterLockSlimToken method WriteLockToken (line 67) | public WriteLockToken(ReaderWriterLockSlim readerWriterLockSlim) method EnterLock (line 72) | protected override void EnterLock(ReaderWriterLockSlim readerWriterL... method ExitLock (line 77) | protected override void ExitLock(ReaderWriterLockSlim readerWriterLo... class ReaderWriterLockSlimToken (line 83) | private abstract class ReaderWriterLockSlimToken : IDisposable method ReaderWriterLockSlimToken (line 87) | public ReaderWriterLockSlimToken(ReaderWriterLockSlim readerWriterLo... method EnterLock (line 94) | protected abstract void EnterLock(ReaderWriterLockSlim readerWriterL... method ExitLock (line 95) | protected abstract void ExitLock(ReaderWriterLockSlim readerWriterLo... method Dispose (line 97) | public void Dispose() FILE: Common/Util/Ref.cs type IReadOnlyRef (line 25) | public interface IReadOnlyRef class Ref (line 37) | public sealed class Ref : IReadOnlyRef method Ref (line 47) | public Ref(Func getter, Action setter) method AsReadOnly (line 66) | public IReadOnlyRef AsReadOnly() method Create (line 83) | public static Ref Create(Func getter, Action setter) method CreateReadOnly (line 90) | public static IReadOnlyRef CreateReadOnly(Func getter) method Create (line 104) | public static Ref Create(T initialValue) class Ref (line 78) | public static class Ref method Ref (line 47) | public Ref(Func getter, Action setter) method AsReadOnly (line 66) | public IReadOnlyRef AsReadOnly() method Create (line 83) | public static Ref Create(Func getter, Action setter) method CreateReadOnly (line 90) | public static IReadOnlyRef CreateReadOnly(Func getter) method Create (line 104) | public static Ref Create(T initialValue) FILE: Common/Util/ReferenceWrapper.cs class ReferenceWrapper (line 24) | public class ReferenceWrapper method ReferenceWrapper (line 36) | public ReferenceWrapper(T value) FILE: Common/Util/SecurityExtensions.cs class SecurityExtensions (line 26) | public static class SecurityExtensions method IsInternalFeed (line 31) | public static bool IsInternalFeed(this Security security) FILE: Common/Util/SecurityIdentifierJsonConverter.cs class SecurityIdentifierJsonConverter (line 25) | public class SecurityIdentifierJsonConverter : TypeChangeJsonConverter : JsonConverter method WriteJson (line 34) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method ReadJson (line 52) | public override object ReadJson(JsonReader reader, Type objectType, ob... method CanConvert (line 71) | public override bool CanConvert(Type objectType) FILE: Common/Util/StreamReaderEnumerable.cs class StreamReaderEnumerable (line 27) | public class StreamReaderEnumerable : IEnumerable, IDisposable method StreamReaderEnumerable (line 39) | public StreamReaderEnumerable(Stream stream, params IDisposable[] disp... method StreamReaderEnumerable (line 54) | public StreamReaderEnumerable(StreamReader reader, params IDisposable[... method GetEnumerator (line 63) | public IEnumerator GetEnumerator() method GetEnumerator (line 77) | IEnumerator IEnumerable.GetEnumerator() method Dispose (line 84) | public void Dispose() class Enumerator (line 109) | private class Enumerator : IEnumerator method Enumerator (line 117) | public Enumerator(StreamReaderEnumerable enumerable) method MoveNext (line 122) | public bool MoveNext() method Reset (line 134) | public void Reset() method Dispose (line 144) | public void Dispose() FILE: Common/Util/StreamReaderExtensions.cs class StreamReaderExtensions (line 30) | public static class StreamReaderExtensions method GetDecimal (line 43) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetDecimal (line 56) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetDateTime (line 105) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetInt32 (line 134) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetInt64 (line 165) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetString (line 198) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetChar (line 230) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Common/Util/StringDecimalJsonConverter.cs class StringDecimalJsonConverter (line 25) | public class StringDecimalJsonConverter : TypeChangeJsonConverter : JsonConverter method ReadJson (line 46) | public override object ReadJson(JsonReader reader, Type objectType, ob... method WriteJson (line 61) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method CanConvert (line 76) | public override bool CanConvert(Type objectType) method Create (line 87) | protected virtual T Create(Type type, JToken token) method Convert (line 104) | protected abstract TResult Convert(T value); method Convert (line 111) | protected abstract T Convert(TResult value); FILE: Common/Util/Validate.cs class Validate (line 25) | public static class Validate method EmailAddress (line 36) | public static bool EmailAddress(string emailAddress) method NormalizeEmailAddressDomainName (line 65) | private static string NormalizeEmailAddressDomainName(string emailAddr... class RegularExpression (line 92) | public static class RegularExpression FILE: Common/Util/WorkerThread.cs class WorkerThread (line 28) | public class WorkerThread : IDisposable method WorkerThread (line 48) | protected WorkerThread() method Add (line 88) | public void Add(Action action) method Dispose (line 98) | public virtual void Dispose() FILE: Common/Util/XElementExtensions.cs class XElementExtensions (line 25) | public static class XElementExtensions method Get (line 34) | public static T Get(this XElement element, string name) FILE: Compression/Compression.cs class Compression (line 39) | public static class Compression method ZipData (line 59) | public static bool ZipData(string zipPath, Dictionary ... method ZipData (line 97) | public static bool ZipData(string zipPath, IEnumerable UnzipData(byte[] zipData, Enc... method UnzipDataAsync (line 251) | public static async Task> UnzipDataAsync(St... method ZipBytes (line 297) | public static byte[] ZipBytes(byte[] bytes, string zipEntryName) method ZipBytesAsync (line 313) | public static async Task ZipBytesAsync(Stream target, byte[] data, str... method ZipBytesAsync (line 327) | public static async Task ZipBytesAsync(Stream target, IEnumerable fi... method Unzip (line 615) | public static StreamReader Unzip(string filename, out ZipFile zip) method Unzip (line 628) | public static StreamReader Unzip(string filename, string zipEntryName,... method Unzip (line 679) | public static IEnumerable>> Unzip(st... method Unzip (line 704) | public static IEnumerable>> Unzip(St... method ReadLines (line 720) | public static List ReadLines(string filename) method ReadLinesImpl (line 739) | private static IEnumerable>> ReadLin... method ReadZipEntry (line 755) | private static List ReadZipEntry(Ionic.Zip.ZipEntry entry) method UnzipStreamToStreamReader (line 771) | public static StreamReader UnzipStreamToStreamReader(Stream zipstream) method UnzipStream (line 805) | public static Stream UnzipStream(Stream zipstream, out ZipFile zipFile... method UnzipToFolder (line 846) | public static List UnzipToFolder(byte[] zipData, string output... method UnzipToFolder (line 857) | public static List UnzipToFolder(string zipFile) method UnzipToFolder (line 870) | private static List UnzipToFolder(Stream dataStream, string ou... method UnTarFiles (line 933) | public static void UnTarFiles(string source, string destination) method UnTarGzFiles (line 947) | public static void UnTarGzFiles(string source, string destination) method UnTar (line 964) | public static IEnumerable> UnTar(Stream s... method UnTar (line 987) | public static IEnumerable> UnTar(string s... method ValidateZip (line 1022) | public static bool ValidateZip(string path) method GetZipEntryFileNames (line 1035) | public static IEnumerable GetZipEntryFileNames(string zipFileN... method GetZipEntryFileNames (line 1048) | public static IEnumerable GetZipEntryFileNames(Stream zipFileS... method Extract7ZipArchive (line 1063) | public static void Extract7ZipArchive(string inputFile, string outputD... FILE: Compression/ZipStreamWriter.cs class ZipStreamWriter (line 25) | public class ZipStreamWriter : TextWriter method ZipStreamWriter (line 44) | public ZipStreamWriter(string filename, string zipEntry) method Write (line 78) | public override void Write(char value) method WriteLine (line 90) | public override void WriteLine(string value) method Flush (line 98) | public override void Flush() method Dispose (line 107) | protected override void Dispose(bool disposing) FILE: Configuration/ApplicationParser.cs class ApplicationParser (line 12) | public static class ApplicationParser method Parse (line 24) | public static Dictionary Parse(string applicationName,... method PrintMessageAndExit (line 100) | public static void PrintMessageAndExit(int exitCode = 0, string messag... method GetParameterOrExit (line 115) | public static string GetParameterOrExit(IReadOnlyDictionary(string key, T defaultValue = default(T)) method TryGetValue (line 309) | public static bool TryGetValue(string key, out T value) method TryGetValue (line 323) | public static bool TryGetValue(string key, T defaultValue, out T va... method Write (line 340) | public static void Write(string targetPath = null) method Flatten (line 359) | public static JObject Flatten(string overrideEnvironment) method Flatten (line 371) | public static JObject Flatten(JObject config, string overrideEnvironment) method GetToken (line 417) | private static JToken GetToken(JToken settings, string key) method GetToken (line 422) | private static JToken GetToken(JToken settings, string key, JToken cur... FILE: Configuration/LeanArgumentParser.cs class LeanArgumentParser (line 24) | public static class LeanArgumentParser method ParseArguments (line 152) | public static Dictionary ParseArguments(string[] args) FILE: Configuration/OptimizerArgumentParser.cs class OptimizerArgumentParser (line 24) | public static class OptimizerArgumentParser method ParseArguments (line 40) | public static Dictionary ParseArguments(string[] args) FILE: Configuration/ReportArgumentParser.cs class ReportArgumentParser (line 24) | public static class ReportArgumentParser method ParseArguments (line 51) | public static Dictionary ParseArguments(string[] args) FILE: Configuration/ToolboxArgumentParser.cs class ToolboxArgumentParser (line 27) | public static class ToolboxArgumentParser method ParseArguments (line 80) | public static Dictionary ParseArguments(string[] args) method GetTickers (line 88) | public static List GetTickers(Dictionary optio... FILE: DownloaderDataProvider/DownloaderDataProviderArgumentParser.cs class DownloaderDataProviderArgumentParser (line 23) | public static class DownloaderDataProviderArgumentParser method ParseArguments (line 51) | public static Dictionary ParseArguments(string[] args) FILE: DownloaderDataProvider/Models/BaseDataDownloadConfig.cs class BaseDataDownloadConfig (line 29) | public abstract class BaseDataDownloadConfig method BaseDataDownloadConfig (line 74) | protected BaseDataDownloadConfig() method BaseDataDownloadConfig (line 107) | protected BaseDataDownloadConfig(TickType tickType, SecurityType secur... method LoadSymbols (line 126) | private static IReadOnlyCollection LoadSymbols(Dictionary DateTime.ParseExac... method ParseEnum (line 173) | protected static TEnum ParseEnum(string value) where TEnum : st... FILE: DownloaderDataProvider/Models/BrokerageDataDownloader.cs class BrokerageDataDownloader (line 28) | public class BrokerageDataDownloader : IDataDownloader, IDisposable method BrokerageDataDownloader (line 43) | public BrokerageDataDownloader() method Get (line 89) | public IEnumerable? Get(DataDownloaderGetParameters dataDown... method GetChainSymbols (line 132) | private IEnumerable GetChainSymbols(Symbol symbol, bool includ... method Dispose (line 144) | public void Dispose() FILE: DownloaderDataProvider/Models/Constants/DownloaderCommandArguments.cs class DownloaderCommandArguments (line 19) | public sealed class DownloaderCommandArguments FILE: DownloaderDataProvider/Models/DataDownloadConfig.cs class DataDownloadConfig (line 26) | public sealed class DataDownloadConfig : BaseDataDownloadConfig method DataDownloadConfig (line 36) | public DataDownloadConfig() method DataDownloadConfig (line 52) | public DataDownloadConfig(TickType tickType, SecurityType securityType... FILE: DownloaderDataProvider/Models/DataUniverseDownloadConfig.cs class DataUniverseDownloadConfig (line 24) | public sealed class DataUniverseDownloadConfig : BaseDataDownloadConfig method DataUniverseDownloadConfig (line 35) | public DataUniverseDownloadConfig() method GetDataUniverseType (line 49) | private static Type GetDataUniverseType(SecurityType securityType) FILE: DownloaderDataProvider/Program.cs class Program (line 32) | public static class Program method Main (line 58) | public static void Main(string[] args) method RunDownload (line 100) | public static void RunDownload(IDataDownloader dataDownloader, BaseDat... method RunUniverseDownloader (line 169) | private static void RunUniverseDownloader(IDataDownloader dataDownload... method GetDataAndExchangeTimeZoneBySymbol (line 187) | private static (DateTimeZone dataTimeZone, DateTimeZone exchangeTimeZo... method InitializeConfigurations (line 208) | public static DataDownloaderSelector InitializeConfigurations() FILE: Engine/AlgorithmManager.cs class AlgorithmManager (line 47) | public class AlgorithmManager method AlgorithmManager (line 95) | public AlgorithmManager(bool liveMode, AlgorithmNodePacket job = null) method Run (line 120) | public void Run(AlgorithmNodePacket job, IAlgorithm algorithm, ISynchr... method SetStatus (line 640) | public void SetStatus(AlgorithmStatus state) method Stream (line 670) | private IEnumerable Stream(IAlgorithm algorithm, ISynchroni... method ProcessVolatilityHistoryRequirements (line 746) | public static void ProcessVolatilityHistoryRequirements(IAlgorithm alg... method HandleSplits (line 762) | public static void HandleSplits(TimeSlice timeSlice, IAlgorithm algori... method HandleDividends (line 829) | public static void HandleDividends(TimeSlice timeSlice, IAlgorithm alg... method HandleSplitSymbols (line 875) | private void HandleSplitSymbols(Splits newSplits, List splitWar... method ProcessSplitSymbols (line 903) | private void ProcessSplitSymbols(IAlgorithm algorithm, List spl... method ApplySplitOrDividendToVolatilityModel (line 1005) | private static void ApplySplitOrDividendToVolatilityModel(IAlgorithm a... method CreateTokenBucket (line 1019) | private static ITokenBucket CreateTokenBucket(LeakyBucketControlParame... FILE: Engine/AlgorithmTimeLimitManager.cs class AlgorithmTimeLimitManager (line 30) | public class AlgorithmTimeLimitManager : IIsolatorLimitResultProvider method AlgorithmTimeLimitManager (line 55) | public AlgorithmTimeLimitManager(ITokenBucket additionalTimeBucket, Ti... method StartNewTimeStep (line 70) | public void StartNewTimeStep() method StopEnforcingTimeLimit (line 90) | internal void StopEnforcingTimeLimit() method IsWithinLimit (line 98) | public IsolatorLimitResult IsWithinLimit() method RequestAdditionalTime (line 114) | public void RequestAdditionalTime(int minutes) method TryRequestAdditionalTime (line 132) | public bool TryRequestAdditionalTime(int minutes) method IsOutOfTime (line 150) | private bool IsOutOfTime(out TimeSpan currentTimeStepElapsed) method GetCurrentTimeStepElapsed (line 172) | private TimeSpan GetCurrentTimeStepElapsed() method GetErrorMessage (line 184) | private string GetErrorMessage(TimeSpan currentTimeStepElapsed) FILE: Engine/DataFeeds/AggregationManager.cs class AggregationManager (line 33) | public class AggregationManager : IDataAggregator method Initialize (line 48) | public void Initialize(DataAggregatorInitializeParameters parameters) method Add (line 60) | public IEnumerator Add(SubscriptionDataConfig dataConfig, Ev... method Remove (line 81) | public bool Remove(SubscriptionDataConfig dataConfig) method Update (line 108) | public void Update(BaseData input) method Dispose (line 142) | public void Dispose() { } method GetConsolidator (line 147) | protected virtual IDataConsolidator GetConsolidator(SubscriptionDataCo... FILE: Engine/DataFeeds/ApiDataProvider.cs class ApiDataProvider (line 33) | public class ApiDataProvider : BaseDownloaderDataProvider method ApiDataProvider (line 48) | public ApiDataProvider() method Fetch (line 125) | public override Stream Fetch(string key) method NeedToDownload (line 157) | protected override bool NeedToDownload(string filePath) method DownloadData (line 230) | protected virtual bool DownloadData(string filePath) method IsAuxiliaryData (line 251) | private static bool IsAuxiliaryData(string filepath) method IsUniverseData (line 262) | private static bool IsUniverseData(SecurityType securityType, string f... FILE: Engine/DataFeeds/BacktestingChainProvider.cs class BacktestingChainProvider (line 30) | public abstract class BacktestingChainProvider method BacktestingChainProvider (line 45) | protected BacktestingChainProvider() method Initialize (line 55) | public void Initialize(ChainProviderInitializeParameters parameters) method GetSymbols (line 66) | protected IEnumerable GetSymbols(Symbol canonicalSymbol, DateT... method IsContractExpired (line 114) | protected static bool IsContractExpired(Symbol symbol, DateTime date) FILE: Engine/DataFeeds/BacktestingFutureChainProvider.cs class BacktestingFutureChainProvider (line 25) | public class BacktestingFutureChainProvider : BacktestingChainProvider, ... method GetFutureContractList (line 33) | public virtual IEnumerable GetFutureContractList(Symbol symbol... method GetSymbol (line 41) | protected static Symbol GetSymbol(Symbol symbol) FILE: Engine/DataFeeds/BacktestingOptionChainProvider.cs class BacktestingOptionChainProvider (line 26) | public class BacktestingOptionChainProvider : BacktestingChainProvider, ... method GetOptionContractList (line 35) | public virtual IEnumerable GetOptionContractList(Symbol symbol... method GetCanonical (line 61) | private Symbol GetCanonical(Symbol optionSymbol, DateTime date) method MapUnderlyingSymbol (line 77) | private Symbol MapUnderlyingSymbol(Symbol underlying, DateTime date) FILE: Engine/DataFeeds/BaseDataCollectionAggregatorReader.cs class BaseDataCollectionAggregatorReader (line 29) | public class BaseDataCollectionAggregatorReader : TextSubscriptionDataSo... method BaseDataCollectionAggregatorReader (line 42) | public BaseDataCollectionAggregatorReader(IDataCacheProvider dataCache... method Read (line 57) | public override IEnumerable Read(SubscriptionDataSource source) FILE: Engine/DataFeeds/BaseDataExchange.cs class BaseDataExchange (line 31) | public class BaseDataExchange method BaseDataExchange (line 70) | public BaseDataExchange(string name) method AddEnumerator (line 84) | public void AddEnumerator(EnumeratorHandler handler) method AddEnumerator (line 100) | public void AddEnumerator(Symbol symbol, IEnumerator enumera... method SetErrorHandler (line 119) | public void SetErrorHandler(Func isFatalError) method RemoveEnumerator (line 129) | public EnumeratorHandler RemoveEnumerator(Symbol symbol) method Start (line 144) | public void Start() method Stop (line 162) | public void Stop() method ConsumeEnumerators (line 169) | private void ConsumeEnumerators() class EnumeratorHandler (line 233) | public class EnumeratorHandler method EnumeratorHandler (line 261) | public EnumeratorHandler(Symbol symbol, IEnumerator enumer... method OnEnumeratorFinished (line 273) | public void OnEnumeratorFinished() method ShouldMoveNext (line 281) | public bool ShouldMoveNext() method HandleData (line 290) | public void HandleData(BaseData data) FILE: Engine/DataFeeds/BaseDownloaderDataProvider.cs class BaseDownloaderDataProvider (line 26) | public abstract class BaseDownloaderDataProvider : DefaultDataProvider method DownloadOnce (line 39) | protected Stream DownloadOnce(string key, Action download) method GetStream (line 57) | protected virtual Stream GetStream(string key) method NeedToDownload (line 67) | protected abstract bool NeedToDownload(string filePath); FILE: Engine/DataFeeds/BaseSubscriptionDataSourceReader.cs class BaseSubscriptionDataSourceReader (line 29) | public abstract class BaseSubscriptionDataSourceReader : ISubscriptionDa... method BaseSubscriptionDataSourceReader (line 55) | protected BaseSubscriptionDataSourceReader(IDataCacheProvider dataCach... method Read (line 67) | public abstract IEnumerable Read(SubscriptionDataSource sour... method CreateStreamReader (line 74) | protected IStreamReader CreateStreamReader(SubscriptionDataSource subs... method OnInvalidSource (line 120) | protected void OnInvalidSource(SubscriptionDataSource source, Exceptio... method HandleRemoteSourceFile (line 128) | private IStreamReader HandleRemoteSourceFile(SubscriptionDataSource so... FILE: Engine/DataFeeds/CachingFutureChainProvider.cs class CachingFutureChainProvider (line 27) | public class CachingFutureChainProvider : IFutureChainProvider method CachingFutureChainProvider (line 36) | public CachingFutureChainProvider(IFutureChainProvider futureChainProv... method GetFutureContractList (line 47) | public IEnumerable GetFutureContractList(Symbol symbol, DateTi... class FutureChainCacheEntry (line 65) | private class FutureChainCacheEntry method FutureChainCacheEntry (line 70) | public FutureChainCacheEntry(DateTime date, List symbols) FILE: Engine/DataFeeds/CachingOptionChainProvider.cs class CachingOptionChainProvider (line 27) | public class CachingOptionChainProvider : IOptionChainProvider method CachingOptionChainProvider (line 36) | public CachingOptionChainProvider(IOptionChainProvider optionChainProv... method GetOptionContractList (line 48) | public IEnumerable GetOptionContractList(Symbol symbol, DateTi... class OptionChainCacheEntry (line 66) | private class OptionChainCacheEntry method OptionChainCacheEntry (line 71) | public OptionChainCacheEntry(DateTime date, List symbols) FILE: Engine/DataFeeds/ChainProviderInitializeParameters.cs class ChainProviderInitializeParameters (line 23) | public class ChainProviderInitializeParameters method ChainProviderInitializeParameters (line 40) | public ChainProviderInitializeParameters(IMapFileProvider mapFileProvi... FILE: Engine/DataFeeds/CollectionSubscriptionDataSourceReader.cs class CollectionSubscriptionDataSourceReader (line 28) | public class CollectionSubscriptionDataSourceReader : BaseSubscriptionDa... method CollectionSubscriptionDataSourceReader (line 41) | public CollectionSubscriptionDataSourceReader(IDataCacheProvider dataC... method Read (line 60) | public override IEnumerable Read(SubscriptionDataSource source) method OnReaderError (line 129) | private void OnReaderError(string line, Exception exception) FILE: Engine/DataFeeds/CompositeDataProvider.cs class CompositeDataProvider (line 29) | public class CompositeDataProvider : IDataProvider method CompositeDataProvider (line 41) | public CompositeDataProvider() method Fetch (line 72) | public Stream Fetch(string key) method OnNewDataRequest (line 90) | private void OnNewDataRequest(object sender, DataProviderNewDataReques... FILE: Engine/DataFeeds/CompositeTimeProvider.cs class CompositeTimeProvider (line 25) | public class CompositeTimeProvider : ITimeProvider method CompositeTimeProvider (line 33) | public CompositeTimeProvider(IEnumerable timeProviders) method GetUtcNow (line 42) | public DateTime GetUtcNow() FILE: Engine/DataFeeds/CreateStreamReaderErrorEventArgs.cs class CreateStreamReaderErrorEventArgs (line 24) | public sealed class CreateStreamReaderErrorEventArgs : EventArgs method CreateStreamReaderErrorEventArgs (line 47) | public CreateStreamReaderErrorEventArgs(DateTime date, SubscriptionDat... FILE: Engine/DataFeeds/CurrencySubscriptionDataConfigManager.cs class CurrencySubscriptionDataConfigManager (line 30) | public class CurrencySubscriptionDataConfigManager method CurrencySubscriptionDataConfigManager (line 50) | public CurrencySubscriptionDataConfigManager(CashBook cashBook, method GetSubscriptionDataConfigToRemove (line 80) | public SubscriptionDataConfig GetSubscriptionDataConfigToRemove(Symbol... method UpdatePendingSubscriptionDataConfigs (line 101) | public bool UpdatePendingSubscriptionDataConfigs(IBrokerageModel broke... method GetPendingSubscriptionDataConfigs (line 115) | public IEnumerable GetPendingSubscriptionDataC... method EnsureCurrencySubscriptionDataConfigs (line 134) | public void EnsureCurrencySubscriptionDataConfigs(SecurityChanges secu... FILE: Engine/DataFeeds/DataChannelProvider.cs class DataChannelProvider (line 29) | public class DataChannelProvider : IDataChannelProvider method Initialize (line 35) | public virtual void Initialize(AlgorithmNodePacket packet) method ShouldStreamSubscription (line 42) | public virtual bool ShouldStreamSubscription(SubscriptionDataConfig co... method IsStreamingType (line 50) | protected static bool IsStreamingType(SubscriptionDataConfig configura... FILE: Engine/DataFeeds/DataDownloader/CanonicalDataDownloaderDecorator.cs class CanonicalDataDownloaderDecorator (line 35) | public class CanonicalDataDownloaderDecorator : IDataDownloader method CanonicalDataDownloaderDecorator (line 84) | public CanonicalDataDownloaderDecorator(IDataDownloader dataDownloader... method Get (line 128) | public IEnumerable? Get(DataDownloaderGetParameters dataDown... method TryAdjustDateRangeForContract (line 164) | public static bool TryAdjustDateRangeForContract(Symbol contract, Date... method GetContractsData (line 193) | private IEnumerable? GetContractsData(DataDownloaderGetParam... method GetContracts (line 263) | private IEnumerable GetContracts(Symbol symbol, DateTime start... FILE: Engine/DataFeeds/DataDownloader/DataDownloaderSelector.cs class DataDownloaderSelector (line 25) | public class DataDownloaderSelector : IDisposable method DataDownloaderSelector (line 35) | public DataDownloaderSelector( method Dispose (line 53) | public void Dispose() method GetDataDownloader (line 61) | public IDataDownloader GetDataDownloader(Type dataType) FILE: Engine/DataFeeds/DataFeedPacket.cs class DataFeedPacket (line 27) | public class DataFeedPacket method DataFeedPacket (line 69) | public DataFeedPacket(ISecurityPrice security, SubscriptionDataConfig ... method DataFeedPacket (line 85) | public DataFeedPacket(ISecurityPrice security, SubscriptionDataConfig ... method Add (line 97) | public void Add(BaseData data) FILE: Engine/DataFeeds/DataManager.cs class DataManager (line 34) | public class DataManager : IAlgorithmSubscriptionManager, IDataFeedSubsc... method DataManager (line 65) | public DataManager( method RemoveAllSubscriptions (line 256) | public void RemoveAllSubscriptions() method AddSubscription (line 278) | public bool AddSubscription(SubscriptionRequest request) method RemoveSubscription (line 345) | public bool RemoveSubscription(SubscriptionDataConfig configuration, U... method RemoveSubscriptionInternal (line 358) | private bool RemoveSubscriptionInternal(SubscriptionDataConfig configu... method OnSubscriptionAdded (line 424) | private void OnSubscriptionAdded(Subscription subscription) method OnSubscriptionRemoved (line 433) | private void OnSubscriptionRemoved(Subscription subscription) method SubscriptionManagerGetOrAdd (line 464) | public SubscriptionDataConfig SubscriptionManagerGetOrAdd(Subscription... method RemoveSubscriptionDataConfig (line 500) | private void RemoveSubscriptionDataConfig(Subscription subscription) method SubscriptionManagerCount (line 518) | public int SubscriptionManagerCount() method Add (line 538) | public SubscriptionDataConfig Add( method Add (line 563) | public List Add( method LookupSubscriptionConfigDataTypes (line 710) | public List> LookupSubscriptionConfigDataTypes( method GetSubscriptionDataConfigs (line 744) | public List GetSubscriptionDataConfigs(Symbol ... FILE: Engine/DataFeeds/DataPermissionManager.cs class DataPermissionManager (line 30) | public class DataPermissionManager : IDataPermissionManager method DataPermissionManager (line 37) | [DynamicDependency(DynamicallyAccessedMemberTypes.PublicConstructors, ... method Initialize (line 46) | public virtual void Initialize(AlgorithmNodePacket job) method AssertConfiguration (line 63) | public virtual void AssertConfiguration(SubscriptionDataConfig subscri... FILE: Engine/DataFeeds/DataQueueHandlerManager.cs class DataQueueHandlerManager (line 33) | public class DataQueueHandlerManager : IDataQueueHandler, IDataQueueUniv... method DataQueueHandlerManager (line 41) | public DataQueueHandlerManager(IAlgorithmSettings settings) method Subscribe (line 74) | public IEnumerator Subscribe(SubscriptionDataConfig dataConf... method Unsubscribe (line 156) | public virtual void Unsubscribe(SubscriptionDataConfig dataConfig) method SetJob (line 175) | public void SetJob(LiveNodePacket job) method Dispose (line 198) | public void Dispose() method LookupSymbols (line 213) | public IEnumerable LookupSymbols(Symbol symbol, bool includeEx... method CanPerformSelection (line 239) | public bool CanPerformSelection() method InitializeFrontierTimeProvider (line 248) | protected virtual ITimeProvider InitializeFrontierTimeProvider() method GetUniverseProviders (line 259) | private IEnumerable GetUniverseProviders() FILE: Engine/DataFeeds/DateChangeTimeKeeper.cs class DateChangeTimeKeeper (line 31) | internal class DateChangeTimeKeeper : TimeKeeper, IDisposable method DateChangeTimeKeeper (line 92) | public DateChangeTimeKeeper(IEnumerable tradableDatesInDataT... method Dispose (line 108) | public void Dispose() method SetUtcDateTime (line 117) | public override void SetUtcDateTime(DateTime utcDateTime) method AdvanceTowardsExchangeTime (line 129) | public void AdvanceTowardsExchangeTime(DateTime targetExchangeTime) method TryAdvanceUntilNextDataDate (line 175) | public bool TryAdvanceUntilNextDataDate() method EmitFirstExchangeDate (line 228) | private bool EmitFirstExchangeDate() method IsExchangeBehindData (line 272) | public bool IsExchangeBehindData() method IsExchangeBehindData (line 280) | private static bool IsExchangeBehindData(DateTime exchangeTime, DateTi... method SetExchangeTime (line 285) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method SetDataTime (line 291) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method TryEmitPassedExchangeDate (line 303) | private bool TryEmitPassedExchangeDate() method EmitNewExchangeDate (line 326) | private void EmitNewExchangeDate(DateTime newExchangeDate) FILE: Engine/DataFeeds/DefaultDataProvider.cs class DefaultDataProvider (line 25) | public class DefaultDataProvider : IDataProvider, IDisposable method Fetch (line 39) | public virtual Stream Fetch(string key) method Dispose (line 76) | public void Dispose() method OnNewDataRequest (line 84) | protected virtual void OnNewDataRequest(DataProviderNewDataRequestEven... FILE: Engine/DataFeeds/DownloaderDataProvider.cs class DownloaderDataProvider (line 37) | public class DownloaderDataProvider : BaseDownloaderDataProvider method DownloaderDataProvider (line 54) | public DownloaderDataProvider() method DownloaderDataProvider (line 70) | public DownloaderDataProvider(IDataDownloader dataDownloader) method Fetch (line 80) | public override Stream Fetch(string key) method GetDownloadedData (line 215) | public IEnumerable> GetDownloadedData( method GetStream (line 256) | protected override Stream GetStream(string key) method NeedToDownload (line 286) | protected override bool NeedToDownload(string filePath) method FilterAndGroupDownloadDataBySymbol (line 316) | public static IEnumerable> FilterAndGroupD... FILE: Engine/DataFeeds/Enumerators/AuxiliaryDataEnumerator.cs class AuxiliaryDataEnumerator (line 32) | public class AuxiliaryDataEnumerator : IEnumerator method AuxiliaryDataEnumerator (line 55) | public AuxiliaryDataEnumerator( method MoveNext (line 80) | public virtual bool MoveNext() method NewTradableDate (line 89) | protected void NewTradableDate(object sender, NewTradableDateEventArgs... method Initialize (line 104) | protected void Initialize() method Dispose (line 120) | public void Dispose() method Reset (line 133) | public void Reset() FILE: Engine/DataFeeds/Enumerators/BaseDataCollectionAggregatorEnumerator.cs class BaseDataCollectionAggregatorEnumerator (line 29) | public class BaseDataCollectionAggregatorEnumerator : IEnumerator en... method MoveNext (line 60) | public bool MoveNext() method Reset (line 126) | public void Reset() method Dispose (line 158) | public void Dispose() method CreateCollection (line 170) | private BaseDataCollection CreateCollection(Symbol symbol, DateTime ti... method Add (line 185) | private void Add(BaseDataCollection collection, BaseData current) method IsValid (line 229) | private static bool IsValid(BaseDataCollection collection) FILE: Engine/DataFeeds/Enumerators/ConcatEnumerator.cs class ConcatEnumerator (line 30) | public class ConcatEnumerator : IEnumerator method ConcatEnumerator (line 57) | public ConcatEnumerator(bool skipDuplicateEndTimes, method MoveNext (line 70) | public bool MoveNext() method Reset (line 117) | public void Reset() method Dispose (line 125) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/DelistingEventProvider.cs class DelistingEventProvider (line 30) | public class DelistingEventProvider : ITradableDateEventProvider method Initialize (line 61) | public virtual void Initialize( method GetEvents (line 78) | public virtual IEnumerable GetEvents(NewTradableDateEventArg... method InitializeMapFile (line 112) | protected void InitializeMapFile() FILE: Engine/DataFeeds/Enumerators/DividendEventProvider.cs class DividendEventProvider (line 29) | public class DividendEventProvider : ITradableDateEventProvider method Initialize (line 55) | public void Initialize( method GetEvents (line 72) | public virtual IEnumerable GetEvents(NewTradableDateEventAr... method InitializeFactorFile (line 113) | protected void InitializeFactorFile() FILE: Engine/DataFeeds/Enumerators/EnqueueableEnumerator.cs class EnqueueableEnumerator (line 30) | public class EnqueueableEnumerator : IEnumerator method EnqueueableEnumerator (line 69) | public EnqueueableEnumerator(bool blocking = false) method Enqueue (line 78) | public void Enqueue(T data) method Stop (line 95) | public void Stop() method MoveNext (line 115) | public bool MoveNext() method Reset (line 177) | public void Reset() method Dispose (line 209) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/Factories/BaseDataCollectionSubscriptionEnumeratorFactory.cs class BaseDataCollectionSubscriptionEnumeratorFactory (line 31) | public class BaseDataCollectionSubscriptionEnumeratorFactory : ISubscrip... method BaseDataCollectionSubscriptionEnumeratorFactory (line 39) | public BaseDataCollectionSubscriptionEnumeratorFactory(IObjectStore ob... method CreateEnumerator (line 50) | public IEnumerator CreateEnumerator(SubscriptionRequest requ... FILE: Engine/DataFeeds/Enumerators/Factories/CorporateEventEnumeratorFactory.cs class CorporateEventEnumeratorFactory (line 31) | public static class CorporateEventEnumeratorFactory method CreateEnumerators (line 49) | public static IEnumerator CreateEnumerators( FILE: Engine/DataFeeds/Enumerators/Factories/LiveCustomDataSubscriptionEnumeratorFactory.cs class LiveCustomDataSubscriptionEnumeratorFactory (line 31) | public class LiveCustomDataSubscriptionEnumeratorFactory : ISubscription... method LiveCustomDataSubscriptionEnumeratorFactory (line 45) | public LiveCustomDataSubscriptionEnumeratorFactory(ITimeProvider timeP... method CreateEnumerator (line 60) | public IEnumerator CreateEnumerator(SubscriptionRequest requ... method EnumerateDataSourceReader (line 141) | private IEnumerator EnumerateDataSourceReader(SubscriptionDa... method GetSubscriptionDataSourceReader (line 189) | protected virtual ISubscriptionDataSourceReader GetSubscriptionDataSou... method SourceRequiresFastForward (line 200) | private bool SourceRequiresFastForward(SubscriptionDataSource source) method GetMinimumTimeBetweenCalls (line 206) | private static TimeSpan GetMinimumTimeBetweenCalls(TimeSpan increment,... method GetMaximumDataAge (line 211) | private static TimeSpan GetMaximumDataAge(TimeSpan increment) FILE: Engine/DataFeeds/Enumerators/Factories/SubscriptionDataReaderSubscriptionEnumeratorFactory.cs class SubscriptionDataReaderSubscriptionEnumeratorFactory (line 33) | public class SubscriptionDataReaderSubscriptionEnumeratorFactory : ISubs... method SubscriptionDataReaderSubscriptionEnumeratorFactory (line 55) | public SubscriptionDataReaderSubscriptionEnumeratorFactory(IResultHand... method CreateEnumerator (line 79) | public IEnumerator CreateEnumerator(SubscriptionRequest requ... method Dispose (line 133) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/Factories/TimeTriggeredUniverseSubscriptionEnumeratorFactory.cs class TimeTriggeredUniverseSubscriptionEnumeratorFactory (line 32) | public class TimeTriggeredUniverseSubscriptionEnumeratorFactory : ISubsc... method TimeTriggeredUniverseSubscriptionEnumeratorFactory (line 42) | public TimeTriggeredUniverseSubscriptionEnumeratorFactory(ITimeTrigger... method CreateEnumerator (line 54) | public IEnumerator CreateEnumerator(SubscriptionRequest requ... FILE: Engine/DataFeeds/Enumerators/FastForwardEnumerator.cs class FastForwardEnumerator (line 28) | public class FastForwardEnumerator : IEnumerator method FastForwardEnumerator (line 44) | public FastForwardEnumerator(IEnumerator enumerator, ITimePr... method MoveNext (line 58) | public bool MoveNext() method Reset (line 94) | public void Reset() method Dispose (line 126) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/FillForwardEnumerator.cs class FillForwardEnumerator (line 36) | public class FillForwardEnumerator : IEnumerator method FillForwardEnumerator (line 90) | public FillForwardEnumerator(IEnumerator enumerator, method Initialize (line 158) | private void Initialize() method MoveNext (line 183) | public bool MoveNext() method Dispose (line 301) | public void Dispose() method Reset (line 310) | public void Reset() method RequiresFillForwardData (line 323) | protected virtual bool RequiresFillForwardData(TimeSpan fillForwardRes... method ShouldFillForward (line 490) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetSortedReferenceDateIntervals (line 500) | private IEnumerable GetSortedReferenceDateIntervals(Base... method GetReferenceDateIntervals (line 519) | private IEnumerable GetReferenceDateIntervals(DateTime p... method GetReferenceDateIntervals (line 561) | private IEnumerable GetReferenceDateIntervals(DateTime p... method RoundDown (line 626) | private DateTime RoundDown(DateTime value, TimeSpan interval) method GetDailyCalendar (line 631) | private CalendarInfo GetDailyCalendar(DateTime localReferenceTime) FILE: Engine/DataFeeds/Enumerators/FilterEnumerator.cs class FilterEnumerator (line 27) | public class FilterEnumerator : IEnumerator method FilterEnumerator (line 37) | public FilterEnumerator(IEnumerator enumerator, Func filter) method Dispose (line 48) | public void Dispose() method MoveNext (line 60) | public bool MoveNext() method Reset (line 76) | public void Reset() FILE: Engine/DataFeeds/Enumerators/FrontierAwareEnumerator.cs class FrontierAwareEnumerator (line 29) | public class FrontierAwareEnumerator : IEnumerator method FrontierAwareEnumerator (line 44) | public FrontierAwareEnumerator(IEnumerator enumerator, ITime... method MoveNext (line 58) | public bool MoveNext() method Reset (line 112) | public void Reset() method Dispose (line 144) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/ITradableDateEventProvider.cs type ITradableDateEventProvider (line 28) | public interface ITradableDateEventProvider method GetEvents (line 35) | IEnumerable GetEvents(NewTradableDateEventArgs eventArgs); method Initialize (line 44) | void Initialize(SubscriptionDataConfig config, FILE: Engine/DataFeeds/Enumerators/ITradableDatesNotifier.cs type ITradableDatesNotifier (line 25) | public interface ITradableDatesNotifier FILE: Engine/DataFeeds/Enumerators/LastPointTracker.cs class LastPointTracker (line 24) | public class LastPointTracker FILE: Engine/DataFeeds/Enumerators/LiveAuxiliaryDataEnumerator.cs class LiveAuxiliaryDataEnumerator (line 28) | public class LiveAuxiliaryDataEnumerator : AuxiliaryDataEnumerator method LiveAuxiliaryDataEnumerator (line 44) | public LiveAuxiliaryDataEnumerator(SubscriptionDataConfig config, IFac... method MoveNext (line 62) | public override bool MoveNext() method TryCreate (line 82) | public static bool TryCreate(SubscriptionDataConfig dataConfig, ITimeP... FILE: Engine/DataFeeds/Enumerators/LiveAuxiliaryDataSynchronizingEnumerator.cs class LiveAuxiliaryDataSynchronizingEnumerator (line 29) | public class LiveAuxiliaryDataSynchronizingEnumerator : IEnumerator GetEvents(NewTradableDateEventAr... FILE: Engine/DataFeeds/Enumerators/LiveDividendEventProvider.cs class LiveDividendEventProvider (line 29) | public class LiveDividendEventProvider : DividendEventProvider method GetEvents (line 36) | public override IEnumerable GetEvents(NewTradableDateEventAr... FILE: Engine/DataFeeds/Enumerators/LiveFillForwardEnumerator.cs class LiveFillForwardEnumerator (line 30) | public class LiveFillForwardEnumerator : FillForwardEnumerator method LiveFillForwardEnumerator (line 58) | public LiveFillForwardEnumerator(ITimeProvider timeProvider, IEnumerat... method RequiresFillForwardData (line 77) | protected override bool RequiresFillForwardData(TimeSpan fillForwardRe... method ShouldWaitForData (line 103) | private bool ShouldWaitForData(BaseData fillForward) method GetMaximumDataTimeout (line 138) | public static TimeSpan GetMaximumDataTimeout(Resolution resolution) FILE: Engine/DataFeeds/Enumerators/LiveMappingEventProvider.cs class LiveMappingEventProvider (line 29) | public class LiveMappingEventProvider : MappingEventProvider method GetEvents (line 34) | public override IEnumerable GetEvents(NewTradableDateEventAr... FILE: Engine/DataFeeds/Enumerators/LiveSplitEventProvider.cs class LiveSplitEventProvider (line 29) | public class LiveSplitEventProvider : SplitEventProvider method GetEvents (line 36) | public override IEnumerable GetEvents(NewTradableDateEventAr... FILE: Engine/DataFeeds/Enumerators/LiveSubscriptionEnumerator.cs class LiveSubscriptionEnumerator (line 30) | public class LiveSubscriptionEnumerator : IEnumerator method LiveSubscriptionEnumerator (line 51) | public LiveSubscriptionEnumerator(SubscriptionDataConfig dataConfig, I... method MoveNext (line 73) | public bool MoveNext() method Reset (line 106) | public void Reset() method Dispose (line 114) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/MappingEventProvider.cs class MappingEventProvider (line 29) | public class MappingEventProvider : ITradableDateEventProvider method Initialize (line 50) | public virtual void Initialize( method GetEvents (line 72) | public virtual IEnumerable GetEvents(NewTradableDateEventArg... method InitializeMapFile (line 97) | protected void InitializeMapFile() FILE: Engine/DataFeeds/Enumerators/NewDataAvailableEventArgs.cs class NewDataAvailableEventArgs (line 25) | public class NewDataAvailableEventArgs : EventArgs FILE: Engine/DataFeeds/Enumerators/PriceScaleFactorEnumerator.cs class PriceScaleFactorEnumerator (line 31) | public class PriceScaleFactorEnumerator : IEnumerator method PriceScaleFactorEnumerator (line 68) | public PriceScaleFactorEnumerator( method Dispose (line 86) | public void Dispose() method MoveNext (line 98) | public bool MoveNext() method Reset (line 133) | public void Reset() FILE: Engine/DataFeeds/Enumerators/QuoteBarFillForwardEnumerator.cs class QuoteBarFillForwardEnumerator (line 28) | public class QuoteBarFillForwardEnumerator : IEnumerator method QuoteBarFillForwardEnumerator (line 36) | public QuoteBarFillForwardEnumerator(IEnumerator enumerator) method MoveNext (line 68) | public bool MoveNext() method Dispose (line 99) | public void Dispose() method Reset (line 108) | public void Reset() FILE: Engine/DataFeeds/Enumerators/RateLimitEnumerator.cs class RateLimitEnumerator (line 28) | public class RateLimitEnumerator : IEnumerator method RateLimitEnumerator (line 43) | public RateLimitEnumerator(IEnumerator enumerator, ITimeProvider ti... method MoveNext (line 57) | public bool MoveNext() method Reset (line 91) | public void Reset() method Dispose (line 123) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/RefreshEnumerator.cs class RefreshEnumerator (line 29) | public class RefreshEnumerator : IEnumerator method RefreshEnumerator (line 40) | public RefreshEnumerator(Func> enumeratorFactory) method MoveNext (line 52) | public bool MoveNext() method Reset (line 92) | public void Reset() method Dispose (line 127) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/ScannableEnumerator.cs class ScannableEnumerator (line 31) | public class ScannableEnumerator : IEnumerator where T : class, IB... method ScannableEnumerator (line 69) | public ScannableEnumerator(IDataConsolidator consolidator, DateTimeZon... method Update (line 87) | public void Update(T data) method Enqueue (line 113) | private void Enqueue(T data) method MoveNext (line 125) | public bool MoveNext() method Reset (line 153) | public void Reset() method Dispose (line 161) | public void Dispose() method DataConsolidatedHandler (line 166) | private void DataConsolidatedHandler(object sender, IBaseData data) FILE: Engine/DataFeeds/Enumerators/ScheduledEnumerator.cs class ScheduledEnumerator (line 29) | public class ScheduledEnumerator : IEnumerator method ScheduledEnumerator (line 53) | public ScheduledEnumerator(IEnumerator underlyingEnumerator, method MoveNext (line 73) | public bool MoveNext() method Reset (line 161) | public void Reset() method Dispose (line 169) | public void Dispose() method GetUtcNow (line 179) | private DateTime GetUtcNow() method MoveScheduleForward (line 188) | private void MoveScheduleForward(DateTime? frontier = null) FILE: Engine/DataFeeds/Enumerators/SortEnumerator.cs class SortEnumerator (line 31) | public sealed class SortEnumerator : IEnumerator, IDispo... method SortEnumerator (line 44) | public SortEnumerator(IEnumerable data, Func... method TryWrapSortEnumerator (line 57) | public static IEnumerator TryWrapSortEnumerator(bool preSort... method GetSortedData (line 66) | private IEnumerable GetSortedData() method MoveNext (line 92) | public bool MoveNext() method Reset (line 100) | public void Reset() method Dispose (line 108) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/SplitEventProvider.cs class SplitEventProvider (line 29) | public class SplitEventProvider : ITradableDateEventProvider method Initialize (line 55) | public void Initialize( method GetEvents (line 72) | public virtual IEnumerable GetEvents(NewTradableDateEventArg... method InitializeFactorFile (line 116) | protected void InitializeFactorFile() FILE: Engine/DataFeeds/Enumerators/StrictDailyEndTimesEnumerator.cs class StrictDailyEndTimesEnumerator (line 28) | public class StrictDailyEndTimesEnumerator : IEnumerator method StrictDailyEndTimesEnumerator (line 44) | public StrictDailyEndTimesEnumerator(IEnumerator underlying,... method MoveNext (line 54) | public bool MoveNext() method Reset (line 82) | public void Reset() method Dispose (line 90) | public void Dispose() FILE: Engine/DataFeeds/Enumerators/SubscriptionDataEnumerator.cs class SubscriptionDataEnumerator (line 27) | public class SubscriptionDataEnumerator : IEnumerator method SubscriptionDataEnumerator (line 52) | public SubscriptionDataEnumerator(SubscriptionDataConfig configuration, method MoveNext (line 72) | public bool MoveNext() method Dispose (line 93) | public void Dispose() method Reset (line 101) | public void Reset() FILE: Engine/DataFeeds/Enumerators/SubscriptionFilterEnumerator.cs class SubscriptionFilterEnumerator (line 31) | public class SubscriptionFilterEnumerator : IEnumerator method WrapForDataFeed (line 58) | public static SubscriptionFilterEnumerator WrapForDataFeed(IResultHand... method SubscriptionFilterEnumerator (line 79) | public SubscriptionFilterEnumerator(IEnumerator enumerator, ... method MoveNext (line 121) | public bool MoveNext() method Dispose (line 171) | public void Dispose() method Reset (line 180) | public void Reset() method OnDataFilterError (line 189) | private void OnDataFilterError(Exception exception) FILE: Engine/DataFeeds/Enumerators/SynchronizingBaseDataEnumerator.cs class SynchronizingBaseDataEnumerator (line 28) | public class SynchronizingBaseDataEnumerator : SynchronizingEnumerator[] ... method SynchronizingBaseDataEnumerator (line 43) | public SynchronizingBaseDataEnumerator(IEnumerable enumer... method GetInstanceTime (line 50) | protected override DateTime GetInstanceTime(BaseData instance) FILE: Engine/DataFeeds/Enumerators/SynchronizingEnumerator.cs class SynchronizingEnumerator (line 29) | public abstract class SynchronizingEnumerator : IEnumerator method GetInstanceTime (line 37) | protected abstract DateTime GetInstanceTime(T instance); method SynchronizingEnumerator (line 66) | protected SynchronizingEnumerator(params IEnumerator[] enumerators) method SynchronizingEnumerator (line 76) | protected SynchronizingEnumerator(IEnumerable> enumerat... method MoveNext (line 89) | public bool MoveNext() method Reset (line 100) | public void Reset() method Dispose (line 113) | public void Dispose() method GetSynchronizedEnumerator (line 127) | private IEnumerator GetSynchronizedEnumerator(IEnumerator[] enum... method GetBruteForceMethod (line 137) | private IEnumerator GetBruteForceMethod(IEnumerator[] enumerators) FILE: Engine/DataFeeds/Enumerators/SynchronizingSliceEnumerator.cs class SynchronizingSliceEnumerator (line 28) | public class SynchronizingSliceEnumerator : SynchronizingEnumerator method SynchronizingSliceEnumerator (line 34) | public SynchronizingSliceEnumerator(params IEnumerator[] enumer... method SynchronizingSliceEnumerator (line 43) | public SynchronizingSliceEnumerator(IEnumerable enumerato... method GetInstanceTime (line 50) | protected override DateTime GetInstanceTime(Slice instance) FILE: Engine/DataFeeds/FileSystemDataFeed.cs class FileSystemDataFeed (line 40) | public class FileSystemDataFeed : IDataFeed method Initialize (line 61) | public virtual void Initialize(IAlgorithm algorithm, method CreateEnumerator (line 95) | protected IEnumerator CreateEnumerator(SubscriptionRequest r... method CreateDataEnumerator (line 101) | private IEnumerator CreateDataEnumerator(SubscriptionRequest... method CreateSubscription (line 115) | public virtual Subscription CreateSubscription(SubscriptionRequest req... method RemoveSubscription (line 172) | public virtual void RemoveSubscription(Subscription subscription) method CreateUniverseEnumerator (line 179) | protected IEnumerator CreateUniverseEnumerator(SubscriptionR... method AddScheduleWrapper (line 199) | protected IEnumerator AddScheduleWrapper(SubscriptionRequest... method Exit (line 217) | public virtual void Exit() method ConfigureEnumerator (line 232) | protected IEnumerator ConfigureEnumerator(SubscriptionReques... method ConfigureLastPointTracker (line 256) | protected IEnumerator ConfigureLastPointTracker(IEnumerator<... method TryAddFillForwardEnumerator (line 274) | protected IEnumerator TryAddFillForwardEnumerator(Subscripti... FILE: Engine/DataFeeds/FillForwardResolutionChangedEvent.cs class FillForwardResolutionChangedEvent (line 24) | public class FillForwardResolutionChangedEvent FILE: Engine/DataFeeds/IDataFeed.cs type IDataFeed (line 28) | [InheritedExport(typeof(IDataFeed))] method Initialize (line 42) | void Initialize(IAlgorithm algorithm, method CreateSubscription (line 57) | Subscription CreateSubscription(SubscriptionRequest request); method RemoveSubscription (line 63) | void RemoveSubscription(Subscription subscription); method Exit (line 68) | void Exit(); FILE: Engine/DataFeeds/IDataFeedSubscriptionManager.cs type IDataFeedSubscriptionManager (line 26) | public interface IDataFeedSubscriptionManager method RemoveSubscription (line 55) | bool RemoveSubscription(SubscriptionDataConfig configuration, Universe... method AddSubscription (line 62) | bool AddSubscription(SubscriptionRequest request); FILE: Engine/DataFeeds/IDataFeedTimeProvider.cs type IDataFeedTimeProvider (line 22) | public interface IDataFeedTimeProvider FILE: Engine/DataFeeds/IDataManager.cs type IDataManager (line 22) | public interface IDataManager FILE: Engine/DataFeeds/ISubscriptionDataSourceReader.cs type ISubscriptionDataSourceReader (line 11) | public interface ISubscriptionDataSourceReader method Read (line 24) | IEnumerable Read(SubscriptionDataSource source); FILE: Engine/DataFeeds/ISubscriptionSynchronizer.cs type ISubscriptionSynchronizer (line 26) | public interface ISubscriptionSynchronizer method Sync (line 39) | IEnumerable Sync(IEnumerable subscriptions, C... FILE: Engine/DataFeeds/ISynchronizer.cs type ISynchronizer (line 25) | public interface ISynchronizer method StreamData (line 30) | IEnumerable StreamData(CancellationToken cancellationToken); FILE: Engine/DataFeeds/IndexSubscriptionDataSourceReader.cs class IndexSubscriptionDataSourceReader (line 31) | public class IndexSubscriptionDataSourceReader : BaseSubscriptionDataSou... method IndexSubscriptionDataSourceReader (line 41) | public IndexSubscriptionDataSourceReader(IDataCacheProvider dataCacheP... method Read (line 65) | public override IEnumerable Read(SubscriptionDataSource source) FILE: Engine/DataFeeds/InternalSubscriptionManager.cs class InternalSubscriptionManager (line 28) | public class InternalSubscriptionManager method InternalSubscriptionManager (line 49) | public InternalSubscriptionManager(IAlgorithm algorithm, Resolution re... method AddedSubscriptionRequest (line 60) | public void AddedSubscriptionRequest(SubscriptionRequest request) method RemovedSubscriptionRequest (line 109) | public void RemovedSubscriptionRequest(SubscriptionRequest request) method PreFilter (line 132) | private bool PreFilter(SubscriptionRequest request) FILE: Engine/DataFeeds/InvalidSourceEventArgs.cs class InvalidSourceEventArgs (line 24) | public sealed class InvalidSourceEventArgs : EventArgs method InvalidSourceEventArgs (line 47) | public InvalidSourceEventArgs(SubscriptionDataSource source, Exception... FILE: Engine/DataFeeds/LiveFutureChainProvider.cs class LiveFutureChainProvider (line 28) | public class LiveFutureChainProvider : BacktestingFutureChainProvider method GetFutureContractList (line 36) | public override IEnumerable GetFutureContractList(Symbol symbo... FILE: Engine/DataFeeds/LiveOptionChainProvider.cs class LiveOptionChainProvider (line 38) | public class LiveOptionChainProvider : BacktestingOptionChainProvider method LiveOptionChainProvider (line 58) | static LiveOptionChainProvider() method GetOptionContractList (line 79) | public override IEnumerable GetOptionContractList(Symbol symbo... method GetFutureOptionContractList (line 137) | private IEnumerable GetFutureOptionContractList(Symbol futureC... method GetEquityIndexOptionContractList (line 287) | private static IEnumerable GetEquityIndexOptionContractList(Sy... method FindOptionContracts (line 320) | private static IEnumerable FindOptionContracts(Symbol underlyi... FILE: Engine/DataFeeds/LiveSynchronizer.cs class LiveSynchronizer (line 31) | public class LiveSynchronizer : Synchronizer method Initialize (line 51) | public override void Initialize( method StreamData (line 85) | public override IEnumerable StreamData(CancellationToken ca... method Dispose (line 186) | public override void Dispose() method GetTimeProvider (line 198) | protected override ITimeProvider GetTimeProvider() method PostInitialize (line 206) | protected override void PostInitialize() method GetPulseDueTime (line 215) | protected virtual int GetPulseDueTime(DateTime now) method OnSubscriptionNewDataAvailable (line 226) | protected virtual void OnSubscriptionNewDataAvailable(object sender, E... FILE: Engine/DataFeeds/LiveTimeProvider.cs class LiveTimeProvider (line 24) | public class LiveTimeProvider : ITimeProvider method LiveTimeProvider (line 35) | public LiveTimeProvider(ITimeProvider realTime) method Initialize (line 45) | public void Initialize(ITimeProvider warmupTimeProvider) method GetUtcNow (line 54) | public DateTime GetUtcNow() FILE: Engine/DataFeeds/LiveTradingDataFeed.cs class LiveTradingDataFeed (line 41) | public class LiveTradingDataFeed : FileSystemDataFeed method Initialize (line 76) | public override void Initialize(IAlgorithm algorithm, method CreateSubscription (line 118) | public override Subscription CreateSubscription(SubscriptionRequest re... method RemoveSubscription (line 142) | public override void RemoveSubscription(Subscription subscription) method Exit (line 160) | public override void Exit() method GetDataQueueHandler (line 182) | protected virtual IDataQueueHandler GetDataQueueHandler() method GetBaseDataExchange (line 193) | protected virtual BaseDataExchange GetBaseDataExchange() method CreateDataSubscription (line 203) | private Subscription CreateDataSubscription(SubscriptionRequest request) method IsExpired (line 303) | private bool IsExpired(SubscriptionDataConfig dataConfig) method Subscribe (line 310) | private IEnumerator Subscribe(SubscriptionDataConfig dataCon... method CreateUniverseSubscription (line 319) | private Subscription CreateUniverseSubscription(SubscriptionRequest re... method GetWarmupEnumerator (line 408) | private IEnumerator GetWarmupEnumerator(SubscriptionRequest ... method GetFileBasedWarmupEnumerator (line 456) | private IEnumerator GetFileBasedWarmupEnumerator(Subscriptio... method GetHistoryWarmupEnumerator (line 480) | private IEnumerator GetHistoryWarmupEnumerator(SubscriptionR... method GetConfiguredFrontierAwareEnumerator (line 552) | private IEnumerator GetConfiguredFrontierAwareEnumerator( method GetUniverseProvider (line 562) | private IDataQueueUniverseProvider GetUniverseProvider(SecurityType se... method HandleUnsupportedConfigurationEvent (line 571) | private void HandleUnsupportedConfigurationEvent(object _, Subscriptio... class EnumeratorHandler (line 591) | private class EnumeratorHandler : BaseDataExchange.EnumeratorHandler method EnumeratorHandler (line 593) | public EnumeratorHandler(Symbol symbol, IEnumerator enumer... FILE: Engine/DataFeeds/ManualTimeProvider.cs class ManualTimeProvider (line 27) | public class ManualTimeProvider : ITimeProvider method ManualTimeProvider (line 37) | public ManualTimeProvider(DateTimeZone setCurrentTimeTimeZone = null) method ManualTimeProvider (line 49) | public ManualTimeProvider(DateTime currentTime, DateTimeZone setCurren... method GetUtcNow (line 59) | public DateTime GetUtcNow() method SetCurrentTimeUtc (line 68) | public void SetCurrentTimeUtc(DateTime time) method SetCurrentTime (line 79) | public void SetCurrentTime(DateTime time) method Advance (line 88) | public void Advance(TimeSpan span) method AdvanceSeconds (line 97) | public void AdvanceSeconds(double seconds) FILE: Engine/DataFeeds/NullDataFeed.cs class NullDataFeed (line 28) | public class NullDataFeed : IDataFeed method Initialize (line 49) | public void Initialize( method CreateSubscription (line 69) | public Subscription CreateSubscription(SubscriptionRequest request) method RemoveSubscription (line 79) | public void RemoveSubscription(Subscription subscription) method Exit (line 89) | public void Exit() FILE: Engine/DataFeeds/PendingRemovalsManager.cs class PendingRemovalsManager (line 27) | public class PendingRemovalsManager method PendingRemovalsManager (line 41) | public PendingRemovalsManager(IOrderProvider orderProvider) method IsSafeToRemove (line 51) | private bool IsSafeToRemove(Universe.Member member, Universe universe) method TryRemoveMember (line 87) | public List TryRemoveMember(Universe.Member member, Uni... method IsPendingForRemoval (line 115) | public bool IsPendingForRemoval(Security security, bool isInternal) method IsPendingForRemoval (line 125) | public bool IsPendingForRemoval(Universe.Member member) method CheckPendingRemovals (line 136) | public List CheckPendingRemovals( class RemovedMember (line 177) | public class RemovedMember method RemovedMember (line 194) | public RemovedMember(Universe universe, Security security) FILE: Engine/DataFeeds/PrecalculatedSubscriptionData.cs class PrecalculatedSubscriptionData (line 24) | public class PrecalculatedSubscriptionData : SubscriptionData method PrecalculatedSubscriptionData (line 62) | public PrecalculatedSubscriptionData(SubscriptionDataConfig configurat... FILE: Engine/DataFeeds/PredicateTimeProvider.cs class PredicateTimeProvider (line 26) | public class PredicateTimeProvider : ITimeProvider method PredicateTimeProvider (line 39) | public PredicateTimeProvider(ITimeProvider underlyingTimeProvider, method GetUtcNow (line 49) | public DateTime GetUtcNow() method Initialize (line 65) | private void Initialize() FILE: Engine/DataFeeds/ProcessedDataProvider.cs class ProcessedDataProvider (line 17) | public class ProcessedDataProvider : IDataProvider, IDisposable method ProcessedDataProvider (line 30) | public ProcessedDataProvider() method Fetch (line 42) | public Stream Fetch(string key) method Dispose (line 63) | public void Dispose() method Dispose (line 72) | protected virtual void Dispose(bool disposing) FILE: Engine/DataFeeds/Queues/DataQueue.cs class LiveDataQueue (line 27) | public class LiveDataQueue : IDataQueueHandler method Subscribe (line 32) | public IEnumerator Subscribe(SubscriptionDataConfig dataConf... method Unsubscribe (line 40) | public virtual void Unsubscribe(SubscriptionDataConfig dataConfig) method SetJob (line 49) | public void SetJob(LiveNodePacket job) method Dispose (line 62) | public void Dispose() FILE: Engine/DataFeeds/Queues/FakeDataQueue.cs class FakeDataQueue (line 34) | public class FakeDataQueue : IDataQueueHandler, IDataQueueUniverseProvider method FakeDataQueue (line 56) | public FakeDataQueue() method FakeDataQueue (line 65) | public FakeDataQueue(IDataAggregator dataAggregator, int dataPointsPer... method Subscribe (line 120) | public IEnumerator Subscribe(SubscriptionDataConfig dataConf... method SetJob (line 132) | public void SetJob(LiveNodePacket job) method Unsubscribe (line 140) | public void Unsubscribe(SubscriptionDataConfig dataConfig) method Dispose (line 155) | public void Dispose() method PopulateQueue (line 164) | private void PopulateQueue() method GetTimeZoneOffsetProvider (line 211) | private TimeZoneOffsetProvider GetTimeZoneOffsetProvider(Symbol symbol) method LookupSymbols (line 230) | public IEnumerable LookupSymbols(Symbol symbol, bool includeEx... method CanPerformSelection (line 250) | public bool CanPerformSelection() FILE: Engine/DataFeeds/ReaderErrorEventArgs.cs class ReaderErrorEventArgs (line 23) | public sealed class ReaderErrorEventArgs : EventArgs method ReaderErrorEventArgs (line 46) | public ReaderErrorEventArgs(string line, Exception exception) FILE: Engine/DataFeeds/RealTimeScheduleEventService.cs class RealTimeScheduleEventService (line 29) | public class RealTimeScheduleEventService : IDisposable method RealTimeScheduleEventService (line 45) | public RealTimeScheduleEventService(ITimeProvider timeProvider) method ScheduleEvent (line 98) | public void ScheduleEvent(TimeSpan dueTime, DateTime utcNow) method Dispose (line 110) | public void Dispose() FILE: Engine/DataFeeds/SingleEntryDataCacheProvider.cs class SingleEntryDataCacheProvider (line 32) | public class SingleEntryDataCacheProvider : IDataCacheProvider method SingleEntryDataCacheProvider (line 46) | public SingleEntryDataCacheProvider(IDataProvider dataProvider, bool i... method Fetch (line 57) | public Stream Fetch(string key) method Store (line 90) | public void Store(string key, byte[] data) method GetZipEntries (line 98) | public List GetZipEntries(string zipFile) method Dispose (line 114) | public void Dispose() FILE: Engine/DataFeeds/Subscription.cs class Subscription (line 32) | public class Subscription : IEnumerator method Subscription (line 110) | public Subscription( method AddSubscriptionRequest (line 132) | public bool AddSubscriptionRequest(SubscriptionRequest subscriptionReq... method RemoveSubscriptionRequest (line 169) | public bool RemoveSubscriptionRequest(Universe universe = null) method MoveNext (line 208) | public virtual bool MoveNext() method Reset (line 225) | public void Reset() method Dispose (line 251) | public void Dispose() method MarkAsRemovedFromUniverse (line 261) | public void MarkAsRemovedFromUniverse() method GetHashCode (line 273) | public override int GetHashCode() method Equals (line 282) | public override bool Equals(object obj) method ToString (line 296) | public override string ToString() method OnNewDataAvailable (line 304) | public void OnNewDataAvailable() FILE: Engine/DataFeeds/SubscriptionCollection.cs class SubscriptionCollection (line 30) | public class SubscriptionCollection : IEnumerable method SubscriptionCollection (line 49) | public SubscriptionCollection() method Contains (line 62) | public bool Contains(SubscriptionDataConfig configuration) method TryAdd (line 73) | public bool TryAdd(Subscription subscription) method TryGetValue (line 90) | public bool TryGetValue(SubscriptionDataConfig configuration, out Subs... method TryRemove (line 101) | public bool TryRemove(SubscriptionDataConfig configuration, out Subscr... method GetEnumerator (line 123) | public IEnumerator GetEnumerator() method GetEnumerator (line 135) | IEnumerator IEnumerable.GetEnumerator() method UpdateAndGetFillForwardResolution (line 144) | public Ref UpdateAndGetFillForwardResolution(SubscriptionDat... method FreezeFillForwardResolution (line 156) | public void FreezeFillForwardResolution(bool freeze) method ValidateFillForwardResolution (line 164) | private static bool ValidateFillForwardResolution(SubscriptionDataConf... method UpdateFillForwardResolution (line 172) | private void UpdateFillForwardResolution(FillForwardResolutionOperatio... method SortSubscriptions (line 213) | private void SortSubscriptions() type FillForwardResolutionOperation (line 230) | private enum FillForwardResolutionOperation FILE: Engine/DataFeeds/SubscriptionData.cs class SubscriptionData (line 27) | public class SubscriptionData method SubscriptionData (line 49) | public SubscriptionData(BaseData data, DateTime emitTimeUtc) method Create (line 65) | public static SubscriptionData Create(bool dailyStrictEndTimeEnabled, ... FILE: Engine/DataFeeds/SubscriptionDataReader.cs class SubscriptionDataReader (line 39) | public class SubscriptionDataReader : IEnumerator, ITradableDa... method SubscriptionDataReader (line 142) | public SubscriptionDataReader(SubscriptionDataConfig config, method Initialize (line 172) | public void Initialize() method MoveNext (line 276) | public bool MoveNext() method HandleNewTradableDate (line 420) | private void HandleNewTradableDate(object sender, DateTime date) method UpdateDataEnumerator (line 431) | private bool UpdateDataEnumerator(bool endOfEnumerator) method CreateSubscriptionFactory (line 498) | private ISubscriptionDataSourceReader CreateSubscriptionFactory(Subscr... method AttachEventHandlers (line 505) | private void AttachEventHandlers(ISubscriptionDataSourceReader dataSou... method TryGetNextDate (line 565) | private bool TryGetNextDate(out DateTime date) method Reset (line 600) | public void Reset() method Dispose (line 608) | public void Dispose() method OnInvalidConfigurationDetected (line 623) | protected virtual void OnInvalidConfigurationDetected(InvalidConfigura... method OnNumericalPrecisionLimited (line 632) | protected virtual void OnNumericalPrecisionLimited(NumericalPrecisionL... method OnStartDateLimited (line 641) | protected virtual void OnStartDateLimited(StartDateLimitedEventArgs e) method OnDownloadFailed (line 650) | protected virtual void OnDownloadFailed(DownloadFailedEventArgs e) method OnReaderErrorDetected (line 659) | protected virtual void OnReaderErrorDetected(ReaderErrorDetectedEventA... method OnNewTradableDate (line 668) | protected virtual void OnNewTradableDate(NewTradableDateEventArgs e) FILE: Engine/DataFeeds/SubscriptionDataSourceReader.cs class SubscriptionDataSourceReader (line 29) | public static class SubscriptionDataSourceReader method ForSource (line 44) | public static ISubscriptionDataSourceReader ForSource(SubscriptionData... method CheckRemoteFileCache (line 87) | public static void CheckRemoteFileCache() FILE: Engine/DataFeeds/SubscriptionFrontierTimeProvider.cs class SubscriptionFrontierTimeProvider (line 26) | public class SubscriptionFrontierTimeProvider : ITimeProvider method SubscriptionFrontierTimeProvider (line 37) | public SubscriptionFrontierTimeProvider(DateTime utcNow, IDataFeedSubs... method GetUtcNow (line 47) | public DateTime GetUtcNow() method UpdateCurrentTime (line 57) | private void UpdateCurrentTime() FILE: Engine/DataFeeds/SubscriptionSynchronizer.cs class SubscriptionSynchronizer (line 30) | public class SubscriptionSynchronizer : ISubscriptionSynchronizer, ITime... method SubscriptionSynchronizer (line 49) | public SubscriptionSynchronizer(UniverseSelection universeSelection, P... method SetTimeProvider (line 59) | public void SetTimeProvider(ITimeProvider timeProvider) method SetTimeSliceFactory (line 73) | public void SetTimeSliceFactory(TimeSliceFactory timeSliceFactory) method Sync (line 88) | public IEnumerable Sync(IEnumerable subscript... method OnSubscriptionFinished (line 269) | protected virtual void OnSubscriptionFinished(Subscription subscription) method GetUtcNow (line 277) | public DateTime GetUtcNow() FILE: Engine/DataFeeds/SubscriptionUtils.cs class SubscriptionUtils (line 33) | public static class SubscriptionUtils method Create (line 41) | public static Subscription Create( method CreateAndScheduleWorker (line 72) | public static Subscription CreateAndScheduleWorker( method GetEndedSubscription (line 184) | private static Subscription GetEndedSubscription(SubscriptionRequest r... FILE: Engine/DataFeeds/Synchronizer.cs class Synchronizer (line 30) | public class Synchronizer : ISynchronizer, IDataFeedTimeProvider, IDispo... method Initialize (line 67) | public virtual void Initialize( method StreamData (line 81) | public virtual IEnumerable StreamData(CancellationToken can... method PostInitialize (line 156) | protected virtual void PostInitialize() method GetTimeProvider (line 179) | protected virtual ITimeProvider GetTimeProvider() method GetInitialFrontierTime (line 184) | private DateTime GetInitialFrontierTime() method Dispose (line 219) | public virtual void Dispose() FILE: Engine/DataFeeds/TextSubscriptionDataSourceReader.cs class TextSubscriptionDataSourceReader (line 32) | public class TextSubscriptionDataSourceReader : BaseSubscriptionDataSour... method TextSubscriptionDataSourceReader (line 62) | public TextSubscriptionDataSourceReader(IDataCacheProvider dataCachePr... method Read (line 82) | public override IEnumerable Read(SubscriptionDataSource source) method OnReaderError (line 204) | private void OnReaderError(string line, Exception exception) method SetCacheSize (line 214) | public static void SetCacheSize(int megaBytesToUse) method ClearCache (line 228) | public static void ClearCache() FILE: Engine/DataFeeds/TimeSlice.cs class TimeSlice (line 28) | public class TimeSlice method TimeSlice (line 83) | public TimeSlice(DateTime time, FILE: Engine/DataFeeds/TimeSliceFactory.cs class TimeSliceFactory (line 32) | public class TimeSliceFactory method TimeSliceFactory (line 54) | public TimeSliceFactory(DateTimeZone timeZone) method CreateTimePulse (line 65) | public TimeSlice CreateTimePulse(DateTime utcDateTime) method Create (line 89) | public TimeSlice Create(DateTime utcDateTime, method UpdateEmptyCollections (line 394) | private void UpdateEmptyCollections(DateTime algorithmTime) method HandleOptionData (line 422) | private bool HandleOptionData(DateTime algorithmTime, BaseData baseDat... method HandleFuturesData (line 493) | private bool HandleFuturesData(DateTime algorithmTime, BaseData baseDa... FILE: Engine/DataFeeds/Transport/LocalFileSubscriptionStreamReader.cs class LocalFileSubscriptionStreamReader (line 29) | public class LocalFileSubscriptionStreamReader : IStreamReader method LocalFileSubscriptionStreamReader (line 50) | public LocalFileSubscriptionStreamReader(IDataCacheProvider dataCacheP... method LocalFileSubscriptionStreamReader (line 66) | public LocalFileSubscriptionStreamReader(IDataCacheProvider dataCacheP... method LocalFileSubscriptionStreamReader (line 87) | public LocalFileSubscriptionStreamReader(ZipFile zipFile, string entry... method ReadLine (line 130) | public string ReadLine() method Dispose (line 138) | public void Dispose() FILE: Engine/DataFeeds/Transport/ObjectStoreSubscriptionStreamReader.cs class ObjectStoreSubscriptionStreamReader (line 28) | public class ObjectStoreSubscriptionStreamReader : IStreamReader method ObjectStoreSubscriptionStreamReader (line 78) | public ObjectStoreSubscriptionStreamReader(IObjectStore objectStore, s... method ReadLine (line 103) | public string ReadLine() method Dispose (line 111) | public void Dispose() FILE: Engine/DataFeeds/Transport/RemoteFileSubscriptionStreamReader.cs class RemoteFileSubscriptionStreamReader (line 29) | public class RemoteFileSubscriptionStreamReader : IStreamReader method RemoteFileSubscriptionStreamReader (line 58) | public RemoteFileSubscriptionStreamReader(IDataCacheProvider dataCache... method ReadLine (line 141) | public string ReadLine() method Dispose (line 149) | public void Dispose() method SetDownloadProvider (line 158) | public static void SetDownloadProvider(IDownloadProvider downloader) FILE: Engine/DataFeeds/Transport/RestSubscriptionStreamReader.cs class RestSubscriptionStreamReader (line 29) | public class RestSubscriptionStreamReader : IStreamReader method RestSubscriptionStreamReader (line 54) | public RestSubscriptionStreamReader(string source, IEnumerable pend... method SeedAddedSecurities (line 517) | private void SeedAddedSecurities(SecurityChanges changes) FILE: Engine/DataFeeds/UpdateData.cs class UpdateData (line 27) | public class UpdateData method UpdateData (line 66) | public UpdateData(T target, Type dataType, IReadOnlyList dat... FILE: Engine/DataFeeds/WorkScheduling/BaseWorkScheduler.cs class WorkScheduler (line 24) | public abstract class WorkScheduler method QueueWork (line 38) | public abstract void QueueWork(Symbol symbol, Func workFunc... FILE: Engine/DataFeeds/WorkScheduling/WeightedWorkQueue.cs class WeightedWorkQueue (line 25) | internal class WeightedWorkQueue method WeightedWorkQueue (line 45) | public WeightedWorkQueue() method WorkerThread (line 55) | public void WorkerThread(ConcurrentQueue newWork, AutoResetE... method Add (line 113) | private void Add(WorkItem work) method AddSingleCall (line 122) | public void AddSingleCall(Action work) method Remove (line 132) | private void Remove(WorkItem workItem) method Get (line 142) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Engine/DataFeeds/WorkScheduling/WeightedWorkScheduler.cs class WeightedWorkScheduler (line 33) | public class WeightedWorkScheduler : WorkScheduler method WeightedWorkScheduler (line 59) | private WeightedWorkScheduler() method QueueWork (line 92) | public override void QueueWork(Symbol symbol, Func workFunc... method AddSingleCallForAll (line 101) | public void AddSingleCallForAll(Action action) FILE: Engine/DataFeeds/WorkScheduling/WorkItem.cs class WorkItem (line 25) | public class WorkItem method WorkItem (line 48) | public WorkItem(Func work, Func weightFunc) method UpdateWeight (line 57) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Compare (line 67) | public static int Compare(WorkItem obj, WorkItem other) FILE: Engine/DataFeeds/ZipDataCacheProvider.cs class ZipDataCacheProvider (line 34) | public class ZipDataCacheProvider : IDataCacheProvider method ZipDataCacheProvider (line 51) | public ZipDataCacheProvider(IDataProvider dataProvider, bool isDataEph... method Fetch (line 62) | public Stream Fetch(string key) method Store (line 129) | public void Store(string key, byte[] data) method GetZipEntries (line 185) | public List GetZipEntries(string zipFile) method Dispose (line 206) | public void Dispose() method CleanCache (line 223) | private void CleanCache() method CacheAndCreateEntryStream (line 268) | private Stream CacheAndCreateEntryStream(string filename, string entry... method CreateEntryStream (line 310) | private Stream CreateEntryStream(CachedZipFile zipFile, string entryNa... method Cache (line 394) | private bool Cache(string filename, out CachedZipFile cachedZip) class CachedZipFile (line 432) | private class CachedZipFile : IDisposable method CachedZipFile (line 461) | public CachedZipFile(Stream dataStream, DateTime utcNow, string file... method Uncache (line 479) | public bool Uncache(DateTime date) method WriteEntry (line 490) | public void WriteEntry(string entryName, byte[] content) method Refresh (line 510) | public void Refresh() method Dispose (line 518) | public void Dispose() class ZipEntryCache (line 550) | private class ZipEntryCache FILE: Engine/DataFeeds/ZipEntryNameSubscriptionDataSourceReader.cs class ZipEntryNameSubscriptionDataSourceReader (line 27) | public class ZipEntryNameSubscriptionDataSourceReader : BaseSubscription... method ZipEntryNameSubscriptionDataSourceReader (line 42) | public ZipEntryNameSubscriptionDataSourceReader(IDataCacheProvider dat... method Read (line 57) | public override IEnumerable Read(SubscriptionDataSource source) method OnInvalidSource (line 96) | private void OnInvalidSource(SubscriptionDataSource source, Exception ... FILE: Engine/Engine.cs class Engine (line 49) | public class Engine method Engine (line 72) | public Engine(LeanEngineSystemHandlers systemHandlers, LeanEngineAlgor... method Run (line 87) | public void Run(AlgorithmNodePacket job, AlgorithmManager manager, str... method HandleAlgorithmError (line 477) | private void HandleAlgorithmError(AlgorithmNodePacket job, Exception err) method GetHistoryProvider (line 497) | private HistoryProviderManager GetHistoryProvider() method SaveListOfTrades (line 529) | private static void SaveListOfTrades(IOrderProvider transactions, stri... method StaticInitializations (line 551) | [MethodImpl(MethodImplOptions.NoOptimization | MethodImplOptions.NoInl... FILE: Engine/HistoricalData/BrokerageHistoryProvider.cs class BrokerageHistoryProvider (line 30) | public class BrokerageHistoryProvider : SynchronizingHistoryProvider method SetBrokerage (line 40) | public void SetBrokerage(IBrokerage brokerage) method Initialize (line 49) | public override void Initialize(HistoryProviderInitializeParameters pa... method GetHistory (line 68) | public override IEnumerable GetHistory(IEnumerable GetHistory(IEnumerable GetHistory(IEnumerable? GetHistory(HistoryRequest reque... method GetHistory (line 52) | public override IEnumerable? GetHistory(IEnumerable GetHistory(IEnumerable> GetSubscrip... FILE: Engine/HistoricalData/SubscriptionDataReaderHistoryProvider.cs class SubscriptionDataReaderHistoryProvider (line 37) | public class SubscriptionDataReaderHistoryProvider : SynchronizingHistor... method Initialize (line 60) | public override void Initialize(HistoryProviderInitializeParameters pa... method GetHistory (line 87) | public override IEnumerable GetHistory(IEnumerable GetIntradayDataEnumerator(IEnu... class TimeBasedFilter (line 204) | private class TimeBasedFilter method TimeBasedFilter (line 209) | public TimeBasedFilter(HistoryRequest request) method Filter (line 215) | public bool Filter(BaseData data) FILE: Engine/HistoricalData/SynchronizingHistoryProvider.cs class SynchronizingHistoryProvider (line 36) | public abstract class SynchronizingHistoryProvider : HistoryProviderBase method CreateSliceEnumerableFromSubscriptions (line 57) | protected IEnumerable CreateSliceEnumerableFromSubscriptions(Li... method GetSecurityExchange (line 130) | protected static SecurityExchange GetSecurityExchange(SecurityExchange... method CreateSubscription (line 145) | protected Subscription CreateSubscription(HistoryRequest request, IEnu... FILE: Engine/Initializer.cs class Initializer (line 27) | public static class Initializer method Start (line 32) | public static void Start() method GetSystemHandlers (line 63) | public static LeanEngineSystemHandlers GetSystemHandlers() method GetAlgorithmHandlers (line 76) | public static LeanEngineAlgorithmHandlers GetAlgorithmHandlers(bool re... FILE: Engine/LeanEngineAlgorithmHandlers.cs class LeanEngineAlgorithmHandlers (line 37) | public class LeanEngineAlgorithmHandlers : IDisposable method LeanEngineAlgorithmHandlers (line 117) | public LeanEngineAlgorithmHandlers(IResultHandler results, method FromConfiguration (line 200) | public static LeanEngineAlgorithmHandlers FromConfiguration(Composer c... method Dispose (line 249) | public void Dispose() FILE: Engine/LeanEngineSystemHandlers.cs class LeanEngineSystemHandlers (line 30) | public class LeanEngineSystemHandlers : IDisposable method LeanEngineSystemHandlers (line 77) | public LeanEngineSystemHandlers(IJobQueueHandler jobQueue, IApi api, I... method FromConfiguration (line 107) | public static LeanEngineSystemHandlers FromConfiguration(Composer comp... method Initialize (line 119) | public void Initialize() method Dispose (line 129) | public void Dispose() FILE: Engine/RealTime/BacktestingRealTimeHandler.cs class BacktestingRealTimeHandler (line 32) | public class BacktestingRealTimeHandler : BaseRealTimeHandler method Setup (line 46) | public override void Setup(IAlgorithm algorithm, AlgorithmNodePacket j... method Add (line 67) | public override void Add(ScheduledEvent scheduledEvent) method Remove (line 88) | public override void Remove(ScheduledEvent scheduledEvent) method SetTime (line 100) | public override void SetTime(DateTime time) method ScanPastEvents (line 125) | public override void ScanPastEvents(DateTime time) method GetScheduledEventsSortedByTime (line 151) | private List GetScheduledEventsSortedByTime() method SortFirstElement (line 172) | public static void SortFirstElement(IList scheduledEve... FILE: Engine/RealTime/BaseRealTimeHandler.cs class BaseRealTimeHandler (line 37) | public abstract class BaseRealTimeHandler : IRealTimeHandler method Add (line 94) | public abstract void Add(ScheduledEvent scheduledEvent); method Remove (line 100) | public abstract void Remove(ScheduledEvent scheduledEvent); method SetTime (line 106) | public abstract void SetTime(DateTime time); method ScanPastEvents (line 112) | public abstract void ScanPastEvents(DateTime time); method Setup (line 118) | public virtual void Setup(IAlgorithm algorithm, AlgorithmNodePacket jo... method GetScheduledEventUniqueId (line 165) | protected int GetScheduledEventUniqueId() method GetTimeMonitorTimeout (line 173) | protected virtual int GetTimeMonitorTimeout() method AddAlgorithmEndOfDayEvent (line 185) | [Obsolete("This method is deprecated. It will add ScheduledEvents for ... method AddSecurityDependentEndOfDayEvents (line 219) | private void AddSecurityDependentEndOfDayEvents( method OnSecuritiesChanged (line 242) | public void OnSecuritiesChanged(SecurityChanges changes) method Exit (line 276) | public virtual void Exit() FILE: Engine/RealTime/IRealTimeHandler.cs type IRealTimeHandler (line 30) | [InheritedExport(typeof(IRealTimeHandler))] method Setup (line 44) | void Setup(IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandl... method SetTime (line 50) | void SetTime(DateTime time); method ScanPastEvents (line 56) | void ScanPastEvents(DateTime time); method Exit (line 61) | void Exit(); method OnSecuritiesChanged (line 66) | void OnSecuritiesChanged(SecurityChanges changes); FILE: Engine/RealTime/LiveTradingRealTimeHandler.cs class LiveTradingRealTimeHandler (line 33) | public class LiveTradingRealTimeHandler : BacktestingRealTimeHandler method Setup (line 64) | public override void Setup(IAlgorithm algorithm, AlgorithmNodePacket j... method GetTimeMonitorTimeout (line 84) | protected override int GetTimeMonitorTimeout() method Run (line 93) | private void Run() method SetTime (line 126) | public override void SetTime(DateTime time) method ScanPastEvents (line 145) | public override void ScanPastEvents(DateTime time) method Exit (line 158) | public override void Exit() method WaitTillNextSecond (line 168) | protected virtual void WaitTillNextSecond(DateTime time) method ResetMarketHoursDatabase (line 181) | protected virtual void ResetMarketHoursDatabase() method ResetSymbolPropertiesDatabase (line 190) | protected virtual void ResetSymbolPropertiesDatabase() FILE: Engine/RealTime/ScheduledEventFactory.cs class ScheduledEventFactory (line 31) | public static class ScheduledEventFactory method EveryDayAt (line 45) | public static ScheduledEvent EveryDayAt(string name, IEnumerable> GetConfiguredDa... method SetBrokerageTradingDayPerYear (line 194) | public static void SetBrokerageTradingDayPerYear(IAlgorithm algorithm) FILE: Engine/Setup/BrokerageSetupHandler.cs class BrokerageSetupHandler (line 41) | public class BrokerageSetupHandler : ISetupHandler method BrokerageSetupHandler (line 87) | public BrokerageSetupHandler() method CreateAlgorithmInstance (line 100) | public IAlgorithm CreateAlgorithmInstance(AlgorithmNodePacket algorith... method CreateBrokerage (line 120) | public IBrokerage CreateBrokerage(AlgorithmNodePacket algorithmNodePac... method Setup (line 148) | public bool Setup(SetupHandlerParameters parameters) method LoadCashBalance (line 369) | private bool LoadCashBalance(IBrokerage brokerage, IAlgorithm algorithm) method LoadExistingHoldingsAndOrders (line 400) | protected bool LoadExistingHoldingsAndOrders(IBrokerage brokerage, IAl... method GetOrAddUnrequestedSecurity (line 470) | private bool GetOrAddUnrequestedSecurity(IAlgorithm algorithm, Symbol ... method GetOpenOrders (line 485) | protected void GetOpenOrders(IAlgorithm algorithm, IResultHandler resu... method AddInitializationError (line 513) | private void AddInitializationError(string message, Exception inner = ... method Dispose (line 522) | public void Dispose() method PreloadDataQueueHandler (line 554) | private void PreloadDataQueueHandler(LiveNodePacket liveJob, IAlgorith... FILE: Engine/Setup/ConsoleSetupHandler.cs class ConsoleSetupHandler (line 24) | [Obsolete("Should use BacktestingSetupHandler instead")] FILE: Engine/Setup/ISetupHandler.cs type ISetupHandler (line 29) | [InheritedExport(typeof(ISetupHandler))] method CreateAlgorithmInstance (line 87) | IAlgorithm CreateAlgorithmInstance(AlgorithmNodePacket algorithmNodePa... method CreateBrokerage (line 96) | IBrokerage CreateBrokerage(AlgorithmNodePacket algorithmNodePacket, IA... method Setup (line 103) | bool Setup(SetupHandlerParameters parameters); FILE: Engine/Setup/SetupHandlerParameters.cs class SetupHandlerParameters (line 29) | public class SetupHandlerParameters method SetupHandlerParameters (line 88) | public SetupHandlerParameters(UniverseSelection universeSelection, FILE: Engine/Storage/FileHandler.cs class FileHandler (line 25) | public class FileHandler method Exists (line 30) | public virtual bool Exists(string path) method Delete (line 38) | public virtual void Delete(string path) method WriteAllBytes (line 46) | public virtual void WriteAllBytes(string path, byte[] data) method ReadAllBytes (line 54) | public virtual byte[] ReadAllBytes(string path) method TryGetFileLength (line 62) | public virtual long TryGetFileLength(string path) method DirectoryExists (line 75) | public virtual bool DirectoryExists(string path) method CreateDirectory (line 83) | public virtual DirectoryInfo CreateDirectory(string path) method EnumerateFiles (line 91) | public virtual IEnumerable EnumerateFiles(string path, strin... FILE: Engine/Storage/LocalObjectStore.cs class LocalObjectStore (line 36) | public class LocalObjectStore : IObjectStore method Initialize (line 142) | public virtual void Initialize(int userId, int projectId, string userT... method StorageRoot (line 166) | protected virtual string StorageRoot() method GetObjectStoreEntries (line 174) | private IEnumerable GetObjectStoreEntries(bool loadC... method Clear (line 235) | public void Clear() method ContainsKey (line 248) | public bool ContainsKey(string path) method ReadBytes (line 280) | public byte[] ReadBytes(string path) method SaveBytes (line 309) | public bool SaveBytes(string path, byte[] contents) method InternalSaveBytes (line 351) | protected bool InternalSaveBytes(string path, byte[] contents) method IsWithinStorageLimit (line 367) | protected virtual bool IsWithinStorageLimit(string path, byte[] contents) method HandleStorageLimitExceeded (line 417) | private bool HandleStorageLimitExceeded(string message) method Delete (line 435) | public bool Delete(string path) method GetFilePath (line 474) | public virtual string GetFilePath(string path) method Dispose (line 507) | public virtual void Dispose() method GetEnumerator (line 534) | public IEnumerator> GetEnumerator() method GetEnumerator (line 542) | IEnumerator IEnumerable.GetEnumerator() method PathForKey (line 551) | protected string PathForKey(string path) method Persist (line 559) | private void Persist() method PersistData (line 590) | protected virtual bool PersistData() method OnErrorRaised (line 641) | protected virtual void OnErrorRaised(Exception error) method BytesToMb (line 649) | private static double BytesToMb(long bytes) method NormalizePath (line 654) | private static string NormalizePath(string path) method TryCreateObjectStoreEntry (line 663) | private bool TryCreateObjectStoreEntry(string filePath, string path, o... class ObjectStoreEntry (line 697) | private class ObjectStoreEntry method ObjectStoreEntry (line 703) | public ObjectStoreEntry(string path, byte[] data) method SetDirty (line 708) | public void SetDirty() method SetClean (line 713) | public void SetClean() FILE: Engine/Storage/StorageLimitExceededException.cs class StorageLimitExceededException (line 23) | public class StorageLimitExceededException : Exception method StorageLimitExceededException (line 29) | public StorageLimitExceededException(string message) FILE: Engine/TransactionHandlers/BacktestingTransactionHandler.cs class BacktestingTransactionHandler (line 30) | public class BacktestingTransactionHandler : BrokerageTransactionHandler method Initialize (line 49) | public override void Initialize(IAlgorithm algorithm, IBrokerage broke... method ProcessSynchronousEvents (line 72) | public override void ProcessSynchronousEvents() method ProcessAsynchronousEvents (line 95) | public override void ProcessAsynchronousEvents() method WaitForOrderSubmission (line 106) | protected override void WaitForOrderSubmission(OrderTicket ticket) method InitializeTransactionThread (line 132) | protected override void InitializeTransactionThread() FILE: Engine/TransactionHandlers/BrokerageTransactionHandler.cs class BrokerageTransactionHandler (line 43) | public class BrokerageTransactionHandler : ITransactionHandler method Initialize (line 154) | public virtual void Initialize(IAlgorithm algorithm, IBrokerage broker... method InitializeTransactionThread (line 232) | protected virtual void InitializeTransactionThread() method Process (line 264) | public OrderTicket Process(OrderRequest request) method AddOrder (line 294) | public OrderTicket AddOrder(SubmitOrderRequest request) method WaitForOrderSubmission (line 367) | protected virtual void WaitForOrderSubmission(OrderTicket ticket) method UpdateOrder (line 388) | public OrderTicket UpdateOrder(UpdateOrderRequest request) method CancelOrder (line 468) | public OrderTicket CancelOrder(CancelOrderRequest request) method GetOrderTickets (line 541) | public IEnumerable GetOrderTickets(Func GetOpenOrderTickets(Func GetOrdersByBrokerageId(string brokerageId) method GetOrdersByBrokerageId (line 631) | private static List GetOrdersByBrokerageId(string brokerageId, ... method GetOrders (line 645) | public IEnumerable GetOrders(Func filter = null) method GetOpenOrders (line 660) | public List GetOpenOrders(Func filter = null) method Run (line 674) | protected void Run(int threadId) method ProcessAsynchronousEvents (line 700) | public virtual void ProcessAsynchronousEvents() method ProcessSynchronousEvents (line 708) | public virtual void ProcessSynchronousEvents() method AddOpenOrder (line 764) | public void AddOpenOrder(Order order, IAlgorithm algorithm) method Exit (line 795) | public void Exit() method GetProjectedHoldings (line 828) | public ProjectedHoldings GetProjectedHoldings(Security security) method HandleOrderRequest (line 844) | public virtual void HandleOrderRequest(OrderRequest request) method HandleSubmitOrderRequest (line 869) | private OrderResponse HandleSubmitOrderRequest(SubmitOrderRequest requ... method HandleUpdateOrderRequest (line 979) | private OrderResponse HandleUpdateOrderRequest(UpdateOrderRequest requ... method HandleCancelOrderRequest (line 1077) | private OrderResponse HandleCancelOrderRequest(CancelOrderRequest requ... method HasSufficientBuyingPowerForOrders (line 1133) | private bool HasSufficientBuyingPowerForOrders(Order order, OrderReque... method HandleOrderEvents (line 1175) | private void HandleOrderEvents(List orderEvents) method HandleOrderEvent (line 1387) | private void HandleOrderEvent(OrderEvent orderEvent) method HandleOrderUpdated (line 1392) | private void HandleOrderUpdated(OrderUpdateEvent e) method SetPriceAdjustmentMode (line 1421) | private void SetPriceAdjustmentMode(Order order, IAlgorithm algorithm) method LogOrderEvent (line 1450) | private static void LogOrderEvent(OrderEvent e) method HandleAccountChanged (line 1463) | private void HandleAccountChanged(AccountEvent account) method HandlerBrokerageOrderIdChangedEvent (line 1489) | private void HandlerBrokerageOrderIdChangedEvent(BrokerageOrderIdChang... method HandlePositionAssigned (line 1513) | private void HandlePositionAssigned(OrderEvent fill) method HandleDelistingNotification (line 1525) | private void HandleDelistingNotification(DelistingNotificationEventArg... method HandleOptionNotification (line 1571) | private void HandleOptionNotification(OptionNotificationEventArgs e) method HandleNewBrokerageSideOrder (line 1683) | private void HandleNewBrokerageSideOrder(NewBrokerageOrderNotification... method GenerateOptionExerciseOrder (line 1702) | private OptionExerciseOrder GenerateOptionExerciseOrder(Security secur... method EmitOptionNotificationEvents (line 1715) | private void EmitOptionNotificationEvents(Security security, OptionExe... method RoundOffOrder (line 1752) | public decimal RoundOffOrder(Order order, Security security) method RoundOrderPrices (line 1781) | protected void RoundOrderPrices(Order order, Security security) method RoundOrderPrices (line 1795) | protected void RoundOrderPrices(Order order, Security security, bool c... method RoundOrderPrice (line 1881) | private void RoundOrderPrice(Security security, decimal price, string ... method RoundOrderPrice (line 1887) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method GetComboOrderLeg (line 1898) | private Order GetComboOrderLeg(int orderId) method InvalidateOrders (line 1904) | private void InvalidateOrders(List orders, string message) method SendWarningOnPriceChange (line 1917) | private void SendWarningOnPriceChange(string priceType, decimal priceR... method GetShortableErrorMessage (line 1928) | private string GetShortableErrorMessage(Symbol symbol, decimal quantity) method EnqueueOrderRequest (line 1934) | private void EnqueueOrderRequest(OrderRequest request, Order order) class OpenOrderState (line 1947) | private class OpenOrderState method OpenOrderState (line 1955) | public OpenOrderState(Order order, OrderTicket ticket, Security secu... FILE: Engine/TransactionHandlers/CancelPendingOrders.cs class CancelPendingOrders (line 23) | public class CancelPendingOrders method Set (line 37) | public void Set(int orderId, OrderStatus status) method UpdateOrRemove (line 47) | public void UpdateOrRemove(int orderId, OrderStatus newStatus) method RemoveAndFallback (line 77) | public void RemoveAndFallback(Order order) method RemoveOrderFromCollection (line 97) | private void RemoveOrderFromCollection(int orderId) class CancelPendingOrder (line 103) | private class CancelPendingOrder FILE: Engine/TransactionHandlers/ITransactionHandler.cs type ITransactionHandler (line 31) | [InheritedExport(typeof(ITransactionHandler))] method Initialize (line 67) | void Initialize(IAlgorithm algorithm, IBrokerage brokerage, IResultHan... method Exit (line 72) | void Exit(); method ProcessSynchronousEvents (line 77) | void ProcessSynchronousEvents(); method AddOpenOrder (line 82) | void AddOpenOrder(Order order, IAlgorithm algorithm); FILE: Indicators/AbsolutePriceOscillator.cs class AbsolutePriceOscillator (line 26) | public class AbsolutePriceOscillator : MovingAverageConvergenceDivergence method AbsolutePriceOscillator (line 35) | public AbsolutePriceOscillator(string name, int fastPeriod, int slowPe... method AbsolutePriceOscillator (line 46) | public AbsolutePriceOscillator(int fastPeriod, int slowPeriod, MovingA... FILE: Indicators/AccelerationBands.cs class AccelerationBands (line 24) | public class AccelerationBands : IndicatorBase, IIndicator... method AccelerationBands (line 55) | public AccelerationBands(string name, int period, decimal width, method AccelerationBands (line 73) | public AccelerationBands(int period, decimal width, method AccelerationBands (line 83) | public AccelerationBands(int period) method Reset (line 101) | public override void Reset() method ComputeNextValue (line 116) | protected override decimal ComputeNextValue(IBaseDataBar input) FILE: Indicators/AccumulationDistribution.cs class AccumulationDistribution (line 25) | public class AccumulationDistribution : TradeBarIndicator, IIndicatorWar... method AccumulationDistribution (line 30) | public AccumulationDistribution() method AccumulationDistribution (line 39) | public AccumulationDistribution(string name) method ComputeNextValue (line 59) | protected override decimal ComputeNextValue(TradeBar input) FILE: Indicators/AccumulationDistributionOscillator.cs class AccumulationDistributionOscillator (line 26) | public class AccumulationDistributionOscillator : TradeBarIndicator, IIn... method AccumulationDistributionOscillator (line 38) | public AccumulationDistributionOscillator(int fastPeriod, int slowPeriod) method AccumulationDistributionOscillator (line 49) | public AccumulationDistributionOscillator(string name, int fastPeriod,... method ComputeNextValue (line 73) | protected override decimal ComputeNextValue(TradeBar input) method Reset (line 85) | public override void Reset() FILE: Indicators/AdvanceDeclineDifference.cs class AdvanceDeclineDifference (line 24) | public class AdvanceDeclineDifference : AdvanceDeclineIndicator method AdvanceDeclineDifference (line 29) | public AdvanceDeclineDifference(string name = "A/D Difference") FILE: Indicators/AdvanceDeclineIndicator.cs class AdvanceDeclineIndicator (line 28) | public abstract class AdvanceDeclineIndicator : TradeBarIndicator, IIndi... method AdvanceDeclineIndicator (line 39) | public AdvanceDeclineIndicator(string name, Func... method Add (line 50) | public virtual void Add(Symbol asset) method AddStock (line 61) | [Obsolete("Please use Add(asset)")] method Remove (line 71) | public virtual void Remove(Symbol asset) method RemoveStock (line 79) | [Obsolete("Please use Remove(asset)")] method ComputeNextValue (line 100) | protected override decimal ComputeNextValue(TradeBar input) method ValidateAndComputeNextValue (line 130) | protected override IndicatorResult ValidateAndComputeNextValue(TradeBa... method Reset (line 146) | public override void Reset() method Enqueue (line 157) | private void Enqueue(TradeBar input) FILE: Indicators/AdvanceDeclineRatio.cs class AdvanceDeclineRatio (line 25) | public class AdvanceDeclineRatio : AdvanceDeclineIndicator method AdvanceDeclineRatio (line 30) | public AdvanceDeclineRatio(string name = "A/D Ratio") FILE: Indicators/AdvanceDeclineVolumeRatio.cs class AdvanceDeclineVolumeRatio (line 25) | public class AdvanceDeclineVolumeRatio : AdvanceDeclineIndicator method AdvanceDeclineVolumeRatio (line 30) | public AdvanceDeclineVolumeRatio(string name = "A/D Volume Rate") FILE: Indicators/Alpha.cs class Alpha (line 34) | public class Alpha : BarIndicator, IIndicatorWarmUpPeriodProvider method Alpha (line 95) | public Alpha(string name, Symbol targetSymbol, Symbol referenceSymbol,... method Alpha (line 140) | public Alpha(string name, Symbol targetSymbol, Symbol referenceSymbol,... method Alpha (line 153) | public Alpha(Symbol targetSymbol, Symbol referenceSymbol, int alphaPer... method Alpha (line 165) | public Alpha(Symbol targetSymbol, Symbol referenceSymbol, int period, ... method Alpha (line 178) | public Alpha(string name, Symbol targetSymbol, Symbol referenceSymbol,... method Alpha (line 191) | public Alpha(Symbol targetSymbol, Symbol referenceSymbol, int alphaPer... method Alpha (line 203) | public Alpha(Symbol targetSymbol, Symbol referenceSymbol, int period, ... method Alpha (line 216) | public Alpha(string name, Symbol targetSymbol, Symbol referenceSymbol,... method Alpha (line 230) | public Alpha(string name, Symbol targetSymbol, Symbol referenceSymbol,... method Alpha (line 243) | public Alpha(Symbol targetSymbol, Symbol referenceSymbol, int alphaPer... method Alpha (line 255) | public Alpha(Symbol targetSymbol, Symbol referenceSymbol, int period, ... method Alpha (line 268) | public Alpha(string name, Symbol targetSymbol, Symbol referenceSymbol,... method ComputeNextValue (line 279) | protected override decimal ComputeNextValue(IBaseDataBar input) method ComputeAlpha (line 313) | private void ComputeAlpha() method Reset (line 332) | public override void Reset() FILE: Indicators/ArmsIndex.cs class ArmsIndex (line 26) | public class ArmsIndex : TradeBarIndicator, IIndicatorWarmUpPeriodProvider method ArmsIndex (line 43) | public ArmsIndex(string name = "TRIN") : base(name) method ComputeNextValue (line 66) | protected override decimal ComputeNextValue(TradeBar input) method Reset (line 82) | public override void Reset() method Add (line 95) | public void Add(Symbol asset) method AddStock (line 104) | [Obsolete("Please use Add(asset)")] method Remove (line 114) | public void Remove(Symbol asset) method RemoveStock (line 123) | [Obsolete("Please use Remove(asset)")] FILE: Indicators/ArnaudLegouxMovingAverage.cs class ArnaudLegouxMovingAverage (line 29) | public class ArnaudLegouxMovingAverage : WindowIndicator method BarIndicator (line 31) | protected BarIndicator(string name) FILE: Indicators/Beta.cs class Beta (line 33) | public class Beta : DualSymbolIndicator method Beta (line 58) | public Beta(string name, Symbol targetSymbol, Symbol referenceSymbol, ... method Beta (line 79) | public Beta(Symbol targetSymbol, Symbol referenceSymbol, int period) method Beta (line 93) | public Beta(string name, int period, Symbol targetSymbol, Symbol refer... method GetNewReturn (line 104) | private static double GetNewReturn(IReadOnlyWindow rolli... method ComputeIndicator (line 113) | protected override decimal ComputeIndicator() method Reset (line 137) | public override void Reset() FILE: Indicators/BollingerBands.cs class BollingerBands (line 22) | public class BollingerBands : Indicator, IIndicatorWarmUpPeriodProvider method BollingerBands (line 72) | public BollingerBands(int period, decimal k, MovingAverageType movingA... method BollingerBands (line 84) | public BollingerBands(string name, int period, decimal k, MovingAverag... method ComputeNextValue (line 122) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method ValidateAndComputeNextValue (line 137) | protected override IndicatorResult ValidateAndComputeNextValue(Indicat... method Reset (line 153) | public override void Reset() FILE: Indicators/CandlestickPatterns/AbandonedBaby.cs class AbandonedBaby (line 40) | public class AbandonedBaby : CandlestickPattern method AbandonedBaby (line 57) | public AbandonedBaby(string name, decimal penetration = 0.3m) method AbandonedBaby (line 72) | public AbandonedBaby(decimal penetration) method AbandonedBaby (line 80) | public AbandonedBaby() method ComputeNextValue (line 99) | protected override decimal ComputeNextValue(IReadOnlyWindow method CandlestickPattern (line 31) | protected CandlestickPattern(string name, int period) method GetCandleColor (line 40) | protected static CandleColor GetCandleColor(IBaseDataBar tradeBar) method GetRealBody (line 49) | protected static decimal GetRealBody(IBaseDataBar tradeBar) method GetHighLowRange (line 58) | protected static decimal GetHighLowRange(IBaseDataBar tradeBar) method GetCandleRange (line 68) | protected static decimal GetCandleRange(CandleSettingType type, IBaseD... method GetCandleGapUp (line 89) | protected static bool GetCandleGapUp(IBaseDataBar tradeBar, IBaseDataB... method GetCandleGapDown (line 97) | protected static bool GetCandleGapDown(IBaseDataBar tradeBar, IBaseDat... method GetRealBodyGapUp (line 105) | protected static bool GetRealBodyGapUp(IBaseDataBar tradeBar, IBaseDat... method GetRealBodyGapDown (line 113) | protected static bool GetRealBodyGapDown(IBaseDataBar tradeBar, IBaseD... method GetLowerShadow (line 122) | protected static decimal GetLowerShadow(IBaseDataBar tradeBar) method GetUpperShadow (line 131) | protected static decimal GetUpperShadow(IBaseDataBar tradeBar) method GetCandleAverage (line 142) | protected static decimal GetCandleAverage(CandleSettingType type, deci... FILE: Indicators/CandlestickPatterns/ClosingMarubozu.cs class ClosingMarubozu (line 31) | public class ClosingMarubozu : CandlestickPattern method ClosingMarubozu (line 43) | public ClosingMarubozu(string name) method ClosingMarubozu (line 53) | public ClosingMarubozu() method ComputeNextValue (line 72) | protected override decimal ComputeNextValue(IReadOnlyWindow method Reset (line 70) | public override void Reset() method CompositeIndicator (line 85) | public CompositeIndicator(string name, IndicatorBase left, IndicatorBa... method CompositeIndicator (line 102) | public CompositeIndicator(IndicatorBase left, IndicatorBase right, Ind... method CompositeIndicator (line 117) | public CompositeIndicator(string name, PyObject left, PyObject right, ... method CompositeIndicator (line 134) | public CompositeIndicator(PyObject left, PyObject right, PyObject hand... method ValidateAndComputeNextValue (line 144) | protected override IndicatorResult ValidateAndComputeNextValue(Indicat... method ComputeNextValue (line 157) | protected override decimal ComputeNextValue(IndicatorDataPoint _) method ConfigureEventHandlers (line 167) | private void ConfigureEventHandlers() method MaxTime (line 211) | private DateTime MaxTime(IndicatorDataPoint updated) FILE: Indicators/ConnorsRelativeStrengthIndex.cs class ConnorsRelativeStrengthIndex (line 28) | public class ConnorsRelativeStrengthIndex : Indicator, IIndicatorWarmUpP... method ConnorsRelativeStrengthIndex (line 62) | public ConnorsRelativeStrengthIndex(string name, int rsiPeriod, int rs... method ConnorsRelativeStrengthIndex (line 75) | public ConnorsRelativeStrengthIndex(int rsiPeriod, int rsiPeriodStreak... method ComputeNextValue (line 99) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method ComputeTrendStreak (line 145) | private void ComputeTrendStreak(IndicatorDataPoint input) method Reset (line 172) | public override void Reset() FILE: Indicators/ConstantIndicator.cs class ConstantIndicator (line 25) | public sealed class ConstantIndicator : IndicatorBase method ConstantIndicator (line 40) | public ConstantIndicator(string name, decimal value) method ComputeNextValue (line 55) | protected override decimal ComputeNextValue(T input) method Reset (line 63) | public override void Reset() FILE: Indicators/CoppockCurve.cs class CoppockCurve (line 25) | public class CoppockCurve : IndicatorBase, IIndicato... method CoppockCurve (line 44) | public CoppockCurve() method CoppockCurve (line 55) | public CoppockCurve(int shortRocPeriod, int longRocPeriod, int lwmaPer... method CoppockCurve (line 67) | public CoppockCurve(string name, int shortRocPeriod, int longRocPeriod... method Reset (line 83) | public override void Reset() method ComputeNextValue (line 96) | protected override decimal ComputeNextValue(IndicatorDataPoint input) FILE: Indicators/Correlation.cs class Correlation (line 39) | public class Correlation : DualSymbolIndicator method Correlation (line 60) | public Correlation(string name, Symbol targetSymbol, Symbol referenceS... method Correlation (line 79) | public Correlation(Symbol targetSymbol, Symbol referenceSymbol, int pe... method ComputeIndicator (line 88) | protected override decimal ComputeIndicator() FILE: Indicators/CorrelationType.cs type CorrelationType (line 21) | public enum CorrelationType FILE: Indicators/Covariance.cs class Covariance (line 26) | public class Covariance : DualSymbolIndicator method Covariance (line 51) | public Covariance(string name, Symbol targetSymbol, Symbol referenceSy... method Covariance (line 72) | public Covariance(Symbol targetSymbol, Symbol referenceSymbol, int per... method Covariance (line 86) | public Covariance(string name, int period, Symbol targetSymbol, Symbol... method GetNewReturn (line 97) | private static double GetNewReturn(IReadOnlyWindow rolli... method ComputeIndicator (line 106) | protected override decimal ComputeIndicator() method Reset (line 127) | public override void Reset() FILE: Indicators/DeMarkerIndicator.cs class DeMarkerIndicator (line 36) | public class DeMarkerIndicator : BarIndicator, IIndicatorWarmUpPeriodPro... method DeMarkerIndicator (line 48) | public DeMarkerIndicator(int period, MovingAverageType type = MovingAv... method DeMarkerIndicator (line 59) | public DeMarkerIndicator(string name, int period, MovingAverageType ty... method Reset (line 82) | public override void Reset() method ComputeNextValue (line 97) | protected override decimal ComputeNextValue(IBaseDataBar input) FILE: Indicators/Delay.cs class Delay (line 21) | public class Delay : WindowIndicator, IIndicatorWarm... method Delay (line 27) | public Delay(int period) method Delay (line 37) | public Delay(string name, int period) method ComputeNextValue (line 58) | protected override decimal ComputeNextValue(IReadOnlyWindow : MultiSymbolIndicator... method DualSymbolIndicator (line 58) | protected DualSymbolIndicator(string name, Symbol targetSymbol, Symbol... FILE: Indicators/EaseOfMovementValue.cs class EaseOfMovementValue (line 28) | public class EaseOfMovementValue : TradeBarIndicator, IIndicatorWarmUpPe... method EaseOfMovementValue (line 50) | public EaseOfMovementValue(int period = 1, int scale = 10000) method EaseOfMovementValue (line 60) | public EaseOfMovementValue(string name, int period, int scale) method ComputeNextValue (line 72) | protected override decimal ComputeNextValue(TradeBar input) method Reset (line 100) | public override void Reset() FILE: Indicators/ExponentialMovingAverage.cs class ExponentialMovingAverage (line 27) | public class ExponentialMovingAverage : Indicator, IIndicatorWarmUpPerio... method ExponentialMovingAverage (line 44) | public ExponentialMovingAverage(string name, int period) method ExponentialMovingAverage (line 55) | public ExponentialMovingAverage(string name, int period, decimal smoot... method ExponentialMovingAverage (line 67) | public ExponentialMovingAverage(int period) method ExponentialMovingAverage (line 77) | public ExponentialMovingAverage(int period, decimal smoothingFactor) method SmoothingFactorDefault (line 87) | public static decimal SmoothingFactorDefault(int period) => 2.0m / (1 ... method Reset (line 97) | public override void Reset() method ComputeNextValue (line 108) | protected override decimal ComputeNextValue(IndicatorDataPoint input) FILE: Indicators/FilteredIdentity.cs class FilteredIdentity (line 27) | public class FilteredIdentity : IndicatorBase method FilteredIdentity (line 37) | public FilteredIdentity(string name, Func filter) method FilteredIdentity (line 48) | public FilteredIdentity(Func filter) : this("", filte... method FilteredIdentity (line 55) | public FilteredIdentity(string name, PyObject filter) method FilteredIdentity (line 64) | public FilteredIdentity(PyObject filter) : this("", filter) { } method ComputeNextValue (line 76) | protected override decimal ComputeNextValue(IBaseData input) FILE: Indicators/FisherTransform.cs class FisherTransform (line 39) | public class FisherTransform : BarIndicator, IIndicatorWarmUpPeriodProvider method FisherTransform (line 50) | public FisherTransform(int period) method FisherTransform (line 60) | public FisherTransform(string name, int period) method ComputeNextValue (line 89) | protected override decimal ComputeNextValue(IBaseDataBar input) method Reset (line 115) | public override void Reset() method FisherTransformFunction (line 139) | private double FisherTransformFunction(double x) FILE: Indicators/ForceIndex.cs class ForceIndex (line 24) | public class ForceIndex : TradeBarIndicator, IIndicatorWarmUpPeriodProvider method ForceIndex (line 52) | public ForceIndex(string name, int period, MovingAverageType movingAve... method ForceIndex (line 65) | public ForceIndex(int period, MovingAverageType movingAverageType = Mo... method ComputeNextValue (line 75) | protected override decimal ComputeNextValue(TradeBar input) method Reset (line 94) | public override void Reset() FILE: Indicators/FractalAdaptiveMovingAverage.cs class FractalAdaptiveMovingAverage (line 25) | public class FractalAdaptiveMovingAverage : BarIndicator, IIndicatorWarm... method FractalAdaptiveMovingAverage (line 38) | public FractalAdaptiveMovingAverage(string name, int n, int longPeriod) method FractalAdaptiveMovingAverage (line 56) | public FractalAdaptiveMovingAverage(int n, int longPeriod) method FractalAdaptiveMovingAverage (line 66) | public FractalAdaptiveMovingAverage(int n) method ComputeNextValue (line 76) | protected override decimal ComputeNextValue(IBaseDataBar input) method Reset (line 133) | public override void Reset() FILE: Indicators/FunctionalIndicator.cs class FunctionalIndicator (line 26) | public class FunctionalIndicator : IndicatorBase method FunctionalIndicator (line 42) | public FunctionalIndicator(string name, Func computeNextVa... method FunctionalIndicator (line 56) | public FunctionalIndicator(string name, Func computeNextVa... method ComputeNextValue (line 77) | protected override decimal ComputeNextValue(T input) method Reset (line 85) | public override void Reset() FILE: Indicators/Gamma.cs class Gamma (line 27) | public class Gamma : OptionGreeksIndicatorBase method Gamma (line 39) | public Gamma(string name, Symbol option, IRiskFreeInterestRateModel ri... method Gamma (line 54) | public Gamma(Symbol option, IRiskFreeInterestRateModel riskFreeRateMod... method Gamma (line 71) | public Gamma(string name, Symbol option, PyObject riskFreeRateModel, P... method Gamma (line 86) | public Gamma(Symbol option, PyObject riskFreeRateModel, PyObject divid... method Gamma (line 103) | public Gamma(string name, Symbol option, IRiskFreeInterestRateModel ri... method Gamma (line 118) | public Gamma(Symbol option, IRiskFreeInterestRateModel riskFreeRateMod... method Gamma (line 135) | public Gamma(string name, Symbol option, PyObject riskFreeRateModel, d... method Gamma (line 150) | public Gamma(Symbol option, PyObject riskFreeRateModel, decimal divide... method Gamma (line 167) | public Gamma(string name, Symbol option, decimal riskFreeRate = 0.05m,... method Gamma (line 182) | public Gamma(Symbol option, decimal riskFreeRate = 0.05m, decimal divi... method CalculateGreek (line 192) | protected override decimal CalculateGreek(decimal timeTillExpiry) FILE: Indicators/GreeksIndicators.cs class GreeksIndicators (line 26) | public class GreeksIndicators method GetDividendYieldModel (line 109) | public static IDividendYieldModel GetDividendYieldModel(Symbol optionS... method GreeksIndicators (line 119) | public GreeksIndicators(Symbol optionSymbol, Symbol mirrorOptionSymbol... method Update (line 146) | public void Update(IBaseData data) method Reset (line 159) | public void Reset() FILE: Indicators/HeikinAshi.cs class HeikinAshi (line 29) | public class HeikinAshi : BarIndicator, IIndicatorWarmUpPeriodProvider method HeikinAshi (line 60) | public HeikinAshi(string name) method HeikinAshi (line 73) | public HeikinAshi() method ComputeNextValue (line 93) | protected override decimal ComputeNextValue(IBaseDataBar input) method Reset (line 127) | public override void Reset() FILE: Indicators/HilbertTransform.cs class HilbertTransform (line 26) | public class HilbertTransform : Indicator, IIndicatorWarmUpPeriodProvider method HilbertTransform (line 67) | public HilbertTransform(string name, int length, decimal inPhaseMultip... method HilbertTransform (line 137) | public HilbertTransform(int length = 7, decimal inPhaseMultiplicationF... method ComputeNextValue (line 147) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method Reset (line 183) | public override void Reset() FILE: Indicators/HullMovingAverage.cs class HullMovingAverage (line 24) | public class HullMovingAverage : IndicatorBase, IInd... method HullMovingAverage (line 35) | public HullMovingAverage(string name, int period) method HullMovingAverage (line 49) | public HullMovingAverage(int period) method Reset (line 57) | public override void Reset() method ComputeNextValue (line 82) | protected override decimal ComputeNextValue(IndicatorDataPoint input) FILE: Indicators/HurstExponent.cs class HurstExponent (line 27) | public class HurstExponent : Indicator, IIndicatorWarmUpPeriodProvider method HurstExponent (line 56) | public HurstExponent(string name, int period, int maxLag = 20) : base(... method HurstExponent (line 82) | public HurstExponent(int period, int maxLag = 20) method ComputeNextValue (line 102) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method Reset (line 158) | public override void Reset() FILE: Indicators/IchimokuKinkoHyo.cs class IchimokuKinkoHyo (line 28) | public class IchimokuKinkoHyo : BarIndicator, IIndicatorWarmUpPeriodProv... method IchimokuKinkoHyo (line 114) | public IchimokuKinkoHyo(int tenkanPeriod = 9, int kijunPeriod = 26, in... method IchimokuKinkoHyo (line 138) | public IchimokuKinkoHyo(string name, int tenkanPeriod = 9, int kijunPe... method ComputeNextValue (line 178) | protected override decimal ComputeNextValue(IBaseDataBar input) method Reset (line 194) | public override void Reset() FILE: Indicators/Identity.cs class Identity (line 22) | public class Identity : Indicator, IIndicatorWarmUpPeriodProvider method Identity (line 28) | public Identity(string name = "") method ComputeNextValue (line 51) | protected override decimal ComputeNextValue(IndicatorDataPoint input) FILE: Indicators/ImpliedVolatility.cs class ImpliedVolatility (line 29) | public class ImpliedVolatility : OptionIndicatorBase method ImpliedVolatility (line 48) | public ImpliedVolatility(string name, Symbol option, IRiskFreeInterest... method ImpliedVolatility (line 106) | public ImpliedVolatility(Symbol option, IRiskFreeInterestRateModel ris... method ImpliedVolatility (line 122) | public ImpliedVolatility(string name, Symbol option, PyObject riskFree... method ImpliedVolatility (line 137) | public ImpliedVolatility(Symbol option, PyObject riskFreeRateModel, Py... method ImpliedVolatility (line 153) | public ImpliedVolatility(string name, Symbol option, IRiskFreeInterest... method ImpliedVolatility (line 167) | public ImpliedVolatility(Symbol option, IRiskFreeInterestRateModel ris... method ImpliedVolatility (line 183) | public ImpliedVolatility(string name, Symbol option, PyObject riskFree... method ImpliedVolatility (line 198) | public ImpliedVolatility(Symbol option, PyObject riskFreeRateModel, de... method ImpliedVolatility (line 214) | public ImpliedVolatility(string name, Symbol option, decimal riskFreeR... method ImpliedVolatility (line 228) | public ImpliedVolatility(Symbol option, decimal riskFreeRate = 0.05m, ... method SetSmoothingFunction (line 239) | public void SetSmoothingFunction(Func funct... method SetSmoothingFunction (line 248) | public void SetSmoothingFunction(PyObject function) method ComputeIndicator (line 257) | protected override decimal ComputeIndicator() method Reset (line 273) | public override void Reset() method CalculateTheoreticalPrice (line 280) | private static double CalculateTheoreticalPrice(double volatility, dou... method CalculateIV (line 302) | protected virtual decimal CalculateIV(decimal timeTillExpiry) method CalculateIV (line 335) | private decimal? CalculateIV(Symbol optionSymbol, double strike, doubl... method GetRootFindingMethodParameters (line 355) | private void GetRootFindingMethodParameters(Symbol optionSymbol, doubl... FILE: Indicators/Indicator.cs class Indicator (line 22) | public abstract class Indicator : IndicatorBase method Indicator (line 33) | protected Indicator(string name) FILE: Indicators/IndicatorBase.Operators.cs class IndicatorBase (line 18) | public abstract partial class IndicatorBase FILE: Indicators/IndicatorBase.cs class IndicatorBase (line 29) | public abstract partial class IndicatorBase : IIndicator, IEnumerable GetEnumerator() method GetEnumerator (line 166) | IEnumerator IEnumerable.GetEnumerator() method ToString (line 175) | public override string ToString() method ToDetailedString (line 184) | public string ToDetailedString() method CompareTo (line 196) | public int CompareTo(IIndicator other) method CompareTo (line 214) | public int CompareTo(object obj) method IndicatorBase (line 244) | protected IndicatorBase(string name) method Update (line 254) | public override bool Update(IBaseData input) method Update (line 304) | public bool Update(DateTime time, decimal value) method Reset (line 328) | public override void Reset() method ComputeNextValue (line 341) | protected abstract decimal ComputeNextValue(T input); method ValidateAndComputeNextValue (line 349) | protected virtual IndicatorResult ValidateAndComputeNextValue(T input) method Equals (line 362) | public override bool Equals(object obj) method GetHashCode (line 401) | public override int GetHashCode() class IndicatorBase (line 231) | [DebuggerDisplay("{ToDetailedString()}")] method Reset (line 94) | public abstract void Reset(); method IndicatorBase (line 99) | protected IndicatorBase() method IndicatorBase (line 109) | protected IndicatorBase(string name) method OnUpdated (line 119) | protected virtual void OnUpdated(IndicatorDataPoint consolidated) method Update (line 130) | public abstract bool Update(IBaseData input); method GetEnumerator (line 154) | public IEnumerator GetEnumerator() method GetEnumerator (line 166) | IEnumerator IEnumerable.GetEnumerator() method ToString (line 175) | public override string ToString() method ToDetailedString (line 184) | public string ToDetailedString() method CompareTo (line 196) | public int CompareTo(IIndicator other) method CompareTo (line 214) | public int CompareTo(object obj) method IndicatorBase (line 244) | protected IndicatorBase(string name) method Update (line 254) | public override bool Update(IBaseData input) method Update (line 304) | public bool Update(DateTime time, decimal value) method Reset (line 328) | public override void Reset() method ComputeNextValue (line 341) | protected abstract decimal ComputeNextValue(T input); method ValidateAndComputeNextValue (line 349) | protected virtual IndicatorResult ValidateAndComputeNextValue(T input) method Equals (line 362) | public override bool Equals(object obj) method GetHashCode (line 401) | public override int GetHashCode() FILE: Indicators/IndicatorBasedOptionPriceModel.cs class IndicatorBasedOptionPriceModel (line 27) | public class IndicatorBasedOptionPriceModel : OptionPriceModel method IndicatorBasedOptionPriceModel (line 46) | public IndicatorBasedOptionPriceModel(OptionPricingModelType? optionMo... method Evaluate (line 69) | public override OptionPriceModelResult Evaluate(OptionPriceModelParame... FILE: Indicators/IndicatorBasedOptionPriceModelProvider.cs class IndicatorBasedOptionPriceModelProvider (line 25) | public class IndicatorBasedOptionPriceModelProvider : IOptionPriceModelP... method IndicatorBasedOptionPriceModelProvider (line 35) | public IndicatorBasedOptionPriceModelProvider(SecurityManager securities) method GetOptionPriceModel (line 46) | public IOptionPriceModel GetOptionPriceModel(Symbol symbol, OptionPric... method GetOptionPriceModel (line 60) | public IOptionPriceModel GetOptionPriceModel(OptionPricingModelType? o... FILE: Indicators/IndicatorExtensions.cs class IndicatorExtensions (line 27) | public static class IndicatorExtensions method Update (line 37) | public static bool Update(this IndicatorBase indic... method Of (line 50) | public static T Of(this T second, IIndicator first, bool waitForFir... method WeightedBy (line 72) | public static CompositeIndicator WeightedBy(this IndicatorBase value, ... method Plus (line 116) | public static CompositeIndicator Plus(this IndicatorBase left, decimal... method Plus (line 131) | public static CompositeIndicator Plus(this IndicatorBase left, Indicat... method Plus (line 146) | public static CompositeIndicator Plus(this IndicatorBase left, Indicat... method Minus (line 160) | public static CompositeIndicator Minus(this IndicatorBase left, decima... method Minus (line 175) | public static CompositeIndicator Minus(this IndicatorBase left, Indica... method Minus (line 190) | public static CompositeIndicator Minus(this IndicatorBase left, Indica... method Over (line 204) | public static CompositeIndicator Over(this IndicatorBase left, decimal... method Over (line 219) | public static CompositeIndicator Over(this IndicatorBase left, Indicat... method Over (line 234) | public static CompositeIndicator Over(this IndicatorBase left, Indicat... method Times (line 248) | public static CompositeIndicator Times(this IndicatorBase left, decima... method Times (line 263) | public static CompositeIndicator Times(this IndicatorBase left, Indica... method Times (line 278) | public static CompositeIndicator Times(this IndicatorBase left, Indica... method EMA (line 290) | public static ExponentialMovingAverage EMA(this IndicatorBase left, in... method MAX (line 302) | public static Maximum MAX(this IIndicator left, int period, bool waitF... method MIN (line 313) | public static Minimum MIN(this IndicatorBase left, int period, bool wa... method SMA (line 324) | public static SimpleMovingAverage SMA(this IndicatorBase left, int per... method Of (line 341) | public static IndicatorBase Of(PyObject second, PyObject first, bool w... method WeightedBy (line 356) | public static CompositeIndicator WeightedBy(PyObject value, PyObject w... method EMA (line 371) | public static ExponentialMovingAverage EMA(PyObject left, int period, ... method MAX (line 384) | public static Maximum MAX(PyObject left, int period, bool waitForFirst... method MIN (line 397) | public static Minimum MIN(PyObject left, int period, bool waitForFirst... method SMA (line 410) | public static SimpleMovingAverage SMA(PyObject left, int period, bool ... method Over (line 425) | public static CompositeIndicator Over(PyObject left, decimal constant) method Over (line 441) | public static CompositeIndicator Over(PyObject left, PyObject right, s... method Minus (line 457) | public static CompositeIndicator Minus(PyObject left, decimal constant) method Minus (line 473) | public static CompositeIndicator Minus(PyObject left, PyObject right, ... method Times (line 489) | public static CompositeIndicator Times(PyObject left, decimal constant) method Times (line 505) | public static CompositeIndicator Times(PyObject left, PyObject right, ... method Plus (line 521) | public static CompositeIndicator Plus(PyObject left, decimal constant) method Plus (line 537) | public static CompositeIndicator Plus(PyObject left, PyObject right, s... method GetIndicatorAsManagedObject (line 544) | internal static IndicatorBase GetIndicatorAsManagedObject(this PyObjec... method GetOverIndicatorComposer (line 559) | private static CompositeIndicator.IndicatorComposer GetOverIndicatorCo... FILE: Indicators/IndicatorResult.cs class IndicatorResult (line 21) | public class IndicatorResult method IndicatorResult (line 46) | public IndicatorResult(decimal value, IndicatorStatus status = Indicat... FILE: Indicators/IndicatorStatus.cs type IndicatorStatus (line 21) | public enum IndicatorStatus FILE: Indicators/InternalBarStrength.cs class InternalBarStrength (line 25) | public class InternalBarStrength : BarIndicator, IIndicatorWarmUpPeriodP... method InternalBarStrength (line 42) | public InternalBarStrength(string name) method InternalBarStrength (line 50) | public InternalBarStrength() method ComputeNextValue (line 60) | protected override decimal ComputeNextValue(IBaseDataBar input) FILE: Indicators/IntradayVwap.cs class IntradayVwap (line 10) | public class IntradayVwap : IndicatorBase method IntradayVwap (line 25) | public IntradayVwap(string name = "VWAP") method ValidateAndComputeNextValue (line 33) | protected override IndicatorResult ValidateAndComputeNextValue(BaseDat... method ComputeNextValue (line 69) | protected override decimal ComputeNextValue(BaseData input) method TryGetVolumeAndAveragePrice (line 77) | protected bool TryGetVolumeAndAveragePrice(BaseData input, out decimal... FILE: Indicators/KaufmanAdaptiveMovingAverage.cs class KaufmanAdaptiveMovingAverage (line 23) | public class KaufmanAdaptiveMovingAverage : KaufmanEfficiencyRatio method KaufmanAdaptiveMovingAverage (line 36) | public KaufmanAdaptiveMovingAverage(string name, int period, int fastE... method KaufmanAdaptiveMovingAverage (line 51) | public KaufmanAdaptiveMovingAverage(int period, int fastEmaPeriod = 2,... method ComputeNextValue (line 62) | protected override decimal ComputeNextValue(IReadOnlyWindow method KaufmanEfficiencyRatio (line 41) | public KaufmanEfficiencyRatio(string name, int period) method KaufmanEfficiencyRatio (line 50) | public KaufmanEfficiencyRatio(int period) method ComputeNextValue (line 61) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndicator... method LogReturn (line 37) | public LogReturn(string name, int period) method LogReturn (line 46) | public LogReturn(int period) method ComputeNextValue (line 58) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndicatorWa... method Maximum (line 44) | public Maximum(int period) method Maximum (line 54) | public Maximum(string name, int period) method ComputeNextValue (line 60) | protected override decimal ComputeNextValue(IReadOnlyWindow, IInd... method McGinleyDynamic (line 51) | public McGinleyDynamic(string name, int period) method McGinleyDynamic (line 63) | public McGinleyDynamic(int period) method ComputeNextValue (line 74) | protected override decimal ComputeNextValue(IReadOnlyWindow... method MeanAbsoluteDeviation (line 37) | public MeanAbsoluteDeviation(int period) method MeanAbsoluteDeviation (line 49) | public MeanAbsoluteDeviation(string name, int period) method ComputeNextValue (line 71) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndicatorWar... method MidPoint (line 34) | public MidPoint(string name, int period) method MidPoint (line 46) | public MidPoint(int period) method ComputeNextValue (line 66) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method Reset (line 77) | public override void Reset() FILE: Indicators/MidPrice.cs class MidPrice (line 25) | public class MidPrice : BarIndicator, IIndicatorWarmUpPeriodProvider method MidPrice (line 36) | public MidPrice(string name, int period) method MidPrice (line 48) | public MidPrice(int period) method ComputeNextValue (line 68) | protected override decimal ComputeNextValue(IBaseDataBar input) FILE: Indicators/Minimum.cs class Minimum (line 23) | public class Minimum : WindowIndicator, IIndicatorWa... method Minimum (line 44) | public Minimum(int period) method Minimum (line 54) | public Minimum(string name, int period) method ComputeNextValue (line 60) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndicatorW... method Momentum (line 38) | public Momentum(int period) method Momentum (line 48) | public Momentum(string name, int period) method ComputeNextValue (line 59) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndicator... method Momersion (line 48) | public Momersion(string name, int? minPeriod, int fullPeriod) method Momersion (line 65) | public Momersion(int? minPeriod, int fullPeriod) method Momersion (line 74) | public Momersion(int fullPeriod) method Reset (line 102) | public override void Reset() method ComputeNextValue (line 116) | protected override decimal ComputeNextValue(IReadOnlyWindow AsIndicator(this Movin... method AsIndicator (line 88) | public static IndicatorBase AsIndicator(this Movin... FILE: Indicators/MultiSymbolIndicator.cs class MultiSymbolIndicator (line 29) | public abstract class MultiSymbolIndicator : IndicatorBase symbol... method ComputeNextValue (line 77) | protected override decimal ComputeNextValue(TInput input) method ComputeIndicator (line 112) | protected abstract decimal ComputeIndicator(); method Reset (line 117) | public override void Reset() method SetResolution (line 132) | private void SetResolution(TInput input) class SymbolData (line 149) | protected class SymbolData method SymbolData (line 202) | public SymbolData(Symbol symbol, int period) method Reset (line 211) | public void Reset() method AdjustDateToResolution (line 222) | private DateTime AdjustDateToResolution(DateTime date) method SetResolution (line 240) | public void SetResolution(Resolution resolution) FILE: Indicators/NewHighsNewLows.cs class NewHighsNewLows (line 29) | public class NewHighsNewLows : NewHighsNewLows method NewHighsNewLows (line 34) | public NewHighsNewLows(string name, int period) : base(name, period) method NewHighsNewLows (line 77) | protected NewHighsNewLows(string name, int period) : base(name) method Add (line 103) | public virtual void Add(Symbol asset) method Remove (line 112) | public virtual void Remove(Symbol asset) method Reset (line 125) | public override void Reset() method ComputeNextValue (line 147) | protected override decimal ComputeNextValue(T input) method ValidateAndComputeNextValue (line 176) | protected override IndicatorResult ValidateAndComputeNextValue(T input) method Enqueue (line 189) | private void Enqueue(T input) method HasMissingCurrentPeriodValue (line 229) | private bool HasMissingCurrentPeriodValue() method HasSufficientPreviousDataForComputation (line 234) | private bool HasSufficientPreviousDataForComputation() method UpdatePreviousValues (line 241) | private void UpdatePreviousValues(TrackedAsset asset, IBaseDataBar bar) class TrackedAssets (line 255) | private class TrackedAssets : IEnumerable method TrackedAssets (line 261) | public TrackedAssets(int period) method Add (line 270) | public void Add(Symbol asset) method Remove (line 282) | public void Remove(Symbol asset) method Reset (line 290) | public void Reset() method TryGetAsset (line 298) | public bool TryGetAsset(Symbol asset, out TrackedAsset trackedAsset) method GetEnumerator (line 303) | public IEnumerator GetEnumerator() method GetEnumerator (line 308) | IEnumerator IEnumerable.GetEnumerator() class TrackedAsset (line 317) | private class TrackedAsset method TrackedAsset (line 323) | public TrackedAsset(int period) method Reset (line 332) | public void Reset() class NewHighsNewLows (line 44) | public abstract class NewHighsNewLows : IndicatorBase, IIndicatorW... method NewHighsNewLows (line 34) | public NewHighsNewLows(string name, int period) : base(name, period) method NewHighsNewLows (line 77) | protected NewHighsNewLows(string name, int period) : base(name) method Add (line 103) | public virtual void Add(Symbol asset) method Remove (line 112) | public virtual void Remove(Symbol asset) method Reset (line 125) | public override void Reset() method ComputeNextValue (line 147) | protected override decimal ComputeNextValue(T input) method ValidateAndComputeNextValue (line 176) | protected override IndicatorResult ValidateAndComputeNextValue(T input) method Enqueue (line 189) | private void Enqueue(T input) method HasMissingCurrentPeriodValue (line 229) | private bool HasMissingCurrentPeriodValue() method HasSufficientPreviousDataForComputation (line 234) | private bool HasSufficientPreviousDataForComputation() method UpdatePreviousValues (line 241) | private void UpdatePreviousValues(TrackedAsset asset, IBaseDataBar bar) class TrackedAssets (line 255) | private class TrackedAssets : IEnumerable method TrackedAssets (line 261) | public TrackedAssets(int period) method Add (line 270) | public void Add(Symbol asset) method Remove (line 282) | public void Remove(Symbol asset) method Reset (line 290) | public void Reset() method TryGetAsset (line 298) | public bool TryGetAsset(Symbol asset, out TrackedAsset trackedAsset) method GetEnumerator (line 303) | public IEnumerator GetEnumerator() method GetEnumerator (line 308) | IEnumerator IEnumerable.GetEnumerator() class TrackedAsset (line 317) | private class TrackedAsset method TrackedAsset (line 323) | public TrackedAsset(int period) method Reset (line 332) | public void Reset() FILE: Indicators/NewHighsNewLowsVolume.cs class NewHighsNewLowsVolume (line 26) | public class NewHighsNewLowsVolume : NewHighsNewLows method NewHighsNewLowsVolume (line 37) | public NewHighsNewLowsVolume(string name, int period) method ComputeNextValue (line 57) | protected override decimal ComputeNextValue(TradeBar input) method Reset (line 69) | public override void Reset() FILE: Indicators/NormalizedAverageTrueRange.cs class NormalizedAverageTrueRange (line 25) | public class NormalizedAverageTrueRange : BarIndicator, IIndicatorWarmUp... method NormalizedAverageTrueRange (line 37) | public NormalizedAverageTrueRange(string name, int period) : method NormalizedAverageTrueRange (line 49) | public NormalizedAverageTrueRange(int period) method ComputeNextValue (line 69) | protected override decimal ComputeNextValue(IBaseDataBar input) method Reset (line 97) | public override void Reset() FILE: Indicators/OnBalanceVolume.cs class OnBalanceVolume (line 27) | public class OnBalanceVolume : TradeBarIndicator, IIndicatorWarmUpPeriod... method OnBalanceVolume (line 34) | public OnBalanceVolume() method OnBalanceVolume (line 43) | public OnBalanceVolume(string name) method ComputeNextValue (line 63) | protected override decimal ComputeNextValue(TradeBar input) method Reset (line 93) | public override void Reset() FILE: Indicators/OptionGreekIndicatorBase.cs class OptionGreeksIndicatorBase (line 26) | public abstract class OptionGreeksIndicatorBase : OptionIndicatorBase method OptionGreeksIndicatorBase (line 57) | protected OptionGreeksIndicatorBase(string name, Symbol option, IRiskF... method OptionGreeksIndicatorBase (line 75) | protected OptionGreeksIndicatorBase(string name, Symbol option, IRiskF... method OptionGreeksIndicatorBase (line 91) | protected OptionGreeksIndicatorBase(string name, Symbol option, decima... method OptionGreeksIndicatorBase (line 108) | protected OptionGreeksIndicatorBase(string name, Symbol option, PyObje... method OptionGreeksIndicatorBase (line 125) | protected OptionGreeksIndicatorBase(string name, Symbol option, PyObje... method ComputeIndicator (line 141) | protected override decimal ComputeIndicator() method CalculateGreek (line 174) | protected abstract decimal CalculateGreek(decimal timeTillExpiry); method Reset (line 179) | public override void Reset() FILE: Indicators/OptionGreekIndicatorsHelper.cs class OptionGreekIndicatorsHelper (line 26) | public class OptionGreekIndicatorsHelper method BlackTheoreticalPrice (line 36) | public static double BlackTheoreticalPrice(double volatility, double s... method CalculateD1 (line 61) | internal static double CalculateD1(double spotPrice, double strikePric... method CalculateD2 (line 73) | internal static double CalculateD2(double d1, double volatility, doubl... method CRRTheoreticalPrice (line 82) | public static double CRRTheoreticalPrice(double volatility, double spo... method ForwardTreeTheoreticalPrice (line 101) | public static double ForwardTreeTheoreticalPrice(double volatility, do... method BinomialTheoreticalPrice (line 121) | private static double BinomialTheoreticalPrice(double deltaTime, doubl... method TimeTillExpiry (line 166) | [MethodImpl(MethodImplOptions.AggressiveInlining)] method Divide (line 172) | [MethodImpl(MethodImplOptions.AggressiveInlining)] FILE: Indicators/OptionIndicatorBase.cs class OptionIndicatorBase (line 25) | public abstract class OptionIndicatorBase : MultiSymbolIndicator method OptionIndicatorBase (line 137) | protected OptionIndicatorBase(string name, Symbol option, IRiskFreeInt... method ComputeNextValue (line 174) | protected override decimal ComputeNextValue(IBaseData input) method Reset (line 182) | public override void Reset() method GetOptionModel (line 202) | public static OptionPricingModelType GetOptionModel(OptionPricingModel... FILE: Indicators/ParabolicStopAndReverse.cs class ParabolicStopAndReverse (line 25) | public class ParabolicStopAndReverse : ParabolicStopAndReverseExtended, ... method ParabolicStopAndReverse (line 34) | public ParabolicStopAndReverse(string name, decimal afStart = 0.02m, d... method ParabolicStopAndReverse (line 45) | public ParabolicStopAndReverse(decimal afStart = 0.02m, decimal afIncr... method ComputeNextValue (line 55) | protected override decimal ComputeNextValue(IBaseDataBar input) FILE: Indicators/ParabolicStopAndReverseExtended.cs class ParabolicStopAndReverseExtended (line 25) | public class ParabolicStopAndReverseExtended : BarIndicator, IIndicatorW... method ParabolicStopAndReverseExtended (line 55) | public ParabolicStopAndReverseExtended(string name, decimal sarStart =... method ParabolicStopAndReverseExtended (line 80) | public ParabolicStopAndReverseExtended(decimal sarStart = 0.0m, decima... method Reset (line 101) | public override void Reset() method ComputeNextValue (line 113) | protected override decimal ComputeNextValue(IBaseDataBar input) method Init (line 147) | private void Init(IBaseDataBar currentBar) method HasNegativeDM (line 174) | private bool HasNegativeDM(IBaseDataBar currentBar) method HandleLongPosition (line 186) | private void HandleLongPosition(IBaseDataBar currentBar) method HandleShortPosition (line 239) | private void HandleShortPosition(IBaseDataBar currentBar) method AdjustSARForHighs (line 288) | private static decimal AdjustSARForHighs(decimal sar, decimal previous... method AdjustSARForLows (line 294) | private static decimal AdjustSARForLows(decimal sar, decimal previousB... FILE: Indicators/PercentagePriceOscillator.cs class PercentagePriceOscillator (line 23) | public class PercentagePriceOscillator : AbsolutePriceOscillator method PercentagePriceOscillator (line 32) | public PercentagePriceOscillator(string name, int fastPeriod, int slow... method PercentagePriceOscillator (line 43) | public PercentagePriceOscillator(int fastPeriod, int slowPeriod, Movin... method ComputeNextValue (line 53) | protected override decimal ComputeNextValue(IndicatorDataPoint input) FILE: Indicators/PivotPointsHighLow.cs class PivotPointsHighLow (line 27) | public class PivotPointsHighLow : IndicatorBase, IIndicato... method PivotPointsHighLow (line 57) | public PivotPointsHighLow(int surroundingBarsCount, int lastStoredValu... method PivotPointsHighLow (line 68) | public PivotPointsHighLow(int surroundingBarsCountForHighPoint, int su... method PivotPointsHighLow (line 81) | public PivotPointsHighLow(string name, int surroundingBarsCountForHigh... method ComputeNextValue (line 98) | protected override decimal ComputeNextValue(IBaseDataBar input) method FindNextLowPivotPoint (line 127) | protected virtual PivotPoint FindNextLowPivotPoint(RollingWindow, IIndicatorWarmU... method PythonIndicator (line 38) | public PythonIndicator() method PythonIndicator (line 47) | public PythonIndicator(params PyObject[] args) method PythonIndicator (line 56) | public PythonIndicator(PyObject indicator) method SetIndicator (line 66) | public void SetIndicator(PyObject indicator) method ComputeNextValue (line 136) | protected override decimal ComputeNextValue(IBaseData input) method GetIndicatorWarmUpPeriod (line 147) | private int GetIndicatorWarmUpPeriod() method GetIndicatorName (line 157) | private static string GetIndicatorName(PyObject indicator) FILE: Indicators/RateOfChange.cs class RateOfChange (line 22) | public class RateOfChange : WindowIndicator, IIndica... method RateOfChange (line 40) | public RateOfChange(int period) method RateOfChange (line 50) | public RateOfChange(string name, int period) method ComputeNextValue (line 61) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndicator... method SharpeRatio (line 80) | public SharpeRatio(string name, int period, IRiskFreeInterestRateModel... method SharpeRatio (line 103) | public SharpeRatio(int period, IRiskFreeInterestRateModel riskFreeRate... method SharpeRatio (line 113) | public SharpeRatio(string name, int period, PyObject riskFreeRateModel) method SharpeRatio (line 123) | public SharpeRatio(int period, PyObject riskFreeRateModel) method SharpeRatio (line 134) | public SharpeRatio(string name, int period, decimal riskFreeRate = 0.0m) method SharpeRatio (line 144) | public SharpeRatio(int period, decimal riskFreeRate = 0.0m) method ComputeNextValue (line 154) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method Reset (line 164) | public override void Reset() FILE: Indicators/SimpleMovingAverage.cs class SimpleMovingAverage (line 21) | public class SimpleMovingAverage : WindowIndicator, ... method Reset (line 36) | public override void Reset() method SimpleMovingAverage (line 47) | public SimpleMovingAverage(string name, int period) method SimpleMovingAverage (line 57) | public SimpleMovingAverage(int period) method ComputeNextValue (line 68) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndicatorWarmUp... method Reset (line 36) | public override void Reset() method Sum (line 47) | public Sum(string name, int period) method Sum (line 56) | public Sum(int period) method ComputeNextValue (line 67) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndic... method T3MovingAverage (line 39) | public T3MovingAverage(string name, int period, decimal volumeFactor =... method T3MovingAverage (line 53) | public T3MovingAverage(int period, decimal volumeFactor = 0.7m) method ComputeNextValue (line 73) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method Reset (line 93) | public override void Reset() FILE: Indicators/TargetDownsideDeviation.cs class TargetDownsideDeviation (line 28) | public class TargetDownsideDeviation : IndicatorBase... method TargetDownsideDeviation (line 60) | public TargetDownsideDeviation(int period, double minimumAcceptableRet... method TargetDownsideDeviation (line 76) | public TargetDownsideDeviation(string name, int period, double minimum... method ComputeNextValue (line 90) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method Reset (line 100) | public override void Reset() FILE: Indicators/Theta.cs class Theta (line 27) | public class Theta : OptionGreeksIndicatorBase method Theta (line 39) | public Theta(string name, Symbol option, IRiskFreeInterestRateModel ri... method Theta (line 54) | public Theta(Symbol option, IRiskFreeInterestRateModel riskFreeRateMod... method Theta (line 71) | public Theta(string name, Symbol option, PyObject riskFreeRateModel, P... method Theta (line 86) | public Theta(Symbol option, PyObject riskFreeRateModel, PyObject divid... method Theta (line 103) | public Theta(string name, Symbol option, IRiskFreeInterestRateModel ri... method Theta (line 118) | public Theta(Symbol option, IRiskFreeInterestRateModel riskFreeRateMod... method Theta (line 135) | public Theta(string name, Symbol option, PyObject riskFreeRateModel, d... method Theta (line 150) | public Theta(Symbol option, PyObject riskFreeRateModel, decimal divide... method Theta (line 167) | public Theta(string name, Symbol option, decimal riskFreeRate = 0.05m,... method Theta (line 182) | public Theta(Symbol option, decimal riskFreeRate = 0.05m, decimal divi... method CalculateGreek (line 192) | protected override decimal CalculateGreek(decimal timeTillExpiry) FILE: Indicators/TimeProfile.cs class TimeProfile (line 23) | public class TimeProfile: MarketProfile method TimeProfile (line 31) | public TimeProfile(int period = 2, decimal valueAreaVolumePercentage =... method TimeProfile (line 44) | public TimeProfile(string name, int period = 2, decimal valueAreaVolum... method GetVolume (line 53) | protected override decimal GetVolume(TradeBar input) FILE: Indicators/TimeSeriesForecast.cs class TimeSeriesForecast (line 24) | public class TimeSeriesForecast : WindowIndicator, I... method TimeSeriesForecast (line 31) | public TimeSeriesForecast(string name, int period) method TimeSeriesForecast (line 44) | public TimeSeriesForecast(int period) method ComputeNextValue (line 55) | protected override decimal ComputeNextValue(IReadOnlyWindow CumulativeSum(List series, bool rev... FILE: Indicators/TomDemarkSequential.cs class TomDemarkSequential (line 44) | public class TomDemarkSequential : WindowIndicator method TomDemarkSequential (line 100) | public TomDemarkSequential(string name = "TomDemarkSequential") method Reset (line 123) | public override void Reset() method ComputeNextValue (line 139) | protected override decimal ComputeNextValue(IReadOnlyWindow wi... method IsSellSetupPerfect (line 334) | private static bool IsSellSetupPerfect(IReadOnlyWindow w... type TomDemarkSequentialPhase (line 348) | public enum TomDemarkSequentialPhase FILE: Indicators/TradeBarIndicator.cs class TradeBarIndicator (line 25) | public abstract class TradeBarIndicator : IndicatorBase method TradeBarIndicator (line 31) | protected TradeBarIndicator(string name) FILE: Indicators/TriangularMovingAverage.cs class TriangularMovingAverage (line 24) | public class TriangularMovingAverage : Indicator, IIndicatorWarmUpPeriod... method TriangularMovingAverage (line 35) | public TriangularMovingAverage(string name, int period) method TriangularMovingAverage (line 51) | public TriangularMovingAverage(int period) method ComputeNextValue (line 71) | protected override decimal ComputeNextValue(IndicatorDataPoint input) method Reset (line 82) | public override void Reset() FILE: Indicators/TripleExponentialMovingAverage.cs class TripleExponentialMovingAverage (line 26) | public class TripleExponentialMovingAverage : IndicatorBase, IIndicat... method ValueAtRisk (line 58) | public ValueAtRisk(string name, int period, double confidenceLevel) method ValueAtRisk (line 78) | public ValueAtRisk(int period, double confidenceLevel) method ComputeNextValue (line 89) | protected override decimal ComputeNextValue(IReadOnlyWindow, IIndicatorW... method Variance (line 32) | public Variance(int period) method Variance (line 42) | public Variance(string name, int period) method ComputeNextValue (line 58) | protected override decimal ComputeNextValue(IReadOnlyWindow method WindowIdentity (line 29) | public WindowIdentity(string name, int period) method WindowIdentity (line 38) | public WindowIdentity(int period) method ComputeNextValue (line 57) | protected override decimal ComputeNextValue(IReadOnlyWindow : IndicatorBase, IIndicatorW... method WindowIndicator (line 40) | protected WindowIndicator(string name, int period) method ComputeNextValue (line 65) | protected override decimal ComputeNextValue(T input) method Reset (line 74) | public override void Reset() method ComputeNextValue (line 86) | protected abstract decimal ComputeNextValue(IReadOnlyWindow window,... FILE: Indicators/ZeroLagExponentialMovingAverage.cs class ZeroLagExponentialMovingAverage (line 25) | public class ZeroLagExponentialMovingAverage : WindowIndicator debug, Action trace... method Error (line 57) | public void Error(string text) method Debug (line 69) | public void Debug(string text) method Trace (line 81) | public void Trace(string text) method Dispose (line 93) | public void Dispose() FILE: Logging/ILogHandler.cs type ILogHandler (line 24) | [InheritedExport(typeof(ILogHandler))] method Error (line 31) | void Error(string text); method Debug (line 37) | void Debug(string text); method Trace (line 43) | void Trace(string text); FILE: Logging/ILogHandlerExtensions.cs class LogHandlerExtensions (line 24) | public static class LogHandlerExtensions method Error (line 32) | public static void Error(this ILogHandler logHandler, string text, par... method Debug (line 48) | public static void Debug(this ILogHandler logHandler, string text, par... method Trace (line 64) | public static void Trace(this ILogHandler logHandler, string text, par... FILE: Logging/Log.cs class Log (line 28) | public static class Log method Error (line 75) | public static void Error(string error, bool overrideMessageFloodProtec... method Error (line 96) | private static void Error(string method, Exception exception, string m... method Error (line 108) | [MethodImpl(MethodImplOptions.NoInlining)] method Trace (line 117) | public static void Trace(string traceText, bool overrideMessageFloodPr... method Trace (line 134) | public static void Trace(string format, params object[] args) method Error (line 142) | public static void Error(string format, params object[] args) method Debug (line 152) | public static void Debug(string text, int level = 1) method VarDump (line 171) | public static string VarDump(object obj, int recursion = 0) method ClearLeanPaths (line 265) | public static string ClearLeanPaths(string error) FILE: Logging/LogEntry.cs class LogEntry (line 25) | public class LogEntry method LogEntry (line 46) | public LogEntry(string message) method LogEntry (line 59) | public LogEntry(string message, DateTime time, LogType type = LogType.... method ToString (line 70) | public override string ToString() FILE: Logging/LogType.cs type LogType (line 22) | public enum LogType FILE: Logging/QueueLogHandler.cs class QueueLogHandler (line 26) | public class QueueLogHandler : ILogHandler method QueueLogHandler (line 54) | public QueueLogHandler() method Error (line 65) | public void Error(string text) method Debug (line 80) | public void Debug(string text) method Trace (line 93) | public void Trace(string text) method Dispose (line 106) | public void Dispose() method OnLogEvent (line 113) | protected virtual void OnLogEvent(LogEntry log) FILE: Logging/RegressionFileLogHandler.cs class RegressionFileLogHandler (line 25) | public class RegressionFileLogHandler : FileLogHandler method RegressionFileLogHandler (line 31) | public RegressionFileLogHandler() FILE: Logging/WhoCalledMe.cs class WhoCalledMe (line 24) | public static class WhoCalledMe method GetMethodName (line 31) | [MethodImpl(MethodImplOptions.NoInlining)] // inlining messes this up ... FILE: Messaging/EventMessagingHandler.cs class EventMessagingHandler (line 27) | public class EventMessagingHandler : IMessagingHandler method Initialize (line 47) | public void Initialize(MessagingHandlerInitializeParameters initialize... method LoadingComplete (line 57) | public void LoadingComplete() method SetAuthentication (line 66) | public void SetAuthentication(AlgorithmNodePacket job) method Send (line 99) | public void Send(Packet packet) method SendNotification (line 122) | public void SendNotification(Notification notification) method SendEnqueuedPackets (line 135) | public void SendEnqueuedPackets() method ProcessPacket (line 146) | private void ProcessPacket(Packet packet) method OnDebugEvent (line 186) | protected virtual void OnDebugEvent(DebugPacket packet) method OnSystemDebugEvent (line 200) | protected virtual void OnSystemDebugEvent(SystemDebugPacket packet) method OnConsumerReadyEvent (line 214) | public virtual void OnConsumerReadyEvent() method OnLogEvent (line 226) | protected virtual void OnLogEvent(LogPacket packet) method OnHandledErrorEvent (line 238) | protected virtual void OnHandledErrorEvent(HandledErrorPacket packet) method OnRuntimeErrorEvent (line 250) | protected virtual void OnRuntimeErrorEvent(RuntimeErrorPacket packet) method OnBacktestResultEvent (line 262) | protected virtual void OnBacktestResultEvent(BacktestResultPacket packet) method Dispose (line 274) | public virtual void Dispose() FILE: Messaging/Messaging.cs class Messaging (line 29) | public class Messaging : IMessagingHandler method Initialize (line 45) | public void Initialize(MessagingHandlerInitializeParameters initialize... method SetAuthentication (line 53) | public virtual void SetAuthentication(AlgorithmNodePacket job) method Send (line 60) | public virtual void Send(Packet packet) method SendNotification (line 113) | public void SendNotification(Notification notification) method Dispose (line 126) | public void Dispose() FILE: Messaging/StreamingMessageHandler.cs class StreamingMessageHandler (line 34) | public class StreamingMessageHandler : IMessagingHandler method Initialize (line 51) | public void Initialize(MessagingHandlerInitializeParameters initialize... method SetAuthentication (line 62) | public void SetAuthentication(AlgorithmNodePacket job) method SendNotification (line 73) | public void SendNotification(Notification notification) method Send (line 86) | public void Send(Packet packet) method Transmit (line 95) | public void Transmit(Packet packet) method CheckPort (line 109) | private void CheckPort() method Dispose (line 127) | public void Dispose() FILE: Optimizer.Launcher/ConsoleLeanOptimizer.cs class ConsoleLeanOptimizer (line 30) | public class ConsoleLeanOptimizer : LeanOptimizer method ConsoleLeanOptimizer (line 41) | public ConsoleLeanOptimizer(OptimizationNodePacket nodePacket) : base(... method RunLean (line 80) | protected override string RunLean(ParameterSet parameterSet, string ba... method AbortLean (line 128) | protected override void AbortLean(string backtestId) method SendUpdate (line 141) | protected override void SendUpdate() FILE: Optimizer.Launcher/Program.cs class Program (line 31) | public class Program method Main (line 33) | public static void Main(string[] args) FILE: Optimizer/LeanOptimizer.cs class LeanOptimizer (line 33) | public abstract class LeanOptimizer : IDisposable method LeanOptimizer (line 99) | protected LeanOptimizer(OptimizationNodePacket nodePacket) method Start (line 141) | public virtual void Start() method TriggerOnEndEvent (line 163) | protected virtual void TriggerOnEndEvent() method RunLean (line 197) | protected abstract string RunLean(ParameterSet parameterSet, string ba... method GetBacktestName (line 202) | protected virtual string GetBacktestName(ParameterSet parameterSet) method NewResult (line 212) | protected virtual void NewResult(string jsonBacktestResult, string bac... method Dispose (line 267) | public virtual void Dispose() method GetCurrentEstimate (line 280) | public int GetCurrentEstimate() method GetRuntimeStatistics (line 288) | public Dictionary GetRuntimeStatistics() method GetLogDetails (line 309) | protected string GetLogDetails() method AbortLean (line 322) | protected abstract void AbortLean(string backtestId); method SendUpdate (line 327) | protected abstract void SendUpdate(); method SetOptimizationStatus (line 333) | protected virtual void SetOptimizationStatus(OptimizationStatus optimi... method CleanUpRunningInstance (line 348) | private void CleanUpRunningInstance() method ProcessUpdate (line 377) | private void ProcessUpdate(bool forceSend = false) method LaunchLeanForParameterSet (line 404) | private void LaunchLeanForParameterSet(ParameterSet parameterSet) FILE: Optimizer/OptimizationNodePacket.cs class OptimizationNodePacket (line 30) | public class OptimizationNodePacket : Packet method OptimizationNodePacket (line 115) | public OptimizationNodePacket() : this(PacketType.OptimizationNode) method OptimizationNodePacket (line 122) | protected OptimizationNodePacket(PacketType packetType) : base(packetT... FILE: Optimizer/OptimizationResult.cs class OptimizationResult (line 23) | public class OptimizationResult method OptimizationResult (line 56) | public OptimizationResult(string jsonBacktestResult, ParameterSet para... FILE: Optimizer/Parameters/OptimizationParameterEnumerator.cs class OptimizationParameterEnumerator (line 24) | public abstract class OptimizationParameterEnumerator : IEnumerator constraints, ... method PushNewResults (line 51) | void PushNewResults(OptimizationResult result); method GetTotalBacktestEstimate (line 56) | int GetTotalBacktestEstimate(); FILE: Optimizer/Strategies/OptimizationStrategySettings.cs class OptimizationStrategySettings (line 23) | public class OptimizationStrategySettings FILE: Optimizer/Strategies/StepBaseOptimizationStrategy.cs class StepBaseOptimizationStrategy (line 28) | public abstract class StepBaseOptimizationStrategy : IOptimizationStrategy method Initialize (line 74) | public virtual void Initialize(Target target, IReadOnlyList Step(HashSet> Recursive(Queue GetEnumerator(OptimizationParameter parame... FILE: Optimizer/Strategies/StepBaseOptimizationStrategySettings.cs class StepBaseOptimizationStrategySettings (line 23) | public class StepBaseOptimizationStrategySettings : OptimizationStrategy... FILE: Queues/JobQueue.cs class JobQueue (line 37) | public class JobQueue : IJobQueueHandler method Initialize (line 94) | public void Initialize(IApi api, IMessagingHandler messagingHandler) method GetFactoryFromDataQueueHandler (line 104) | public static IBrokerageFactory GetFactoryFromDataQueueHandler(string ... method NextJob (line 125) | public AlgorithmNodePacket NextJob(out string algorithmPath) method GetAlgorithmLocation (line 268) | private string GetAlgorithmLocation() method AcknowledgeJob (line 289) | public void AcknowledgeJob(AlgorithmNodePacket job) FILE: Report/Crisis.cs class Crisis (line 24) | public class Crisis method Crisis (line 71) | public Crisis(string name, DateTime start, DateTime end) method FromCrisis (line 83) | public static Crisis FromCrisis(CrisisEvent crisisEvent) method ToString (line 92) | public override string ToString() method ToString (line 103) | public string ToString(DateTime start, DateTime end) FILE: Report/CrisisEvent.cs type CrisisEvent (line 21) | public enum CrisisEvent FILE: Report/DeedleUtil.cs class DeedleUtil (line 26) | public static class DeedleUtil method CumulativeSum (line 33) | public static Series CumulativeSum(this Series CumulativeProduct(this Series CumulativeMax(this Series PercentChange(this Series CumulativeReturns(this Series input) method DropSparseColumnsAll (line 162) | public static Frame DropSparseColumnsAll DropSparseRowsAll strategySeries, int... method FromResult (line 84) | public static DrawdownCollection FromResult(BacktestResult backtestRes... method NormalizeResults (line 95) | public static Series NormalizeResults(BacktestResult... method GetUnderwater (line 148) | public static Series GetUnderwater(Series GetUnderwaterFrame(Series GetTopWorstDrawdowns(Series GetDrawdownPeriods(Series DrawdownGroup(Frame LeverageUtilization(Series LeverageUtilization(List AssetAllocations(Series AssetAllocations(List> Exp... method Exposure (line 145) | public static Frame> Exp... FILE: Report/NullResultValueTypeJsonConverter.cs class NullResultValueTypeJsonConverter (line 29) | public class NullResultValueTypeJsonConverter : JsonConverter method NullResultValueTypeJsonConverter (line 37) | public NullResultValueTypeJsonConverter() method CanConvert (line 51) | public override bool CanConvert(Type objectType) method ReadJson (line 60) | public override object ReadJson(JsonReader reader, Type objectType, ob... method WriteJson (line 114) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method GetProperty (line 119) | private static JToken GetProperty(JToken jToken, string name) FILE: Report/OrderTypeNormalizingJsonConverter.cs class OrderTypeNormalizingJsonConverter (line 38) | public class OrderTypeNormalizingJsonConverter : JsonConverter method CanConvert (line 45) | public override bool CanConvert(Type objectType) method ReadJson (line 54) | public override object ReadJson(JsonReader reader, Type objectType, ob... method WriteJson (line 74) | public override void WriteJson(JsonWriter writer, object value, JsonSe... method GetOrderType (line 79) | private int GetOrderType(JToken type) FILE: Report/PointInTimePortfolio.cs class PointInTimePortfolio (line 29) | public class PointInTimePortfolio method PointInTimePortfolio (line 67) | public PointInTimePortfolio(Order order, SecurityPortfolioManager port... method PointInTimePortfolio (line 82) | public PointInTimePortfolio(PointInTimePortfolio portfolio, DateTime t... method NoEmptyHoldings (line 96) | public PointInTimePortfolio NoEmptyHoldings() class PointInTimeHolding (line 105) | public class PointInTimeHolding method PointInTimeHolding (line 140) | public PointInTimeHolding(Symbol symbol, decimal holdingsValue, deci... FILE: Report/PortfolioLooper/MockDataFeed.cs class MockDataFeed (line 27) | public class MockDataFeed : IDataFeed method Initialize (line 38) | public void Initialize( method CreateSubscription (line 57) | public Subscription CreateSubscription(SubscriptionRequest request) method RemoveSubscription (line 66) | public void RemoveSubscription(Subscription subscription) method Exit (line 73) | public void Exit() FILE: Report/PortfolioLooper/PortfolioLooper.cs class PortfolioLooper (line 43) | public class PortfolioLooper : IDisposable method PortfolioLooper (line 69) | private PortfolioLooper(double startingCash, List orders, Resol... method Dispose (line 158) | public void Dispose() method GetHistory (line 173) | private static IEnumerable GetHistory(IAlgorithm algorithm, Lis... method GetHistory (line 218) | public static IEnumerable GetHistory(List symbols, Date... method FromOrders (line 244) | public static IEnumerable FromOrders(Series ProcessOrders(IEnumerable orders) method Initialize (line 85) | public override void Initialize() FILE: Report/Program.cs class Program (line 33) | class Program method Main (line 35) | static void Main(string[] args) FILE: Report/Report.cs class Report (line 34) | public class Report method Report (line 55) | public Report(string name, string description, string version, Backtes... method Compile (line 169) | public void Compile(out string html, out string reportStatistics) method GetRegexInInput (line 198) | public static string GetRegexInInput(string pattern, string input) FILE: Report/ReportCharts.py class ReportCharts (line 42) | class ReportCharts: method fig_to_base64 (line 56) | def fig_to_base64(self, filename = '', fig = None, dpi = 200): method GetReturnsPerTrade (line 64) | def GetReturnsPerTrade(self, returns_per_trade = [], live_returns_per_... method GetCumulativeReturns (line 138) | def GetCumulativeReturns(self, data = None, live_data = None, benchmar... method GetDailyReturns (line 265) | def GetDailyReturns(self, returns = [[],[]], live_returns = [[],[]], method GetMonthlyReturns (line 348) | def GetMonthlyReturns(self, returns = {}, live_returns = {}, width=7, ... method GetAnnualReturns (line 460) | def GetAnnualReturns(self, data = None, live_data = None, name = "annu... method GetDrawdown (line 531) | def GetDrawdown(self, data = [[],[]], live_data = [[],[]], worst = [{}... method GetCrisisEventsPlots (line 616) | def GetCrisisEventsPlots(self, data = [[],[],[]], name = '', width = 7... method GetRollingBeta (line 656) | def GetRollingBeta(self, data = [[],[],[],[]], live_data = [[],[],[],[... method GetRollingSharpeRatio (line 748) | def GetRollingSharpeRatio(self, data = [[],[]], live_data = [[],[]], n... method GetAssetAllocation (line 838) | def GetAssetAllocation(self, data = [[],[]], live_data = [[],[]], method GetLeverage (line 906) | def GetLeverage(self, data = [[],[]], live_data = [[],[]], name = "lev... method GetExposure (line 973) | def GetExposure(self, time = [], long_securities = [], short_securitie... FILE: Report/ReportElements/AnnualReturnsReportElement.cs class AnnualReturnsReportElement (line 24) | internal sealed class AnnualReturnsReportElement : ChartReportElement method AnnualReturnsReportElement (line 36) | public AnnualReturnsReportElement(string name, string key, BacktestRes... method Render (line 47) | public override string Render() FILE: Report/ReportElements/AssetAllocationReportElement.cs class AssetAllocationReportElement (line 26) | internal sealed class AssetAllocationReportElement : ChartReportElement method AssetAllocationReportElement (line 42) | public AssetAllocationReportElement( method Render (line 61) | public override string Render() FILE: Report/ReportElements/CAGRReportElement.cs class CAGRReportElement (line 22) | internal sealed class CAGRReportElement : ReportElement method CAGRReportElement (line 34) | public CAGRReportElement(string name, string key, BacktestResult backt... method Render (line 45) | public override string Render() FILE: Report/ReportElements/ChartReportElement.cs class ChartReportElement (line 22) | internal abstract class ChartReportElement : ReportElement method ChartReportElement (line 29) | protected ChartReportElement() FILE: Report/ReportElements/CrisisReportElement.cs class CrisisReportElement (line 25) | internal sealed class CrisisReportElement : ChartReportElement method CrisisReportElement (line 40) | public CrisisReportElement(string name, string key, BacktestResult bac... method Render (line 52) | public override string Render() FILE: Report/ReportElements/CumulativeReturnsReportElement.cs class CumulativeReturnsReportElement (line 26) | internal sealed class CumulativeReturnsReportElement : ChartReportElement method CumulativeReturnsReportElement (line 38) | public CumulativeReturnsReportElement(string name, string key, Backtes... method Render (line 50) | public override string Render() FILE: Report/ReportElements/DailyReturnsReportElement.cs class DailyReturnsReportElement (line 24) | internal sealed class DailyReturnsReportElement : ChartReportElement method DailyReturnsReportElement (line 36) | public DailyReturnsReportElement(string name, string key, BacktestResu... method Render (line 47) | public override string Render() FILE: Report/ReportElements/DrawdownReportElement.cs class DrawdownReportElement (line 26) | internal sealed class DrawdownReportElement : ChartReportElement method DrawdownReportElement (line 38) | public DrawdownReportElement(string name, string key, BacktestResult b... method Render (line 49) | public override string Render() FILE: Report/ReportElements/EstimatedCapacityReportElement.cs class EstimatedCapacityReportElement (line 25) | public sealed class EstimatedCapacityReportElement : ReportElement method EstimatedCapacityReportElement (line 37) | public EstimatedCapacityReportElement(string name, string key, Backtes... method Render (line 48) | public override string Render() FILE: Report/ReportElements/ExposureReportElement.cs class ExposureReportElement (line 26) | internal sealed class ExposureReportElement : ChartReportElement method ExposureReportElement (line 42) | public ExposureReportElement( method Render (line 61) | public override string Render() FILE: Report/ReportElements/IReportElement.cs type IReportElement (line 20) | internal interface IReportElement method Render (line 35) | string Render(); FILE: Report/ReportElements/InformationRatioReportElement.cs class InformationRatioReportElement (line 20) | internal sealed class InformationRatioReportElement : ReportElement method InformationRatioReportElement (line 32) | public InformationRatioReportElement(string name, string key, Backtest... method Render (line 43) | public override string Render() FILE: Report/ReportElements/LeverageUtilizationReportElement.cs class LeverageUtilizationReportElement (line 26) | internal sealed class LeverageUtilizationReportElement : ChartReportElement method LeverageUtilizationReportElement (line 42) | public LeverageUtilizationReportElement( method Render (line 61) | public override string Render() FILE: Report/ReportElements/MarketsReportElement.cs class MarketsReportElement (line 23) | internal sealed class MarketsReportElement : ReportElement method MarketsReportElement (line 35) | public MarketsReportElement(string name, string key, BacktestResult ba... method Render (line 46) | public override string Render() FILE: Report/ReportElements/MaxDrawdownRecoveryReportElement.cs class MaxDrawdownRecoveryReportElement (line 23) | internal sealed class MaxDrawdownRecoveryReportElement : ReportElement method MaxDrawdownRecoveryReportElement (line 35) | public MaxDrawdownRecoveryReportElement(string name, string key, Backt... method Render (line 46) | public override string Render() FILE: Report/ReportElements/MaxDrawdownReportElement.cs class MaxDrawdownReportElement (line 24) | internal sealed class MaxDrawdownReportElement : ReportElement method MaxDrawdownReportElement (line 36) | public MaxDrawdownReportElement(string name, string key, BacktestResul... method Render (line 47) | public override string Render() FILE: Report/ReportElements/MonthlyReturnsReportElement.cs class MonthlyReturnsReportElement (line 25) | internal sealed class MonthlyReturnsReportElement : ChartReportElement method MonthlyReturnsReportElement (line 37) | public MonthlyReturnsReportElement(string name, string key, BacktestRe... method Render (line 48) | public override string Render() FILE: Report/ReportElements/PSRReportElement.cs class PSRReportElement (line 23) | internal sealed class PSRReportElement : ReportElement method PSRReportElement (line 41) | public PSRReportElement(string name, string key, BacktestResult backte... method Render (line 53) | public override string Render() FILE: Report/ReportElements/ParametersReportElement.cs class ParametersReportElement (line 25) | public class ParametersReportElement : ReportElement method ParametersReportElement (line 38) | public ParametersReportElement(string name, string key, AlgorithmConfi... method Render (line 63) | public override string Render() FILE: Report/ReportElements/ReportElement.cs class ReportElement (line 21) | public abstract class ReportElement : IReportElement method Render (line 46) | public abstract string Render(); FILE: Report/ReportElements/ReturnsPerTradeReportElement.cs class ReturnsPerTradeReportElement (line 25) | internal sealed class ReturnsPerTradeReportElement : ChartReportElement method ReturnsPerTradeReportElement (line 37) | public ReturnsPerTradeReportElement(string name, string key, BacktestR... method Render (line 48) | public override string Render() FILE: Report/ReportElements/RollingPortfolioBetaReportElement.cs class RollingPortfolioBetaReportElement (line 25) | internal sealed class RollingPortfolioBetaReportElement : ChartReportEle... method RollingPortfolioBetaReportElement (line 43) | public RollingPortfolioBetaReportElement(string name, string key, Back... method Render (line 55) | public override string Render() method GetReturnSeries (line 90) | private static SortedList GetReturnSeries(Result lea... FILE: Report/ReportElements/RollingSharpeReportElement.cs class RollingSharpeReportElement (line 24) | internal sealed class RollingSharpeReportElement : ChartReportElement method RollingSharpeReportElement (line 42) | public RollingSharpeReportElement(string name, string key, BacktestRes... method Render (line 54) | public override string Render() FILE: Report/ReportElements/RuntimeDaysReportElement.cs class RuntimeDaysReportElement (line 22) | internal class RuntimeDaysReportElement : ReportElement method RuntimeDaysReportElement (line 34) | public RuntimeDaysReportElement(string name, string key, BacktestResul... method Render (line 45) | public override string Render() FILE: Report/ReportElements/SharpeRatioReportElement.cs class SharpeRatioReportElement (line 28) | public class SharpeRatioReportElement : ReportElement method SharpeRatioReportElement (line 58) | public SharpeRatioReportElement(string name, string key, BacktestResul... method Render (line 70) | public override string Render() method GetAnnualStandardDeviation (line 108) | public virtual double GetAnnualStandardDeviation(List trailing... FILE: Report/ReportElements/SortinoRatioReportElement.cs class SortinoRatioReportElement (line 23) | internal sealed class SortinoRatioReportElement : SharpeRatioReportElement method SortinoRatioReportElement (line 38) | public SortinoRatioReportElement(string name, string key, BacktestResu... method GetAnnualStandardDeviation (line 49) | public override double GetAnnualStandardDeviation(List trailin... FILE: Report/ReportElements/TextReportElement.cs class TextReportElement (line 18) | internal sealed class TextReportElement : ReportElement method TextReportElement (line 28) | public TextReportElement(string name, string key, string content) method Render (line 39) | public override string Render() FILE: Report/ReportElements/TradesPerDayReportElement.cs class TradesPerDayReportElement (line 23) | internal sealed class TradesPerDayReportElement : ReportElement method TradesPerDayReportElement (line 35) | public TradesPerDayReportElement(string name, string key, BacktestResu... method Render (line 46) | public override string Render() FILE: Report/ReportElements/TurnoverReportElement.cs class TurnoverReportElement (line 20) | internal sealed class TurnoverReportElement : ReportElement method TurnoverReportElement (line 32) | public TurnoverReportElement(string name, string key, BacktestResult b... method Render (line 43) | public override string Render() FILE: Report/ReportKey.cs class ReportKey (line 21) | internal static class ReportKey FILE: Report/ResultsUtil.cs class ResultsUtil (line 25) | public static class ResultsUtil method EquityPoints (line 33) | public static SortedList EquityPoints(Result result,... method BenchmarkPoints (line 72) | public static SortedList BenchmarkPoints(Result result) FILE: Report/Rolling.cs class Rolling (line 29) | public static class Rolling method Beta (line 40) | public static Series Beta(SortedList Sharpe(Series... FILE: Research/FutureHistory.cs class FutureHistory (line 28) | public class FutureHistory : DataHistory method FutureHistory (line 34) | public FutureHistory(IEnumerable data) method GetAllData (line 42) | [Obsolete("Please use the 'DataFrame' property")] method GetExpiryDates (line 49) | public PyObject GetExpiryDates() FILE: Research/OptionHistory.cs class OptionHistory (line 28) | public class OptionHistory : DataHistory method OptionHistory (line 34) | public OptionHistory(IEnumerable data) method GetAllData (line 42) | [Obsolete("Please use the 'DataFrame' property")] method GetStrikes (line 49) | public PyObject GetStrikes() method GetExpiryDates (line 62) | public PyObject GetExpiryDates() FILE: Research/QuantBook.cs class QuantBook (line 48) | public class QuantBook : QCAlgorithm method QuantBook (line 55) | static QuantBook() method QuantBook (line 91) | public QuantBook() : base() method GetFundamental (line 233) | [Obsolete("Please use the 'UniverseHistory()' API")] method GetFundamental (line 266) | [Obsolete("Please use the 'UniverseHistory()' API")] method GetFundamental (line 285) | [Obsolete("Please use the 'UniverseHistory()' API")] method GetFundamental (line 304) | [Obsolete("Please use the 'UniverseHistory()' API")] method GetFundamental (line 324) | [Obsolete("Please use the 'UniverseHistory()' API")] method OptionHistory (line 354) | public OptionHistory OptionHistory(Symbol symbol, string targetOption,... method GetOptionHistory (line 373) | [Obsolete("Please use the 'OptionHistory()' API")] method OptionHistory (line 390) | public OptionHistory OptionHistory(Symbol symbol, DateTime start, Date... method GetOptionHistory (line 475) | [Obsolete("Please use the 'OptionHistory()' API")] method FutureHistory (line 492) | public FutureHistory FutureHistory(Symbol symbol, DateTime start, Date... method GetFutureHistory (line 530) | [Obsolete("Please use the 'FutureHistory()' API")] method Indicator (line 546) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method Indicator (line 562) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method Indicator (line 578) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method Indicator (line 595) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method Indicator (line 612) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method Indicator (line 629) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method Indicator (line 647) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method Indicator (line 665) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method Indicator (line 683) | [Obsolete("Please use the 'IndicatorHistory()', pandas dataframe avail... method UniverseHistory (line 700) | public IEnumerable> UniverseHistory(DateTime s... method UniverseHistory (line 744) | public IEnumerable> UniverseHistory(Universe uni... method UniverseHistory (line 762) | public PyObject UniverseHistory(PyObject universe, DateTime start, Dat... method GetPortfolioStatistics (line 799) | public PyDict GetPortfolioStatistics(PyObject dataFrame) method GetChainHistory (line 866) | private IEnumerable GetChainHistory(Symbol canonicalSymbol, Date... method GetChainHistory (line 890) | private IEnumerable<(DateTime Date, IEnumerable ChainData, BaseData... method GetFilteredSlice (line 904) | private IEnumerable GetFilteredSlice(IEnumerable history... method RunUniverseSelection (line 936) | private IEnumerable RunUniverseSelection(Universe ... method GetDictionaryFromSeries (line 964) | private SortedDictionary GetDictionaryFromSeries(PyO... method CalculateDailyRateOfChange (line 984) | private List CalculateDailyRateOfChange(IDictionary> GetAllFundamenta... method GetOptionSymbolForHistoryRequest (line 1065) | private Symbol GetOptionSymbolForHistoryRequest(Symbol symbol, string ... method RecycleMemory (line 1091) | private static void RecycleMemory() method PerformSelection (line 1106) | protected static IEnumerable PerformSelection( FILE: Tests/Algorithm/AlgorithmAddDataTests.cs class AlgorithmAddDataTests (line 42) | [TestFixture] method DefaultDataFeeds_CanBeOverwritten_Successfully (line 45) | [Test] method DefaultDataFeeds_AreAdded_Successfully (line 78) | [Test] method CustomDataTypes_AreAddedToSubscriptions_Successfully (line 159) | [Test] method OnEndOfTimeStepSeedsUnderlyingSecuritiesThatHaveNoData (line 176) | [Test] method OnEndOfTimeStepDoesNotThrowWhenSeedsSameUnderlyingForTwoSecurities (line 199) | [Test, Parallelizable(ParallelScope.Self)] method AddDataSecuritySymbolWithUnderlying (line 224) | [TestCase("EURUSD", typeof(IndexedLinkedData), SecurityType.Cfd, false... method AddDataSecurityTickerWithUnderlying (line 290) | [TestCase("EURUSD", typeof(IndexedLinkedData), SecurityType.Cfd, false... method AddDataSecurityTickerNoUnderlying (line 361) | [TestCase("EURUSD", typeof(UnlinkedData), SecurityType.Cfd, false, fal... method AddOptionWithUnderlyingFuture (line 432) | [Test] method AddFutureOptionContractNonEquityOption (line 451) | [Test] method AddFutureOptionAddsUniverseSelectionModel (line 474) | [Test] method AddDataOptionsSymbolHasChainedUnderlyingSymbols (line 487) | [TestCase("AAPL", typeof(IndexedLinkedData), true)] method AddDataOptionsTickerHasChainedUnderlyingSymbol (line 522) | [TestCase("AAPL", typeof(IndexedLinkedData))] method AddDataOptionsTickerHasNoChainedUnderlyingSymbols (line 555) | [TestCase("AAPL", typeof(UnlinkedData))] method PythonCustomDataTypes_AreAddedToSubscriptions_Successfully (line 583) | [Test] method PythonCustomDataTypes_AreAddedToConsolidator_Successfully (line 609) | [Test] method AddingInvalidDataTypeThrows (line 629) | [Test] method AppendsCustomDataTypeName_ToSecurityIdentifierSymbol (line 640) | [Test] method RegistersSecurityIdentifierSymbol_AsTickerString_InSymbolCache (line 652) | [Test] method DoesNotCauseCollision_WhenRegisteringMultipleDifferentCustomDataTypes_WithSameTicker (line 665) | [Test] method AddOptionContractWithDelistedUnderlyingThrows (line 683) | [TestCase(SecurityType.Equity)] method GetMatchingSubscription (line 710) | private static SubscriptionDataConfig GetMatchingSubscription(QCAlgori... method Algorithm (line 720) | private static QCAlgorithm Algorithm() class TestHistoryProvider (line 727) | private class TestHistoryProvider : HistoryProviderBase method Initialize (line 733) | public override void Initialize(HistoryProviderInitializeParameters ... method GetHistory (line 738) | public override IEnumerable GetHistory(IEnumerable, IEnumerable>... FILE: Tests/Algorithm/AlgorithmBenchmarkTests.cs class AlgorithmBenchmarkTests (line 34) | [TestFixture] method TearDown (line 39) | [TearDown] method SetBenchmarksSecurityTypes (line 45) | [TestCase(SecurityType.Forex)] method MisalignedBenchmarkAndAlgorithmTimeZones (line 72) | [TestCase(Resolution.Daily)] method BenchmarkIsNotInitializeWithCustomSecurityInitializer (line 127) | [Test] method BenchmarkIsNotAffectedBySecuritySeederDataNormalizationMode (line 148) | [Test] class BenchmarkTestSetupHandler (line 171) | public class BenchmarkTestSetupHandler : AlgorithmRunner.RegressionSet... method CreateAlgorithmInstance (line 175) | public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePack... class TestBenchmarkAlgorithm (line 182) | public class TestBenchmarkAlgorithm : QCAlgorithm method TestBenchmarkAlgorithm (line 194) | public TestBenchmarkAlgorithm(SecurityType securityType) method Initialize (line 199) | public override void Initialize() class TestBenchmarkDataNormalizationModeAlgorithm (line 210) | public class TestBenchmarkDataNormalizationModeAlgorithm : TestBenchma... method TestBenchmarkDataNormalizationModeAlgorithm (line 214) | public TestBenchmarkDataNormalizationModeAlgorithm() method Initialize (line 219) | public override void Initialize() class CustomSecurityInitializer (line 240) | public class CustomSecurityInitializer : ISecurityInitializer method Initialize (line 244) | public void Initialize(Security security) FILE: Tests/Algorithm/AlgorithmChainsTests.cs class AlgorithmChainsTest (line 33) | [TestFixture] method SetUp (line 40) | [SetUp] method GetsFullDataOptionChain (line 65) | [TestCaseSource(nameof(OptionChainTestCases))] method GetsFullDataOptionChainAsDataFrame (line 82) | [TestCaseSource(nameof(PythonOptionChainTestCases))] method GetsMultipleFullDataOptionChainAsDataFrame (line 111) | [Test] method AssertFlattenedSingleChainDataFrame (line 128) | private static List AssertFlattenedSingleChainDataFrame(PyObje... method AssertUnflattenedSingleChainDataFrame (line 176) | private static List AssertUnflattenedSingleChainDataFrame(P... method GetCanonicalSubDataFrame (line 187) | private static PyObject GetCanonicalSubDataFrame(PyObject dataFrame, S... method GetOptionChainApisTestData (line 209) | private static IEnumerable GetOptionChainApisTestData() method OptionChainApisAreConsistent (line 252) | [TestCaseSource(nameof(GetOptionChainApisTestData))] method GetFutureChainApisTestData (line 280) | private static IEnumerable GetFutureChainApisTestData() method FuturesChainApisAreConsistent (line 306) | [TestCaseSource(nameof(GetFutureChainApisTestData))] method GetsFullDataFuturesChainAsDataFrame (line 326) | [Test] method GetsMultipleFullDataFuturesChainsAsDataFrame (line 360) | [Test] method FillForwardsChainFromPreviousTradableDateIfCurrentOneIsNotAvailable (line 396) | [TestCaseSource(nameof(FillForwardTestData))] method GetChain (line 441) | private List GetChain(Symbol symbol, DateTime date, bool useAl... method AssertMultiChainsDataFrame (line 457) | private static void AssertMultiChainsDataFrame(bool flatten, Symbol... class FillForwardTestHistoryProvider (line 497) | private class FillForwardTestHistoryProvider : IHistoryProvider method FillForwardTestHistoryProvider (line 539) | public FillForwardTestHistoryProvider(IHistoryProvider historyProvider) method GetHistory (line 544) | public IEnumerable GetHistory(IEnumerable req... method Initialize (line 570) | public void Initialize(HistoryProviderInitializeParameters parameters) method GetOptionChainProvider (line 576) | private static BacktestingOptionChainProvider GetOptionChainProvider(I... method GetFutureChainProvider (line 584) | private static BacktestingFutureChainProvider GetFutureChainProvider(I... FILE: Tests/Algorithm/AlgorithmDownloadTests.cs class AlgorithmDownloadTests (line 26) | [TestFixture, Category("TravisExclude")] method Download_Without_Parameters_Successfully (line 29) | [Test, Parallelizable(ParallelScope.Self)] method Download_With_CSharp_Parameter_Successfully (line 40) | [Test, Parallelizable(ParallelScope.Self)] method Download_With_Python_Parameter_Successfully (line 58) | [Test] FILE: Tests/Algorithm/AlgorithmGetParameterTests.cs class AlgorithmGetParameterTests (line 24) | [TestFixture] method GetParameterConvertsToNumericTypes (line 27) | [TestCase(Language.CSharp, "numeric_parameter", 2, false)] method GetsParameterWithoutADefaultValue (line 120) | [TestCase(Language.CSharp, "numeric_parameter")] method GetParameterCannotConvertoToNumberFromNonNumericValues (line 194) | [TestCase(Language.CSharp)] method GetParameterConvertsToFloatingPointTypesFromDifferentFormats (line 247) | [TestCase(Language.CSharp)] FILE: Tests/Algorithm/AlgorithmHistoryTests.cs class AlgorithmHistoryTests (line 44) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method Setup (line 54) | [SetUp] method OneTimeSetUp (line 62) | [OneTimeSetUp] method FundamentalHistory (line 72) | [TestCase(Language.Python)] method TickResolutionSubscriptionHistoryRequestOtherResolution (line 120) | [TestCase(Resolution.Daily, Language.CSharp, 2)] method GetHistoryWithCustomDataAndUnsortedData (line 186) | [Test] method TickResolutionHistoryRequest (line 236) | [TestCase(Language.CSharp)] method ImplicitTickResolutionHistoryRequestTradeBarDoesNotThrowsException (line 296) | [Test] method ExplicitTickResolutionHistoryRequestTradeBarApiThrowsException (line 305) | [Test] method VerifyReceivedDataBasedOnHistoryResolutionOnly (line 312) | [TestCase(Resolution.Tick, Resolution.Tick, true)] method VerifyHistorySupportsSpecificDataTypes (line 373) | [Test] method TickResolutionPeriodBasedHistoryRequestThrowsException (line 394) | [TestCase(Language.CSharp)] method TickResolutionHistoryRequestTradeBarApiThrowsException (line 428) | [Test] method GetsTickResolutionHistoricalDataWithoutATickSubscription (line 441) | [TestCase(Language.CSharp)] method TimeSpanHistoryRequestIsCorrectlyBuilt (line 506) | [TestCase(Resolution.Second, Language.CSharp, true)] method BarCountHistoryRequestIsCorrectlyBuilt (line 617) | [TestCaseSource(nameof(BarCountHistoryRequestTestCases))] method TickHistoryRequestIgnoresFillForward (line 693) | [TestCase(Language.CSharp, true)] method GetLastKnownPriceOfIlliquidAsset_RealData (line 734) | [Test] method GetLastKnownPriceOfIlliquidAsset_TestData (line 750) | [Test] method GetLastKnownPricesEquity (line 771) | [Test] method GetLastKnownPricesUsesCorrectResolution (line 784) | [TestCase(Resolution.Daily)] method GetLastKnownPricesCustomData (line 815) | [TestCase(Language.CSharp)] method GetLastKnownPriceEquity (line 871) | [Test] method GetLastKnownPriceOption (line 882) | [Test] method GetLastKnownPricesOption (line 893) | [Test] method GetLastKnownPriceFuture (line 907) | [Test] method GetLastKnownPricesFuture (line 918) | [Test] method TickResolutionOpenInterestHistoryRequestIsNotFilteredWhenRequestedExplicitly (line 932) | [TestCase(Language.CSharp)] method TickResolutionOpenInterestHistoryRequestIsFilteredByDefault_SingleSymbol (line 989) | [TestCase(Language.CSharp)] method TickResolutionOpenInterestHistoryRequestIsFilteredByDefault_MultipleSymbols (line 1041) | [TestCase(Language.CSharp)] method SubscriptionHistoryRequestWithDifferentDataMappingMode (line 1101) | [TestCase(Language.CSharp)] method HistoryThrowsForUnsupportedDataNormalizationMode_Equity (line 1171) | [TestCase(DataNormalizationMode.BackwardsRatio, Language.CSharp)] method HistoryThrowsForUnsupportedDataNormalizationMode_Future (line 1213) | [TestCase(DataNormalizationMode.Adjusted, Language.CSharp)] method HistoryDoesNotThrowForSupportedDataNormalizationMode_Equity (line 1254) | [TestCase(DataNormalizationMode.Raw, Language.CSharp)] method HistoryDoesNotThrowForSupportedDataNormalizationMode_Future (line 1297) | [TestCase(DataNormalizationMode.Raw, Language.CSharp)] method SubscriptionHistoryRequestWithDifferentDataNormalizationModes_Equity (line 1340) | [TestCase(Language.CSharp)] method SubscriptionHistoryRequestWithDifferentDataNormalizationModes_Future (line 1361) | [TestCase(Language.CSharp)] method SubscriptionHistoryRequestForContinuousContractsWithDifferentDepthOffsets (line 1383) | [TestCase(Language.CSharp)] method GetHistoryWithCustomDataType (line 1459) | [TestCase(Language.CSharp)] method GetHistoryFromPythonWithCSharpCustomDataType (line 1568) | [Test] method GetHistoryWithCustomDataAndNormalizationMode (line 1627) | [Test] method GetHistoryWithCustomDataAndDataMappingMode (line 1666) | [Test] method GetHistoryWithCustomDataAndContractDepthOffset (line 1704) | [Test] method GetsHistoryWithGivenBarType (line 1744) | [TestCase(Language.CSharp)] method HistoryCallsGetSameTickCount (line 1818) | [Test] method PricesAreProperlyAdjustedForScaledRawHistoryRequest (line 1836) | [Test] method HistoryRequestWithFillForward (line 1898) | [TestCase(Language.CSharp, Resolution.Second, true, 23400, 23400, 23400)] method HistoryRequestWithExtendedMarketHours (line 2083) | [TestCase(Language.CSharp, Resolution.Minute, true, 60)] method HistoryRequestWithExtendedMarketHoursTickResolution (line 2280) | [TestCase(Language.CSharp, true, 4023, 800)] // 4023, 800 method HistoryRequestWithDataMappingMode (line 2461) | [TestCase(Language.CSharp, Resolution.Daily, 51)] method HistoryRequestWithDataNormalizationMode (line 2711) | [TestCaseSource(nameof(GetHistoryWithDataNormalizationModeTestCases))] method HistoryRequestWithContracDepthOffsets (line 2962) | [TestCase(Language.CSharp, Resolution.Daily, 61)] method HistoryRequestFactoryGetsTheRightStartTimeForBarCount (line 3192) | [TestCase(Resolution.Hour, false, false, 7)] method DefaultAlwaysOpenMarketHoursForBaseSecurityType (line 3239) | [TestCase(Language.CSharp)] method PythonCustomDataThrowing (line 3305) | [Test] method PythonUniverseHistoryDataFramesAreFlattened (line 3329) | [Test] method CSharpCustomUniverseHistoryDataFramesHaveExpectedFormat (line 3400) | [Test] method PythonCustomUniverseHistoryDataFramesHaveExpectedFormat (line 3432) | [Test] method PythonCustomUniverseHistoryCanBeFetchedUsingCSharpApi (line 3480) | [Test] method PythonCustomDataHistoryCanBeFetchedUsingCSharpApi (line 3535) | [Test] method HistoryHandlesSymbolChangedEventsCorrectly (line 3580) | [TestCase(true)] method OpenInterestHistoryOnlyContainsDataDuringRegularTradingHours (line 3619) | [Test] method OpenInterestReturnsConsistentResultsWithOrWithoutContract (line 3650) | [TestCase(true, Resolution.Tick, true, false, false)] method TickHistoryReturnsConsistentResultsWithOrWithoutContract (line 3723) | [TestCase(true, Resolution.Tick, true, false, false)] method TickHistoryReturnsConsistentResultsWithOrWithoutEquity (line 3813) | [TestCase(true, Resolution.Tick, true)] method GetCustomNonOptionDataHistoryForOptionConfigTestCases (line 3877) | private static IEnumerable GetCustomNonOptionDataHistory... method DoesNotThrowForCustomNonOptionDataHistoryForOptionConfig (line 3888) | [TestCaseSource(nameof(GetCustomNonOptionDataHistoryForOptionConfigTes... method GetHistoryRequestFromNonTradableDateTestCases (line 3923) | private static IEnumerable GetHistoryRequestFromNonTrada... method GetsRightSliceCountForDailyPeriodHisotryRequestFromNonTradableDate (line 3942) | [TestCaseSource(nameof(GetHistoryRequestFromNonTradableDateTestCases))] method DailyFuturesHistoryDoesNotIncludeSundaysAndReturnsCorrectSliceCountForPeriod (line 3950) | [Test] method HistoryRequestUsesSecurityConfigOrExplicitValues (line 3971) | [TestCase(false)] method TickHistoryRequestsForFuturesShouldReturnSameDataCount (line 4043) | [TestCase(Resolution.Tick)] class CustomTestHistoryProvider (line 4089) | private class CustomTestHistoryProvider : SubscriptionDataReaderHistor... method GetHistory (line 4093) | public override IEnumerable GetHistory(IEnumerable(dynamic df, dyna... method AssertDesNotThrowPythonException (line 4241) | private static void AssertDesNotThrowPythonException(Action action) class ThrowingHistoryProvider (line 4253) | private class ThrowingHistoryProvider : HistoryProviderBase method GetHistory (line 4257) | public override IEnumerable GetHistory(IEnumerable GetHistory(IEnumerable(IEnume... method CheckThatHistoryResultsHaveEqualBarCount (line 4464) | private static void CheckThatHistoryResultsHaveEqualBarCount(List(List history) method AssertCustomDataTypeHistory (line 4549) | private static void AssertCustomDataTypeHistory(List(List history, int e... method AssertHistoryResultCount (line 4579) | private static void AssertHistoryResultCount(PyObject history, int exp... method AssertHistoryResultResolution (line 4589) | private static void AssertHistoryResultResolution(IEnumerable GetHistoryDataFrameIndex(PyObject history) method GetSymbolsFromHistoryDataFrameIndex (line 4614) | private static List GetSymbolsFromHistoryDataFrameIndex(List GetTimesFromHistoryDataFrameIndex(List GetDataFrameDictionary(PyObjec... method AssertFillForwardedHistoryTimes (line 4644) | private static void AssertFillForwardedHistoryTimes(Symbol symbol, Lis... method AssertFillForwardHistoryData (line 4673) | private static void AssertFillForwardHistoryData(List histor... method AssertFillForwardHistoryData (line 4691) | private static void AssertFillForwardHistoryData(List history, ... method AssertFillForwardHistoryData (line 4703) | private static void AssertFillForwardHistoryData(List his... method AssertFillForwardHistoryResults (line 4725) | private static void AssertFillForwardHistoryResults(List histor... method AssertFillForwardHistoryResults (line 4735) | private static void AssertFillForwardHistoryResults(List... method AssertExtendedMarketHistoryResults (line 4823) | private static void AssertExtendedMarketHistoryResults(List ... method AssertExtendedMarketHistoryResults (line 4834) | private static void AssertExtendedMarketHistoryResults(List his... method AssertExtendedMarketHistoryResults (line 4845) | private static void AssertExtendedMarketHistoryResults(List hist... method AssertExtendedMarketHistoryResults (line 4868) | private static void AssertExtendedMarketHistoryResults(List, IIndicatorWarmU... method TestIndicator (line 664) | public TestIndicator() : base("Pepe") method ComputeNextValue (line 671) | protected override decimal ComputeNextValue(QuoteBar input) class CustomIndicator (line 679) | private class CustomIndicator : IndicatorBase, IIndicatorWar... method CustomIndicator (line 684) | public CustomIndicator() : base("Pepe") method ComputeNextValue (line 686) | protected override decimal ComputeNextValue(QuoteBar input) method SupportsConversionToIndicatorBaseBaseDataCorrectly (line 693) | [Test] method IchimokuIndicatorHistoryDataFrameDoesNotContainNaNInCurrentColumn (line 748) | [Test] method CanRegisterIndicatorsWithPythonSelector (line 770) | [Test] method IndicatorHelperMethodsWorkWithPythonSelectors (line 806) | [TestCase("abands", "symbol, 2", false)] FILE: Tests/Algorithm/AlgorithmInitializeTests.cs class AlgorithmInitializeTests (line 29) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method Validates_SetEndTime (line 39) | [TestCase(true)] method Validates_SetBrokerageModel_AddForex (line 56) | [Test] method Validates_SetBrokerageModel_IB_AddForex (line 73) | [Test] method Validates_AddForex_SetBrokerageModel (line 90) | [Test] method Validates_SetBrokerageModel_AddForexWithLeverage (line 107) | [Test] method Validates_AddForexWithLeverage_SetBrokerageModel (line 125) | [Test] method Validates_SetSecurityInitializer_AddForex (line 143) | [Test] method Validates_AddForex_SetSecurityInitializer (line 164) | [Test] method Validates_SetSecurityInitializer_AddForexWithLeverage (line 186) | [Test] method Validates_AddForexWithLeverage_SetSecurityInitializer (line 208) | [Test] method Validates_SetSecurityInitializer_AddForex_SetBrokerageModel (line 231) | [Test] method Validates_SetSecurityInitializer_SetBrokerageModel_AddForex (line 254) | [Test] method Validates_SetBrokerageModel_SetSecurityInitializer_AddForex (line 277) | [Test] method Validates_SetBrokerageModel_AddForex_SetSecurityInitializer (line 300) | [Test] method Validates_AddForex_SetSecurityInitializer_SetBrokerageModel (line 323) | [Test] method Validates_AddForex_SetBrokerageModel_SetSecurityInitializer (line 346) | [Test] method Validates_SetSecurityInitializer_AddForexWithLeverage_SetBrokerageModel (line 369) | [Test] method Validates_SetSecurityInitializer_SetBrokerageModel_AddForexWithLeverage (line 392) | [Test] method Validates_SetBrokerageModel_SetSecurityInitializer_AddForexWithLeverage (line 416) | [Test] method Validates_SetBrokerageModel_AddForexWithLeverage_SetSecurityInitializer (line 440) | [Test] method Validates_AddForexWithLeverage_SetSecurityInitializer_SetBrokerageModel (line 463) | [Test] method Validates_AddForexWithLeverage_SetBrokerageModel_SetSecurityInitializer (line 486) | [Test] method GetAlgorithm (line 509) | private QCAlgorithm GetAlgorithm() FILE: Tests/Algorithm/AlgorithmLiveTradingTests.cs class AlgorithmLiveTradingTests (line 34) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method SetHoldingsTakesIntoAccountPendingMarketOrders (line 37) | [Test] class NullBrokerage (line 76) | public class NullBrokerage : IBrokerage method Dispose (line 78) | public virtual void Dispose() {} method GetOpenOrders (line 93) | public List GetOpenOrders() { return new List(); } method GetAccountHoldings (line 94) | public List GetAccountHoldings() { return new List(); } method GetCashBalance (line 95) | public List GetCashBalance() { return new List... method PlaceOrder (line 96) | public bool PlaceOrder(Order order) { return true; } method UpdateOrder (line 97) | public bool UpdateOrder(Order order) { return true; } method CancelOrder (line 98) | public bool CancelOrder(Order order) { return true; } method Connect (line 99) | public void Connect() {} method Disconnect (line 100) | public void Disconnect() {} method GetHistory (line 103) | public virtual IEnumerable GetHistory(HistoryRequest request... method ShouldPerformCashSync (line 107) | public bool ShouldPerformCashSync(DateTime currentTimeUtc) { return fa... method PerformCashSync (line 108) | public bool PerformCashSync(IAlgorithm algorithm, DateTime currentTime... method OnOrderEvent (line 110) | public void OnOrderEvent(OrderEvent orderEvent) FILE: Tests/Algorithm/AlgorithmNamingTests.cs class AlgorithmNamingTest (line 25) | [TestFixture, Parallelizable(ParallelScope.All)] method SetAlgorithmNameUsingPropertySetter (line 30) | private static void SetAlgorithmNameUsingPropertySetter(QCAlgorithm al... method SetAlgorithmNameUsingSetMethod (line 35) | private static void SetAlgorithmNameUsingSetMethod(QCAlgorithm algorit... method TestSettingAlgorithmName (line 40) | private static void TestSettingAlgorithmName(Action tickets, Split split) method CanExecuteOrder (line 300) | public bool CanExecuteOrder(Security security, Order order) method CanSubmitOrder (line 305) | public bool CanSubmitOrder(Security security, Order order, out Broke... method CanUpdateOrder (line 310) | public bool CanUpdateOrder(Security security, Order order, UpdateOrd... method GetBenchmark (line 315) | public IBenchmark GetBenchmark(SecurityManager securities) method GetBuyingPowerModel (line 320) | public IBuyingPowerModel GetBuyingPowerModel(Security security) method GetBuyingPowerModel (line 325) | public IBuyingPowerModel GetBuyingPowerModel(Security security, Acco... method GetFeeModel (line 330) | public IFeeModel GetFeeModel(Security security) method GetFillModel (line 335) | public IFillModel GetFillModel(Security security) method GetLeverage (line 340) | public decimal GetLeverage(Security security) method GetMarginInterestRateModel (line 345) | public IMarginInterestRateModel GetMarginInterestRateModel(Security ... method GetSettlementModel (line 350) | public ISettlementModel GetSettlementModel(Security security) method GetSettlementModel (line 355) | public ISettlementModel GetSettlementModel(Security security, Accoun... method GetShortableProvider (line 360) | public IShortableProvider GetShortableProvider(Security security) method GetSlippageModel (line 365) | public ISlippageModel GetSlippageModel(Security security) FILE: Tests/Algorithm/AlgorithmSetHoldingsTests.cs class AlgorithmSetHoldingsTests (line 29) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] class TestSecurityMarginModel (line 33) | public class TestSecurityMarginModel : SecurityMarginModel method TestSecurityMarginModel (line 35) | public TestSecurityMarginModel(decimal leverage) : base(leverage) { } method GetInitialMarginRequiredForOrder (line 37) | public new decimal GetInitialMarginRequiredForOrder( method GetMarginRemaining (line 43) | public new decimal GetMarginRemaining(SecurityPortfolioManager portf... type Position (line 49) | public enum Position { Zero = 0, Long = 1, Short = -1 } type FeeType (line 50) | public enum FeeType { None, Small, Large, InteractiveBrokers } type PriceMovement (line 51) | public enum PriceMovement { Static, RisingSmall, FallingSmall, RisingL... class Permuter (line 69) | public class Permuter method Permute (line 71) | private static void Permute(T[] row, int index, IReadOnlyList> data, List result) method Run (line 126) | [Test, TestCaseSource(nameof(TestParameters))] method Update (line 244) | private static void Update(Security security, decimal price) FILE: Tests/Algorithm/AlgorithmSettingsTest.cs class AlgorithmSettingsTest (line 27) | [TestFixture, Parallelizable(ParallelScope.All)] method DefaultTrueValueOfLiquidateWorksCorrectly (line 30) | [Test] method DisablingLiquidateWorksCorrectly (line 42) | [Test] method SettingSetHoldingsBufferWorksCorrectly (line 55) | [Test] method DefaultValueOfSetHoldingsBufferWorksCorrectly (line 67) | [Test] method ReturnUniqueTradingDayPerYearDependOnBrokerageName (line 82) | [TestCase(BrokerageName.FTX, 365)] method ReturnCustomTradingDayPerYearIndependentlyFromBrokerageName (line 117) | [TestCase(BrokerageName.Bybit, 202, 365)] method ReturnTradingDayPerYearWithoutSetBrokerage (line 131) | [TestCase(252, null)] method InitializeAndGetFakeOrderProcessor (line 147) | private FakeOrderProcessor InitializeAndGetFakeOrderProcessor(QCAlgori... FILE: Tests/Algorithm/AlgorithmSubscriptionManagerRemoveConsolidatorTests.cs class AlgorithmSubscriptionManagerRemoveConsolidatorTests (line 26) | [TestFixture, Parallelizable(ParallelScope.All)] method RemoveConsolidatorClearsEventHandlers (line 29) | [Test] FILE: Tests/Algorithm/AlgorithmTradingTests.cs class AlgorithmTradingTests (line 38) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method SetHoldings_ZeroToLong (line 70) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ZeroToLong_SmallConstantFeeStructure (line 82) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ZeroToLong_HighConstantFeeStructure (line 95) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ZeroToShort (line 109) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ZeroToShort_SmallConstantFeeStructure (line 121) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ZeroToShort_HighConstantFeeStructure (line 133) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToLonger (line 147) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToLonger_SmallConstantFeeStructure (line 163) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToLonger_HighConstantFeeStructure (line 179) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongerToLong (line 195) | [Test, TestCaseSource(nameof(TestParameters))] method PrecisionFailureAdjustment (line 223) | [Test] method SetHoldings_LongerToLong_SmallConstantFeeStructure (line 239) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongerToLong_HighConstantFeeStructure (line 261) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToZero (line 283) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToZero_SmallConstantFeeStructure (line 299) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToZero_HighConstantFeeStructure (line 315) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToShort (line 331) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToShort_SmallConstantFeeStructure (line 348) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToShort_HighConstantFeeStructure (line 365) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_HalfLongToFullShort (line 382) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_HalfLongToFullShort_SmallConstantFeeStructure (line 399) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_HalfLongToFullShort_HighConstantFeeStructure (line 416) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToZero (line 434) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToZero_SmallConstantFeeStructure (line 450) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToZero_HighConstantFeeStructure (line 466) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToShorter (line 482) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToShorter_SmallConstantFeeStructure (line 505) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToShorter_HighConstantFeeStructure (line 527) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToLong (line 549) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToLong_SmallConstantFeeStructure (line 565) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToLong_HighConstantFeeStructure (line 581) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_HalfLongToHalfShort_DifferentMargins (line 597) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_HalfLongToHalfShort_SmallConstantFeeStructure_DifferentMargins (line 615) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_HalfLongToHalfShort_HighConstantFeeStructure_DifferentMargins (line 633) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_HalfLongToFullShort_DifferentMargins (line 651) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_HalfLongToFullShort_SmallConstantFeeStructure_DifferentMargins (line 668) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_HalfLongToFullShort_HighConstantFeeStructure_DifferentMargins (line 685) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_HalfLongToFull2xShort_DifferentMargins (line 703) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_HalfLongToFull2xShort_SmallConstantFeeStructure_DifferentMargins (line 721) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_HalfLongToFull2xShort_HighConstantFeeStructure_DifferentMargins (line 739) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_ZeroToFullShort_SmallConstantFeeStructure_DifferentMargins (line 757) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_ZeroToAlmostFullShort_SmallConstantFeeStructure_DifferentMargins (line 771) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_ZeroToFullLong_SmallConstantFeeStructure_DifferentMargins (line 785) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_ZeroToAlmostFullLong_SmallConstantFeeStructure_DifferentMargins (line 799) | [Test, TestCaseSource(nameof(TestParametersDifferentMargins))] method SetHoldings_LongFixed_PriceRise (line 818) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongFixed_PriceRise_SmallConstantFeeStructure (line 845) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongFixed_PriceRise_HighConstantFeeStructure (line 872) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToLonger_PriceRise (line 900) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToLonger_PriceRise_SmallConstantFeeStructure (line 926) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToLonger_PriceRise_HighConstantFeeStructure (line 952) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongerToLong_PriceRise (line 978) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_LongToShort_PriceRise (line 1005) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToShorter_PriceRise (line 1030) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToLong_PriceRise_ZeroValue (line 1060) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortToLong_PriceRise (line 1085) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_ShortFixed_PriceFall (line 1121) | [Test, TestCaseSource(nameof(TestParameters))] method SetHoldings_Long_RoundOff (line 1150) | [Test] method SetHoldings_Short_RoundOff (line 1176) | [Test] method SetHoldings_Long_ToZero_RoundOff (line 1202) | [Test] method SetHoldingsReturnsOrderTicketsTest (line 1324) | [TestCaseSource(nameof(SetHoldingReturnsOrderTicketsTestCases))] method OrderQuantityConversionTest (line 1378) | [Test] method LiquidateWorksAsExpected (line 1455) | [TestCaseSource(nameof(LiquidateWorksAsExpectedTestCases))] method MarketOrdersAreSupportedForFuturesOnExtendedMarketHours (line 1559) | [Test] method MarketOnOpenOrdersNotSupportedForFutures (line 1612) | [Test] method OptionOrdersAreNotAllowedDuringASplit (line 1624) | [Test] method GoodTilDateTimeInForceNotSupportedForMOOAndMOCOrders (line 1646) | [TestCase(OrderType.MarketOnOpen)] method EuropeanOptionsCannotBeExercisedBeforeExpiry (line 1674) | [Test] method ComboOrderPreChecks (line 1698) | [Test] method ComboOrderLegsRatiosAreValidated (line 1734) | [TestCase(new int[] { 1, 2 }, false)] method MarketOnCloseOrdersSubmissionTimeCheck (line 1771) | [Test] method GetAlgorithm (line 1803) | private QCAlgorithm GetAlgorithm(out Security msft, decimal leverage, ... method GetAlgorithm (line 1822) | private QCAlgorithm GetAlgorithm(out Security msft, decimal initialMar... method Update (line 1838) | private void Update(Security security, decimal close) method HasSufficientBuyingPowerForOrder (line 1851) | private bool HasSufficientBuyingPowerForOrder(decimal orderQuantity, S... FILE: Tests/Algorithm/AlgorithmUniverseSettingsTests.cs class AlgorithmUniverseSettingsTests (line 26) | [TestFixture] method CheckUniverseSelectionSecurityDataNormalizationMode (line 29) | [TestCase(DataNormalizationMode.Raw)] method CheckManualSecurityDataNormalizationModePersistence (line 58) | [Test] method CheckManualSecurityDataNormalizationModePersistenceAfterUniverseSetting (line 89) | [Test] method GetAlgorithmAndDataManager (line 130) | private Tuple GetAlgorithmAndDataManager() FILE: Tests/Algorithm/AlgorithmWarmupTests.cs class AlgorithmWarmupTests (line 38) | [TestFixture] method TearDown (line 43) | [TearDown] method WarmupDifferentResolutions (line 49) | [TestCase(Resolution.Tick, SecurityType.Forex)] method WarmUpInternalSubscriptions (line 117) | [Test] method WarmUpUniverseSelection (line 135) | [Test] method WarmUpPythonIndicatorProperly (line 153) | [Test] method WarmupStartDate_NoAsset (line 200) | [TestCase(false)] method WarmupStartDate_Equity_BarCount (line 223) | [TestCase(false)] method WarmupStart_Equivalents (line 250) | [TestCase(0)] method WarmupEndTime (line 298) | [TestCase("UTC")] method WarmupResolutionPython (line 321) | [Test] method WarmupResolutionPythonPassThrough (line 348) | [TestCase(false)] class TestSetupHandler (line 384) | private class TestSetupHandler : AlgorithmRunner.RegressionSetupHandle... method CreateAlgorithmInstance (line 388) | public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePack... class TestWarmupAlgorithm (line 395) | private class TestWarmupAlgorithm : QCAlgorithm method TestWarmupAlgorithm (line 408) | public TestWarmupAlgorithm(Resolution resolution, TimeSpan warmupPer... method Initialize (line 414) | public override void Initialize() method OnData (line 435) | public override void OnData(Slice data) FILE: Tests/Algorithm/CashModelAlgorithmTradingTests.cs class CashModelAlgorithmTradingTests (line 32) | [TestFixture, Parallelizable(ParallelScope.All)] method SetHoldings_ZeroToLong (line 42) | [Test] method SetHoldings_ZeroToLong_SmallConstantFeeStructure (line 54) | [Test] method SetHoldings_ZeroToLong_HighConstantFeeStructure (line 67) | [Test] method SetHoldings_ZeroToShort (line 81) | [Test] method SetHoldings_ZeroToShort_SmallConstantFeeStructure (line 91) | [Test] method SetHoldings_ZeroToShort_HighConstantFeeStructure (line 101) | [Test] method SetHoldings_LongToLonger (line 111) | [Test] method SetHoldings_LongToFullLong (line 127) | [Test] method SetHoldings_LongToLonger_SmallConstantFeeStructure (line 144) | [Test] method SetHoldings_LongToLonger_HighConstantFeeStructure (line 161) | [Test] method SetHoldings_LongerToLong (line 177) | [Test] method SetHoldings_LongerToLong_SmallConstantFeeStructure (line 193) | [Test] method SetHoldings_LongerToLong_HighConstantFeeStructure (line 209) | [Test] method SetHoldings_LongToZero (line 225) | [Test] method SetHoldings_LongToZero_SmallConstantFeeStructure (line 241) | [Test] method SetHoldings_LongToZero_HighConstantFeeStructure (line 257) | [Test] method SetHoldings_LongToShort (line 273) | [Test] method SetHoldings_LongToShort_SmallConstantFeeStructure (line 287) | [Test] method SetHoldings_LongToShort_HighConstantFeeStructure (line 301) | [Test] method SetHoldings_HalfLongToFullShort (line 315) | [Test] method SetHoldings_HalfLongToFullShort_SmallConstantFeeStructure (line 329) | [Test] method SetHoldings_HalfLongToFullShort_HighConstantFeeStructure (line 343) | [Test] method SetHoldings_LongFixed_PriceRise (line 361) | [Test] method SetHoldings_LongFixed_PriceRise_SmallConstantFeeStructure (line 393) | [Test] method SetHoldings_LongFixed_PriceRise_HighConstantFeeStructure (line 420) | [Test] method SetHoldings_LongToLonger_PriceRise (line 447) | [Test] method SetHoldings_LongToLonger_PriceRise_SmallConstantFeeStructure (line 473) | [Test] method SetHoldings_LongToLonger_PriceRise_HighConstantFeeStructure (line 499) | [Test] method SetHoldings_LongerToLong_PriceRise (line 525) | [Test] method SetHoldings_LongToShort_PriceRise (line 552) | [Test] method SetHoldings_ZeroToFullLong (line 571) | [Test] method SetHoldings_Long_TooBigOfATarget (line 584) | [Test] method SetHoldings_PriceRise_VolatilityCoveredByBuffer (line 597) | [Test] method SetHoldings_PriceRise_VolatilityNotCoveredByBuffer (line 614) | [Test] method OrderQuantityConversionTest (line 632) | [TestCase(SecurityType.Forex)] method GetAlgorithm (line 707) | private static QCAlgorithm GetAlgorithm(out Security security, decimal... method Update (line 740) | private static void Update(CashBook cashBook, Security security, decim... FILE: Tests/Algorithm/Framework/Alphas/BasePairsTradingAlphaModelTests.cs class BasePairsTradingAlphaModelTests (line 25) | [TestFixture] method CreateCSharpAlphaModel (line 33) | protected override IAlphaModel CreateCSharpAlphaModel() method InitializeAlgorithm (line 38) | protected override void InitializeAlgorithm(QCAlgorithm algorithm) method GetExpectedModelName (line 45) | protected override string GetExpectedModelName(IAlphaModel model) method CreatePythonAlphaModel (line 50) | protected override IAlphaModel CreatePythonAlphaModel() method ExpectedInsights (line 60) | protected override IEnumerable ExpectedInsights() FILE: Tests/Algorithm/Framework/Alphas/CommonAlphaModelTests.cs class CommonAlphaModelTests (line 40) | public abstract class CommonAlphaModelTests method Initialize (line 44) | [OneTimeSetUp] method AddAlphaModel (line 56) | [Test] method InsightsGenerationTest (line 124) | [Test] method AddedSecuritiesTest (line 183) | [Test] method RemovedSecuritiesTest (line 199) | [Test] method ModelNameTest (line 219) | [Test] method CreateCSharpAlphaModel (line 238) | protected abstract IAlphaModel CreateCSharpAlphaModel(); method CreatePythonAlphaModel (line 243) | protected abstract IAlphaModel CreatePythonAlphaModel(); method ExpectedInsights (line 248) | protected abstract IEnumerable ExpectedInsights(); method GetExpectedModelName (line 263) | protected abstract string GetExpectedModelName(IAlphaModel model); method InitializeAlgorithm (line 268) | protected virtual void InitializeAlgorithm(QCAlgorithm algorithm) method CreateSlices (line 277) | protected virtual IEnumerable CreateSlices() method SetUpHistoryProvider (line 322) | protected void SetUpHistoryProvider() method GetSliceDateTimes (line 344) | private List GetSliceDateTimes(int maxCount) method TryCreateModel (line 377) | private bool TryCreateModel(Language language, out IAlphaModel model) FILE: Tests/Algorithm/Framework/Alphas/ConstantAlphaModelTests.cs class ConstantAlphaModelTests (line 27) | [TestFixture] method CreateCSharpAlphaModel (line 36) | protected override IAlphaModel CreateCSharpAlphaModel() => new Constan... method CreatePythonAlphaModel (line 38) | protected override IAlphaModel CreatePythonAlphaModel() method ConstructorWithWeightOnlySetsWeightCorrectly (line 48) | [TestCase(Language.CSharp)] method GetPrivateField (line 83) | private static object GetPrivateField(object obj, string fieldName) method ExpectedInsights (line 89) | protected override IEnumerable ExpectedInsights() method GetExpectedModelName (line 94) | protected override string GetExpectedModelName(IAlphaModel model) FILE: Tests/Algorithm/Framework/Alphas/EmaCrossAlphaModelTests.cs class EmaCrossAlphaModelTests (line 28) | [TestFixture] method CreateCSharpAlphaModel (line 31) | protected override IAlphaModel CreateCSharpAlphaModel() => new EmaCros... method CreatePythonAlphaModel (line 33) | protected override IAlphaModel CreatePythonAlphaModel() method ExpectedInsights (line 43) | protected override IEnumerable ExpectedInsights() method GetExpectedModelName (line 54) | protected override string GetExpectedModelName(IAlphaModel model) method WarmsUpProperly (line 59) | [Test] method PythonVersionWarmsUpProperly (line 98) | [Test] FILE: Tests/Algorithm/Framework/Alphas/InsightCollectionTests.cs class InsightCollectionTests (line 24) | [TestFixture] method InsightCollectionShouldBeAbleToBeConvertedToListWithoutStackOverflow (line 29) | [Test] method HasActiveInsights (line 47) | [Test] method GetNextExpiryTime (line 61) | [Test] method TryGetValue (line 77) | [Test] method KeyNotFoundException (line 91) | [Test] method Contains (line 101) | [Test] method Addition (line 119) | [Test] method GetInsights (line 143) | [Test] method Removal (line 157) | [Test] method ExpiredRemoval (line 183) | [Test] method IndexAccess (line 202) | [Test] method AddRange (line 222) | [Test] method ClearSymbols (line 239) | [Test] method GetTestInsight (line 258) | private static List GetTestInsight() FILE: Tests/Algorithm/Framework/Alphas/InsightManagerTests.cs class InsightManagerTests (line 25) | [TestFixture] method ExpireSameTime (line 30) | [TestCase(false)] method ExpireBySymbol (line 55) | [TestCase(false)] method ExpireByInsight (line 82) | [TestCase(false)] method GetInsights (line 111) | private static Insight[] GetInsights() FILE: Tests/Algorithm/Framework/Alphas/MacdAlphaModelTests.cs class MacdAlphaModelTests (line 28) | [TestFixture] method CreateCSharpAlphaModel (line 31) | protected override IAlphaModel CreateCSharpAlphaModel() => new MacdAlp... method CreatePythonAlphaModel (line 33) | protected override IAlphaModel CreatePythonAlphaModel() method ExpectedInsights (line 43) | protected override IEnumerable ExpectedInsights() method GetExpectedModelName (line 54) | protected override string GetExpectedModelName(IAlphaModel model) method MacdAlphaModelWarmsUpProperly (line 59) | [Test] method PythonMacdAlphaModelWarmsUpProperly (line 92) | [Test] FILE: Tests/Algorithm/Framework/Alphas/RsiAlphaModelTests.cs class RsiAlphaModelTests (line 24) | [TestFixture] method CreateCSharpAlphaModel (line 27) | protected override IAlphaModel CreateCSharpAlphaModel() => new RsiAlph... method CreatePythonAlphaModel (line 29) | protected override IAlphaModel CreatePythonAlphaModel() method ExpectedInsights (line 39) | protected override IEnumerable ExpectedInsights() method GetExpectedModelName (line 48) | protected override string GetExpectedModelName(IAlphaModel model) FILE: Tests/Algorithm/Framework/Alphas/Serialization/InsightJsonConverterTests.cs class InsightJsonConverterTests (line 26) | [TestFixture, Parallelizable(ParallelScope.All)] method DeserializesInsightWithoutScore (line 41) | [Test] method DeserializesInsightWithScore (line 67) | [Test] method SerializesInsightWithoutScore (line 91) | [TestCase(true)] method SerializesInsightWithScore (line 101) | [TestCase(true)] method SerializesOldInsightWithMissingCreatedTime (line 111) | [Test] method SerializesInsightWithTag (line 123) | [TestCase(true)] method SerializesInsightWithoutTag (line 133) | [TestCase(true)] method DeserializesInsightWithTag (line 143) | [Test] method DeserializesInsightWithoutTag (line 151) | [Test] FILE: Tests/Algorithm/Framework/Alphas/TestEmaCrossAlphaModel.cs class TestEmaCrossAlphaModel (line 21) | class TestEmaCrossAlphaModel : EmaCrossAlphaModel method GetSymbolData (line 27) | public Dictionary GetSymbolData() FILE: Tests/Algorithm/Framework/Alphas/TestMacdAlphaModel.cs class TestMacdAlphaModel (line 21) | class TestMacdAlphaModel: MacdAlphaModel method GetSymbolData (line 27) | public Dictionary GetSymbolData() FILE: Tests/Algorithm/Framework/Execution/ImmediateExecutionModelTests.cs class ImmediateExecutionModelTests (line 39) | [TestFixture] method OrdersAreNotSubmittedWhenNoTargetsToExecute (line 42) | [TestCase(Language.CSharp)] method OrdersAreSubmittedImmediatelyForTargetsToExecute (line 67) | [TestCase(Language.CSharp, new[] { 270d, 260d, 250d }, 0, 1, 10)] method PartiallyFilledOrdersAreTakenIntoAccount (line 138) | [TestCase(Language.CSharp)] method NonFilledAsyncOrdersAreTakenIntoAccount (line 183) | [TestCase(Language.CSharp)] method LotSizeIsRespected (line 231) | [TestCase(Language.CSharp, -1)] method CustomPythonExecutionModelDoesNotRequireOnOrderEventMethod (line 267) | [Test] method GetExecutionModel (line 284) | private static IExecutionModel GetExecutionModel(Language language, bo... method GetAndSetBrokerageTransactionHandler (line 300) | internal static BrokerageTransactionHandler GetAndSetBrokerageTransact... FILE: Tests/Algorithm/Framework/Execution/SpreadExecutionModelTests.cs class SpreadExecutionModelTests (line 34) | [TestFixture] method OrdersAreNotSubmittedWhenNoTargetsToExecute (line 37) | [TestCase(Language.CSharp)] method OrdersAreSubmittedWhenRequiredForTargetsToExecute (line 64) | [TestCase(Language.CSharp, 240, 1, 10)] method FillsOnTradesOnlyRespectingExchangeOpen (line 128) | [TestCase(Language.CSharp, 1, 10, true)] method OnSecuritiesChangeDoesNotThrow (line 183) | [TestCase(Language.CSharp, MarketDataType.TradeBar)] method GetExecutionModel (line 224) | private static IExecutionModel GetExecutionModel(Language language) FILE: Tests/Algorithm/Framework/Execution/StandardDeviationExecutionModelTests.cs class StandardDeviationExecutionModelTests (line 36) | [TestFixture] method OrdersAreNotSubmittedWhenNoTargetsToExecute (line 39) | [TestCase(Language.CSharp)] method OrdersAreSubmittedWhenRequiredForTargetsToExecute (line 66) | [TestCase(Language.CSharp, new[] { 270d, 260d, 250d }, 240, 1, 10)] method OnSecuritiesChangeDoesNotThrow (line 140) | [TestCase(Language.CSharp, new[] { 270d, 260d, 250d }, MarketDataType.... method GetExecutionModel (line 187) | private static IExecutionModel GetExecutionModel(Language language) FILE: Tests/Algorithm/Framework/Execution/VolumeWeightedAveragePriceExecutionModelTests.cs class VolumeWeightedAveragePriceExecutionModelTests (line 37) | [TestFixture] method OrdersAreNotSubmittedWhenNoTargetsToExecute (line 40) | [TestCase(Language.CSharp)] method OrdersAreSubmittedWhenRequiredForTargetsToExecute (line 66) | [TestCase(Language.CSharp, new[] { 270d, 260d, 250d }, 5000, 1, 10)] method GetExecutionModel (line 149) | private static IExecutionModel GetExecutionModel(Language language) FILE: Tests/Algorithm/Framework/FrameworkModelsPythonInheritanceTests.cs class FrameworkModelsPythonInheritanceTests (line 32) | [TestFixture] method ManualUniverseSelectionModelCanBeInherited (line 35) | [Test] method FundamentalUniverseSelectionModelCanBeInherited (line 69) | [Test] method PythonCanInheritFromFundamentalUniverseSelectionModelAndOverrideMethods (line 105) | [Test] method PythonCanInheritFromBasePairsTradingAlphaModelAndOverrideMethods (line 188) | [Test] FILE: Tests/Algorithm/Framework/InsightTests.cs class InsightTests (line 26) | [TestFixture, Parallelizable(ParallelScope.All)] method HasReferenceTypeEqualitySemantics (line 29) | [Test] method SurvivesRoundTripSerializationUsingJsonConvert (line 39) | [Test] method CancelInsight (line 69) | [Test] method SerializationUsingJsonConvertTrimsEstimatedValue (line 84) | [Test] method SurvivesRoundTripCopy (line 100) | [Test] method GroupAssignsGroupId (line 130) | [Test] method GroupThrowsExceptionIfInsightAlreadyHasGroupId (line 147) | [Test] method SetPeriodAndCloseTimeUsingResolutionBarCount (line 155) | [Test] method SetPeriodAndCloseTimeUsingPeriod (line 185) | [Test] method SetPeriodAndCloseTimeUsingCloseTime (line 214) | [Test] method SetPeriodAndCloseTimeUsingExpiryEndOfDay (line 250) | [Test] method SetPeriodAndCloseTimeUsingExpiryEndOfWeek (line 264) | [Test] method SetPeriodAndCloseTimeUsingExpiryEndOfMonth (line 286) | [Test] method SetPeriodAndCloseTimeUsingExpiryOneMonth (line 308) | [Test] method SetPeriodAndCloseTimeUsingExpiryFuncOrDateTime (line 330) | private void SetPeriodAndCloseTimeUsingExpiryFuncOrDateTime(Insight in... method ComputeCloseTimeHandlesFractionalDays (line 342) | [Test] method ComputeCloseTimeHandlesFractionalHours (line 354) | [Test] method ComputeCloseHandlesOffsetHourOverMarketClosuresUsingTimeSpan (line 366) | [Test] method ComputeCloseHandlesOffsetHourOverMarketClosuresUsingResolutionBarCount (line 378) | [Test] method SetPeriodAndCloseTimeThrowsWhenGeneratedTimeUtcNotSet (line 390) | [Test] method SetPeriodAndCloseTimeDoesNotThrowWhenGeneratedTimeUtcIsSet (line 400) | [Test] method IsExpiredUsesOpenIntervalSemantics (line 411) | [Test] method IsActiveUsesClosedIntervalSemantics (line 423) | [Test] method ConstructorsSetsCorrectValues (line 435) | [Test] method AssertInsigthValues (line 466) | private static void AssertInsigthValues(Insight insight, Symbol symbol... FILE: Tests/Algorithm/Framework/NotifiedSecurityChangesTests.cs class NotifiedSecurityChangesTests (line 27) | [TestFixture] method UpdateCallsDisposeOnDisposableInstances (line 30) | [Test] class Disposable (line 57) | private class Disposable : IDisposable method Disposable (line 62) | public Disposable(Symbol symbol) method Dispose (line 66) | public void Dispose() FILE: Tests/Algorithm/Framework/Portfolio/AccumulativeInsightPortfolioConstructionModelTests.cs class AccumulativeInsightPortfolioConstructionModelTests (line 34) | [TestFixture] method SetUp (line 41) | [SetUp] method EmptyInsightsReturnsEmptyTargets (line 64) | [Test] method InsightsReturnsTargetsConsistentWithDirection (line 76) | [Test] method LongTermInsightCanceledByNew (line 98) | [Test] method LongTermInsightAccumulatesByNew (line 135) | [Test] method FlatUndoesAccumulation (line 169) | [Test] method InsightExpirationUndoesAccumulationBySteps (line 210) | [Test] method RespectsRebalancingPeriod (line 251) | [TestCase(Language.Python, InsightDirection.Up)] method InsightExpirationUndoesAccumulation (line 300) | [Test] method WeightsProportionally (line 333) | [Test] method GeneratesTargetsForInsightsWithNoConfidence (line 359) | [Test] method GeneratesNormalTargetForZeroInsightConfidence (line 375) | [Test] method PortfolioBiasIsRespected (line 398) | [TestCase(Language.CSharp, PortfolioBias.Long)] method GetSecurity (line 449) | private Security GetSecurity(Symbol symbol) method GetInsight (line 463) | private Insight GetInsight(Symbol symbol, InsightDirection direction, ... method SetPortfolioConstruction (line 473) | private void SetPortfolioConstruction(Language language, QCAlgorithm a... method SetUtcTime (line 498) | private void SetUtcTime(DateTime dateTime) method AssertTargets (line 503) | private void AssertTargets(IEnumerable expectedTarge... FILE: Tests/Algorithm/Framework/Portfolio/BaseWeightingPortfolioConstructionModelTests.cs class BaseWeightingPortfolioConstructionModelTests (line 31) | [TestFixture] method SetUp (line 40) | [OneTimeSetUp] method TearDown (line 46) | [TearDown] method AutomaticallyRemoveInvestedWithoutNewInsights (line 50) | [Test] method DelistedSecurityEmitsFlatTargetWithoutNewInsights (line 77) | [Test] method DoesNotReturnTargetsIfSecurityPriceIsZero (line 99) | [Test] method DoesNotThrowWithAlternativeOverloads (line 117) | [Test] method EmptyInsightsReturnsEmptyTargets (line 127) | [Test] method LongTermInsightPreservesPosition (line 137) | [Test] method AutomaticallyRemoveInvestedWithNewInsights (line 166) | [Test] method DelistedSecurityEmitsFlatTargetWithNewInsights (line 175) | [Test] method FlatDirectionNotAccountedToAllocation (line 184) | [TestCase(Language.CSharp, InsightDirection.Up)] method GetPortfolioConstructionModel (line 192) | public abstract IPortfolioConstructionModel GetPortfolioConstructionMo... method GetInsight (line 194) | public abstract Insight GetInsight(Symbol symbol, InsightDirection dir... method AssertTargets (line 196) | public void AssertTargets(IEnumerable expectedTarget... method GetSecurity (line 209) | protected Security GetSecurity(Symbol symbol) => method GetTargetsForSPY (line 220) | public virtual List GetTargetsForSPY() method SetPortfolioConstruction (line 225) | protected void SetPortfolioConstruction(Language language, dynamic par... method SetUtcTime (line 241) | protected void SetUtcTime(DateTime dateTime) => Algorithm.SetDateTime(... FILE: Tests/Algorithm/Framework/Portfolio/BlackLittermanOptimizationPortfolioConstructionModelTests.cs class BlackLittermanOptimizationPortfolioConstructionModelTests (line 35) | [TestFixture] method SetUp (line 42) | [SetUp] method EmptyInsightsReturnsEmptyTargets (line 82) | [Test] method OneViewTest (line 95) | [Test] method TwoViewsTest (line 134) | [Test] method OneViewDimensionTest (line 171) | [Test] method TwoViewsDimensionTest (line 202) | [Test] method IgnoresInsightsWithInvalidMagnitudeValue (line 236) | [Test] method PortfolioBiasIsRespected (line 285) | [TestCase(Language.CSharp, PortfolioBias.Long)] method NewSymbolPortfolioConstructionModelDoesNotThrow (line 320) | [Test] method GetSecurity (line 356) | private Security GetSecurity(Symbol symbol, Resolution resolution) method GetSymbol (line 372) | private Symbol GetSymbol(string ticker) => Symbol.Create(ticker, Secur... method GetInsight (line 374) | private Insight GetInsight(string SourceModel, string ticker, double m... method SetPortfolioConstruction (line 385) | private void SetPortfolioConstruction(Language language, PortfolioBias... method SetUtcTime (line 410) | private void SetUtcTime(DateTime dateTime) class BLOPCM (line 415) | private class BLOPCM : BlackLittermanOptimizationPortfolioConstruction... method BLOPCM (line 417) | public BLOPCM(IPortfolioOptimizer optimizer, PortfolioBias portfolio... method GetEquilibriumReturns (line 422) | public override double[] GetEquilibriumReturns(double[,] returns, ou... method TestTryGetViews (line 444) | public bool TestTryGetViews(ICollection insights, out doubl... method OnSecuritiesChanged (line 449) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu... method GetPythonBLOPCM (line 455) | private string GetPythonBLOPCM() method Clear (line 496) | private void Clear() => _algorithm.Insights.Clear(_algorithm.Securitie... class NewSymbolPortfolioConstructionModel (line 498) | private class NewSymbolPortfolioConstructionModel : BlackLittermanOpti... method CreateTargets (line 502) | public override IEnumerable CreateTargets(QCAlgori... method OnSecuritiesChanged (line 526) | public override void OnSecuritiesChanged(QCAlgorithm algorithm, Secu... FILE: Tests/Algorithm/Framework/Portfolio/ConfidenceWeightedPortfolioConstructionModelTests.cs class ConfidenceWeightedPortfolioConstructionModelTests (line 35) | [TestFixture] method SetUp (line 42) | [OneTimeSetUp] method TearDown (line 64) | [TearDown] method EmptyInsightsReturnsEmptyTargets (line 67) | [Test] method InsightsReturnsTargetsConsistentWithDirection (line 79) | [Test] method FlatDirectionNotAccountedToAllocation (line 102) | [TestCase(Language.CSharp, InsightDirection.Up)] method AutomaticallyRemoveInvestedWithNewInsights (line 140) | [Test] method AutomaticallyRemoveInvestedWithoutNewInsights (line 182) | [Test] method LongTermInsightPreservesPosition (line 209) | [Test] method DelistedSecurityEmitsFlatTargetWithoutNewInsights (line 238) | [Test] method DelistedSecurityEmitsFlatTargetWithNewInsights (line 260) | [Test] method WeightsProportionally (line 299) | [Test] method GeneratesNoTargetsForInsightsWithNoConfidence (line 327) | [Test] method GeneratesZeroTargetForZeroInsightConfidence (line 343) | [Test] method DoesNotThrowWithAlternativeOverloads (line 360) | [Test] method GetSecurity (line 370) | private Security GetSecurity(Symbol symbol) method GetInsight (line 384) | private Insight GetInsight(Symbol symbol, InsightDirection direction, ... method SetPortfolioConstruction (line 394) | private void SetPortfolioConstruction(Language language, QCAlgorithm a... method SetUtcTime (line 420) | private void SetUtcTime(DateTime dateTime) method AssertTargets (line 425) | private void AssertTargets(IEnumerable expectedTarge... FILE: Tests/Algorithm/Framework/Portfolio/EqualWeightingPortfolioConstructionModelTests.cs class EqualWeightingPortfolioConstructionModelTests (line 29) | [TestFixture] method SetUp (line 36) | [OneTimeSetUp] method AutomaticallyRemoveInvestedWithNewInsights (line 57) | [Test] method DelistedSecurityEmitsFlatTargetWithNewInsights (line 103) | [Test] method FlatDirectionNotAccountedToAllocation (line 148) | [TestCase(Language.CSharp, InsightDirection.Up)] method InsightsReturnsTargetsConsistentWithDirection (line 185) | [Test] method GetInsight (line 218) | public override Insight GetInsight(Symbol symbol, InsightDirection dir... method GetPortfolioConstructionModel (line 228) | public override IPortfolioConstructionModel GetPortfolioConstructionMo... FILE: Tests/Algorithm/Framework/Portfolio/InsightWeightingPortfolioConstructionModelTests.cs class InsightWeightingPortfolioConstructionModelTests (line 26) | [TestFixture] method WeightsProportionally (line 33) | [Test] method GeneratesNoTargetsForInsightsWithNoWeight (line 60) | [Test] method GeneratesZeroTargetForZeroInsightWeight (line 76) | [Test] method GetPortfolioConstructionModel (line 93) | public override IPortfolioConstructionModel GetPortfolioConstructionMo... method GetInsight (line 108) | public override Insight GetInsight(Symbol symbol, InsightDirection dir... method GetTargetsForSPY (line 118) | public override List GetTargetsForSPY() FILE: Tests/Algorithm/Framework/Portfolio/LongOnlyEqualWeightingPortfolioConstructionModelTests.cs class LongOnlyEqualWeightingPortfolioConstructionModelTests (line 23) | [TestFixture] method GetPortfolioConstructionModel (line 28) | public override IPortfolioConstructionModel GetPortfolioConstructionMo... method GetTargetsForSPY (line 43) | public override List GetTargetsForSPY() FILE: Tests/Algorithm/Framework/Portfolio/LongOnlyInsightWeightingPortfolioConstructionModelTests.cs class LongOnlyInsightWeightingPortfolioConstructionModelTests (line 23) | [TestFixture] method GetPortfolioConstructionModel (line 28) | public override IPortfolioConstructionModel GetPortfolioConstructionMo... method GetTargetsForSPY (line 43) | public override List GetTargetsForSPY() FILE: Tests/Algorithm/Framework/Portfolio/MaximumSharpeRatioPortfolioOptimizerTests.cs class MaximumSharpeRatioPortfolioOptimizerTests (line 24) | [TestFixture] method SetUp (line 27) | [OneTimeSetUp] method CreateOptimizer (line 79) | protected override IPortfolioOptimizer CreateOptimizer() method OptimizeWeightings (line 84) | [TestCase(0)] method OptimizeWeightingsSpecifyingLowerBoundAndRiskFreeRate (line 97) | [TestCase(0)] method SingleSecurityPortfolioReturnsNaN (line 108) | [Test] method EqualWeightingsWhenNoSolutionFound (line 122) | [Test] method BoundariesAreNotViolated (line 137) | [Test] FILE: Tests/Algorithm/Framework/Portfolio/MeanReversionPortfolioConstructionModelTest.cs class MeanReversionPortfolioConstructionModelTests (line 34) | [TestFixture] method SetUp (line 42) | [SetUp] method DoesNotReturnTargetsIfSecurityPriceIsZero (line 73) | [TestCase(Language.CSharp)] method PortfolioBiasIsRespected (line 88) | [TestCase(Language.CSharp, PortfolioBias.Long)] method CorrectWeightings (line 115) | [TestCase(Language.CSharp, InsightDirection.Up, InsightDirection.Up, n... method CumulativeSum (line 148) | [Test] method GetPriceRelatives (line 159) | [Test] method GetPriceRelativesPython (line 187) | [Test] method GetPriceRelativesWithInsightMagnitude (line 221) | [Test] method GetPriceRelativesWithInsightMagnitudePython (line 242) | [Test] method SimplexProjection (line 269) | [TestCase(1)] method SimplexProjectionPython (line 298) | [TestCase(1)] method GeneratePortfolioTargets (line 335) | private IEnumerable GeneratePortfolioTargets(Languag... method SetPortfolioConstruction (line 358) | protected void SetPortfolioConstruction(Language language, PortfolioBi... method GetPortfolioConstructionModel (line 372) | public IPortfolioConstructionModel GetPortfolioConstructionModel(Langu... class TestMeanReversionPortfolioConstructionModel (line 388) | private class TestMeanReversionPortfolioConstructionModel : MeanRevers... method TestMeanReversionPortfolioConstructionModel (line 390) | public TestMeanReversionPortfolioConstructionModel() method TestGetPriceRelatives (line 395) | public double[] TestGetPriceRelatives(List insights) FILE: Tests/Algorithm/Framework/Portfolio/MeanVarianceOptimizationPortfolioConstructionModelTests.cs class MeanVarianceOptimizationPortfolioConstructionModelTests (line 34) | [TestFixture] method SetUp (line 40) | [SetUp] method Clear (line 66) | private void Clear() => _algorithm.Insights.Clear(_algorithm.Securitie... method PortfolioBiasIsRespected (line 68) | [TestCase(Language.CSharp, PortfolioBias.Long, 0.1, -0.1)] method CorrectWeightings (line 91) | [TestCase(Language.CSharp, InsightDirection.Up, InsightDirection.Up, 0... method DoesNotReturnTargetsIfNoInsightMagnitude (line 119) | [Test] method ObeyBudgetConstraint (line 137) | [TestCase(Language.CSharp, InsightDirection.Up, InsightDirection.Up, 0... method PythonConstructorWorksWithDifferentArguments (line 156) | [TestCase(1)] method PythonConstructorWorksWithDifferentArgumentRebalance (line 210) | [TestCase("timeDelta")] method PythonConstructorWorksWithDifferentOptimizers (line 225) | [TestCase("CustomPortfolioOptimizer")] method PythonConstructorFailsWhenOptimizerTypeIsInvalid (line 251) | [Test] method SetPortfolioConstruction (line 268) | protected void SetPortfolioConstruction(Language language, PortfolioBi... method GetPortfolioConstructionModel (line 282) | public IPortfolioConstructionModel GetPortfolioConstructionModel(Langu... method GeneratePortfolioTargets (line 298) | private IEnumerable GeneratePortfolioTargets(Languag... FILE: Tests/Algorithm/Framework/Portfolio/MinimumVariancePortfolioOptimizerTests.cs class MinimumVariancePortfolioOptimizerTests (line 24) | [TestFixture] method Setup (line 29) | [OneTimeSetUp] method CreateOptimizer (line 104) | protected override IPortfolioOptimizer CreateOptimizer() method OptimizeWeightings (line 109) | [TestCase(0)] method OptimizeWeightingsSpecifyingTargetReturns (line 118) | [TestCase(4)] method EqualWeightingsWhenNoSolutionFound (line 135) | [TestCase(0)] method BoundariesAreNotViolated (line 146) | [TestCase(0)] method SingleSecurityPortfolioReturnsOne (line 169) | [Test] FILE: Tests/Algorithm/Framework/Portfolio/PortfolioConstructionModelPythonWrapperTests.cs class PortfolioConstructionModelPythonWrapperTests (line 29) | [TestFixture] method PythonCompleteImplementation (line 32) | [Test] method PythonDoesNotImplementDetermineTargetPercent (line 100) | [Test] FILE: Tests/Algorithm/Framework/Portfolio/PortfolioConstructionModelTests.cs class PortfolioConstructionModelTests (line 31) | [TestFixture] method SetUp (line 36) | [SetUp] method RebalanceFunctionPeriodDue (line 42) | [TestCase(Language.Python)] method RebalanceFunctionSecurityChanges (line 78) | [TestCase(Language.Python)] method RebalanceFunctionNewInsights (line 120) | [TestCase(Language.Python)] method RebalanceFunctionInsightExpiration (line 156) | [TestCase(Language.Python)] method NoRebalanceFunction (line 189) | [TestCase(Language.Python)] method RebalanceFunctionNull (line 235) | [TestCase(Language.Python)] method RebalanceFunctionDateRules (line 301) | [TestCase(Language.Python)] method RebalanceFunctionTimeSpan (line 341) | [TestCase(Language.Python, 2)] class TestPortfolioConstructionModel (line 399) | class TestPortfolioConstructionModel : PortfolioConstructionModel method TestPortfolioConstructionModel (line 401) | public TestPortfolioConstructionModel(IDateRule dateRule) method TestPortfolioConstructionModel (line 406) | public TestPortfolioConstructionModel(Func func ... method TestPortfolioConstructionModel (line 411) | public TestPortfolioConstructionModel(Func func) method SetRebalancingFunc (line 416) | public new void SetRebalancingFunc(PyObject rebalancingFunc) method IsRebalanceDueWrapper (line 421) | public bool IsRebalanceDueWrapper(DateTime now, Insight[] insights) method SetNextExpiration (line 426) | public void SetNextExpiration(DateTime nextExpiration) FILE: Tests/Algorithm/Framework/Portfolio/PortfolioOptimizerPythonWrapperTests.cs class PortfolioOptimizerPythonWrapperTests (line 23) | [TestFixture] method OptimizeIsCalled (line 26) | [Test] method WrapperThrowsIfOptimizerDoesNotImplementInterface (line 55) | [Test] FILE: Tests/Algorithm/Framework/Portfolio/PortfolioOptimizerTestsBase.cs class PortfolioOptimizerTestsBase (line 24) | public abstract class PortfolioOptimizerTestsBase method CreateOptimizer (line 34) | protected abstract IPortfolioOptimizer CreateOptimizer(); method OptimizeWeightings (line 36) | public virtual void OptimizeWeightings(int testCaseNumber) method EmptyPortfolioReturnsEmptyArrayOfDouble (line 48) | [Test] FILE: Tests/Algorithm/Framework/Portfolio/PortfolioTargetCollectionTests.cs class PortfolioTargetCollectionTests (line 29) | [TestFixture] method TryGetValue (line 34) | [Test] method IndexAccess (line 47) | [Test] method Count (line 70) | [Test] method IsEmpty (line 84) | [Test] method AddRange (line 97) | [Test] method RemoveTargetRespectsReference (line 116) | [Test] method AddContainsAndRemoveWork (line 130) | [Test] method ClearFulfilledDoesNotRemoveUnreachedTarget (line 143) | [Test] method ClearRemovesUnreachedTarget (line 161) | [Test] method ClearFulfilledRemovesPositiveTarget (line 178) | [Test] method ClearFulfilledRemovesNegativeTarget (line 196) | [Test] method OrderByMarginImpactDoesNotReturnTargetsWithNoData (line 214) | [Test] method OrderByMarginImpactReturnsExpectedTargets (line 232) | [Test] method OrderByMarginImpactDoesNotReturnTargetsForWhichUnorderedQuantityIsZeroBecauseTargetIsZero (line 252) | [Test] method OrderByMarginImpactDoesNotReturnTargetsForWhichUnorderedQuantityIsZeroBecauseTargetReached (line 271) | [Test] method OrderByMarginImpactDoesNotReturnTargetsForWhichUnorderedQuantityIsZeroBecauseOpenOrder (line 292) | [Test] method GetAlgorithm (line 317) | private QCAlgorithm GetAlgorithm(IOrderProcessor orderProcessor) class FakeSecurityHolding (line 325) | private class FakeSecurityHolding : SecurityHolding method FakeSecurityHolding (line 327) | public FakeSecurityHolding(Security security) : method SetQuantity (line 331) | public void SetQuantity(int quantity) class FakeAlgorithm (line 337) | private class FakeAlgorithm : QCAlgorithm method FakeAlgorithm (line 339) | public FakeAlgorithm() FILE: Tests/Algorithm/Framework/Portfolio/PortfolioTargetTests.cs class PortfolioTargetTests (line 26) | [TestFixture] method PercentInvokesBuyingPowerModelAndAddsInExistingHoldings (line 29) | [Test] method PercentReturnsNullIfPriceIsZero (line 55) | [Test] method PercentReturnsNullIfBuyingPowerModelError (line 73) | [Test] method PercentIgnoresExtremeValuesBasedOnSettings (line 97) | [TestCase(-3, true)] FILE: Tests/Algorithm/Framework/Portfolio/ReturnsSymbolDataTests.cs class ReturnsSymbolDataTests (line 34) | [TestFixture] method ReturnsDoesNotThrowIndexOutOfRangeException (line 37) | [Test] method ReturnsDoesNotThrowKeyAlreadyExistsException (line 68) | [Test] method ReturnsSymbolDataMatrixIsSimilarToPandasDataFrame (line 81) | [Test] method DuplicateKeyPortfolioConstructionModelDoesNotThrow (line 112) | [Test] method GetHistory (line 151) | private List GetHistory(IEnumerable symbols, bool odd) method GetExpectedValue (line 175) | private double GetExpectedValue(List history) class DuplicateKeyPortfolioConstructionModel (line 211) | private class DuplicateKeyPortfolioConstructionModel : IPortfolioConst... method CreateTargets (line 215) | public IEnumerable CreateTargets(QCAlgorithm algor... method OnSecuritiesChanged (line 232) | public void OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChang... FILE: Tests/Algorithm/Framework/Portfolio/RiskParityPortfolioConstructionModelTests.cs class RiskParityPortfolioConstructionModelTests (line 34) | [TestFixture] method SetUp (line 40) | [SetUp] method DoesNotReturnTargetsIfSecurityPriceIsZero (line 67) | [TestCase(Language.CSharp)] method PortfolioBiasIsRespected (line 84) | [TestCase(Language.CSharp, PortfolioBias.Long)] method CorrectWeightings (line 127) | [TestCase(Language.CSharp)] method SetPortfolioConstruction (line 158) | protected void SetPortfolioConstruction(Language language, PortfolioBi... method GetPortfolioConstructionModel (line 172) | public IPortfolioConstructionModel GetPortfolioConstructionModel(Langu... FILE: Tests/Algorithm/Framework/Portfolio/RiskParityPortfolioOptimizerTests.cs class RiskParityPortfolioOptimizerTests (line 25) | [TestFixture] method SetUp (line 32) | [SetUp] method TestForExtremeNumberOfVariablesRiskParityNewtonMethodOptimization (line 80) | [TestCase(1)] method TestRiskParityNewtonMethodOptimizationWeightings (line 98) | [TestCase(1)] method TestOptimizeWeightings (line 117) | [TestCase(1)] method JaggedArrayTo2DArray (line 139) | private T[,] JaggedArrayTo2DArray(T[][] source) class TestRiskParityPortfolioOptimizer (line 152) | private class TestRiskParityPortfolioOptimizer : RiskParityPortfolioOp... method TestRiskParityPortfolioOptimizer (line 154) | public TestRiskParityPortfolioOptimizer() method TestOptimization (line 159) | public double[] TestOptimization(int numOfVar, double[,] covariance,... FILE: Tests/Algorithm/Framework/Portfolio/SectorWeightingPortfolioConstructionModelTests.cs class SectorWeightingPortfolioConstructionModelTests (line 34) | [TestFixture] method SetUp (line 41) | [OneTimeSetUp] method AutomaticallyRemoveInvestedWithNewInsights (line 92) | [Test] method DelistedSecurityEmitsFlatTargetWithNewInsights (line 145) | [Test] method FlatDirectionNotAccountedToAllocation (line 195) | [TestCase(Language.CSharp, InsightDirection.Up)] method WeightsBySectorProportionally (line 237) | [Test] method GetInsight (line 274) | public override Insight GetInsight(Symbol symbol, InsightDirection dir... method GetPortfolioConstructionModel (line 284) | public override IPortfolioConstructionModel GetPortfolioConstructionMo... class TestFundamentalDataProvider (line 299) | private class TestFundamentalDataProvider : IFundamentalDataProvider method TestFundamentalDataProvider (line 303) | public TestFundamentalDataProvider(Dictionary(DateTime time, SecurityIdentifier securityIdentifier... method Get (line 315) | private dynamic Get(DateTime time, SecurityIdentifier securityIdenti... method Initialize (line 329) | public void Initialize(IDataProvider dataProvider, bool liveMode) FILE: Tests/Algorithm/Framework/Portfolio/SignalExportTargetTests.cs class SignalExportTargetTests (line 33) | [TestFixture] method SendsTargetsToCollective2Appropriately (line 36) | [TestCaseSource(nameof(SendsTargetsToCollective2AppropriatelyTestCases))] method Collective2SignalExportManagerDoesNotLogMoreThanOnceWhenUnknownMarket (line 63) | [Test] method Collective2SignalExportManagerDoesNotLogMoreThanOnceWhenUnknownSecurityType (line 92) | [Test] method Collective2ConvertsPercentageToQuantityAppropriately (line 120) | [Test] method SendsTargetsToCrunchDAOAppropriately (line 173) | [Test] method CrunchDAOSignalExportReturnsFalseWhenSymbolIsNotAllowed (line 200) | [Test] method CrunchDAOSignalExportReturnsFalseWhenPortfolioTargetListIsEmpty (line 227) | [Test] method SendsTargetsToNumeraiAppropriately (line 238) | [Test] method NumeraiReturnsFalseWhenSymbolIsNotAllowed (line 265) | [Test] method NumeraiReturnsFalseWhenNumberOfTargetsIsLessThanTen (line 288) | [Test] method SignalExportManagerGetsCorrectPortfolioTargetArray (line 310) | [TestCase(SecurityType.Equity, "SPY", 68)] method SignalExportManagerDoesNotThrowOnZeroPrice (line 339) | [Test] method SignalExportManagerHandlesIndexOptions (line 358) | [Test] method SignalExportManagerIgnoresIndexSecurities (line 398) | [Test] method SignalExportManagerSkipsNonTradeableFutures (line 416) | [TestCaseSource(nameof(SignalExportManagerSkipsNonTradeableFuturesTest... method SignalExportManagerReturnsFalseWhenNegativeTotalPortfolioValue (line 437) | [Test] method EmptySignalExportList (line 448) | [Test] method AddSymbols (line 514) | private static void AddSymbols(List symbols, QCAlgorithm algor... method CreateTradeBarConfig (line 530) | private static SubscriptionDataConfig CreateTradeBarConfig(Symbol symbol) class SignalExportManagerHandler (line 538) | private class SignalExportManagerHandler : SignalExportManager method SignalExportManagerHandler (line 540) | public SignalExportManagerHandler(IAlgorithm algorithm) : base(algor... method GetPortfolioTargets (line 550) | public bool GetPortfolioTargets(out PortfolioTarget[] targets) class Collective2SignalExportHandler (line 560) | private class Collective2SignalExportHandler : Collective2SignalExport method Collective2SignalExportHandler (line 562) | public Collective2SignalExportHandler(string apiKey, int systemId) :... method ConvertPercentageToQuantity (line 572) | public int ConvertPercentageToQuantity(IAlgorithm algorithm, Portfol... method GetMessageSent (line 583) | public string GetMessageSent(SignalExportTargetParameters parameters) class CrunchDAOSignalExportHandler (line 595) | private class CrunchDAOSignalExportHandler : CrunchDAOSignalExport method CrunchDAOSignalExportHandler (line 597) | public CrunchDAOSignalExportHandler(string apiKey, string model, str... method GetMessageSent (line 607) | public string GetMessageSent(SignalExportTargetParameters parameters) class NumeraiSignalExportHandler (line 617) | private class NumeraiSignalExportHandler : NumeraiSignalExport method NumeraiSignalExportHandler (line 619) | public NumeraiSignalExportHandler(string publicId, string secretId, ... method GetMessageSent (line 629) | public string GetMessageSent(SignalExportTargetParameters parameters) FILE: Tests/Algorithm/Framework/Portfolio/UnconstrainedMeanVariancePortfolioOptimizerTests.cs class UnconstrainedMeanVariancePortfolioOptimizerTests (line 22) | [TestFixture] method Setup (line 26) | [OneTimeSetUp] method CreateOptimizer (line 62) | protected override IPortfolioOptimizer CreateOptimizer() method OptimizeWeightings (line 67) | [TestCase(0)] FILE: Tests/Algorithm/Framework/QCAlgorithmFrameworkTests.cs class QCAlgorithmFrameworkTests (line 31) | [TestFixture] method SetsInsightGeneratedAndCloseTimes (line 34) | [Test] method DelistedSecuritiesInsightsTest (line 74) | [TestCase(true, 0)] class FakeAlpha (line 115) | class FakeAlpha : AlphaModel method Update (line 117) | public override IEnumerable Update(QCAlgorithm algorithm, S... class FakePortfolioConstruction (line 123) | class FakePortfolioConstruction : PortfolioConstructionModel method CreateTargets (line 126) | public override IEnumerable CreateTargets(QCAlgori... FILE: Tests/Algorithm/Framework/Risk/MaximumDrawdownPercentPerSecurityTests.cs class MaximumDrawdownPercentPerSecurityTests (line 28) | [TestFixture] method ReturnsExpectedPortfolioTarget (line 31) | [Test] FILE: Tests/Algorithm/Framework/Risk/MaximumDrawdownPercentPortfolioTests.cs class MaximumDrawdownPercentPortfolioTests (line 29) | [TestFixture] method ReturnsExpectedPortfolioTarget (line 32) | [Test] method ReturnsExpectedPortfolioTargetsAfterReset (line 67) | [TestCase(Language.CSharp)] method ReturnsMoreThanOnePortfolioTarget (line 86) | [TestCase(Language.CSharp)] method CreateAlgorithm (line 109) | private QCAlgorithm CreateAlgorithm(Language language, decimal maxDraw... method GetSecurity (line 133) | private Security GetSecurity(Symbol symbol, bool invested, decimal abs... FILE: Tests/Algorithm/Framework/Risk/TrailingStopRiskManagementModelTests.cs class TrailingStopRiskManagementModelTests (line 32) | [TestFixture] method ReturnsExpectedPortfolioTarget (line 35) | [Test, TestCaseSource(nameof(GenerateTestData))] method GenerateTestData (line 107) | static IEnumerable GenerateTestData() class TrailingStopRiskManagementModelTestParameters (line 235) | public class TrailingStopRiskManagementModelTestParameters method TrailingStopRiskManagementModelTestParameters (line 247) | public TrailingStopRiskManagementModelTestParameters( FILE: Tests/Algorithm/Framework/Selection/ETFConstituentsUniverseSelectionModelTests.cs class ETFConstituentsUniverseSelectionModelTests (line 29) | [TestFixture] method TestPythonAndCSharpImports (line 32) | [TestCase("from Selection.ETFConstituentsUniverseSelectionModel import... method ETFConstituentsUniverseSelectionModelWithVariousConstructor (line 58) | [TestCase("'SPY'")] method ETFConstituentsUniverseSelectionModelGetNoCachedSymbol (line 96) | [TestCase("TSLA")] method ETFConstituentsUniverseSelectionModelGetCachedSymbol (line 114) | [TestCase("SPY", "CACHED")] method ETFConstituentsUniverseSelectionModelTestAllConstructor (line 134) | [Test] method ETFConstituentsFilter (line 175) | private IEnumerable ETFConstituentsFilter(IEnumerable> ConvertToUnive... class TestFundamentalDataProvider (line 222) | private class TestFundamentalDataProvider : IFundamentalDataProvider method TestFundamentalDataProvider (line 226) | public TestFundamentalDataProvider(Dictionary industry... method Get (line 230) | public T Get(DateTime time, SecurityIdentifier securityIdentifier... method Get (line 239) | private dynamic Get(DateTime time, SecurityIdentifier securityIdenti... method Initialize (line 260) | public void Initialize(IDataProvider dataProvider, bool liveMode) FILE: Tests/Algorithm/UniverseDefinitionsTests.cs class UniverseDefinitionsTests (line 28) | [TestFixture] method ETFOverloadsAreAllUsable (line 31) | [TestCase(Language.CSharp)] method IndexOverloadsAreAllUsable (line 99) | [TestCase(Language.CSharp)] method AssertETFConstituentsUniverses (line 167) | private static void AssertETFConstituentsUniverses(List univ... method Filter (line 174) | private static IEnumerable Filter(IEnumerable GetHistory(IEnumerable settings, Proj... method RunLiveAlgorithm (line 732) | internal static int RunLiveAlgorithm(Api.Api apiClient, Dictionary WaitForReadLiveOrdersResponse(int proje... FILE: Tests/Api/ObjectStoreTests.cs class ObjectStoreTests (line 25) | [TestFixture, Explicit("Requires configured api access and available bac... method GetObjectStoreWorksAsExpected (line 31) | [TestCaseSource(nameof(GetObjectStoreWorksAsExpectedTestCases))] method GetObjectStorePropertiesWorksAsExpected (line 48) | [TestCase("/filename.zip", true)] method SetObjectStoreWorksAsExpected (line 69) | [Test] method DeleteObjectStoreWorksAsExpected (line 82) | [Test] method ListObjectStoreWorksAsExpected (line 111) | [Test] FILE: Tests/Api/OptimizationBacktestJsonConverterTests.cs class OptimizationBacktestJsonConverterTests (line 26) | [TestFixture] method SerializationNulls (line 59) | [Test] method Serialization (line 68) | [TestCase(1)] method SerializationWithCustomStatistics (line 130) | [Test] method Deserialization (line 185) | [TestCase(_validSerialization, false, 25)] FILE: Tests/Api/OptimizationTests.cs class OptimizationTests (line 34) | [TestFixture, Explicit("Requires configured api access")] method Deserialization (line 47) | [Test] method EstimateDeserialization (line 85) | [Test] method EstimateOptimization (line 94) | [Test] method CreateOptimization (line 129) | [Test] method ListOptimizations (line 140) | [Test] method ReadOptimization (line 155) | [Test] method AbortOptimization (line 168) | [Test] method UpdateOptimization (line 180) | [Test] method DeleteOptimization (line 192) | [Test] method GetProjectCompiledAndWithBacktest (line 204) | private int GetProjectCompiledAndWithBacktest(out Compile compile) method GetOptimization (line 239) | private BaseOptimization GetOptimization(out int projectId) method TestBaseOptimization (line 266) | private void TestBaseOptimization(BaseOptimization optimization) method TestOptimization (line 292) | private void TestOptimization(Optimization optimization) FILE: Tests/Api/OrganizationTests.cs class OrganizationTests (line 24) | [TestFixture, Explicit("Requires configured api access")] method ReadAccount (line 27) | [Test] method ReadOrganization (line 42) | [Test] FILE: Tests/Api/ParameterSetJsonConverterTests.cs class ParameterSetJsonConverterTests (line 23) | [TestFixture] method SerializationNulls (line 28) | [Test] method Serialization (line 37) | [Test] method Deserialization (line 52) | [TestCase("{}", 0)] FILE: Tests/Api/ProjectTests.cs class ProjectTests (line 34) | [TestFixture, Explicit("Requires configured api access and available bac... method ReadProject (line 65) | [Test] method Projects_CanBeCreatedAndDeleted_Successfully (line 79) | [Test] method CRUD_ProjectFiles_Successfully (line 104) | [Test] method RU_ProjectNodes_Successfully (line 169) | [Test] method CSharpProject_CreatedCompiledAndBacktested_Successully (line 209) | [Test] method PythonProject_CreatedCompiledAndBacktested_Successully (line 223) | [Test] method Perform_CreateCompileBackTest_Tests (line 235) | private void Perform_CreateCompileBackTest_Tests(string projectName, L... method ReadBacktestOrdersReportAndChart (line 339) | [Test] method UpdateBacktestName (line 407) | [Test] method ReadLiveInsightsWorksAsExpected (line 433) | [Test] method UpdatesBacktestTags (line 495) | [Test] method ReadBacktestInsightsWorksAsExpected (line 524) | [Test] method CreatesLiveAlgorithm (line 566) | [Test] method ReadVersionsWorksAsExpected (line 658) | [Test] method CreatesOptimization (line 668) | [Test] method GetTimestamp (line 752) | private static string GetTimestamp() method GetProjectAndCompileIdToReadInsights (line 757) | private void GetProjectAndCompileIdToReadInsights(out int projectId, o... method CSharpProject_CreatedCompiledAndBacktested_Unsuccessully (line 787) | [TestCase("Constructor")] method PythonProject_CreatedCompiledAndBacktested_Unsuccessully (line 818) | [TestCase("Constructor")] FILE: Tests/AssemblyInitialize.cs class AssemblyInitialize (line 35) | [SetUpFixture] method InitializeTestEnvironment (line 40) | [OneTimeSetUp] method AdjustCurrentDirectory (line 48) | public static void AdjustCurrentDirectory() method TryAddIconicDataSubTypes (line 88) | private static void TryAddIconicDataSubTypes() class MaintainLogHandlerAttribute (line 105) | [AttributeUsage(AttributeTargets.Assembly)] method MaintainLogHandlerAttribute (line 110) | public MaintainLogHandlerAttribute() method BeforeTest (line 119) | public void BeforeTest(ITest test) method AfterTest (line 127) | public void AfterTest(ITest test) method LoadLogHandler (line 142) | private static ILogHandler LoadLogHandler() FILE: Tests/Brokerages/Authentication/AccessTokenMetaDataResponseTests.cs class OAuthTokenResponseTests (line 23) | [TestFixture] method OAuthTokenResponseTokenTypeIsBearer (line 28) | [TestCase("{\"accessToken\":\"abc\",\"success\":true}", TokenType.Bear... FILE: Tests/Brokerages/Authentication/TokenHandlerTests.cs class TokenHandlerTests (line 26) | [TestFixture] method TokenHandlerThrowsWhenGetAccessTokenAlwaysFails (line 29) | [Test] method TokenHandlerInvokesAuthenticationFailedEventOnFinalFailure (line 42) | [Test] method TokenHandlerSendsRequestWithValidToken (line 59) | [Test] method TokenHandlerSendsRequestWithValidTokenAsync (line 74) | [Test] class CountingHandler (line 89) | private class CountingHandler : HttpMessageHandler method CountingHandler (line 96) | public CountingHandler(int failCount, HttpStatusCode failCode, HttpS... method SendAsync (line 103) | protected override Task SendAsync(HttpRequestMe... method Send (line 108) | protected override HttpResponseMessage Send(HttpRequestMessage reque... method AssertAuthorization (line 122) | private static void AssertAuthorization(HttpRequestMessage request) class ValidTokenHandler (line 129) | private class ValidTokenHandler : LeanTokenHandler method ValidTokenHandler (line 131) | public ValidTokenHandler(HttpMessageHandler innerHandler) method GetAccessToken (line 136) | public override LeanTokenCredentials GetAccessToken(CancellationToke... class AlwaysFailingTokenHandler (line 142) | private class AlwaysFailingTokenHandler : LeanTokenHandler ord... method ApplyUpdateOrderRequest (line 69) | protected void ApplyUpdateOrderRequest(Order order, UpdateOrderFields ... method ToString (line 80) | public abstract override string ToString(); FILE: Tests/Brokerages/BrokerageConcurrentMessageHandlerTests.cs class BrokerageConcurrentMessageHandlerTests (line 27) | [TestFixture] method MessagesHandledCorrectly (line 30) | [Test] method ProducersWaitUntilBufferIsNotFull (line 92) | [Test] method MessagesAreProcessedOnlyByLastConcurrentThread (line 151) | [Test] method StateIsMaintainedAfterExceptions (line 217) | [Test] FILE: Tests/Brokerages/BrokerageFactoryTests.cs class BrokerageFactoryTests (line 25) | [TestFixture] method ComposeBrokerageFactories (line 28) | [Test] FILE: Tests/Brokerages/BrokerageTests.cs class BrokerageTests (line 35) | public abstract class BrokerageTests method Setup (line 50) | [SetUp] method Teardown (line 70) | [TearDown] method InitializeBrokerage (line 108) | private IBrokerage InitializeBrokerage() method HandleOrderIdChangedEvents (line 150) | private void HandleOrderIdChangedEvents(object _, BrokerageOrderIdChan... method HandleEvents (line 159) | private void HandleEvents(object sender, List orderEvents) method CreateBrokerage (line 229) | protected abstract IBrokerage CreateBrokerage(IOrderProvider orderProv... method DisposeBrokerage (line 235) | protected virtual void DisposeBrokerage(IBrokerage brokerage) method LiquidateHoldings (line 246) | protected void LiquidateHoldings() method CancelOpenOrders (line 263) | protected void CancelOpenOrders() method GetOpenOrders (line 275) | private List GetOpenOrders() method IsAsync (line 319) | protected abstract bool IsAsync(); method IsCancelAsync (line 324) | protected virtual bool IsCancelAsync() method GetAskPrice (line 332) | protected abstract decimal GetAskPrice(Symbol symbol); method GetDefaultQuantity (line 337) | protected virtual decimal GetDefaultQuantity() method IsConnected (line 342) | [Test] method CancelComboOrders (line 348) | public virtual void CancelComboOrders(ComboLimitOrderTestParameters pa... method CancelOrders (line 357) | public virtual void CancelOrders(OrderTestParameters parameters) method LongFromZero (line 366) | public virtual void LongFromZero(OrderTestParameters parameters) method CloseFromLong (line 374) | public virtual void CloseFromLong(OrderTestParameters parameters) method ShortFromZero (line 386) | public virtual void ShortFromZero(OrderTestParameters parameters) method CloseFromShort (line 394) | public virtual void CloseFromShort(OrderTestParameters parameters) method ShortFromLong (line 406) | public virtual void ShortFromLong(OrderTestParameters parameters) method LongFromShort (line 423) | public virtual void LongFromShort(OrderTestParameters parameters) method LongCombo (line 440) | public virtual void LongCombo(ComboLimitOrderTestParameters parameters) method ShortCombo (line 454) | public virtual void ShortCombo(ComboLimitOrderTestParameters parameters) method LongFromZeroUpdateAndCancel (line 476) | public virtual void LongFromZeroUpdateAndCancel(OrderTestParameters pa... method GetCashBalanceContainsSomething (line 555) | [Test] method GetAccountHoldings (line 565) | [Test] method PartialFills (line 588) | [Test, Explicit("This test requires reading the output and selection o... method ModifyOrderUntilFilled (line 631) | protected virtual void ModifyOrderUntilFilled(Order order, OrderTestPa... method ModifyOrdersUntilFilled (line 636) | protected virtual void ModifyOrdersUntilFilled(IReadOnlyCollection PlaceOrderWaitForStatus(IReadOnly... method GetSubscriptionDataConfig (line 804) | protected static SubscriptionDataConfig GetSubscriptionDataConfig(S... method ProcessFeed (line 817) | protected static void ProcessFeed(IEnumerator enumerator, Ca... method GetMarketOrder (line 843) | private Order GetMarketOrder(Symbol symbol, decimal quantity) method SignalOrderStatusReached (line 857) | private void SignalOrderStatusReached(Order order, OrderStatus expecte... method CancelOrders (line 882) | private void CancelOrders(IReadOnlyCollection orders, OrderStat... FILE: Tests/Brokerages/ComboLimitOrderTestParameters.cs class ComboLimitOrderTestParameters (line 32) | public class ComboLimitOrderTestParameters : BaseOrderTestParameters method ComboLimitOrderTestParameters (line 68) | public ComboLimitOrderTestParameters( method CreateLongOrder (line 89) | public IReadOnlyCollection CreateLongOrder(decimal quantity) method CreateShortOrder (line 99) | public IReadOnlyCollection CreateShortOrder(decimal quantity) method CreateOrders (line 110) | private IReadOnlyCollection CreateOrders(decimal quantity,... method ModifyOrderToFill (line 142) | public virtual bool ModifyOrderToFill(IReadOnlyCollection order... method ToString (line 179) | public override string ToString() method CreateComboLimitOrder (line 190) | private ComboLimitOrder CreateComboLimitOrder(Leg leg, GroupOrderManag... FILE: Tests/Brokerages/DefaultBrokerageTests.cs class DefaultBrokerageTests (line 28) | public class DefaultBrokerageTests method GetsOrderPosition (line 30) | [TestCase(OrderDirection.Buy, 0, ExpectedResult = OrderPosition.BuyToO... class TestableBrokerage (line 41) | private class TestableBrokerage : Brokerage method TestableBrokerage (line 43) | public TestableBrokerage(string name) : base(name) method CancelOrder (line 49) | public override bool CancelOrder(Order order) method Connect (line 54) | public override void Connect() method Disconnect (line 59) | public override void Disconnect() method GetAccountHoldings (line 64) | public override List GetAccountHoldings() method GetCashBalance (line 69) | public override List GetCashBalance() method GetOpenOrders (line 74) | public override List GetOpenOrders() method PlaceOrder (line 79) | public override bool PlaceOrder(Order order) method UpdateOrder (line 84) | public override bool UpdateOrder(Order order) method GetOrderPositionPublic (line 89) | public static OrderPosition GetOrderPositionPublic(OrderDirection di... FILE: Tests/Brokerages/DowngradeErrorCodeToWarningBrokerageMessageHandlerTests.cs class DowngradeErrorCodeToWarningBrokerageMessageHandlerTests (line 22) | [TestFixture] method PatchesNonErrorMessagesToWrappedImplementation (line 25) | [Test] method PatchesErrorMessageNotMatchingCodeToWrappedImplementation (line 42) | [Test] method RewritesErrorMessageMatchingCodeAsWarning (line 55) | [Test] FILE: Tests/Brokerages/Exante/ExanteFeeModelTests.cs class ExanteFeeModelTests (line 27) | [TestFixture] method GetFeeModelTest (line 66) | [Test] method ReturnShortOrderMakerFees (line 93) | [Test] method ReturnShortOrderTakerFees (line 109) | [Test] method ReturnLongOrderMakerFees (line 125) | [Test] method ReturnLongOrderTakerFees (line 141) | [Test] FILE: Tests/Brokerages/Kraken/KrakenBrokerageModelTests.cs class KrakenBrokerageModelTests (line 26) | [TestFixture] method GetLeverageTest (line 45) | [Test] FILE: Tests/Brokerages/Kraken/KrakenFeeModelTests.cs class KrakenFeeModelTests (line 29) | [TestFixture] method GetFeeModelTest (line 116) | [Test] method ReturnShortOrderMakerFees (line 123) | [Test] method ReturnShortOrderTakerFees (line 138) | [Test] method ReturnLongOrderMakerFees (line 154) | [Test] method ReturnLongOrderTakerFees (line 170) | [Test] method ReturnLongFiatCoinFees (line 186) | [Test] FILE: Tests/Brokerages/LevelOneOrderBook/LevelOneMarketDataTests.cs class LevelOneMarketDataTests (line 22) | [TestFixture] method LevelOneMarketDataShouldNotRaiseEventWhenTimestampIsInvalid (line 29) | [TestCase(true)] method UpdateOpenInterestShouldRaiseEventBasedOnValuePresence (line 46) | [TestCase(false, null)] method UpdateLastTradeShouldRaiseEventBasedOnPriceAndQuantity (line 61) | [TestCase(false, null, null)] method UpdateLastTradeShouldTrackLatestTradeCorrectlyOnMultipleUpdates (line 77) | [TestCase(true, 1, 1, 2, 2)] method UpdateQuoteShouldRaiseEventBasedOnAskAndBid (line 107) | [TestCase(false, null, null, null, null)] method UpdateQuoteShouldTrackQuoteCorrectlyOnMultipleUpdates (line 124) | [TestCase(false, 1, 1, 1, 1, null, null, null, null)] method UpdateQuoteShouldIgnoreZeroSizeUpdatesCorrectly (line 148) | [TestCase(true, 2, 0, 2, 0)] method UpdateLastTradeShouldIgnoreZeroSizeUpdatesCorrectly (line 179) | [TestCase(true, 0, 2)] FILE: Tests/Brokerages/LimitIfTouchedOrderTestParameters.cs class LimitIfTouchedOrderTestParameters (line 22) | public class LimitIfTouchedOrderTestParameters : OrderTestParameters method LimitIfTouchedOrderTestParameters (line 27) | public LimitIfTouchedOrderTestParameters( method CreateShortOrder (line 40) | public override Order CreateShortOrder(decimal quantity) method CreateLongOrder (line 51) | public override Order CreateLongOrder(decimal quantity) method ModifyOrderToFill (line 62) | public override bool ModifyOrderToFill(IBrokerage brokerage, Order ord... method ToString (line 89) | public override string ToString() class NonUpdateableLimitIfTouchedOrderTestParameters (line 96) | public class NonUpdateableLimitIfTouchedOrderTestParameters : LimitIfTou... method NonUpdateableLimitIfTouchedOrderTestParameters (line 98) | public NonUpdateableLimitIfTouchedOrderTestParameters(Symbol symbol, d... FILE: Tests/Brokerages/LimitOrderTestParameters.cs class LimitOrderTestParameters (line 22) | public class LimitOrderTestParameters : OrderTestParameters method LimitOrderTestParameters (line 28) | public LimitOrderTestParameters(Symbol symbol, decimal highLimit, deci... method CreateShortOrder (line 37) | public override Order CreateShortOrder(decimal quantity) method CreateLongOrder (line 47) | public override Order CreateLongOrder(decimal quantity) method ModifyOrderToFill (line 57) | public override bool ModifyOrderToFill(IBrokerage brokerage, Order ord... method ToString (line 74) | public override string ToString() class NonUpdateableLimitOrderTestParameters (line 81) | public class NonUpdateableLimitOrderTestParameters : LimitOrderTestParam... method NonUpdateableLimitOrderTestParameters (line 83) | public NonUpdateableLimitOrderTestParameters(Symbol symbol, decimal hi... FILE: Tests/Brokerages/MarketOnCloseOrderTestParameters.cs class MarketOnCloseOrderTestParameters (line 25) | public class MarketOnCloseOrderTestParameters : MarketOrderTestParameters method MarketOnCloseOrderTestParameters (line 33) | public MarketOnCloseOrderTestParameters(Symbol symbol, IOrderPropertie... method CreateShortOrder (line 43) | public override Order CreateShortOrder(decimal quantity) method CreateLongOrder (line 58) | public override Order CreateLongOrder(decimal quantity) method ToString (line 85) | public override string ToString() FILE: Tests/Brokerages/MarketOnOpenOrderTestParameters.cs class MarketOnOpenOrderTestParameters (line 25) | public class MarketOnOpenOrderTestParameters : MarketOrderTestParameters method MarketOnOpenOrderTestParameters (line 33) | public MarketOnOpenOrderTestParameters(Symbol symbol, IOrderProperties... method CreateShortOrder (line 43) | public override Order CreateShortOrder(decimal quantity) method CreateLongOrder (line 58) | public override Order CreateLongOrder(decimal quantity) method ToString (line 85) | public override string ToString() FILE: Tests/Brokerages/MarketOrderTestParameters.cs class MarketOrderTestParameters (line 22) | public class MarketOrderTestParameters : OrderTestParameters method MarketOrderTestParameters (line 24) | public MarketOrderTestParameters(Symbol symbol, IOrderProperties prope... method CreateShortOrder (line 29) | public override Order CreateShortOrder(decimal quantity) method CreateLongOrder (line 39) | public override Order CreateLongOrder(decimal quantity) method ModifyOrderToFill (line 49) | public override bool ModifyOrderToFill(IBrokerage brokerage, Order ord... method ToString (line 61) | public override string ToString() FILE: Tests/Brokerages/Models/PaperBrokerageWithManualCashBalance.cs class PaperBrokerageWithManualCashBalance (line 28) | internal class PaperBrokerageWithManualCashBalance : PaperBrokerage method IncreaseCashBalance (line 41) | public void IncreaseCashBalance(decimal amount) method PaperBrokerageWithManualCashBalance (line 53) | public PaperBrokerageWithManualCashBalance(IAlgorithm algorithm, LiveN... method DecreaseCashBalance (line 62) | public void DecreaseCashBalance(decimal amount) method GetCashBalance (line 71) | public override List GetCashBalance() FILE: Tests/Brokerages/OrderCrossingBrokerageTests.cs class OrderCrossingBrokerageTests (line 34) | [TestFixture] method PlaceCrossOrder (line 64) | [Test, TestCaseSource(nameof(OrderParameters))] method PlaceCrossOrderAndUpdate (line 131) | [Test, TestCaseSource(nameof(OrderUpdateParameters))] method PlaceCrossOrderInvalid (line 193) | [Test, TestCaseSource(nameof(CrossZeroInvalidFirstPartParameters))] method PlaceCrossZeroSecondPartInvalid (line 239) | [Test, TestCaseSource(nameof(OrderCrossZeroSecondPartParameters))] method InitializeBrokerage (line 286) | private static PhonyBrokerage InitializeBrokerage(params (string ticke... method AssertThatHoldingIsNotEmpty (line 308) | private static void AssertThatHoldingIsNotEmpty(IBrokerage brokerage) method AssertComingOrderStatusByEvent (line 324) | private static void AssertComingOrderStatusByEvent(AutoResetEvent rese... class PhonyBrokerage (line 331) | private class PhonyBrokerage : Brokerage method PhonyBrokerage (line 368) | public PhonyBrokerage(string name, IAlgorithm algorithm) : base(name) method OrdersStatusChangedEventHandler (line 378) | private void OrdersStatusChangedEventHandler(object _, List GetAllOrders(Func filter) method CancelOrder (line 401) | public override bool CancelOrder(Order order) method Connect (line 407) | public override void Connect() method Disconnect (line 412) | public override void Disconnect() method GetAccountHoldings (line 417) | public override List GetAccountHoldings() method GetCashBalance (line 422) | public override List GetCashBalance() method GetOpenOrders (line 427) | public override List GetOpenOrders() method GetLeanOrderByZeroCrossBrokerageOrderIdCount (line 438) | public int GetLeanOrderByZeroCrossBrokerageOrderIdCount() method PlaceOrder (line 443) | public override bool PlaceOrder(Order order) method PlaceCrossZeroOrder (line 471) | protected override CrossZeroOrderResponse PlaceCrossZeroOrder(CrossZ... method PlaceOrderPhonyBrokerage (line 495) | private PhonyPlaceOrderResponse PlaceOrderPhonyBrokerage(Order origi... method Dispose (line 520) | public override void Dispose() method UpdateOrder (line 526) | public override bool UpdateOrder(Order order) method ImitationBrokerageOrderUpdates (line 554) | private void ImitationBrokerageOrderUpdates() type PhonyPlaceOrderRequest (line 580) | private protected readonly struct PhonyPlaceOrderRequest method PhonyPlaceOrderRequest (line 610) | public PhonyPlaceOrderRequest(string symbol, decimal quantity, Ord... type PhonyPlaceOrderResponse (line 622) | private protected readonly struct PhonyPlaceOrderResponse method PhonyPlaceOrderResponse (line 645) | public PhonyPlaceOrderResponse(string orderId, bool isOrderPlacedS... class CustomOrderProvider (line 655) | private protected class CustomOrderProvider : OrderProvider method UpdateOrderStatusById (line 657) | public void UpdateOrderStatusById(int orderId, OrderStatus newOrderS... FILE: Tests/Brokerages/OrderProvider.cs class OrderProvider (line 29) | public class OrderProvider : IOrderProvider method OrderProvider (line 36) | public OrderProvider(IList orders) method OrderProvider (line 41) | public OrderProvider() method Add (line 46) | public void Add(Order order) method GetOrderById (line 63) | public Order GetOrderById(int orderId) method GetOrdersByBrokerageId (line 74) | public List GetOrdersByBrokerageId(string brokerageId) method GetOrderTickets (line 82) | public IEnumerable GetOrderTickets(Func GetOpenOrderTickets(Func GetOrders(Func filter) method GetOpenOrders (line 102) | public List GetOpenOrders(Func filter = null) method HandlerBrokerageOrderIdChangedEvent (line 110) | internal void HandlerBrokerageOrderIdChangedEvent(BrokerageOrderIdChan... method GetProjectedHoldings (line 127) | public ProjectedHoldings GetProjectedHoldings(Security security) FILE: Tests/Brokerages/OrderTestParameters.cs class OrderTestParameters (line 26) | public abstract class OrderTestParameters : BaseOrderTestParameters method OrderTestParameters (line 34) | protected OrderTestParameters(Symbol symbol, IOrderProperties properti... method CreateLongMarketOrder (line 43) | public MarketOrder CreateLongMarketOrder(decimal quantity) method CreateShortMarketOrder (line 52) | public MarketOrder CreateShortMarketOrder(decimal quantity) method CreateShortOrder (line 65) | public abstract Order CreateShortOrder(decimal quantity); method CreateLongOrder (line 69) | public abstract Order CreateLongOrder(decimal quantity); method ModifyOrderToFill (line 73) | public abstract bool ModifyOrderToFill(IBrokerage brokerage, Order ord... method GetSymbolProperties (line 89) | protected SymbolProperties GetSymbolProperties(Symbol symbol) FILE: Tests/Brokerages/Paper/PaperBrokerageTests.cs class PaperBrokerageTests (line 46) | [TestFixture] method AppliesDividendDistributionDirectlyToPortfolioCashBook (line 49) | [Test] method AppliesDividendsOnce (line 82) | [Test] method PredictableCashSettlement (line 165) | [Test] method PerformCashSyncDoesNotThrowWithKnownOrUnknownCurrencies (line 253) | [Test] method PerformCashSyncDoesNotAddZeroQuantityCurrenciesExceptAccountCurrency (line 286) | [Test] class TestBrokerage (line 304) | internal class TestBrokerage : BacktestingBrokerage method TestBrokerage (line 306) | public TestBrokerage(IAlgorithm algorithm) : base(algorithm, "Test") method GetCashBalance (line 310) | public override List GetCashBalance() class NullSynchronizer (line 316) | class NullSynchronizer : ISynchronizer method NullSynchronizer (line 323) | public NullSynchronizer(IAlgorithm algorithm, Dividend dividend) method StreamData (line 331) | public IEnumerable StreamData(CancellationToken cancellat... FILE: Tests/Brokerages/SecurityProvider.cs class SecurityProvider (line 29) | public class SecurityProvider : ISecurityProvider method SecurityProvider (line 35) | public SecurityProvider(Dictionary securities, Broke... method SecurityProvider (line 42) | public SecurityProvider(Dictionary securities) : thi... method SecurityProvider (line 46) | public SecurityProvider() : this(new Dictionary()) method GetSecurity (line 56) | public Security GetSecurity(Symbol symbol) method TryGetValue (line 64) | public bool TryGetValue(Symbol symbol, out Security security) method CreateSecurity (line 69) | private Security CreateSecurity(Symbol symbol) FILE: Tests/Brokerages/StopLimitOrderTestParameters.cs class StopLimitOrderTestParameters (line 22) | public class StopLimitOrderTestParameters : OrderTestParameters method StopLimitOrderTestParameters (line 27) | public StopLimitOrderTestParameters(Symbol symbol, decimal highLimit, ... method CreateShortOrder (line 34) | public override Order CreateShortOrder(decimal quantity) method CreateLongOrder (line 44) | public override Order CreateLongOrder(decimal quantity) method ModifyOrderToFill (line 54) | public override bool ModifyOrderToFill(IBrokerage brokerage, Order ord... method ToString (line 78) | public override string ToString() class NonUpdateableStopLimitOrderTestParameters (line 85) | public class NonUpdateableStopLimitOrderTestParameters : StopLimitOrderT... method NonUpdateableStopLimitOrderTestParameters (line 87) | public NonUpdateableStopLimitOrderTestParameters(Symbol symbol, decima... FILE: Tests/Brokerages/StopMarketOrderTestParameters.cs class StopMarketOrderTestParameters (line 22) | public class StopMarketOrderTestParameters : OrderTestParameters method StopMarketOrderTestParameters (line 27) | public StopMarketOrderTestParameters(Symbol symbol, decimal highLimit,... method CreateShortOrder (line 34) | public override Order CreateShortOrder(decimal quantity) method CreateLongOrder (line 44) | public override Order CreateLongOrder(decimal quantity) method ModifyOrderToFill (line 54) | public override bool ModifyOrderToFill(IBrokerage brokerage, Order ord... method ToString (line 76) | public override string ToString() class NonUpdateableStopMarketOrderTestParameters (line 83) | public class NonUpdateableStopMarketOrderTestParameters : StopMarketOrde... method NonUpdateableStopMarketOrderTestParameters (line 85) | public NonUpdateableStopMarketOrderTestParameters(Symbol symbol, decim... FILE: Tests/Brokerages/SymbolPropertiesDatabaseSymbolMapperTests.cs class SymbolPropertiesDatabaseSymbolMapperTests (line 25) | [TestFixture] method ReturnsCryptoSecurityType (line 28) | [TestCaseSource(nameof(BrokerageSymbols))] method ReturnsCorrectLeanSymbol (line 38) | [TestCaseSource(nameof(BrokerageSymbols))] method ReturnsCorrectBrokerageSymbol (line 49) | [TestCaseSource(nameof(CryptoSymbols))] method ThrowsOnCurrencyPairs (line 57) | [TestCaseSource(nameof(CurrencyPairs))] method ThrowsOnNullOrEmptySymbols (line 65) | [TestCase(Market.Coinbase)] method ThrowsOnUnknownSymbols (line 84) | [TestCaseSource(nameof(UnknownSymbols))] method ThrowsOnUnknownSecurityType (line 93) | [TestCaseSource(nameof(UnknownSecurityType))] method ThrowsOnUnknownMarket (line 102) | [TestCaseSource(nameof(UnknownMarket))] method SymbolMapperRefreshesMappingsPeriodically (line 111) | [TestCase("GetLeanSymbol")] FILE: Tests/Brokerages/Tastytrade/TastytradeFeeModelTests.cs class TastytradeFeeModelTests (line 30) | [TestFixture] method OneTimeSetUp (line 38) | [OneTimeSetUp] method CalculateRightOrderFeeBasedOnSecurity (line 78) | [Test, TestCaseSource(nameof(FeeTestParameters))] method GetOrderFeeParameters (line 97) | private static OrderFeeParameters GetOrderFeeParameters(Symbol symbol,... FILE: Tests/Brokerages/TestHelpers.cs class TestsHelpers (line 28) | public class TestsHelpers method GetSecurity (line 30) | public static Security GetSecurity(decimal price = 1m, SecurityType se... method CreateConfig (line 50) | private static SubscriptionDataConfig CreateConfig(string symbol, stri... method GetHistoryRequest (line 73) | public static HistoryRequest GetHistoryRequest(Symbol symbol, DateTime... method GetTimeZones (line 103) | public static IEnumerable GetTimeZones() method InitializeSecurity (line 146) | public static SecurityManager InitializeSecurity(SecurityType security... method CreateNewOrderByOrderType (line 167) | public static Order CreateNewOrderByOrderType(OrderType orderType, Sym... FILE: Tests/Brokerages/TradeStation/TradeStationBrokerageModelTests.cs class TradeStationBrokerageModelTests (line 27) | [TestFixture] method CanUpdateCrossZeroOrder (line 32) | [TestCase(10, -15, -16, false)] method CanUpdateComboOrders (line 51) | [TestCase(OrderType.ComboMarket, 1, 1, 2, 0, false)] method CanSubmitComboCrossZeroOrder (line 70) | [TestCase(OrderType.ComboMarket, 10, -15, false)] method CanSubmitOrder_WhenOutsideRegularTradingHours (line 90) | [TestCase(SecurityType.Equity, OrderType.Market, false)] FILE: Tests/Brokerages/TrailingStopOrderTestParameters.cs class TrailingStopOrderTestParameters (line 27) | public class TrailingStopOrderTestParameters : OrderTestParameters method TrailingStopOrderTestParameters (line 62) | public TrailingStopOrderTestParameters(Symbol symbol, decimal highLimi... method CreateShortOrder (line 74) | public override Order CreateShortOrder(decimal quantity) method CreateLongOrder (line 84) | public override Order CreateLongOrder(decimal quantity) method ModifyOrderToFill (line 94) | public override bool ModifyOrderToFill(IBrokerage brokerage, Order ord... method ToString (line 128) | public override string ToString() FILE: Tests/Common/AlgorithmConfigurationTests.cs class AlgorithmConfigurationTests (line 29) | [TestFixture] method CreatesConfiguration (line 32) | [TestCaseSource(nameof(AlgorithmConfigurationTestCases))] method JsonRoundtrip (line 50) | [TestCase(true)] FILE: Tests/Common/BaseExtendedDictionaryTests.cs class BaseExtendedDictionaryTests (line 25) | [TestFixture] method AddAndGetItemsWorksCorrectly (line 28) | [Test] method ContainsKeyExistingKeyReturnsTrue (line 41) | [Test] method TryGetValueExistingKeyReturnsTrueAndValue (line 51) | [Test] method TryGetValueNonExistingKeyReturnsFalseAndDefault (line 63) | [Test] method RemoveExistingKeyRemovesItem (line 74) | [Test] method ClearRemovesAllItems (line 89) | [Test] method GetMethodExistingKeyReturnsValue (line 103) | [Test] method GetMethodNonExistingKeyReturnsDefault (line 114) | [Test] method KeysAndValuesPropertiesReturnCorrectCollections (line 124) | [Test] method ConstructorWithInitialDictionaryCopiesData (line 142) | [Test] method ConstructorWithDataAndKeySelectorPopulatesDictionary (line 158) | [Test] method EnumerationWorksCorrectly (line 173) | [Test] method CopyToCopiesItemsToArray (line 191) | [Test] method ReadOnlyExtendedDictionaryReturnsTrueForIsReadOnly (line 206) | [Test] method ReadOnlyExtendedDictionaryThrowsInvalidOperationExceptionForIndexerSet (line 213) | [Test] method ReadOnlyExtendedDictionaryThrowsInvalidOperationExceptionForClear (line 221) | [Test] method ReadOnlyExtendedDictionaryThrowsInvalidOperationExceptionForRemoveByKey (line 228) | [Test] method ReadOnlyExtendedDictionaryThrowsInvalidOperationExceptionForAddByKeyValue (line 235) | [Test] method BaseExtendedDictionaryBehavesAsPythonDictionary (line 242) | [Test] FILE: Tests/Common/Benchmarks/SecurityBenchmarkTests.cs class SecurityBenchmarkTests (line 25) | [TestFixture, Parallelizable(ParallelScope.All)] method EvaluatesInAccountCurrency (line 28) | [TestCase(1)] FILE: Tests/Common/BinaryComparisonTests.cs class BinaryComparisonTests (line 21) | [TestFixture] method EvaluatesComparison (line 24) | [Test] method EvaluatesFlippedOperandsComparison (line 47) | [Test] FILE: Tests/Common/BrokerageNameTests.cs class BrokerageNameTests (line 21) | [TestFixture] method BrokerageNameEnumsAreNumberedCorrectly (line 24) | [Test] FILE: Tests/Common/Brokerages/AlpacaBrokerageModelTests.cs class AlpacaBrokerageModelTests (line 28) | [TestFixture, Parallelizable(ParallelScope.All)] method CanSubmitOrderWhenOutsideRegularTradingHours (line 53) | [TestCaseSource(nameof(OrderOusideRegularHoursTestCases))] FILE: Tests/Common/Brokerages/BinanceBrokerageModelTests.cs class BinanceBrokerageModelTests (line 29) | [TestFixture, Parallelizable(ParallelScope.All)] method CanSubmitMarketOrder_OrderSizeIsLargeEnough (line 36) | [TestCase(0.01, true)] method CanSubmitLimitOrder_OrderSizeIsLargeEnough (line 64) | [TestCase(0.002, 5500, true)] method CanSubmitStopLimitOrder_OrderSizeIsLargeEnough (line 82) | [TestCase(0.002, 5500, 5500, true)] method CannotSubmitMarketOrder_IfPriceNotInitialized (line 103) | [Test] method CannotSubmitStopMarketOrder_Always (line 120) | [TestCase(nameof(BinanceBrokerageModel), SecurityType.Crypto, false)] method Returns1m_IfCashAccount (line 160) | [Test] method ReturnsCashBuyinPowerModel_ForCashAccount (line 167) | [Test] method ReturnBinanceFeeModel (line 174) | [Test] method CryptoMapped (line 181) | [Test] class Margin (line 188) | [TestFixture] method Init (line 196) | [SetUp] method ReturnsSecurityMarginModel_ForMarginAccount (line 202) | [Test] method Returns3m_IfMarginAccount (line 208) | [Test] method GetSecurity (line 215) | private static Security GetSecurity() FILE: Tests/Common/Brokerages/BinanceUSBrokerageModelTests.cs class BinanceUSBrokerageModelTests (line 23) | [TestFixture, Parallelizable(ParallelScope.All)] method ThrowsError_IfMarginAccount (line 28) | [Test] method CryptoMapped (line 34) | [Test] FILE: Tests/Common/Brokerages/BitfinexBrokerageModelTests.cs class BitfinexBrokerageModelTests (line 29) | [TestFixture, Parallelizable(ParallelScope.All)] method GetCashBuyingPowerModelTest (line 60) | [Test] method GetSecurityMarginModelTest (line 68) | [Test] method GetEquityLeverage_ThrowsArgumentException_Test (line 76) | [Test] method GetCustomDataLeverageTest (line 102) | [Test] method SetLeverage_ThrowsInvalidOperationException_Test (line 128) | [Test] method SetLeverage_ThrowsInvalidOperationException_BrokerageModelSecurityInitializer_Test (line 134) | [Test] method SetLeverage_DoesNotThrowInvalidOperationException_BrokerageModelSecurityInitializer_Test (line 147) | [Test] method GetCrypto (line 160) | private Crypto GetCrypto(Symbol symbol) method CanSubmitOrder_WhenQuantityIsLargeEnough (line 182) | [TestCase(0.01, true)] method CanSubmitOrderValidatesSupportedAndUnsupportedOrderTypes (line 193) | [TestCase(OrderType.Limit, true)] FILE: Tests/Common/Brokerages/BrokerageModelTests.cs class BrokerageModelTests (line 38) | [TestFixture] method GetsCorrectBrokerageNameFromBrokerageInstance (line 41) | [TestCaseSource(nameof(GetBrokerageNameTestCases))] method GetsCorrectCustomBrokerageNameFromBrokerageInstance_CSharp (line 47) | [TestCaseSource(nameof(GetCustomBrokerageNameTestCases))] method GetsCorrectCustomBrokerageNameFromBrokerageInstance_Python (line 53) | [TestCaseSource(nameof(GetBrokerageNameTestCases))] method CustomPythonBrokerageCanSubmitOrderMethodFailsWhenNoTupleIsReturned (line 70) | [Test] method CustomPythonBrokerageCanSubmitOrderMethodDoesNotFailWhenTupleIsReturned (line 91) | [Test] method CustomPythonBrokerageCanUpdateOrderMethodFailsWhenNoTupleIsReturned (line 116) | [Test] method CustomPythonBrokerageCanUpdateOrderMethodDoesNotFailWhenTupleReturned (line 138) | [Test] method CustomPythonBrokerageCanSubmitOrderMethodDoesNotFailWhenIsNotOverriden (line 164) | [TestCaseSource(nameof(GetBrokerageNameTestCases))] method CustomPythonBrokerageCanUpdateOrderMethodDoesNotFailWhenIsNotOverriden (line 189) | [TestCaseSource(nameof(GetBrokerageNameTestCases))] method GetsCorrectBuyingPowerModelForSecurityAndAccountType (line 215) | [TestCaseSource(nameof(GetBrokerageBuyingPowerModel))] method BrokerageModelPythonWrapperWorksWithCustomPythonFillModel (line 227) | [Test] method BrokerageModelPythonWrapperWorksWithCSharpFillModel (line 258) | [Test] method BrokerageModelPythonWrapperWorksWithCustomBenchmark (line 289) | [Test] method BrokerageModelPythonWrapperWorksWithCsharpBenchmark (line 317) | [Test] method BrokerageModelPythonWrapperWorksWithCustomFeeModel (line 345) | [Test] method BrokerageModelPythonWrapperWorksWithCsharpFeeModel (line 374) | [Test] method BrokerageModelPythonWrapperWorksWithCustomSettlementModel (line 398) | [Test] method BrokerageModelPythonWrapperWorksWithCsharpSettlementModel (line 442) | [Test] method BrokerageModelPythonWrapperWorksWithCustomSlippageModel (line 468) | [Test] method BrokerageModelPythonWrapperWorksWithCsharpSlippageModel (line 496) | [Test] method BrokerageModelPythonWrapperWorksWithCustomBuyingPowerModel (line 518) | [Test] method BrokerageModelPythonWrapperWorksWithCsharpBuyingPowerModel (line 545) | [Test] method BrokerageModelPythonWrapperWorksWithCustomShortableProvider (line 566) | [Test] method BrokerageModelPythonWrapperWorksWithCsharpShortableProvider (line 597) | [Test] method BrokerageModelPythonWrapperWorksWithCustomMarginInterestRateModel (line 618) | [Test] method BrokerageModelPythonWrapperWorksWithCsharpMarginInterestRateModel (line 646) | [Test] method TradingTechnologiesBrokerageModelValidatesStopLimitOrders (line 667) | [Test] method BrokerageModelCanSubmitNotSupportCrossZeroOrderType (line 688) | [TestCase(BrokerageName.Alpaca, OrderType.MarketOnOpen, 10, -15, false)] method CanSubmitMarketOnOpen (line 791) | [TestCaseSource(nameof(MarketOnOpenOrderTimeExecutions))] method GetBrokerageModel (line 818) | private static IBrokerageModel GetBrokerageModel(BrokerageName brokera... method GetSecurity (line 828) | private static Security GetSecurity(Symbol symbol) => method GetBrokerageNameTestCases (line 845) | private static TestCaseData[] GetBrokerageNameTestCases() class CustomInteractiveBrokersBrokerageModel (line 871) | private class CustomInteractiveBrokersBrokerageModel : InteractiveBrok... class CustomTradierBrokerageModel (line 872) | private class CustomTradierBrokerageModel : TradierBrokerageModel { } class CustomOandaBrokerageModel (line 873) | private class CustomOandaBrokerageModel : OandaBrokerageModel { } class CustomFxcmBrokerageModel (line 874) | private class CustomFxcmBrokerageModel : FxcmBrokerageModel { } class CustomBitfinexBrokerageModel (line 875) | private class CustomBitfinexBrokerageModel : BitfinexBrokerageModel { } class CustomBinanceUSBrokerageModel (line 876) | private class CustomBinanceUSBrokerageModel : BinanceUSBrokerageModel { } class CustomBinanceBrokerageModel (line 877) | private class CustomBinanceBrokerageModel : BinanceBrokerageModel { } class CustomCoinbaseBrokerageModel (line 878) | private class CustomCoinbaseBrokerageModel : CoinbaseBrokerageModel { } class CustomAlphaStreamsBrokerageModel (line 879) | private class CustomAlphaStreamsBrokerageModel : AlphaStreamsBrokerage... class CustomZerodhaBrokerageModel (line 880) | private class CustomZerodhaBrokerageModel : ZerodhaBrokerageModel { } class CustomAxosBrokerageModel (line 881) | private class CustomAxosBrokerageModel : AxosClearingBrokerageModel { } class CustomTradingTechnologiesBrokerageModel (line 882) | private class CustomTradingTechnologiesBrokerageModel : TradingTechnol... class CustomSamcoBrokerageModel (line 883) | private class CustomSamcoBrokerageModel : SamcoBrokerageModel { } class CustomKrakenBrokerageModel (line 884) | private class CustomKrakenBrokerageModel : KrakenBrokerageModel { } class CustomExanteBrokerageModel (line 885) | private class CustomExanteBrokerageModel : ExanteBrokerageModel { } class CustomFTXUSBrokerageModel (line 886) | private class CustomFTXUSBrokerageModel : FTXUSBrokerageModel { } class CustomFTXBrokerageModel (line 887) | private class CustomFTXBrokerageModel : FTXBrokerageModel { } class CustomBybitBrokerageModel (line 888) | private class CustomBybitBrokerageModel : BybitBrokerageModel { } class CustomDefaultBrokerageModel (line 889) | private class CustomDefaultBrokerageModel : DefaultBrokerageModel { } method GetCustomBrokerageNameTestCases (line 891) | private static TestCaseData[] GetCustomBrokerageNameTestCases() method GetBrokerageBuyingPowerModel (line 917) | private static TestCaseData[] GetBrokerageBuyingPowerModel() FILE: Tests/Common/Brokerages/BybitBrokerageModelTests.cs class BybitBrokerageModelTests (line 31) | [TestFixture, Parallelizable(ParallelScope.All)] method Init (line 41) | [SetUp] method GetSecurity (line 48) | private static Security GetSecurity(Symbol symbol) method GetMinOrderSize (line 56) | private static decimal GetMinOrderSize(Symbol symbol) method CanSubmitMarketOrder_OrderSizeIsLargeEnough (line 72) | [TestCaseSource(nameof(MarketOrderSizeTestCases))] method CanSubmitLimitOrder_OrderSizeIsLargeEnough (line 107) | [TestCaseSource(nameof(LimitOrderSizeTestCases))] method CanSubmitStopLimitOrder_OrderSizeIsLargeEnough (line 128) | [TestCase(0.002, 5500, 5500, true)] method CanSubmitMarketOrder_IfPriceNotInitialized (line 153) | [Test] method CanSubmitStopMarketOrder_OrderSizeIsLargeEnough (line 165) | [TestCase(0.002, 5500, true)] method ReturnsCorrectLeverage (line 193) | [TestCase(SecurityType.Crypto, AccountType.Cash, ExpectedResult = 1)] method ReturnsCorrectBuyingPowerModel (line 203) | [TestCase(SecurityType.Crypto, AccountType.Cash, typeof(CashBuyingPowe... method ReturnCorrectFeeModel (line 213) | [TestCase(SecurityType.Crypto, typeof(BybitFeeModel))] method CryptoMapped (line 228) | [Test] method CannotUpdateOrder_IfSecurityIsNotCryptoFuture (line 236) | [TestCase(SecurityType.Crypto, false)] method CannotUpdateOrder_IfWrongOrderStatus (line 261) | [TestCase(OrderStatus.New, true)] method CanUpdateOrder_OrderSizeIsLargeEnough (line 283) | [TestCase(0.1, true)] class Margin (line 298) | [TestFixture] method Init (line 306) | [SetUp] method ReturnsSecurityMarginModel_ForMarginAccount (line 312) | [Test] method Returns10m_IfMarginAccount (line 318) | [Test] FILE: Tests/Common/Brokerages/CoinbaseBrokerageModelTests.cs class CoinbaseBrokerageModelTests (line 29) | [TestFixture, Parallelizable(ParallelScope.All)] method GetLeverageTest (line 34) | [Test] method GetFeeModelTest (line 40) | [Test] method GetBuyingPowerModelTest (line 46) | [Test] method CanUpdateOrderTest (line 52) | [Test] method CanSubmitOrder_WhenBrokerageIdIsCorrect (line 60) | [TestCase(true)] method CanSubmitOrder_WhenQuantityIsLargeEnough (line 76) | [TestCase(0.01, true)] method CanOnlySubmitCryptoOrders (line 87) | [TestCase(SecurityType.Crypto, true)] method CanSubmit_CertainOrderTypes (line 102) | [TestCase(OrderType.Market, 2019, 2, 1, 0, 0, 0, true)] method FeeModelReturnsCorrectOrderFeeForTakerMarketOrder (line 121) | [Test] method FeeModelReturnsCorrectOrderFeeForMakerLimitOrdersTickResolution (line 135) | [Test] method FeeModelReturnsCorrectOrderFeeForTakerLimitOrdersTickResolution (line 171) | [Test] method FeeModelReturnsCorrectOrderFeeForMakerLimitOrdersMinuteResolution (line 209) | [Test] method FeeModelReturnsCorrectOrderFeeForTakerLimitOrdersMinuteResolution (line 237) | [Test] method ThrowsWhenCalledWithMarginAccountType (line 274) | [Test] FILE: Tests/Common/Brokerages/DefaultBrokerageModelTests.cs class DefaultBrokerageModelTests (line 35) | [TestFixture, Parallelizable(ParallelScope.All)] method CanSubmitOrder_WhenMarketOnOpenOrderForFutures (line 40) | [Test] method CanSubmitOrder_WhenMarketOnOpenOrderForOtherSecurityTypes (line 50) | [TestCase(SecurityType.Base)] method GetsCorrectFillModel (line 65) | [TestCase(SecurityType.Base, nameof(ImmediateFillModel))] method ApplySplitWorksAsExpected (line 82) | [Test] method AppliesSplitOnlyWhenTrailingStopOrderTrailingAmountIsNotPercentage (line 166) | [Test] method GetMarketOnOpenOrder (line 206) | private static Order GetMarketOnOpenOrder() FILE: Tests/Common/Brokerages/ExanteBrokerageModelTests.cs class ExanteBrokerageModelTests (line 25) | [TestFixture, Parallelizable(ParallelScope.All)] method Init (line 32) | [SetUp] method CannotSubmitMarketOrder_IfPriceNotInitialized (line 39) | [Test] FILE: Tests/Common/Brokerages/FTXBrokerageModelTests.cs class FTXBrokerageModelTests (line 31) | [TestFixture] method Init (line 37) | [SetUp] method GetCashBuyingPowerModelTest (line 66) | [Test] method GetSecurityMarginModelTest (line 74) | [Test] method GetFeeModelTest (line 82) | [Test] method ShouldReturnProperMarket (line 88) | [TestCase(SecurityType.Crypto)] method CanSubmitOrder_WhenQuantityIsLargeEnough (line 94) | [TestCase(0.01, true)] method CannotUpdateOrder (line 104) | [Test] method CannotSubmitStopMarketOrder (line 121) | [TestCase(-1, 100000)] method CannotSubmitStopLimitOrder (line 138) | [TestCase(-1, 100000)] method CannotSubmitStopOrder_WhenPriceMissingMarketPrice (line 156) | private void CannotSubmitStopOrder_WhenPriceMissingMarketPrice(Order o... method CannotSubmitMarketOrder_IfPriceNotInitialized (line 175) | [TestCase(OrderType.StopMarket)] method GetBrokerageModel (line 195) | protected virtual FTXBrokerageModel GetBrokerageModel(AccountType acco... FILE: Tests/Common/Brokerages/FTXUSBrokerageModelTests.cs class FTXUSBrokerageModelTests (line 22) | [TestFixture] method GetBrokerageModel (line 25) | protected override FTXBrokerageModel GetBrokerageModel(AccountType acc... method GetFeeModelTest (line 29) | [Test] FILE: Tests/Common/Brokerages/FxcmBrokerageModelTests.cs class FxcmBrokerageModelTests (line 26) | [TestFixture, Parallelizable(ParallelScope.All)] method Setup (line 32) | [OneTimeSetUp] method ValidatesOrders (line 38) | [TestCaseSource(nameof(GetOrderTestData))] method CreateSecurity (line 53) | private Security CreateSecurity(Symbol symbol) method GetOrderTestData (line 82) | private static TestCaseData[] GetOrderTestData() FILE: Tests/Common/Brokerages/InteractiveBrokersBrokerageModelTests.cs class InteractiveBrokersBrokerageModelTests (line 36) | [TestFixture, Parallelizable(ParallelScope.All)] method CannotSubmitOrder_IndexOptionExercise (line 41) | [TestCaseSource(nameof(GetUnsupportedOptions))] method CanSubmitOrder_ForexWithinAllowableOrderSize (line 55) | [TestCaseSource(nameof(GetForexOrderTestCases))] method CannotSubmitMOCOrdersForOptions (line 76) | [TestCase("SPY", SecurityType.Option)] method CannotSubmitMOCOrdersForForexAndCfd (line 115) | [TestCase("EURGBP", SecurityType.Forex)] method CannotSubmitMOOOrdersForForexCfdAndFutureOrders (line 128) | [TestCase("EURGBP", SecurityType.Forex)] method CanSubmitMOOOrdersForOptionAndEquity (line 142) | [TestCase("SPY", SecurityType.Option)] method CanSubmitComboOrdersWithExpectedLegValidation (line 155) | [TestCase(OrderType.ComboLegLimit, 2, true)] method CanSubmitMOCOrdersForFutureAndEquity (line 186) | [TestCase("ES", SecurityType.Future)] method GetsCorrectLeverageForCfds (line 199) | [TestCase(AccountType.Cash, 1)] method CanSubmitCfdOrder (line 215) | [Test] method GetUnsupportedOptions (line 232) | private static List GetUnsupportedOptions() method GetForexOrderTestCases (line 259) | private static TestCaseData[] GetForexOrderTestCases() FILE: Tests/Common/Brokerages/InteractiveBrokersFixModelTests.cs class InteractiveBrokersFixModelTests (line 28) | [TestFixture, Parallelizable(ParallelScope.All)] method ComboOrderValidatesSecurityTypes (line 31) | [TestCase(OrderType.ComboLimit, SecurityType.FutureOption, SecurityTyp... method CreateSecurity (line 60) | private static Security CreateSecurity(SecurityType securityType, int ... FILE: Tests/Common/Brokerages/KrakenBrokerageModelTests.cs class KrakenBrokerageModelTests (line 24) | [TestFixture, Parallelizable(ParallelScope.All)] method CanSubmitOrder_WhenQuantityIsLargeEnough (line 29) | [TestCase(0.01, true)] FILE: Tests/Common/Brokerages/TastytradeBrokerageModelTests.cs class TastytradeBrokerageModelTests (line 24) | [TestFixture] method CanSubmitComboCrossZeroOrder (line 29) | [TestCase(OrderType.ComboLimit, -1, -2, true)] FILE: Tests/Common/Brokerages/TradierBrokerageModelTests.cs class TradierBrokerageModelTests (line 31) | [TestFixture] method Init (line 37) | [SetUp] method CanSubmitOrderReturnsFalseWhenShortGTCOrder (line 43) | [Test] method CanSubmitOrderReturnsFalseWhenSellShortOrderLastPriceBelow5 (line 53) | [Test] method CanSubmitOrderReturnsFalseWhenTimeInForceIsGoodTilDate (line 64) | [Test] method CanSubmitOrderReturnsFalseWhenIncorrectOrderQuantity (line 75) | [TestCase(0.5)] method CanSubmitOrderReturnsTrueQuantityIsValidAndNotGTC (line 87) | [Test] method CanSubmitOrderReturnsTrueWhenQuantityIsValidAndNotGTCAndPriceAbove5 (line 96) | [Test] method CanSubmitOrderReturnsTrueWhenQuantityIsValidIsMarketOrderAndPriceAbove5 (line 109) | [Test] method CanSubmitOrderReturnsTrueForIndexOptions (line 121) | [Test] method CanSubmitOrderOnExtendedHours (line 172) | [TestCaseSource(nameof(ExtendedHoursTestCases))] method GetOrder (line 195) | private Mock GetOrder() method GetSecurity (line 202) | private static Security GetSecurity(DateTime time, SecurityType securi... FILE: Tests/Common/CandlestickSeriesTests.cs class CandlestickSeriesTest (line 20) | [TestFixture] method Clone (line 23) | [TestCase(null, "toolTip")] FILE: Tests/Common/ChartTests.cs class ChartTests (line 23) | [TestFixture] method AddingScatterPoint (line 26) | [Test] method SerializeDeserializeReturnsSameSeriesValue (line 46) | [TestCase(false, false, 0, "Tooltip template")] method Clone (line 86) | [TestCase(false, false)] FILE: Tests/Common/Commands/BaseCommandTests.cs class BaseCommandTests (line 23) | [TestFixture] method GetsSymbolWhenSymbolIsPresent (line 26) | [Test] method GetsSymbolWhenTickerSecurityMarketIsPresent (line 34) | [Test] method ReturnSymbolWhenOtherValuesArePresentToo (line 41) | [Test] method GetsSymbolThrowsWhenTickerMissing (line 49) | [Test] method GetsSymbolThrowsWhenSecurityTypeMissing (line 57) | [Test] method GetsSymbolThrowsWhenMarketMissing (line 66) | [Test] class TestBaseCommand (line 75) | private class TestBaseCommand : BaseCommand method PublicGetSymbol (line 77) | public Symbol PublicGetSymbol(string ticker, SecurityType securityTy... method Run (line 82) | public override CommandResultPacket Run(IAlgorithm algorithm) FILE: Tests/Common/Commands/CallbackCommandTests.cs class CallbackCommandTests (line 31) | [TestFixture] method BaseTypedLink (line 34) | [Test] method ComplexTypedLink (line 53) | [Test] method UntypedLink (line 72) | [Test] method CommanCallback (line 85) | [TestCase(Language.CSharp)] class TestLocalLeanManager (line 127) | internal class TestLocalLeanManager : LocalLeanManager method Update (line 130) | public override void Update() method OnAlgorithmStart (line 177) | public override void OnAlgorithmStart() class MyCommand2 (line 183) | private class MyCommand2 : Command class MyCommand (line 189) | private class MyCommand : Command FILE: Tests/Common/Commands/FileCommandHandlerTests.cs class FileCommandHandlerTests (line 27) | [TestFixture] method ReadsSingleCommandFromFile (line 34) | [Test] method ReadsMultipleCommandsFromFile (line 49) | [Test] method ReadsFilesInOrder (line 69) | [Test] class SpecialCommand (line 98) | private sealed class SpecialCommand : BaseCommand method Run (line 100) | public override CommandResultPacket Run(IAlgorithm algorithm) class TestFileCommandHandler (line 106) | private class TestFileCommandHandler : FileCommandHandler method GetCommandsPublic (line 108) | public IEnumerable GetCommandsPublic() => base.GetCommands(); FILE: Tests/Common/Commands/OrderCommandTests.cs class OrderCommandTests (line 25) | [TestFixture] method RunOrderCommand (line 28) | [TestCase(true, true, true, 0)] method OrderCommandUsesDefaultOrderProperties (line 78) | [Test] FILE: Tests/Common/CurrenciesTests.cs class CurrenciesTests (line 26) | [TestFixture] method GetCurrencySymbolHandlesNullOrEmpty (line 29) | [TestCase("")] method HasCurrencySymbolForEachForexPair (line 36) | [TestCase(SecurityType.Forex, Market.FXCM)] method HasCurrencySymbolForEachCryptoPair (line 55) | [TestCase(SecurityType.Crypto, Market.Coinbase)] method ReturnsSymbolForCurrencyWithSymbol (line 76) | [TestCase(Currencies.USD)] method ReturnsTickerForUnknownCurrency (line 85) | [TestCase("ABC")] method ParsesValuesWithCurrency (line 93) | [Test] method CannotParseInvalidValuesWithCurrency (line 107) | [Test] FILE: Tests/Common/Data/Auxiliary/AuxiliaryDataSerializationTests.cs class AuxiliaryDataSerializationTests (line 24) | [TestFixture] method DeserializesSplitWarning (line 29) | [Test] method DeserializesSplit (line 44) | [Test] method DeserializesDividend (line 59) | [Test] method DeserializesDelistingWarning (line 72) | [Test] method DeserializesDelisting (line 85) | [Test] FILE: Tests/Common/Data/Auxiliary/FactorFileRowTests.cs class FactorFileRowTests (line 25) | [TestFixture] method ToCsv (line 28) | [Test] method AppliesDividendWithPreviousTradingDateEqualToRowDate (line 37) | [Test] method AppliesSplitWithPreviousTradingDateEqualToRowDate (line 46) | [Test] FILE: Tests/Common/Data/Auxiliary/FactorFileTests.cs class FactorFileTests (line 31) | [TestFixture] method ReadsFactorFileWithoutInfValues (line 34) | [Test] method ReadsFactorFileWithExponentialNotation (line 48) | [Test] method ReadsFactorFileWithInfValues (line 82) | [Test] method CorrectlyDeterminesTimePriceFactors (line 103) | [Test] method HasDividendEventOnNextTradingDay (line 124) | [Test] method HasSplitEventOnNextTradingDay (line 154) | [Test] method GeneratesCorrectSplitsAndDividends (line 184) | [Test] method GetsSplitsAndDividends (line 217) | [Test] method AppliesDividend (line 237) | [Test] method AppliesSplit (line 267) | [Test] method CanHandleRepeatedEventsCorrectly (line 297) | [Test] method AppliesSplitAndDividendAtSameTime (line 328) | [Test] method ReadsOldFactorFileFormat (line 356) | [Test] method HandlesUnknownDataMappingModes (line 384) | [Test] method ResolvesCorrectMostRecentFactorChangeDate (line 398) | [Test] method EmptyFactorFileReturnsEmptyListForSplitsAndDividends (line 412) | [Test] method GetTestFactorFile (line 423) | private static CorporateFactorProvider GetTestFactorFile(string symbol... method GetFactorFile_LODE20191127 (line 437) | private static CorporateFactorProvider GetFactorFile_LODE20191127() method GetFactorFile_LODE20191129 (line 452) | private static CorporateFactorProvider GetFactorFile_LODE20191129() method GetFactorFile_AAPL2018_05_11 (line 468) | private static CorporateFactorProvider GetFactorFile_AAPL2018_05_11() method GetFactorFile_AAPL2018_05_08 (line 511) | private static CorporateFactorProvider GetFactorFile_AAPL2018_05_08() FILE: Tests/Common/Data/Auxiliary/LocalDiskFactorFileProviderTests.cs class LocalDiskFactorFileProviderTests (line 26) | [TestFixture] method Setup (line 31) | [OneTimeSetUp] method RetrievesFromDisk (line 37) | [Test] method CachesValueAndReturnsSameReference (line 44) | [Test] method ReturnsNullForNotFound (line 52) | [Test] method FindsFactorFilesWithErrors (line 60) | [Test, Ignore("This test is meant to be run manually")] FILE: Tests/Common/Data/Auxiliary/LocalDiskMapFileProviderTests.cs class LocalDiskMapFileProviderTests (line 22) | [TestFixture] method RetrievesFromDisk (line 25) | [Test] method CachesValueAndReturnsSameReference (line 34) | [Test] FILE: Tests/Common/Data/Auxiliary/LocalZipFactorFileProviderTests.cs class LocalZipFactorFileProviderTests (line 28) | [TestFixture] method Setup (line 33) | [OneTimeSetUp] method TearDown (line 51) | [OneTimeTearDown] method CacheIsCleared (line 60) | [Test] class LocalZipFactorFileProviderTest (line 84) | private class LocalZipFactorFileProviderTest : LocalZipFactorFileProvider method StartExpirationTask (line 90) | protected override void StartExpirationTask() class DefaultDataProviderTest (line 100) | private class DefaultDataProviderTest : DefaultDataProvider method Fetch (line 104) | public override Stream Fetch(string key) FILE: Tests/Common/Data/Auxiliary/LocalZipMapFileProviderTests.cs class LocalZipMapFileProviderTests (line 26) | [TestFixture] method Setup (line 31) | [OneTimeSetUp] method TearDown (line 46) | [OneTimeTearDown] method Retrieves (line 55) | [Test] method CacheIsCleared (line 70) | [Test] class LocalZipMapFileProviderTest (line 92) | private class LocalZipMapFileProviderTest : LocalZipMapFileProvider method StartExpirationTask (line 98) | protected override void StartExpirationTask() class DefaultDataProviderTest (line 108) | private class DefaultDataProviderTest : DefaultDataProvider method Fetch (line 112) | public override Stream Fetch(string key) FILE: Tests/Common/Data/Auxiliary/MapFileTests.cs class MapFileTests (line 27) | [TestFixture] method HandlesUnknownMappingMode (line 30) | [Test] method RowThrowsForUnknownMappingMode (line 48) | [Test] method ResolvesFirstTicker (line 54) | [Test] method ResolvesFirstTickerFromPermtickIfEmptyMapFile (line 67) | [Test] method ResolvesFirstDate (line 78) | [Test] method GenerateMapFileCSV (line 91) | [Test] method ParsesExchangeCorrectly (line 109) | [Test] method ParsesRowWithExchangesCorrectly (line 122) | [TestCaseSource(nameof(ParsesRowWithExchangesCorrectlyCases))] method ParsesRowWithoutExchangesCorrectly (line 138) | [Test] method ParsesRowWithExchangesCorrectlyCases (line 154) | private static TestCaseData[] ParsesRowWithExchangesCorrectlyCases() FILE: Tests/Common/Data/BaseConsolidatorTests.cs class BaseConsolidatorTests (line 29) | [TestFixture] method CreateConsolidator (line 32) | protected abstract IDataConsolidator CreateConsolidator(); method AssertConsolidator (line 34) | protected virtual void AssertConsolidator(IDataConsolidator consolidator) method GetTestValues (line 49) | protected virtual dynamic GetTestValues() method ResetWorksAsExpected (line 72) | [Test] FILE: Tests/Common/Data/BaseDataConsolidatorTests.cs class BaseDataConsolidatorTests (line 27) | [TestFixture] method AggregatesTickToNewTradeBarProperly (line 30) | [Test] method DoesNotConsolidateDifferentSymbols (line 91) | [Test] method AggregatesTradeBarsProperly (line 120) | [Test] method AggregatesPeriodInCountModeWithHourlyData (line 197) | [Test] method AggregatesPeriodInPeriodModeWithDailyData (line 239) | [Test] method AggregatesPeriodInPeriodModeWithDailyDataAndRoundedTime (line 268) | [Test] method ConsolidatesWithRegisterIndicator (line 300) | [Test] method OnFiveMinutes (line 318) | private void OnFiveMinutes(object sender, TradeBar e) method RegisterIndicator (line 332) | public void RegisterIndicator(IndicatorBase indica... method CreateConsolidator (line 340) | protected override IDataConsolidator CreateConsolidator() method GetTestValues (line 345) | protected override IEnumerable GetTestValues() FILE: Tests/Common/Data/BaseDataTests.cs class BaseDataTests (line 23) | [TestFixture] method IsSparseData_ReturnsTrue_WhenSecurityTypeIsBase (line 26) | [Test] method IsSparseData_ReturnsFalse_WhenSecurityTypeIsNotBase (line 33) | [Test] class DataType (line 51) | private class DataType : BaseData { } FILE: Tests/Common/Data/CalendarConsolidatorsTests.cs class CalendarConsolidatorsTests (line 27) | [TestFixture] method SetUp (line 34) | [OneTimeSetUp] method AggregatesTradeBarToCalendarTradeBarProperly (line 68) | [Test] method AssertTradeBar (line 117) | private void AssertTradeBar(IEnumerable tradeBars, DateTime ... method AggregatesQuoteBarToCalendarQuoteBarProperly (line 130) | [Test] method AssertQuoteBar (line 178) | private void AssertQuoteBar(IEnumerable quoteBars, DateTime ... method AggregatesTickToCalendarTradeBarProperly (line 197) | [Test] method AssertTickTradeBar (line 246) | private void AssertTickTradeBar(IEnumerable ticks, DateTime open... method AggregatesTickToCalendarQuoteBarProperly (line 259) | [Test] method AssertTickQuoteBar (line 308) | private void AssertTickQuoteBar(IEnumerable ticks, DateTime open... method AggregatesBaseDataToCalendarTradeBarProperly (line 324) | [Test] method AssertBaseTradeBar (line 374) | private void AssertBaseTradeBar(IEnumerable ticks, DateTime open... method AggregatesTradeBarToDailyTradeBarProperly (line 386) | [Test] method AssertDailyTradeBar (line 419) | private void AssertDailyTradeBar(IEnumerable tradeBars, Date... method AllCalendarsConsolidatesWithRegisterIndicator (line 435) | [Test] method Weekly (line 444) | [Test] method Monthly (line 465) | [Test] method Quarterly (line 486) | [Test] method Yearly (line 507) | [Test] method CalendarConsolidatesWithRegisterIndicator (line 522) | private void CalendarConsolidatesWithRegisterIndicator(dynamic calenda... method RegisterIndicator (line 550) | public void RegisterIndicator(IndicatorBase indica... FILE: Tests/Common/Data/ChannelTests.cs class ChannelTests (line 23) | [TestFixture] method Equal (line 33) | [TestCaseSource(nameof(Equality))] method NotEqual (line 50) | [TestCaseSource(nameof(Inequality))] FILE: Tests/Common/Data/ClassicRangeConsolidatorTests.cs class ClassicRangeConsolidatorTests (line 24) | public class ClassicRangeConsolidatorTests : RangeConsolidatorTests method CreateRangeConsolidator (line 26) | protected override RangeConsolidator CreateRangeConsolidator(int range) method PriceGapBehaviorIsTheExpectedOne (line 35) | [TestCaseSource(nameof(PriceGapBehaviorIsTheExpectedOneTestCases))] method ConsolidatorCreatesExpectedBarsInDifferentScenarios (line 40) | [TestCaseSource(nameof(ConsolidatorCreatesExpectedBarsTestCases))] method GetRangeConsolidatorExpectedValues (line 64) | protected override decimal[][] GetRangeConsolidatorExpectedValues() FILE: Tests/Common/Data/ClassicRenkoConsolidatorTests.cs class ClassicRenkoConsolidatorTests (line 26) | [TestFixture] method ClassicOutputTypeIsRenkoBar (line 29) | [Test] method ClassicConsolidatesOnBrickHigh (line 36) | [Test] method ClassicConsolidatesOnBrickLow (line 61) | [Test] method ConsistentRenkos (line 86) | [Test] method ClassicCyclesUpAndDown (line 156) | [Test] method SelectorCanBeOptionalWhenVolumeSelectorIsPassed (line 254) | [TestCase(Language.CSharp)] method CreateConsolidator (line 283) | protected override IDataConsolidator CreateConsolidator() FILE: Tests/Common/Data/ConsolidatorWrapperTests.cs class ConsolidatorWrapperTests (line 24) | [TestFixture] method InitialScanTime (line 27) | [TestCase(0)] method ScanTimeAfterScanUtcTimeInPast (line 43) | [TestCase(2)] method ScanTimeAfterScanUtcTimeInFuture (line 63) | [TestCase(2)] method ScanTimeAfterConsolidationDayLightSavings (line 84) | [TestCase(-1, true)] method ScanTimeOnWorkingBarDayLightSavings (line 125) | [TestCase(-1, true)] method ConsolidatorScanPriorityComparerComparesByUtcScanDate (line 171) | [Test] method ConsolidatorScanPriorityComparerComparesByIdIfUtcScanTimesAreEqual (line 188) | [Test] method ConsolidatorScanPriorityComparerTreatsNullsRight (line 200) | [Test] class TestConsolidator (line 212) | private class TestConsolidator : IDataConsolidator method Dispose (line 224) | public void Dispose() method Scan (line 228) | public void Scan(DateTime currentLocalTime) method Update (line 232) | public void Update(IBaseData data) method Consolidate (line 236) | public void Consolidate(BaseData dataPoint) method Reset (line 242) | public void Reset() FILE: Tests/Common/Data/Custom/PythonCustomDataTests.cs class PythonCustomDataTests (line 22) | [TestFixture] method IsSparseDataDefaultValue (line 25) | [Test] method OverridesIsSparseData (line 45) | [TestCase("True", true)] method OverridesDefaultResolution (line 65) | [Test] method OverridesSupportedResolutions (line 84) | [Test] FILE: Tests/Common/Data/DataQueueHandlerSubscriptionManagerTests.cs class DataQueueHandlerSubscriptionManagerTests (line 24) | [TestFixture] method SetUp (line 29) | [SetUp] method SubscribeSingleSingleChannel (line 35) | [Test] method SubscribeManySingleChannel (line 44) | [Test] method SubscribeSinglePerChannel (line 66) | [TestCase(typeof(TradeBar), TickType.Trade)] method SubscribeManyPerChannel (line 84) | [Test] method GetSubscribeSymbolsBySpecificTickType (line 116) | [TestCase(TickType.Trade, MarketDataType.TradeBar, 1)] method GetSubscriptionDataConfig (line 145) | private SubscriptionDataConfig GetSubscriptionDataConfig(Type T, Symbo... method GetSubscriptionDataConfig (line 159) | protected SubscriptionDataConfig GetSubscriptionDataConfig(Symbol s... FILE: Tests/Common/Data/DividendYieldProviderTests.cs class DividendYieldProviderTests (line 24) | [TestFixture] method GetDividendYieldRate (line 28) | [TestCase("19700306", null, 0.0)] // Date in before the firs... method GetDividendYieldWithoutFactorFile (line 66) | [TestCase("19700101", 0.0)] // Date before Time.Start method CacheIsCleared (line 79) | [Test] method AnotherSymbolCall (line 107) | [Test] class DividendYieldProviderTest (line 121) | private class DividendYieldProviderTest : DividendYieldProvider, IDisp... method DividendYieldProviderTest (line 127) | public DividendYieldProviderTest(Symbol symbol) method LoadCorporateEvents (line 132) | protected override List LoadCorporateEvents(Symbol symbol) method Reset (line 138) | public void Reset() method Dispose (line 152) | public void Dispose() FILE: Tests/Common/Data/DollarVolumeRenkoConsolidatorTests.cs class DollarVolumeRenkoConsolidatorTests (line 26) | [TestFixture] method CreateConsolidator (line 29) | protected override IDataConsolidator CreateConsolidator() method OutputTypeIsVolumeRenkoBar (line 34) | [Test] method ConsolidatesOnTickDollarVolumeReached (line 41) | [Test] method ConsolidatesOnTradeBarDollarVolumeReached (line 74) | [Test] method HandlesMultipleConsolidations (line 107) | [Test] method ThrowsOnNonTradeData (line 142) | [Test] method GetTestValues (line 161) | protected override IEnumerable GetTestValues() FILE: Tests/Common/Data/DynamicDataConsolidatorTests.cs class DynamicDataConsolidatorTests (line 25) | [TestFixture] method AggregatesTimeValuePairsWithOutVolumeProperly (line 28) | [Test] method AggregatesTimeValuePairsWithVolumeProperly (line 83) | [Test] method AggregatesTradeBarsWithVolumeProperly (line 145) | [Test] method AggregatesTradeBarsWithOutVolumeProperly (line 200) | [Test] method GetTestValues (line 252) | protected override IEnumerable GetTestValues() method CreateConsolidator (line 294) | protected override IDataConsolidator CreateConsolidator() class CustomData (line 299) | private class CustomData : DynamicData method Reader (line 301) | public override BaseData Reader(SubscriptionDataConfig config, strin... method GetSource (line 306) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... FILE: Tests/Common/Data/DynamicDataTests.cs class DynamicDataTests (line 23) | [TestFixture] method SupportsSnakeNameRetrival (line 26) | [Test] method StoresValues_Using_LowerCaseKeys (line 36) | [Test] method StoresBaseDataValues_Using_BaseDataProperties (line 46) | [Test] method AccessingPropertyThatDoesNotExist_ThrowsKeyNotFoundException (line 72) | [Test] class DataType (line 82) | private class DataType : DynamicData FILE: Tests/Common/Data/FakeDataQueuehandlerSubscriptionManager.cs class FakeDataQueuehandlerSubscriptionManager (line 22) | public class FakeDataQueuehandlerSubscriptionManager : DataQueueHandlerS... method FakeDataQueuehandlerSubscriptionManager (line 26) | public FakeDataQueuehandlerSubscriptionManager(Func ... method Subscribe (line 31) | protected override bool Subscribe(IEnumerable symbols, TickTyp... method Unsubscribe (line 33) | protected override bool Unsubscribe(IEnumerable symbols, TickT... method ChannelNameFromTickType (line 35) | protected override string ChannelNameFromTickType(TickType tickType) =... FILE: Tests/Common/Data/Fundamental/BaseFundamentalDataProviderTests.cs class BaseFundamentalDataProviderTests (line 22) | [TestFixture] method NoValueNull (line 25) | [Test] method NoValueDouble (line 32) | [Test] method NoValueDecimal (line 41) | [Test] method DatetimeNoTz (line 50) | [Test] FILE: Tests/Common/Data/Fundamental/FundamentalTests.cs class FundamentalTests (line 24) | [TestFixture] method Setup (line 27) | [SetUp] method ComputesMarketCapCorrectly (line 33) | [Test] method ZeroMarketCapForDefaultObject (line 42) | [Test] FILE: Tests/Common/Data/Fundamental/FundamentalUniverseSelectionModelTests.cs class FundamentalUniverseSelectionModelTests (line 22) | [TestFixture] method PythonAlgorithmUsingCSharpSelection (line 25) | [Test] FILE: Tests/Common/Data/Fundamental/MultiPeriodFieldTests.cs class MultiPeriodFieldTests (line 25) | [TestFixture] method SetUp (line 30) | [SetUp] method ReturnsDefaultPeriod (line 39) | [Test] method ReturnsRequestedPeriodWithDataAvailable (line 48) | [Test] method ReturnsRequestedPeriodWithNoData (line 57) | [Test] method ReturnsCorrectPeriodNamesAndValues (line 66) | [Test] method ReturnsFirstPeriodIfNoDefaultAvailable (line 76) | [Test] method EmptyStore (line 89) | [Test] method EmptyStoreToString (line 105) | [Test] class TestMultiPeriodField (line 112) | private class TestMultiPeriodField : MultiPeriodField method GetPeriodValue (line 134) | public override double GetPeriodValue(string period) method GetPeriodValues (line 151) | public override IReadOnlyDictionary GetPeriodValues() FILE: Tests/Common/Data/Fundamental/NullFundamentalDataProvider.cs class NullFundamentalDataProvider (line 23) | public class NullFundamentalDataProvider : IFundamentalDataProvider method Get (line 25) | public T Get(DateTime time, SecurityIdentifier securityIdentifier, ... method Initialize (line 26) | public void Initialize(IDataProvider dataProvider, bool liveMode) FILE: Tests/Common/Data/Fundamental/TestFundamentalDataProvider.cs class TestFundamentalDataProvider (line 24) | public class TestFundamentalDataProvider : IFundamentalDataProvider method Get (line 68) | public T Get(DateTime time, SecurityIdentifier securityIdentifier, ... method Get (line 91) | private dynamic Get(DateTime time, SecurityIdentifier securityIdentifi... method Initialize (line 137) | public void Initialize(IDataProvider dataProvider, bool liveMode) FILE: Tests/Common/Data/IdentityDataConsolidatorTests.cs class IdentityDataConsolidatorTests (line 24) | [TestFixture] method ThrowsOnDataOfWrongType (line 27) | [Test] method ReturnsTheSameObjectReference (line 37) | [Test] method IgnoresNonTickDataWithSameTimestamps (line 55) | [Test] method AcceptsTickDataWithSameTimestamps (line 76) | [Test] method CreateConsolidator (line 97) | protected override IDataConsolidator CreateConsolidator() FILE: Tests/Common/Data/InterestRateProviderTests.cs class InterestRateProviderTests (line 23) | [TestFixture] method Create (line 26) | [Test] method FromCsvFile (line 42) | [TestCase("alternative/interest-rate/usa/interest-rate.csv", true)] method GetInterestRate (line 59) | [TestCase("19700306", 0.0225)] // Date in before the first date in file FILE: Tests/Common/Data/Market/BarTests.cs class BarTests (line 21) | [TestFixture] method UpdatesProperly (line 24) | [Test] method DoesNotHandleAssetsWithZeroPrice (line 53) | [Test] FILE: Tests/Common/Data/Market/FuturesContractTests.cs class FuturesContractTests (line 22) | [TestFixture] method QuoteBarNullBidAsk (line 25) | [TestCase(true, true)] method QuoteTickUpdate (line 46) | [Test] method TradeTickUpdate (line 62) | [Test] method TradeBarUpdate (line 78) | [Test] method OpenInterest (line 94) | [Test] FILE: Tests/Common/Data/Market/QuoteBarTests.cs class QuoteBarTests (line 25) | [TestFixture] method Setup (line 30) | [OneTimeSetUp] method DoesntGenerateCorruptedPricesIfBidOrAskAreMissing (line 36) | [Test] method QuoteBarReader_CanParseMalformattedData_Successfully (line 54) | [Test] method QuoteBarReader_CanParseQuoteBar_Successfully (line 79) | [Test] method QuoteBar_CanParseEquity_Successfully (line 104) | [Test] method QuoteBar_CanParseForex_Successfully (line 126) | [Test] method QuoteBar_CanParseCfd_Successfully (line 148) | [Test] method QuoteBar_CanParseOption_Successfully (line 170) | [Test] method QuoteBar_CanParseFuture_Successfully (line 192) | [Test] method QuoteBarParseScalesOptionsWithEquityUnderlying (line 214) | [Test] method QuoteBarParseDoesNotScaleOptionsWithNonEquityUnderlying (line 274) | [Test] FILE: Tests/Common/Data/Market/TickTests.cs class TickTests (line 28) | [TestFixture] method ConstructsFromLine (line 31) | [Test] method ConstructsFromLineWithDecimalTimestamp (line 49) | [TestCase("18000677.3,3669.12,0.0040077,3669.13,3.40618718", "18000677... method ReadsFuturesTickFromLine (line 69) | [Test] method ReadsCryptoAndCryptoFuturesTickFromLine (line 88) | [TestCase(SecurityType.Crypto, TickType.Trade, "1234567,18000,0.0001,0")] method EquityQuoteTick (line 124) | [TestCase("14400135,0,0,1680000,400,NASDAQ,00000001,0", 0, 0, 168, 400)] method OptionWithUnderlyingEquityScaled (line 162) | [Test] method OptionWithUnderlyingFutureNotScaled (line 204) | [Test] method ExchangeSetterHandlesNonExpectedEncoding (line 246) | [Test] method ExchangeSetterHandlesDefinedExchanges (line 258) | [Test] FILE: Tests/Common/Data/Market/TradeBarTests.cs class TradeBarTests (line 26) | [TestFixture] method UpdatesProperly (line 29) | [Test] method HandlesAssetWithValidZeroPrice (line 62) | [Test] method TradeBarParseScalesOptionsWithEquityUnderlying (line 102) | [Test] method TradeBarParseDoesNotScaleOptionsWithNonEquityUnderlying (line 153) | [Test] method TradeBarIndexLowResolutionParsing (line 204) | [TestCase(Resolution.Minute, "43140000,21.04,21.44,20.4,21.24,0")] FILE: Tests/Common/Data/MarketHourAwareConsolidatorTests.cs class MarketHourAwareConsolidatorTests (line 27) | [TestFixture] method MarketAlwaysOpen (line 30) | [Test] method Daily (line 74) | [TestCase(true)] method BarIsSkippedWhenDataResolutionIsNotHourAndMarketIsClose (line 120) | [Test] method DailyBarCanBeConsolidatedFromHourData (line 141) | [Test] method DailyExtendedMarketHours (line 185) | [TestCase(true)] method MarketHoursRespected (line 228) | [Test] method WorksWithDailyResolutionAndPreciseEndTimeFalse (line 272) | [Test] method CreateConsolidator (line 297) | protected override IDataConsolidator CreateConsolidator() method GetTestValues (line 302) | protected override IEnumerable GetTestValues() class MarketHourAwareConsolidatorTest (line 321) | private class MarketHourAwareConsolidatorTest : MarketHourAwareConsoli... method MarketHourAwareConsolidatorTest (line 323) | public MarketHourAwareConsolidatorTest(Resolution resolution, Type d... method UseStrictEndTime (line 328) | protected override bool UseStrictEndTime(Symbol symbol) FILE: Tests/Common/Data/MockSubscriptionDataConfigProvider.cs class MockSubscriptionDataConfigProvider (line 23) | internal class MockSubscriptionDataConfigProvider : ISubscriptionDataCon... method MockSubscriptionDataConfigProvider (line 27) | public MockSubscriptionDataConfigProvider(SubscriptionDataConfig confi... method GetSubscriptionDataConfigs (line 34) | public List GetSubscriptionDataConfigs(Symbol ... FILE: Tests/Common/Data/OpenInterestConsolidatorTests.cs class OpenInterestConsolidatorTests (line 26) | [TestFixture] method HourAndDailyConsolidationKeepsTimeOfDay (line 29) | [TestCaseSource(nameof(HourAndDailyTestValues))] method CreateConsolidator (line 63) | protected override IDataConsolidator CreateConsolidator() method GetTestValues (line 68) | protected override IEnumerable GetTestValues() method HourAndDailyTestValues (line 87) | private static IEnumerable HourAndDailyTestValues() FILE: Tests/Common/Data/PeriodCountConsolidatorTests.cs class PeriodCountConsolidatorTests (line 26) | [TestFixture, Parallelizable(ParallelScope.All)] method ExpectedConsolidatedTradeBarsInPeriodMode (line 41) | [TestCaseSource(nameof(PeriodCases))] method ExpectedConsolidatedQuoteBarsInPeriodMode (line 81) | [TestCaseSource(nameof(PeriodCases))] method ConsolidatorEmitsOffsetBarsCorrectly (line 121) | [Test] method ConsolidatorEmitsOldBarsUsingUpdate (line 162) | [Test] method ConsolidatorEmitsOldBarsUsingScan (line 201) | [Test] method ConsolidatorEmitsRegularly (line 239) | [Test] method BarsEmitOnTime (line 262) | [TestCase(14)] // 2PM method ConsolidatorShouldConsolidateOnMaxCountAndUseLastEndTime (line 298) | [TestCase(typeof(BaseDataConsolidator))] method PushBarsThrough (line 382) | private static void PushBarsThrough(int barCount, TimeSpan period, Tra... class CustomData (line 396) | private class CustomData : DynamicData method Reader (line 398) | public override BaseData Reader(SubscriptionDataConfig config, strin... method GetSource (line 403) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... FILE: Tests/Common/Data/QuoteBarConsolidatorTests.cs class QuoteBarConsolidatorTests (line 25) | [TestFixture] method ThrowsWhenPeriodIsSmallerThanDataPeriod (line 28) | [Test] method MultipleResolutionConsolidation (line 53) | [Test] method GentlyHandlesPeriodAndDataAreSameResolution (line 109) | [Test] method AggregatesNewCountQuoteBarProperlyDaily (line 150) | [Test] method AggregatesNewCountQuoteBarProperly (line 189) | [Test] method AggregatesNewTimeSpanQuoteBarProperly (line 273) | [Test] method DoesNotConsolidateDifferentSymbols (line 352) | [Test] method LastCloseAndCurrentOpenPriceShouldBeSameConsolidatedOnTimeSpan (line 390) | [Test] method CreateConsolidator (line 458) | protected override IDataConsolidator CreateConsolidator() method GetTestValues (line 463) | protected override IEnumerable GetTestValues() FILE: Tests/Common/Data/RangeConsolidatorTests.cs class RangeConsolidatorTests (line 27) | [TestFixture] method RangeConsolidatorReturnsExpectedValues (line 30) | [Test] method PriceGapBehaviorIsTheExpectedOne (line 69) | [TestCaseSource(nameof(PriceGapBehaviorIsTheExpectedOneTestCases))] method ConsolidatorCreatesExpectedBarsInDifferentScenarios (line 87) | [TestCaseSource(nameof(ConsolidatorCreatesExpectedBarsTestCases))] method ConsolidatorUpdatesTheVolumeOfTheBarsAsExpected (line 105) | [TestCase(new double[] { 94, 94.1, 94.2, 94.3, 94.4, 94.5, 94.6, 94.7,... method CreateRangeConsolidator (line 122) | protected virtual RangeConsolidator CreateRangeConsolidator(int range) method UpdateConsolidator (line 127) | private List UpdateConsolidator(RangeConsolidator rangeConso... method GetRangeConsolidatorExpectedValues (line 196) | protected virtual decimal[][] GetRangeConsolidatorExpectedValues() method CreateConsolidator (line 216) | protected override IDataConsolidator CreateConsolidator() method AssertConsolidator (line 221) | protected override void AssertConsolidator(IDataConsolidator consolida... method GetTestValues (line 227) | protected override IEnumerable GetTestValues() FILE: Tests/Common/Data/RenkoConsolidatorTests.cs class RenkoConsolidatorTests (line 27) | [TestFixture] method WickedRenkoConsolidatorFailsWhenBarSizeIsZero (line 30) | [TestCase(0)] method WickedOutputTypeIsRenkoBar (line 38) | [Test] method WickedNoFallingRenko (line 46) | [Test] method WickedNoRisingRenko (line 72) | [Test] method WickedNoFallingRenkoKissLimit (line 98) | [Test] method WickedNoRisingRenkoKissLimit (line 124) | [Test] method WickedOneFallingRenko (line 150) | [Test] method WickedOneRisingRenko (line 187) | [Test] method WickedTwoFallingThenOneRisingRenkos (line 224) | [Test] method WickedTwoRisingThenOneFallingRenkos (line 283) | [Test] method WickedThreeRisingGapRenkos (line 342) | [Test] method WickedThreeFallingGapRenkos (line 397) | [Test] method WickedTwoFallingThenThreeRisingGapRenkos (line 450) | [Test] method WickedTwoRisingThenThreeFallingGapRenkos (line 523) | [Test] method ConsistentRenkos (line 596) | [TestCase(new double[] {1.38687, 1.38688, 1.38687, 1.38686, 1.38685, 1... method GetClosestMultipleWorksAsExpected (line 688) | [TestCase(12.38684, 0.0001, 12.3868)] method GetClosestMultipleFailsWhenBarSizeIsLessThanZero (line 709) | [TestCase(0)] method CreateConsolidator (line 717) | protected override IDataConsolidator CreateConsolidator() method AssertConsolidator (line 722) | protected override void AssertConsolidator(IDataConsolidator consolida... method GetTestValues (line 736) | protected override IEnumerable GetTestValues() class TestRenkoConsolidator (line 757) | private class TestRenkoConsolidator : RenkoConsolidator method TestRenkoConsolidator (line 759) | public TestRenkoConsolidator(decimal barSize) method OpenRenko (line 764) | public RenkoBar OpenRenko() FILE: Tests/Common/Data/SequentialConsolidatorTests.cs class SequentialConsolidatorTests (line 24) | [TestFixture] method SequentialConsolidatorsFiresAllEvents (line 27) | [Test] method SequentialConsolidatorAcceptsSubTypesForSecondInputType (line 60) | [Test] method CreateConsolidator (line 94) | protected override IDataConsolidator CreateConsolidator() method AssertConsolidator (line 101) | protected override void AssertConsolidator(IDataConsolidator consolida... FILE: Tests/Common/Data/SessionConsolidatorTests.cs class SessionConsolidatorTests (line 26) | [TestFixture] method CalculatesOHLCVRespectingMarketHours (line 29) | [Test] method TracksOpenInterestFromOpenInterestTicks (line 57) | [Test] method AccumulatesVolumeFromTradeBarsAndTradeTicksCorrectly (line 84) | [Test] method AccumulatesVolumeCorrectlyAfterReset (line 115) | [Test] method PreservesSymbolAfterConsolidation (line 142) | [Test] method IgnoresOverlappingHigherResolutionData (line 159) | [TestCase(TickType.Trade, Resolution.Tick, Resolution.Second)] method ConsolidateUsingBars (line 210) | [TestCase(TickType.Trade, true)] method GetConsolidator (line 299) | private static SessionConsolidator GetConsolidator(TickType tickType) FILE: Tests/Common/Data/Shortable/ShortableProviderTests.cs class ShortableProviderTests (line 25) | [TestFixture] method SetupConfig (line 31) | [SetUp] method ResetConfig (line 74) | [TearDown] method LocalDiskShortableProviderGetsDataBySymbol (line 81) | [TestCase("testbrokerage")] method LocalDiskShortableProviderDefaultsToNullForMissingData (line 110) | [TestCase("AAPL", "nobrokerage")] type ShortableData (line 123) | private record ShortableData(long? ShortableQuantity, decimal RebateRa... FILE: Tests/Common/Data/SliceTests.cs class SliceTests (line 31) | [TestFixture] method AccessesByDataType (line 36) | [Test] method AccessesByDataTypeAndSymbol (line 61) | [Test] method AccessesBaseBySymbol (line 119) | [Test] method AccessesTradeBarBySymbol (line 130) | [Test] method EquitiesIgnoreQuoteBars (line 141) | [Test] method AccessesTradeBarCollection (line 163) | [Test] method AccessesTicksBySymbol (line 174) | [Test] method AccessesTicksCollection (line 186) | [Test] method DifferentCollectionsAreCorrectlyGeneratedSameSymbol (line 201) | [Test] method AccessesCustomGenericallyByTypeOtherTypesPresent (line 218) | [Test] method AccessesCustomGenericallyByType (line 229) | [Test] method AccessesTickGenericallyByType (line 240) | [Test] method AccessesTradeBarGenericallyByType (line 251) | [Test] method AccessesGenericallyByTypeAndSymbol (line 262) | [Test] method MergeSlice (line 273) | [Test] method CheckMergeUpdatePrivateAttributes (line 314) | [Test] method MergeTicks (line 342) | [Test] method AccessingTicksParsedSaleConditinoDoesNotThrow (line 361) | [TestCase(null)] method MergeOptionsAndFuturesChain (line 370) | [Test] method MergeCustomData (line 399) | [Test] method PythonGetCustomData (line 415) | [Test] method PythonCustomDataPyObjectValue (line 438) | [Test] method PythonGetPythonCustomData (line 473) | [TestCase("reader", "get_source", "get")] method PythonEnumerationWorks (line 528) | [Test] method PythonGetBySymbolCustomData (line 550) | [Test] method PythonGetAndSymbolCustomData (line 573) | [Test] method PythonGetTradeBar (line 596) | [Test] method PythonGetBySymbolOpenInterest (line 621) | [Test] method PythonGetBySymbolTradeBar (line 648) | [Test] method PythonGetAndSymbolTradeBar (line 673) | [Test] method PythonGetCustomData_Iterate_IndexedLinkedData (line 698) | [Test] method PythonGetCustomData_Iterate_IndexedLinkedData_Empty (line 726) | [Test] method PythonGetCustomData_Iterate (line 754) | [Test] method EnumeratorDoesNotThrowWithTicks (line 778) | [Test] method AccessesTradeBarAndQuoteBarForSameSymbol (line 794) | [Test] method PythonSlice_clear (line 831) | [Test] method PythonSlice_popitem (line 849) | [Test] method PythonSlice_pop (line 867) | [Test] method PythonSlice_pop_default (line 885) | [Test] method PythonSlice_update_fails (line 903) | [Test] method PythonSlice_update_success (line 922) | [Test] method PythonSlice_contains (line 942) | [Test] method PythonSlice_performance (line 966) | [Test, Ignore("Performance test")] method PythonSlice_len (line 1095) | [Test] method PythonSlice_copy (line 1119) | [Test] method PythonSlice_items (line 1138) | [Test] method PythonSlice_keys (line 1157) | [Test] method PythonSlice_values (line 1179) | [Test] method PythonSlice_fromkeys (line 1201) | [Test] method PythonSlice_fromkeys_default (line 1220) | [Test] method PythonSlice_get_success (line 1239) | [Test] method PythonSlice_get_default (line 1262) | [Test] method PythonSlice_get_NoneIfKeyNotFound (line 1285) | [Test] method PythonSlice_setdefault_success (line 1301) | [Test] method PythonSlice_setdefault_default_success (line 1324) | [Test] method PythonSlice_setdefault_keynotfound (line 1350) | [Test] method PushThroughWorksWithDifferentTypes (line 1369) | [TestCaseSource(nameof(PushThroughWorksWithDifferentTypesTestCases))] method GetSlice (line 1382) | private Slice GetSlice() class PublicArrayTest (line 1466) | public class PublicArrayTest method PublicArrayTest (line 1470) | public PublicArrayTest() class CustomData (line 1476) | public class CustomData: BaseData FILE: Tests/Common/Data/SubscriptionDataSourceTests.cs class SubscriptionDataSourceTests (line 21) | [TestFixture] method ComparesEqualWithIdenticalSourceAndTransportMedium (line 24) | [Test] method ComparesNotEqualWithDifferentSource (line 33) | [Test] method ComparesNotEqualWithDifferentTransportMedium (line 42) | [Test] FILE: Tests/Common/Data/SubscriptionManagerTests.cs class SubscriptionManagerTests (line 34) | [TestFixture, Parallelizable(ParallelScope.All)] method GetsSubscriptionDataTypesLowResolution (line 37) | [TestCase(SecurityType.Forex, Resolution.Daily, 1, TickType.Quote)] method GetsSubscriptionDataTypesSingle (line 56) | [Test] method GetsSubscriptionDataTypesCanonical (line 72) | [Test] method GetsSubscriptionDataTypesFuturesOptionsMinute (line 90) | [Test] method GetsSubscriptionDataTypesFuturesOptionsTick (line 106) | [Test] method GetsSubscriptionDataTypes (line 122) | [Test] method SubscriptionsMemberIsThreadSafe (line 150) | [Test] method ScanPastConsolidatorsIsThreadSafe (line 186) | [Test] method GetsCustomSubscriptionDataTypes (line 239) | [Test] method ValidatesSubscriptionTickTypesForConsolidators (line 258) | [TestCase(SecurityType.Future, TickType.Trade, typeof(TradeBar), typeo... method ValidatesSubscriptionTickTypesForClassicRenkoConsolidators (line 374) | [TestCase(TickType.Trade, TickType.Trade, true)] method GetsExpectedSubscriptionsGivenATickType (line 407) | [TestCase(SecurityType.Future, typeof(Tick), TickType.Trade, null, typ... method CanAddAndRemoveCSharpConsolidatorFromPython (line 601) | [Test] method CanAddAndRemoveCSharpConsolidatorFromPythonWithWrapper (line 629) | [Test] method CanAddAndRemovePythonConsolidator (line 653) | [Test] method RunRemoveConsolidatorsRegressionAlgorithm (line 693) | [Test] class TestConsolidator (line 728) | private class TestConsolidator : IDataConsolidator method Update (line 738) | public void Update(IBaseData data) { } method Scan (line 739) | public void Scan(DateTime currentLocalTime) { } method Dispose (line 740) | public void Dispose() { } method TestConsolidator (line 742) | public TestConsolidator(Type inputType, Type outputType) method TestConsolidator (line 748) | public TestConsolidator(Type inputType) method Reset (line 753) | public void Reset() method GetSubscriptionDataTypes (line 758) | private static List> GetSubscriptionDataTypes(Se... FILE: Tests/Common/Data/TickConsolidatorTests.cs class TickConsolidatorTests (line 25) | [TestFixture] method AggregatesNewTradeBarsProperly (line 28) | [Test] method DoesNotConsolidateDifferentSymbols (line 87) | [Test] method AggregatesPeriodInCountModeWithDailyData (line 118) | [Test] method AggregatesPeriodInPeriodModeWithDailyData (line 150) | [Test] method AggregatesPeriodInPeriodModeWithDailyDataAndRoundedTime (line 179) | [Test] method AggregatesNewTicksInPeriodWithRoundedTime (line 211) | [Test] method ProcessesTradeTicksOnly (line 285) | [Test] method CreateConsolidator (line 339) | protected override IDataConsolidator CreateConsolidator() method GetTestValues (line 344) | protected override IEnumerable GetTestValues() FILE: Tests/Common/Data/TickQuoteBarConsolidatorTests.cs class TickQuoteBarConsolidatorTests (line 25) | [TestFixture] method AggregatesNewQuoteBarProperly (line 28) | [Test] method DoesNotConsolidateDifferentSymbols (line 113) | [Test] method LastCloseAndCurrentOpenPriceShouldBeSameConsolidatedOnCount (line 144) | [Test] method LastCloseAndCurrentOpenPriceShouldBeSameConsolidatedOnTimeSpan (line 203) | [Test] method CreateConsolidator (line 267) | protected override IDataConsolidator CreateConsolidator() method GetTestValues (line 272) | protected override IEnumerable GetTestValues() FILE: Tests/Common/Data/TradeBarConsolidatorTests.cs class TradeBarConsolidatorTests (line 25) | [TestFixture] method ZeroCountAlwaysFires (line 28) | [Test] method OneCountAlwaysFires (line 44) | [Test] method TwoCountFiresEveryOther (line 60) | [Test] method ZeroSpanAlwaysThrows (line 87) | [Test] method ConsolidatesOHLCV (line 103) | [Test] method DoesNotConsolidateDifferentSymbols (line 161) | [Test] method ConsolidatedTimeIsFromBeginningOfBar (line 196) | [Test] method HandlesDataGapsInMixedMode (line 251) | [Test] method HandlesGappingAcrossDays (line 291) | [Test] method ClosedLeftOpenRightInTimeSpanModeTest (line 319) | [Test] method AggregatesPeriodInCountModeWithDailyData (line 356) | [Test] method AggregatesPeriodInPeriodModeWithDailyData (line 386) | [Test] method ThrowsWhenPeriodIsSmallerThanDataPeriod (line 417) | [Test] method GentlyHandlesPeriodAndDataAreSameResolution (line 431) | [Test] method FiresEventAfterTimePassesViaScan (line 454) | [Test] method ConsolidatedPeriodEqualsTimeBasedConsolidatorPeriod (line 474) | [Test] method FiresEventAfterTimePassesViaScanWithMultipleResolutions (line 496) | [Test] method StreamTradeBars (line 548) | private IEnumerable StreamTradeBars(DateTime start, DateTime... method CreateConsolidator (line 567) | protected override IDataConsolidator CreateConsolidator() method GetTestValues (line 572) | protected override IEnumerable GetTestValues() FILE: Tests/Common/Data/UniverseSelection/CoarseFundamentalTests.cs class CoarseFundamentalTests (line 22) | [TestFixture] method ParsesCoarseCsvLine (line 25) | [Test, TestCaseSource(nameof(TestParameters))] FILE: Tests/Common/Data/UniverseSelection/ConstituentsUniverseDataTests.cs class ConstituentsUniverseDataTests (line 25) | [TestFixture] method SetUp (line 31) | [SetUp] method BacktestSourceForEachTradableDate (line 49) | [Test] method BacktestDataTimeForEachTradableDate (line 74) | [Test] method LiveSourceForCurrentDate (line 94) | [Test] method LiveDataTimeForCurrentDate (line 105) | [Test] FILE: Tests/Common/Data/UniverseSelection/OptionUniverseTests.cs class OptionUniverseTests (line 29) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method OneTimeSetUp (line 59) | [OneTimeSetUp] method RoundTripCsvConversion (line 84) | [Test] FILE: Tests/Common/Data/UniverseSelection/ScheduledUniverseTests.cs class ScheduledUniverseTests (line 27) | [TestFixture] method Setup (line 36) | [SetUp] method TimeTriggeredDoesNotReturnPastTimes (line 48) | [Test] method TriggerTimesNone (line 86) | [Test] FILE: Tests/Common/Data/UniverseSelection/SecurityChangesTests.cs class SecurityChangesTests (line 25) | [TestFixture] method WillNotFilterCustomSecuritiesByDefault (line 28) | [Test] method FilterCustomSecuritiesIfDesired (line 57) | [Test] method AddedNonInternal (line 97) | public static SecurityChanges AddedNonInternal(params Security[] secur... method RemovedNonInternal (line 109) | public static SecurityChanges RemovedNonInternal(params Security[] sec... method CreateNonInternal (line 121) | public static SecurityChanges CreateNonInternal(IEnumerable ... FILE: Tests/Common/Data/UniverseSelection/UniverseTests.cs class UniverseTests (line 27) | [TestFixture] method SetUp (line 33) | [SetUp] method RoundsTimeWhenCheckingMinimumTimeInUniverse_Seconds (line 58) | [Test] method RoundsTimeWhenCheckingMinimumTimeInUniverse_Minutes (line 73) | [Test] method RoundsTimeWhenCheckingMinimumTimeInUniverse_Hour (line 88) | [Test] method RoundsTimeWhenCheckingMinimumTimeInUniverse_Daily (line 103) | [Test] method RoundsTimeWhenCheckingMinimumTimeInUniverse_SevenDays (line 118) | [Test] class TestUniverse (line 133) | private class TestUniverse : Universe method TestUniverse (line 135) | public TestUniverse(SubscriptionDataConfig config, UniverseSettings ... method SelectSymbols (line 140) | public override IEnumerable SelectSymbols(DateTime utcTime, ... FILE: Tests/Common/Data/UniverseSelection/UserDefinedUniverseTests.cs class UserDefinedUniverseTests (line 26) | [TestFixture] method ThreadSafety (line 29) | [Test] class TestUserDefinedUniverseAlgorithm (line 44) | public class TestUserDefinedUniverseAlgorithm : BasicTemplateAlgorithm method Initialize (line 51) | public override void Initialize() method OnData (line 96) | public override void OnData(Slice data) method OnEndOfAlgorithm (line 105) | public override void OnEndOfAlgorithm() FILE: Tests/Common/Data/VolumeRenkoConsolidatorTests.cs class VolumeRenkoConsolidatorTests (line 26) | [TestFixture] method OutputTypeIsVolumeRenkoBar (line 29) | [Test] method ConsolidatesOnTickVolumeReached (line 36) | [Test] method ConsolidatesOnTraderBarVolumeReached (line 71) | [Test] method ConsolidatesOnQuoteBar (line 106) | [Test] method ConsistentRenkos (line 116) | [Test] method MultipleConsoldation (line 165) | [Test] method GetTestValues (line 231) | protected override IEnumerable GetTestValues() method CreateConsolidator (line 252) | protected override IDataConsolidator CreateConsolidator() FILE: Tests/Common/DataMonitorReportTests.cs class DataMonitorReportTests (line 21) | [TestFixture] method TotalRequestsCountIsTheSumOfSucceededAndFailedRequests (line 24) | [Test] method TotalUniverseRequestsCountIsTheSumOfSucceededAndFailedUniverseRequests (line 36) | [Test] method FailedRequestsPercentageIsProperlyCalculatedAndRounded (line 48) | [Test] method FailedUniverseRequestsPercentageIsProperlyCalculatedAndRounded (line 60) | [Test] FILE: Tests/Common/DocumentationAttributeTest.cs class DocumentationAttributeTest (line 21) | [TestFixture] method JsonRoundTrip (line 24) | [Test] FILE: Tests/Common/Exceptions/ClrBubbledExceptionInterpreterTests.cs class ClrBubbledExceptionInterpreterTests (line 25) | [TestFixture] method Setup (line 32) | [OneTimeSetUp] method CanInterpretReturnsTrueOnlyForClrBubbledExceptionType (line 65) | [Test] method InterpretThrowsForNonClrBubbledExceptionTypes (line 78) | [Test] method VerifyMessageContainsStackTraceInformation (line 93) | [Test] method CreateExceptionFromType (line 107) | private Exception CreateExceptionFromType(Type type) FILE: Tests/Common/Exceptions/DllNotFoundPythonExceptionInterpreterTests.cs class DllNotFoundPythonExceptionInterpreterTests (line 24) | [TestFixture] method CanInterpretReturnsTrueForOnlyDllNotFoundExceptionType (line 27) | [Test] method InterpretThrowsForNonDllNotFoundExceptionTypes (line 39) | [Test] method CreateExceptionFromType (line 53) | private Exception CreateExceptionFromType(Type type) FILE: Tests/Common/Exceptions/FakeExceptionInterpreter.cs class FakeExceptionInterpreter (line 27) | internal class FakeExceptionInterpreter : IExceptionInterpreter method FakeExceptionInterpreter (line 35) | public FakeExceptionInterpreter() method FakeExceptionInterpreter (line 50) | public FakeExceptionInterpreter(Func canInterpret, Fu... method CanInterpret (line 57) | public bool CanInterpret(Exception exception) method Interpret (line 62) | public Exception Interpret(Exception exception, IExceptionInterpreter ... FILE: Tests/Common/Exceptions/InvalidTokenPythonExceptionInterpreterTests.cs class InvalidTokenPythonExceptionInterpreterTests (line 25) | [TestFixture] method Setup (line 30) | [SetUp] method CanInterpretReturnsTrueForOnlyInvalidTokenPythonExceptionType (line 47) | [TestCase(typeof(Exception), false)] method InterpretThrowsForNonInvalidTokenPythonExceptionTypes (line 58) | [TestCase(typeof(Exception), true)] method VerifyMessageContainsStackTraceInformation (line 71) | [Test] method CreateExceptionFromType (line 81) | private Exception CreateExceptionFromType(Type type) => type == typeof... FILE: Tests/Common/Exceptions/KeyErrorPythonExceptionInterpreterTests.cs class KeyErrorPythonExceptionInterpreterTests (line 25) | [TestFixture] method Setup (line 30) | [SetUp] method CanInterpretReturnsTrueForOnlyKeyErrorPythonExceptionType (line 50) | [Test] method InterpretThrowsForNonKeyErrorPythonExceptionTypes (line 62) | [Test] method VerifyMessageContainsStackTraceInformation (line 76) | [Test] method CreateExceptionFromType (line 86) | private Exception CreateExceptionFromType(Type type) => type == typeof... FILE: Tests/Common/Exceptions/NoMethodMatchPythonExceptionInterpreterTests.cs class NoMethodMatchPythonExceptionInterpreterTests (line 25) | [TestFixture] method Setup (line 30) | [OneTimeSetUp] method CanInterpretReturnsTrueForOnlyNoMethodMatchPythonExceptionType (line 50) | [Test] method InterpretThrowsForNonNoMethodMatchPythonExceptionTypes (line 62) | [Test] method VerifyMessageContainsStackTraceInformation (line 76) | [Test] method CreateExceptionFromType (line 86) | private Exception CreateExceptionFromType(Type type) => type == typeof... FILE: Tests/Common/Exceptions/NullExceptionInterpreter.cs class NullExceptionInterpreter (line 24) | public class NullExceptionInterpreter : IExceptionInterpreter method NullExceptionInterpreter (line 30) | private NullExceptionInterpreter() method CanInterpret (line 34) | public bool CanInterpret(Exception exception) method Interpret (line 39) | public Exception Interpret(Exception exception, IExceptionInterpreter ... FILE: Tests/Common/Exceptions/PythonExceptionInterpreterTests.cs class PythonExceptionInterpreterTests (line 25) | [TestFixture] method Setup (line 30) | [OneTimeSetUp] method CanInterpretReturnsTrueForOnlyPythonExceptionType (line 50) | [Test] method InterpretThrowsForNonPythonExceptionTypes (line 62) | [Test] method VerifyMessageContainsStackTraceInformation (line 76) | [Test] method CreateExceptionFromType (line 86) | private Exception CreateExceptionFromType(Type type) => type == typeof... FILE: Tests/Common/Exceptions/ScheduledEventExceptionInterpreterTests.cs class ScheduledEventExceptionInterpreterTests (line 26) | [TestFixture] method CanProjectReturnsTrueForOnlyScheduledEventExceptionType (line 29) | [Test] method ProjectThrowsForNonScheduledEventExceptionTypes (line 41) | [Test] method ReformsMessageToIncludeScheduledEventName (line 55) | [Test] method WrapsScheduledEventExceptionInnerException (line 68) | [Test] method InvokesInnerExceptionProjectionOnInnerException (line 77) | [Test] method CreateExceptionFromType (line 94) | private Exception CreateExceptionFromType(Type type) FILE: Tests/Common/Exceptions/StackExceptionInterpreterTests.cs class StackExceptionInterpretersTests (line 24) | [TestFixture] method CreatesFromAssemblies (line 27) | [Test] method CallsInterpretOnFirstProjectionThatCanInterpret (line 35) | [Test] method RecursivelyProjectsInnerExceptions (line 91) | [Test] method GetsExceptionMessageHeaderAsAllInnersJoinedBySpace (line 108) | [Test] FILE: Tests/Common/Exceptions/SystemExceptionInterpreterTests.cs class SystemExceptionInterpreterTests (line 23) | [TestFixture] method InterpreterCorrectly (line 26) | [Test] method CleanupStacktrace (line 37) | [Test] method CleanupStackTraceHandles (line 55) | [TestCase("")] class TestException (line 65) | private class TestException : Exception method TestException (line 73) | public TestException(string message, string stackTrace) FILE: Tests/Common/Exceptions/UnsupportedOperandPythonExceptionInterpreterTests.cs class UnsupportedOperandPythonExceptionInterpreterTests (line 25) | [TestFixture] method Setup (line 30) | [OneTimeSetUp] method CanInterpretReturnsTrueForOnlyUnsupportedOperandPythonExceptionType (line 50) | [Test] method InterpretThrowsForNonUnsupportedOperandPythonExceptionTypes (line 62) | [Test] method VerifyMessageContainsStackTraceInformation (line 76) | [Test] method CreateExceptionFromType (line 86) | private Exception CreateExceptionFromType(Type type) => type == typeof... FILE: Tests/Common/ExchangeTest.cs class ExchangeTest (line 21) | [TestFixture] method ExchangeCorrectlyReturnedAsSingleLetter (line 24) | [TestCase("NASDAQ", "Q")] method ExchangeCorrectlyReturnedAsSingleLetterSecurityType (line 56) | [TestCase("ISE_GEMINI", "H", SecurityType.Option)] method StringExchangeCorrectlyReturnedAsSingleLetter (line 64) | [TestCaseSource(nameof(ExchangeCases))] method ExchangeAsString (line 70) | [TestCaseSource(nameof(ExchangeCases))] method Equality (line 76) | [TestCaseSource(nameof(EqualityExchangeCases))] method RoundTripSerialization_unknown (line 90) | [Test] method RoundTripSerialization (line 99) | [Test] method EqualityExchangeCases (line 108) | private static TestCaseData[] EqualityExchangeCases() method ExchangeCases (line 126) | private static TestCaseData[] ExchangeCases() FILE: Tests/Common/ExpiryTests.cs class ExpiryTests (line 23) | [TestFixture] method ExpiryEndOfWeekTests (line 26) | [Test] method ExpiryEndOfMonthTests (line 46) | [Test] method ExpiryEndOfQuarterTests (line 66) | [Test] method ExpiryEndOfYearTests (line 87) | [Test] FILE: Tests/Common/ExtendedDictionaryTests.cs class ExtendedDictionaryTests (line 24) | [TestFixture] method RunPythonDictionaryFeatureRegressionAlgorithm (line 27) | [Test] method ExtendedDictionaryBehavesAsPythonDictionary (line 64) | [Test] method SymbolKeyCanBeIndexedWithStrings (line 121) | [Test] class TestDictionary (line 177) | private class TestDictionary : ExtendedDictionary> GetItems() class TestSymbolDictionary (line 216) | private class TestSymbolDictionary : TestDictionary FILE: Tests/Common/HoldingTests.cs class HoldingTests (line 26) | [TestFixture] method PriceRounding (line 29) | [TestCase(SecurityType.Future)] method RoundTrip (line 72) | [Test] method BackwardsCompatible (line 98) | [TestCase(true)] method DefaultHoldings (line 125) | [Test] FILE: Tests/Common/IsolatorLimitResultProviderTests.cs class IsolatorLimitResultProviderTests (line 28) | [TestFixture] method Setup (line 34) | [OneTimeSetUp] method TearDown (line 42) | [OneTimeTearDown] method ConsumeRequestsAdditionalTimeAfterOneMinute (line 48) | [Test] method ConsumeDoesNotRequestAdditionalTimeBeforeOneMinute (line 99) | [Test] method ConsumesMultipleMinutes (line 120) | [Test] class FakeIsolatorLimitResultProvider (line 147) | private class FakeIsolatorLimitResultProvider : IIsolatorLimitResultPr... method IsWithinLimit (line 161) | public IsolatorLimitResult IsWithinLimit() method RequestAdditionalTime (line 166) | public void RequestAdditionalTime(int minutes) method TryRequestAdditionalTime (line 174) | public bool TryRequestAdditionalTime(int minutes) class TimeMonitorTest (line 184) | private class TimeMonitorTest: TimeMonitor method TimeMonitorTest (line 188) | public TimeMonitorTest(int monitorIntervalMs = 100) : base(monitorIn... method ProcessConsumer (line 190) | protected override void ProcessConsumer(TimeConsumer consumer) method RemoveAll (line 196) | protected override void RemoveAll() FILE: Tests/Common/IsolatorTests.cs class IsolatorTests (line 24) | [TestFixture, Parallelizable(ParallelScope.All)] method WorksCorrectlyUsingWorker (line 27) | [Test] method Cancellation (line 48) | [Test] method TimeOutWorkCorrectly (line 80) | [TestCase(Language.Python, true)] class TestWorkerThread (line 128) | private class TestWorkerThread : WorkerThread FILE: Tests/Common/MarketTests.cs class MarketTests (line 20) | [TestFixture] method MapsAllMarketsInMarketClass (line 23) | [Test] FILE: Tests/Common/Notifications/NotificationEmailTests.cs class NotificationEmailTests (line 22) | [TestFixture, Parallelizable(ParallelScope.All)] method Constructor_SetsNullData_ToEmptyString (line 25) | [Test] method Constructor_SetsNullSubject_ToEmptyString (line 33) | [Test] method Constructor_SetsNullMessage_ToEmptyString (line 41) | [Test] method Constructor_ThrowsArgumentException_WhenEmailAddressIsInvalid (line 49) | [Test] FILE: Tests/Common/Notifications/NotificationFtpTests.cs class NotificationFtpTests (line 23) | [TestFixture, Parallelizable(ParallelScope.All)] method PortDefaultsTo21 (line 28) | [Test] method ThrowsOnMissingPassword (line 35) | [TestCase(null)] method ThrowsOnMissingSSHKeys (line 42) | [TestCase(null)] method NormalizesHostname (line 50) | [TestCase(@"ftp://qc.com")] method EncodesBytesFileContent (line 65) | [Test] method EncodesStringFileContent (line 74) | [Test] method AssertEncoding (line 82) | private static void AssertEncoding(string expectedContentStr, Notifica... FILE: Tests/Common/Notifications/NotificationJsonConverterTests.cs class NotificationJsonConverterTests (line 25) | [TestFixture] method EmailRoundTrip (line 28) | [TestCase(true)] method SmsRoundTrip (line 50) | [TestCase(true)] method WebRoundTrip (line 64) | [TestCase(true)] method TelegramRoundTrip (line 81) | [TestCase(true, true)] method FtpWithPasswordRoundTrip (line 98) | [Test] method FtpWithKeyRoundTrip (line 124) | [Test] method CaseInsensitive (line 158) | [Test] FILE: Tests/Common/Notifications/NotificationManagerTests.cs class NotificationManagerTests (line 25) | [TestFixture(true)] method NotificationManagerTests (line 32) | public NotificationManagerTests(bool liveMode) method Setup (line 37) | [SetUp] method Email_AddsNotificationEmail_ToMessages_WhenLiveModeIsTrue (line 43) | [Test] method Sms_AddsNotificationSms_ToMessages_WhenLiveModeIsTrue (line 54) | [Test] method Web_AddsNotificationWeb_ToMessages_WhenLiveModeIsTrue (line 65) | [Test] method TelegramAddsNotificationToMessagesWhenLiveModeIsTrue (line 76) | [Test] method FtpAddsNotificationToMessagesWhenLiveModeIsTrue (line 87) | [Test] method FtpAddsNotificationToMessagesWhenLiveModeIsTrueFromStringContents (line 98) | [Test] method PythonOverloads (line 109) | [TestCase("email")] FILE: Tests/Common/NullTimeKeeper.cs class NullTimeKeeper (line 22) | internal class NullTimeKeeper : ITimeKeeper method NullTimeKeeper (line 27) | private NullTimeKeeper() method AddTimeZone (line 31) | public void AddTimeZone(DateTimeZone timeZone) method GetLocalTimeKeeper (line 36) | public LocalTimeKeeper GetLocalTimeKeeper(DateTimeZone timeZone) FILE: Tests/Common/OSTests.cs class OSTests (line 22) | [TestFixture, Parallelizable(ParallelScope.All)] method GetServerStatistics (line 25) | [Test] method GetDriveCorrectly (line 31) | [Test] FILE: Tests/Common/OrderTargetsByMarginImpactTests.cs class OrderTargetsByMarginImpactTests (line 29) | public class OrderTargetsByMarginImpactTests method LessThanLotSizeIsIgnored_NoHoldings (line 31) | [TestCase(false)] method LessThanLotSizeIsIgnored_WithHoldings (line 42) | [TestCase(false)] method SecurityWithNoDataIsIgnored (line 62) | [Test] method NoExistingHoldings (line 77) | [Test] method ReducingPosition (line 94) | [TestCase(OrderDirection.Buy, false)] method ReducingPositionDeltaEffect (line 116) | [TestCase(OrderDirection.Buy, false)] method IncreasePosition (line 147) | [TestCase(OrderDirection.Buy, false)] method RoundQuantityInOrderTargets (line 179) | [TestCase(OrderDirection.Buy, false)] method Update (line 202) | private static void Update(Security security, decimal close) method GetAlgorithm (line 215) | private QCAlgorithm GetAlgorithm(decimal? holdings = null) FILE: Tests/Common/Orders/CoinbaseOrderPropertiesTests.cs class CoinbaseOrderPropertiesTests (line 22) | [TestFixture] method GDAXOrderPropertiesCloneTypeCompatibility (line 25) | [Test] FILE: Tests/Common/Orders/Fees/AlpacaFeeModelTests.cs class AlpacaFeeModelTests (line 29) | [TestFixture] method ZeroFee (line 34) | [Test] method CryptoTakerFee (line 51) | [TestCase(OrderDirection.Buy)] method CryptoMakerFee (line 76) | [TestCase(OrderDirection.Buy)] method GetCryptoSecurity (line 101) | private static Crypto GetCryptoSecurity() FILE: Tests/Common/Orders/Fees/AlphaStreamsFeeModelTests.cs class AlphaStreamsFeeModelTests (line 32) | [TestFixture] method CalculateEquityMinimumFeeInUSD (line 35) | [Test] method CalculateEquityFeeInUSD (line 53) | [Test] method CalculateOrderFeeForLongOrShortFutures (line 71) | [TestCase(-1)] method CalculateOrderFeeForLongOrShortOptions (line 99) | [TestCase(-1)] method GetMinimumOrderFeeForLongOrShortOptions (line 128) | [TestCase(-1)] method CalculateOrderFeeForLongOrShortForex (line 157) | [TestCase(-1000)] method CalculateOrderFeeForLongOrShortForexNonUsd (line 186) | [TestCase(-1000000)] method CalculateReturnsFeeInQuotecurrencyInAccountCurrency (line 216) | [Test] method ReturnsFeeInQuoteCurrencyInOtherCurrency (line 243) | [Test] method CalculateOrderFeeForCfd (line 270) | [Test] FILE: Tests/Common/Orders/Fees/BackwardsCompatibilityFeeModelTests.cs class BackwardsCompatibilityFeeModelTests (line 27) | [TestFixture] method SetUp (line 33) | [SetUp] method OldFeeModelModel_GetOrderFee_Py (line 46) | [Test] method NewFeeModelModel_GetOrderFee_Py (line 77) | [Test] FILE: Tests/Common/Orders/Fees/BinanceCoinFuturesFeeModelTests.cs class BinanceCoinFuturesFeeModelTests (line 30) | [TestFixture] method GetFeeModelTest (line 33) | [Test] method TestFeeModel (line 40) | private static void TestFeeModel(BinanceCoinFuturesFeeModel feeModel, ... method ReturnShortOrderMakerFees (line 49) | [TestCaseSource(nameof(MakerOrders))] method ReturnShortOrderTakerFees (line 56) | [TestCaseSource(nameof(TakerOrders))] method ReturnLongOrderMakerFees (line 63) | [TestCaseSource(nameof(MakerOrders))] method ReturnLongOrderTakerFees (line 70) | [TestCaseSource(nameof(TakerOrders))] method ReturnShortOrderCustomMakerFees (line 77) | [TestCaseSource(nameof(CustomMakerOrders))] method ReturnShortOrderCustomTakerFees (line 84) | [TestCaseSource(nameof(CustomTakerOrders))] method ReturnLongOrderCustomMakerFees (line 91) | [TestCaseSource(nameof(CustomMakerOrders))] method ReturnLongOrderCustomTakerFees (line 98) | [TestCaseSource(nameof(CustomTakerOrders))] FILE: Tests/Common/Orders/Fees/BinanceFeeModelTests.cs class BinanceFeeModelTests (line 29) | [TestFixture] method GetFeeModelTest (line 32) | [Test] method ReturnShortOrderMakerFees (line 39) | [Test] method ReturnShortOrderTakerFees (line 55) | [Test] method ReturnLongOrderMakerFees (line 71) | [Test] method ReturnLongOrderTakerFees (line 87) | [Test] method ReturnShortOrderCustomMakerFees (line 103) | [Test] method ReturnShortOrderCustomTakerFees (line 119) | [Test] method ReturnLongOrderCustomMakerFees (line 135) | [Test] method ReturnLongOrderCustomTakerFees (line 151) | [Test] method ReturnsSameFeesForStableCoinsWithoutPairs (line 167) | [Test] FILE: Tests/Common/Orders/Fees/BinanceFuturesFeeModelTests.cs class BinanceFuturesFeeModelTests (line 33) | [TestFixture] method GetFeeModelTest (line 36) | [Test] method TestFeeModel (line 43) | private static void TestFeeModel(BinanceFuturesFeeModel feeModel, Orde... method GetExpectedFee (line 54) | private static decimal GetExpectedFee(Symbol symbol, decimal usdtFee, ... method ReturnShortOrderMakerFees (line 60) | [TestCaseSource(nameof(MakerOrders))] method ReturnShortOrderTakerFees (line 70) | [TestCaseSource(nameof(TakerOrders))] method ReturnLongOrderMakerFees (line 80) | [TestCaseSource(nameof(MakerOrders))] method ReturnLongOrderTakerFees (line 90) | [TestCaseSource(nameof(TakerOrders))] method ReturnShortOrderCustomMakerFees (line 100) | [TestCaseSource(nameof(CustomMakerOrders))] method ReturnShortOrderCustomTakerFees (line 110) | [TestCaseSource(nameof(CustomTakerOrders))] method ReturnLongOrderCustomMakerFees (line 120) | [TestCaseSource(nameof(CustomMakerOrders))] method ReturnLongOrderCustomTakerFees (line 130) | [TestCaseSource(nameof(CustomTakerOrders))] FILE: Tests/Common/Orders/Fees/BitfinexFeeModelTests.cs class BitfinexFeeModelTests (line 27) | [TestFixture] method Initialize (line 34) | [SetUp] method ReturnsFeeInQuoteCurrencyInAccountCurrency (line 61) | [TestCase(1)] method ReturnsFeeInQuoteCurrencyInOtherCurrency (line 86) | [TestCase(1)] FILE: Tests/Common/Orders/Fees/BybitFeeModelTests.cs class BybitFeeModelTests (line 29) | [TestFixture] method GetFeeModelTest (line 35) | [Test] method ReturnShortOrderMakerFees (line 42) | [Test] method ReturnShortOrderTakerFees (line 58) | [Test] method ReturnLongOrderMakerFees (line 74) | [Test] method ReturnLongOrderTakerFees (line 89) | [Test] method ReturnShortOrderCustomMakerFees (line 104) | [Test] method ReturnShortOrderCustomTakerFees (line 120) | [Test] method ReturnLongOrderCustomMakerFees (line 136) | [Test] method ReturnLongOrderCustomTakerFees (line 151) | [Test] method ReturnsSameFeesForStableCoinsWithoutPairs (line 166) | [Test] FILE: Tests/Common/Orders/Fees/BybitFuturesFeeModelTests.cs class BybitFuturesFeeModelTests (line 33) | [TestFixture] method GetFeeModelTest (line 36) | [Test] method TestFeeModel (line 43) | private static void TestFeeModel( method ReturnShortOrderMakerFees (line 62) | [TestCaseSource(nameof(MakerOrders))] method ReturnShortOrderTakerFees (line 70) | [TestCaseSource(nameof(TakerOrders))] method ReturnLongOrderMakerFees (line 79) | [TestCaseSource(nameof(MakerOrders))] method ReturnLongOrderTakerFees (line 88) | [TestCaseSource(nameof(TakerOrders))] method ReturnShortOrderCustomMakerFees (line 96) | [TestCaseSource(nameof(CustomMakerOrders))] method ReturnShortOrderCustomTakerFees (line 108) | [TestCaseSource(nameof(CustomTakerOrders))] method ReturnLongOrderCustomMakerFees (line 120) | [TestCaseSource(nameof(CustomMakerOrders))] method ReturnLongOrderCustomTakerFees (line 133) | [TestCaseSource(nameof(CustomTakerOrders))] FILE: Tests/Common/Orders/Fees/CoinbaseFeeModelTests.cs class CoinbaseFeeModelTests (line 27) | [TestFixture] method Initialize (line 35) | [SetUp] method ReturnsFeeInQuoteCurrencyInAccountCurrency (line 73) | [Test] method ReturnsFeeInQuoteCurrencyInOtherCurrency (line 89) | [Test] method ReturnsExpectedFeeWithStableCoins (line 105) | [TestCase(2019, 2, 1, 0.1)] method FeeChangesOverTime (line 129) | [TestCase(2019, 2, 1, 0, 0, 0, 0.3)] method CustomCoinbaseFeeModelPlusCoinbaseOrderProperty (line 149) | [TestCase(0.0035, 0.0055, false, 0.55)] FILE: Tests/Common/Orders/Fees/FTXFeeTests.cs class FTXFeeTests (line 27) | [TestFixture] method Initialize (line 37) | [SetUp] method SetBrokerageFees (line 67) | protected virtual void SetBrokerageFees() method ReturnsTakerFeeInQuoteCurrency (line 73) | [TestCase(-1)] method ReturnsMakerFeeInQuoteCurrency (line 135) | [Test] method ReturnsMakerFeeInBaseCurrency (line 173) | [Test] method ReturnsFeeInQuoteCurrencyInNonAccountCurrency (line 211) | [Test] method GetFeeModel (line 226) | protected virtual FTXFeeModel GetFeeModel() => new(); FILE: Tests/Common/Orders/Fees/FTXUSFeeTests.cs class FTXUSFeeTests (line 21) | [TestFixture] method GetFeeModel (line 24) | protected override FTXFeeModel GetFeeModel() => new FTXUSFeeModel(); method SetBrokerageFees (line 26) | protected override void SetBrokerageFees() FILE: Tests/Common/Orders/Fees/InteractiveBrokersFeeModelTests.cs class InteractiveBrokersFeeModelTests (line 35) | [TestFixture] method USAEquityMinimumFeeInUSD (line 40) | [Test] method USAEquityFeeInUSD (line 57) | [Test] method USAFutureFee (line 74) | [TestCaseSource(nameof(USAFuturesFeeTestCases))] method CalculatesCFDFee (line 103) | [TestCase("USD", 70000, 0.00002 * 70000)] method HongKongFutureFee (line 131) | [TestCase(false)] method USAOptionFee (line 164) | [TestCase(OrderType.ComboMarket, 0.01, 250)] method USAOptionMinimumFee (line 262) | [Test] method ForexFee_NonUSD (line 288) | [Test] method GetOrderFeeThrowsForUnsupportedSecurityType (line 314) | [Test] method USAFuturesFeeTestCases (line 342) | private static TestCaseData[] USAFuturesFeeTestCases() FILE: Tests/Common/Orders/Fees/OrderFeesTests.cs class OrderFeesTests (line 23) | [TestFixture] method OrderFeeZeroCanBeConvertedToAccountCurrency (line 26) | [Test] FILE: Tests/Common/Orders/Fees/SamcoFeeModelTests.cs class SamcoFeeModelTests (line 26) | [TestFixture] method Initialize (line 32) | [SetUp] method ReturnsFeeInQuoteCurrencyInAccountCurrency (line 49) | [Test] FILE: Tests/Common/Orders/Fills/BackwardsCompatibilityFillModelsTests.cs class BackwardsCompatibilityFillModelsTests (line 32) | [TestFixture] method SetUp (line 40) | [SetUp] method InheritImmediateFillModel_MarketFill (line 64) | [Test] method OldInterface_MarketFill (line 83) | [Test] method OldInterface_StopMarketFill (line 98) | [Test] method OldInterface_StopLimitFill (line 113) | [Test] method OldInterface_LimitFill (line 128) | [Test] method OldInterface_MarketOnOpenFill (line 143) | [Test] method OldInterface_MarketOnCloseFill (line 158) | [Test] method OldBaseFillModel_DoesNotOverride_MarketFill (line 177) | [Test] method OldBaseFillModel_MarketFill (line 193) | [Test] method OldBaseFillModel_StopMarketFill (line 210) | [Test] method OldBaseFillModel_StopLimitFill (line 227) | [Test] method OldBaseFillModel_LimitFill (line 244) | [Test] method OldBaseFillModel_MarketOnOpenFill (line 261) | [TestCase(true)] method OldBaseFillModel_MarketOnCloseFill (line 290) | [TestCase(true)] method OldImmediateFillModelModel_MarketFill_Py (line 322) | [Test] method OldBaseFillModel_MarketFill_Py (line 355) | [Test] method NewFillContext_Py (line 388) | [Test] method OldFillModel_NewFillContextAndMarketFill_Py (line 421) | [Test] method OldFillModel_NewFillContextAndGetPrices_Py (line 461) | [Test] method OldImmediateFillModel_MarketFill_Py (line 501) | [Test] class TestFillModelInheritInterface (line 536) | private class TestFillModelInheritInterface : IFillModel method MarketFill (line 545) | public OrderEvent MarketFill(Security asset, MarketOrder order) method StopMarketFill (line 551) | public OrderEvent StopMarketFill(Security asset, StopMarketOrder order) method StopLimitFill (line 557) | public OrderEvent StopLimitFill(Security asset, StopLimitOrder order) method LimitFill (line 563) | public OrderEvent LimitFill(Security asset, LimitOrder order) method MarketOnOpenFill (line 569) | public OrderEvent MarketOnOpenFill(Security asset, MarketOnOpenOrder... method MarketOnCloseFill (line 575) | public OrderEvent MarketOnCloseFill(Security asset, MarketOnCloseOrd... method Fill (line 581) | public Fill Fill(FillModelParameters parameters) class TestFillModelInheritBaseClass (line 618) | private class TestFillModelInheritBaseClass : FillModel method MarketFill (line 629) | public override OrderEvent MarketFill(Security asset, MarketOrder or... method StopMarketFill (line 635) | public override OrderEvent StopMarketFill(Security asset, StopMarket... method StopLimitFill (line 641) | public override OrderEvent StopLimitFill(Security asset, StopLimitOr... method LimitIfTouchedFill (line 646) | public override OrderEvent LimitIfTouchedFill(Security asset, LimitI... method LimitFill (line 652) | public override OrderEvent LimitFill(Security asset, LimitOrder order) method MarketOnOpenFill (line 658) | public override OrderEvent MarketOnOpenFill(Security asset, MarketOn... method MarketOnCloseFill (line 664) | public override OrderEvent MarketOnCloseFill(Security asset, MarketO... method GetPrices (line 670) | protected override Prices GetPrices(Security asset, OrderDirection d... class TestFillModelInheritBaseClassDoesNotOverride (line 677) | private class TestFillModelInheritBaseClassDoesNotOverride : FillModel method GetPrices (line 681) | protected override Prices GetPrices(Security asset, OrderDirection d... class TestFillModelInheritImmediateFillModel (line 690) | private class TestFillModelInheritImmediateFillModel : ImmediateFillModel method MarketFill (line 694) | public override OrderEvent MarketFill(Security asset, MarketOrder or... FILE: Tests/Common/Orders/Fills/EquityFillModelTests.LimitFill.cs class EquityFillModelTests (line 28) | [TestFixture] method PerformsLimitFillBuy (line 31) | [Test] method PerformsLimitFillSell (line 60) | [Test] method PerformsLimitFillWithTickTradeData (line 89) | [TestCase(100, 290.50)] method LimitOrderDoesNotFillUsingQuoteBar (line 146) | [TestCase(100, 290.50)] method LimitOrderDoesNotFillUsingTickTypeQuote (line 188) | [TestCase(100, 290.50)] method LimitOrderFillsAtLimitPriceWithFavorableGap (line 234) | [TestCase(100, 290.50)] method LimitOrderFillsAtOpenWithFavorableGap (line 280) | [TestCase(100, 290.50)] method LimitOrderDoesNotFillUsingDataBeforeSubmitTime (line 329) | [TestCase(100, 290.50)] FILE: Tests/Common/Orders/Fills/EquityFillModelTests.StopMarketFill.cs class EquityFillModelTests (line 30) | [TestFixture] method PerformsStopMarketFillBuy (line 33) | [Test] method PerformsStopMarketFillSell (line 60) | [Test] method PerformsStopMarketFillWithTickTradeData (line 87) | [TestCase(100, 290.50)] method StopMarketOrderDoesNotFillUsingQuoteBar (line 145) | [TestCase(100, 290.50)] method StopMarketOrderDoesNotFillUsingTickTypeQuote (line 190) | [TestCase(100, 290.50)] method StopMarketOrderFillsAtOpenWithUnfavourableGap (line 239) | [TestCase(100, 290.50)] method StopMarketOrderDoesNotFillUsingDataBeforeSubmitTime (line 285) | [TestCase(100, 291.50)] FILE: Tests/Common/Orders/Fills/EquityFillModelTests.cs class EquityFillModelTests (line 35) | [TestFixture] method Setup (line 41) | [SetUp] method PerformsMarketFillBuy (line 47) | [TestCase(11, 11, 11, "")] method PerformsMarketFillSell (line 90) | [TestCase(11, 11, 11, "")] method PerformsStopLimitFillBuy (line 133) | [Test] method PerformsStopLimitFillSell (line 185) | [Test] method PerformsLimitIfTouchedSell (line 237) | [Test] method PerformsLimitIfTouchedBuy (line 312) | [Test] method PerformsMarketOnOpenUsingOpenPriceWithMinuteSubscription (line 388) | [TestCase(-100)] method PerformsMarketOnOpenUsingOpenPriceWithDailySubscription (line 447) | [TestCase(-100)] method PerformsMarketOnOpenUsingOpenPriceWithTickSubscription (line 489) | [TestCase(-100, TradeConditionFlags.OfficialOpen)] method PerformsMarketOnOpenUsingOpenPriceWithTickSubscriptionButNoSalesCondition (line 595) | [TestCase(-100, 0.9)] method PerformsMarketOnOpenUsingOpenPriceWithDifferentOrderSubmissionDateTime (line 655) | [TestCase(Resolution.Minute, 3, 17, 0, 9, 29)] method PerformsMarketOnCloseUsingClosingPriceWithDailySubscription (line 719) | [TestCase(-100)] method PerformsMarketOnCloseUsingClosingPriceWithMinuteTradeBarSubscription (line 762) | [TestCase(-100)] method PerformsMarketOnCloseUsingClosingPriceWithMinuteQuoteBarSubscription (line 801) | [TestCase(-100)] method PerformsMarketOnCloseUsingClosingPriceWithTickSubscription (line 851) | [TestCase(-100, true, TradeConditionFlags.OfficialClose)] method PerformsMarketOnCloseUsingClosingPriceWithTickSubscriptionButNoSalesCondition (line 972) | [TestCase(-100)] method MarketOrderFillsAtBidAsk (line 1037) | [TestCase(OrderDirection.Buy)] method EquityFillModelUsesPriceForTicksWhenBidAskSpreadsAreNotAvailable (line 1075) | [Test] method EquityFillModelDoesNotUseTicksWhenThereIsNoTickSubscription (line 1113) | [Test] method StopLimitOrderDoesNotFillUsingDataBeforeSubmitTime (line 1153) | [TestCase(100, 291.50, 291.75)] method MarketOrderFillWithStalePriceHasWarningMessage (line 1210) | [Test] method PriceReturnsQuoteBarsIfPresent (line 1238) | [TestCase(OrderDirection.Sell, 11)] method PerformFillOutsideRegularAndExtendedHours (line 1286) | [TestCase(Resolution.Tick, false)] method EquityFillModelFillsMOCAtOrAfterMarketCloseTime (line 1333) | [TestCase(Resolution.Second)] method CreateEquity (line 1373) | private Equity CreateEquity(SubscriptionDataConfig config) method CreateTickConfig (line 1388) | private SubscriptionDataConfig CreateTickConfig(Symbol symbol, bool ex... method CreateQuoteBarConfig (line 1393) | private SubscriptionDataConfig CreateQuoteBarConfig(Symbol symbol, Res... method CreateTradeBarConfig (line 1398) | private SubscriptionDataConfig CreateTradeBarConfig(Symbol symbol, Res... method GetFillModelParameters (line 1403) | private FillModelParameters GetFillModelParameters(Order order) class TestFillModel (line 1419) | private class TestFillModel : EquityFillModel method SetParameters (line 1421) | public void SetParameters(FillModelParameters parameters) method GetPricesPublic (line 1426) | public Prices GetPricesPublic(Security asset, OrderDirection direction) FILE: Tests/Common/Orders/Fills/FutureFillModelTests.cs class FutureFillModelTests (line 29) | [TestFixture] method Setup (line 36) | [SetUp] method PerformsMarketFill (line 42) | [Test] method PerformsStopMarketFill (line 67) | [Test] method CreateTradeBarConfig (line 112) | private SubscriptionDataConfig CreateTradeBarConfig(Symbol symbol, boo... method GetSecurity (line 117) | private Security GetSecurity(SubscriptionDataConfig config) FILE: Tests/Common/Orders/Fills/FutureOptionFillModelTests.cs class FutureOptionFillModelTests (line 29) | [TestFixture] method Setup (line 36) | [SetUp] method PerformsMarketFill (line 42) | [Test] method CreateTradeBarConfig (line 69) | private SubscriptionDataConfig CreateTradeBarConfig(Symbol symbol, boo... method GetSecurity (line 74) | private Security GetSecurity(SubscriptionDataConfig config) FILE: Tests/Common/Orders/Fills/ImmediateFillModelTests.cs class ImmediateFillModelTests (line 32) | [TestFixture] method Setup (line 38) | [SetUp] method PerformsMarketFillBuy (line 44) | [TestCase(true)] method PerformsMarketFillSell (line 66) | [TestCase(true)] method LimitFillExtendedMarketHours (line 88) | [TestCase(true, true)] method PerformsLimitFillBuy (line 133) | [TestCase(true)] method PerformsLimitFillSell (line 165) | [TestCase(true)] method PerformsStopLimitFillBuy (line 197) | [TestCase(true)] method PerformsStopLimitFillSell (line 242) | [TestCase(true)] method PerformsStopMarketFillBuy (line 287) | [TestCase(true)] method PerformsStopMarketFillSell (line 324) | [TestCase(true)] method PerformsTrailingStopImmediateFillBuy (line 361) | [Test] method PerformsTrailingStopFillBuy (line 389) | [Test] method PerformsTrailingStopImmediateFillSell (line 491) | [Test] method PerformsTrailingStopFillSell (line 517) | [Test] method TrailingStopOrderDoesNotFillUsingDataBeforeSubmitTime (line 617) | [TestCase(100, 291.50, false)] method PerformsLimitIfTouchedFillBuy (line 669) | [TestCase(true)] method PerformsLimitIfTouchedFillSell (line 733) | [TestCase(true)] method PerformsMarketOnOpenUsingOpenPrice (line 798) | [TestCase(true)] method PerformsMarketOnCloseUsingClosingPrice (line 843) | [TestCase(true)] method MarketOrderFillsAtBidAsk (line 888) | [TestCase(OrderDirection.Buy, true)] method ImmediateFillModelUsesPriceForTicksWhenBidAskSpreadsAreNotAvailable (line 928) | [TestCase(true)] method ImmediateFillModelDoesNotUseTicksWhenThereIsNoTickSubscription (line 959) | [TestCase(true)] method LimitOrderDoesNotFillUsingDataBeforeSubmitTime (line 991) | [TestCase(100, 290.50, true)] method StopMarketOrderDoesNotFillUsingDataBeforeSubmitTime (line 1042) | [TestCase(100, 291.50, false)] method StopLimitOrderDoesNotFillUsingDataBeforeSubmitTime (line 1093) | [TestCase(100, 291.50, 291.75, true)] method MarketOrderFillWithStalePriceHasWarningMessage (line 1144) | [TestCase(true)] method PriceReturnsQuoteBarsIfPresent (line 1165) | [TestCase(OrderDirection.Sell, 11, true)] method PerformsComboMarketFill (line 1209) | [Test] method PerformsComboLimitFill (line 1271) | [Test] method PerformsComboLegLimitFill (line 1386) | [Test] method PerformFillOutsideRegularAndExtendedHours (line 1473) | [TestCase(Resolution.Tick, false)] method ImmediateFillModelFillsMOCAtOrAfterMarketCloseTime (line 1521) | [Test] method AssertUnfilled (line 1559) | private static void AssertUnfilled(OrderEvent fill) method AssertFilled (line 1566) | private static void AssertFilled(OrderEvent fill, decimal expectedFill... method CreateTradeBarConfig (line 1573) | private SubscriptionDataConfig CreateTradeBarConfig(Symbol symbol, boo... method GetSecurity (line 1579) | private Security GetSecurity(SubscriptionDataConfig config) class TestFillModel (line 1597) | private class TestFillModel : FillModel method SetParameters (line 1599) | public void SetParameters(FillModelParameters parameters) method GetPricesPublic (line 1604) | public Prices GetPricesPublic(Security asset, OrderDirection direction) FILE: Tests/Common/Orders/Fills/LatestPriceFillModelTests.cs class LatestPriceFillModelTests (line 29) | [TestFixture] method Setup (line 37) | [OneTimeSetUp] method LatestPriceFillModel_UsesLatestPrice (line 50) | [Test] method LatestPriceFillModel_NullTradeBar (line 67) | [Test] method LatestPriceFillModel_NullQuoteBar (line 83) | [Test] method LatestPriceFillModel_NoData (line 99) | [Test] method CreateCrypto (line 114) | private Security CreateCrypto() class TestableLatestFillModel (line 136) | internal class TestableLatestFillModel : LatestPriceFillModel method TestableLatestFillModel (line 138) | public TestableLatestFillModel() method GetPrices (line 143) | public new Prices GetPrices(Security asset, OrderDirection direction) FILE: Tests/Common/Orders/Fills/PartialMarketFillModelTests.cs class PartialMarketFillModelTests (line 32) | [TestFixture, Ignore("TODO: fix me")] method TearDown (line 37) | [TearDown] method CreatesSpecificNumberOfFills (line 43) | [Test] method RequiresAdvancingTime (line 68) | [Test] method InitializeTest (line 96) | private static DateTime InitializeTest(out BasicTemplateAlgorithm algo... class PartialMarketFillModel (line 148) | public class PartialMarketFillModel : ImmediateFillModel method PartialMarketFillModel (line 162) | public PartialMarketFillModel(IOrderProvider orderProvider, int numb... method MarketFill (line 174) | public override OrderEvent MarketFill(Security asset, MarketOrder or... FILE: Tests/Common/Orders/GroupOrderExtensionsTests.cs class GroupOrderExtensionsTests (line 24) | [TestFixture] method GetGroupQuantityByEachLegQuantityShouldReturnExpectedGCD (line 44) | [Test, TestCaseSource(nameof(GroupQuantityTestCases))] method CreateLegs (line 52) | private static Leg[] CreateLegs(params int[] quantities) => [.. quanti... FILE: Tests/Common/Orders/OrderEventTests.cs class OrderEventTests (line 26) | [TestFixture] method JsonIgnores (line 29) | [Test] method RoundTripSerialization (line 55) | [Test] method NonNullOrderFee (line 105) | [Test] method ToString_AppendsIsAssignment_ForOptionSymbols (line 125) | [Test] method ToString_DoesNotIncludeIsAssignment_ForNonOptionsSymbols (line 137) | [Test] method BackwardsCompatibleDeserialization (line 150) | [Test] FILE: Tests/Common/Orders/OrderJsonConverterTests.cs class OrderJsonConverterTests (line 27) | [TestFixture] method DeserializesMarketOrder (line 31) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesComboMarketOrder (line 47) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesComboLimitOrder (line 67) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesComboLegLimitOrder (line 88) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesMarketOnOpenOrder (line 108) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesMarketOnCloseOrder (line 124) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesLimitOrder (line 140) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesStopMarketOrder (line 158) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesTrailingStopOrder (line 176) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesStopLimitOrder (line 196) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesLimitIfTouchedOrder (line 215) | [TestCase(Symbols.SymbolsKey.SPY)] method DeserializesOptionExpireOrder (line 234) | [Test] method DeserializesNullLastFillTimeAndLastUpdateTime (line 250) | [Test] method DeserializesStringStatusAndNullTime (line 367) | [Test] method RoundTripUsingJsonConverter (line 484) | [TestCase("Day")] method DeserializesOldSymbol (line 549) | [Test] method WorksWithJsonConvert (line 577) | [Test] method DeserializesOldDurationProperty (line 608) | [Test] method DeserializesOldDurationValueProperty (line 641) | [Test] method DeserializesDecimalizedQuantity (line 678) | [Test] method DeserializesOrderGoodTilCanceledTimeInForce (line 685) | [Test] method DeserializesOrderDayTimeInForce (line 693) | [Test] method DeserializesOrderGoodTilDateTimeInForce (line 701) | [Test] method JsonIgnores (line 716) | [Test] method TimeInForceInProperties (line 730) | [Test] method TestOrderType (line 763) | private static T TestOrderType(T expected) method TestGroupOrderManager (line 795) | private static void TestGroupOrderManager(GroupOrderManager expected, ... method DeserializeOrder (line 812) | private static Order DeserializeOrder(string json) where T : Order FILE: Tests/Common/Orders/OrderSizingTests.cs class OrderSizingTests (line 30) | [TestFixture] method AdjustByLotSize (line 33) | [TestCase(0.98, 0)] method GetOrderSizeForPercentVolume (line 47) | [Test] method GetOrderSizeForMaximumValue (line 58) | [TestCase(100000, 100, 0)] method GetUnorderedQuantityHoldingsNoOrders (line 77) | [TestCase(2, 1, -1)] method GetUnorderedQuantityHoldingsOpenOrders (line 101) | [TestCase(-1, -2, -1, -3, 0)] FILE: Tests/Common/Orders/OrderTests.cs class OrderTests (line 31) | [TestFixture] method GetValueTest (line 34) | [Test, TestCaseSource(nameof(GetValueTestParameters))] method TrailingStopOrder_CalculatesStopPrice (line 47) | [TestCase(OrderDirection.Sell, 300, 0.1, true, 270)] method TrailingStopOrder_UpdatesStopPriceIfNecessary (line 58) | [TestCase(OrderDirection.Sell, 269, 300, 0.1, true, 270)] method GetValueTestParameters (line 83) | private static TestCaseData[] GetValueTestParameters() class ValueTestParameters (line 233) | public class ValueTestParameters method ValueTestParameters (line 240) | public ValueTestParameters(string name, Security security, Order ord... FILE: Tests/Common/Orders/OrderTicketTests.cs class OrderTicketTests (line 24) | [TestFixture] method TestInvalidUpdateOrderId (line 29) | [Test] method TestInvalidCancelOrderId (line 48) | [Test] method TestInvalidSubmitRequest (line 63) | [Test] method TestInvalidWarmingUp (line 84) | [Test] method MarketOnOpenOrderSubmissionRespectsAllowedTimeRange (line 106) | [TestCase(8, 0, true, Description = "8 AM - valid submission")] FILE: Tests/Common/Orders/ReadOrdersResponseJsonConverterTests.cs class ReadOrdersResponseJsonConverterTests (line 25) | [TestFixture] method DeserializesCamelAndCapitalCaseOrders (line 30) | [TestCaseSource(nameof(DeserializeOrdersTests))] method SerializesCamelAndCapitalCaseOrders (line 110) | [TestCaseSource(nameof(SerializeOrdersTests))] FILE: Tests/Common/Orders/Slippage/MarketImpactSlippageModelTest.cs class MarketImpactSlippageModelTests (line 34) | [TestFixture] method Initialize (line 41) | [SetUp] method SizeSlippageComparisonTests (line 78) | [TestCase(InsightDirection.Up)] method VolatileSlippageComparisonTests (line 99) | [TestCase(100000)] method TimeSlippageComparisonTests (line 117) | [TestCase(10000)] method SlippageExpectationTests (line 139) | [TestCase(100, 0, 0.0)] method NonNegativeSlippageTests (line 166) | [TestCase(1)] method MaxSlippageValueTests (line 186) | [TestCase(10000)] method CfdExceptionTests (line 203) | [Test] method ForexExceptionTests (line 212) | [Test] FILE: Tests/Common/Orders/Slippage/SlippageModelsTests.cs class SlippageModelsTests (line 27) | [TestFixture] method Initialize (line 35) | [SetUp] method ConstantSlippageModelTests (line 69) | [Test] method VolumeShareSlippageModelInitializationTests (line 80) | [Test] method VolumeShareSlippageModel_HighVolumeTest (line 113) | [Test] method VolumeShareSlippageModel_ForexTest (line 132) | [Test] method AlphaStreamsSlippageModel_EquityTest (line 143) | [Test] method AlphaStreamsSlippageModel_ForexTest (line 155) | [Test] FILE: Tests/Common/Orders/TerminalLinkOrderPropertiesTests.cs class TerminalLinkOrderPropertiesTests (line 22) | [TestFixture] method SeamlesslySetsStrategyInPython (line 25) | [Test] FILE: Tests/Common/Orders/TimeInForces/TimeInForceTests.cs class TimeInForceTests (line 32) | [TestFixture] method GtcTimeInForceOrderDoesNotExpire (line 35) | [Test] method DayTimeInForceEquityOrderExpiresAtMarketClose (line 68) | [Test] method DayTimeInForceForexOrderBefore5PMExpiresAt5PM (line 115) | [Test] method DayTimeInForceForexOrderAfter5PMExpiresAt5PMNextDay (line 166) | [Test] method DayTimeInForceCryptoOrderExpiresAtMidnightUtc (line 253) | [TestCaseSource(nameof(CryptoSecurities))] method GtdTimeInForceEquityOrderExpiresAtMarketCloseOnExpiryDate (line 283) | [Test] method GtdTimeInForceForexOrderBeforeExpiresAt5PMOnExpiryDate (line 344) | [Test] method GtdTimeInForceCryptoOrderExpiresAtMidnightUtcAfterExpiryDate (line 407) | [TestCaseSource(nameof(CryptoSecurities))] method GtdSameDayTimeInForceEquityOrderExpiresAtMarketClose (line 451) | [Test] method GtdSameDayTimeInForceForexOrderBefore5PMExpiresAt5PM (line 498) | [Test] method GtdSameDayTimeInForceForexOrderAfter5PMExpiresAt5PMNextDay (line 549) | [Test] method GtdSameDayTimeInForceCryptoOrderExpiresAtMidnightUtc (line 604) | [TestCaseSource(nameof(CryptoSecurities))] FILE: Tests/Common/Orders/dYdXOrderPropertiesTests.cs class dYdXOrderPropertiesTests (line 21) | [TestFixture] method PostOnlyPropertyCanBeSetAndRetrieved (line 24) | [Test] method IOCPropertyCanBeSetAndRetrieved (line 36) | [Test] method DefaultValuesAreCorrect (line 48) | [Test] method ThrowsIfSetIOCWhenPostOnlyAlreadySet (line 57) | [Test] method ThrowsIfSetPostOnlyWhenIOCAlreadySet (line 69) | [Test] method WhenPostOnlyIsTrueIOCRemainsFalse (line 81) | [Test] method WhenIOCIsTruePostOnlyRemainsFalse (line 91) | [Test] FILE: Tests/Common/Packets/BacktestNodePacketTests.cs class BacktestNodePacketTests (line 30) | [TestFixture] method SetUp (line 33) | [SetUp] method TearDown (line 39) | [TearDown] method JobDatesAreRespected (line 46) | [Test] method JobDatesAreRespectedByAddUniverseAtInitialize (line 81) | [Test] method RoundTripNullJobDates (line 116) | [Test, Parallelizable(ParallelScope.Self)] method RoundTripWithJobDates (line 135) | [Test, Parallelizable(ParallelScope.Self)] method RoundTripWithInitialCashAmount (line 149) | [Test, Parallelizable(ParallelScope.Self)] method RoundTripWithNullInitialCashAmount (line 161) | [Test, Parallelizable(ParallelScope.Self)] method InitialCashAmountIsRespected (line 172) | [Test] method ClearsOtherCashAmounts (line 208) | [Test] class TestInitialCashAmountAlgorithm (line 248) | public class TestInitialCashAmountAlgorithm : BasicTemplateDailyAlgorithm method Initialize (line 250) | public override void Initialize() class TestInitialCashAmountSetupHandler (line 258) | public class TestInitialCashAmountSetupHandler : AlgorithmRunner.Regre... method CreateAlgorithmInstance (line 262) | public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePack... FILE: Tests/Common/Packets/ControlsTests.cs class ControlsTests (line 23) | public class ControlsTests method StoragePermissionsJsonRoundTrip (line 25) | [Test] FILE: Tests/Common/Packets/LiveNodePacketTests.cs class LiveNodePacketTests (line 25) | [TestFixture] method NotificationRoundTrip (line 28) | [Test] FILE: Tests/Common/Parameters/ParameterAttributeTests.cs class ParameterAttributeTests (line 24) | [TestFixture, Parallelizable(ParallelScope.All)] method SetsParameterIntValues (line 27) | [Test] method SetsParameterDoubleValues (line 48) | [TestCase("1")] method SetsParameterDecimalValues (line 70) | [TestCase("1")] method FindsParameters (line 92) | [Test] method FindsParametersUsingReflection (line 107) | [Test] class Instance (line 122) | class Instance method AssertValues (line 141) | public void AssertValues(T expected) FILE: Tests/Common/ParseTests.cs class ParseTests (line 22) | [TestFixture] method DoubleIsTheSameAs_DoubleDotParse_WithInvariantCulture (line 25) | [Test] method DecimalIsTheSameAs_DecimalDotParse_WithInvariantCulture (line 35) | [Test] method DecimalSupports_NumberStyles (line 45) | [Test] method LongIsTheSameAs_LongDotParse_WithInvariantCulture (line 55) | [Test] method IntIsTheSameAs_IntDotParse_WithInvariantCulture (line 65) | [Test] method DateTimeIsTheSameAs_DateTimeDotParse_WithInvariantCulture (line 75) | [Test] method DateTimeWithFormat_IsTheSameAs_DateTimeDotParse_WithFormatAndInvariantCulture (line 84) | [Test] method DateTimeExact_IsTheSameAs_DateTimeDotParseExact_WithFormatAndInvariantCulture (line 94) | [Test] FILE: Tests/Common/ProtobufSerializationTests.cs class ProtobufSerializationTests (line 35) | [TestFixture, Parallelizable(ParallelScope.All)] method SerializeRoundTripIconicDataTypes (line 55) | [TestCase(typeof(IndexedLinkedData), true)] method SymbolRoundTrip (line 72) | [Test] method TickListSerializationRoundTrip (line 90) | [TestCase(10)] method OpenInterestSerializationRoundTrip (line 151) | [Test] method TickSerializationRoundTrip (line 170) | [Test] method TradeBarSerializationRoundTrip (line 212) | [Test] method QuoteBarSerializationRoundTrip (line 248) | [Test] method DividendRoundTrip (line 292) | [Test] method SplitRoundTrip (line 320) | [Test] method SpeedTest (line 340) | [Test, Ignore("Performance test")] method CreateNewInstance (line 414) | private static BaseData CreateNewInstance(Type baseDataType, bool hasU... method AssertAreEqual (line 427) | private void AssertAreEqual(object expected, object result) FILE: Tests/Common/Python/PythonInitializerTests.cs class PythonInitializerTests (line 26) | [TestFixture] method AlgorithmLocationIsAlwaysBeforeOtherPaths (line 29) | [Test] method GetPythonPaths (line 53) | private static IEnumerable GetPythonPaths() FILE: Tests/Common/ScatterChartPointTests.cs class ScatterChartPointTests (line 22) | [TestFixture] method JsonRoundTrip (line 25) | [Test] method Clone (line 49) | [Test] method Deserialize (line 60) | [TestCase("[890370000,1.0]", 1, null)] FILE: Tests/Common/Scheduling/DateRulesTests.cs class DateRulesTests (line 34) | [TestFixture, Parallelizable(ParallelScope.All)] method EveryDayDateRuleEmitsEveryDay (line 39) | [Test] method EverySymbolDayRuleEmitsOnTradeableDates (line 61) | [Test] method StartOfMonthNoSymbol (line 79) | [Test] method StartOfMonthNoSymbolMidMonthStart (line 96) | [Test] method StartOfMonthNoSymbolWithOffset (line 113) | [Test] method StartOfMonthSameMonthSchedule (line 130) | [TestCase(2, false)] // Before 11th method StartOfMonthWithSymbol (line 155) | [Test] method StartOfMonthWithSymbolMidMonthStart (line 175) | [Test] method StartOfMonthWithSymbolWithOffset (line 195) | [TestCase(Symbols.SymbolsKey.SPY, new[] { 10, 8, 8, 10, 8, 8 }, 5)] method EndOfMonthNoSymbol (line 217) | [Test] method EndOfMonthNoSymbolWithOffset (line 234) | [Test] method EndOfMonthSameMonthSchedule (line 250) | [TestCase(5, true)] // Before 21th method EndOfMonthWithSymbol (line 275) | [Test] method EndOfMonthWithSymbolWithOffset (line 295) | [TestCase(Symbols.SymbolsKey.SPY, new[] { 24, 22, 24, 20, 23, 23 }, 5)... method StartOfYearNoSymbol (line 317) | [Test] method StartOfYearNoSymbolMidYearStart (line 335) | [Test] method StartOfYearNoSymbolWithOffset (line 354) | [Test] method StartOfYearSameYearSchedule (line 371) | [TestCase(2)] // Before 11th method StartOfYearWithSymbol (line 394) | [Test] method StartOfYearWithSymbolMidYearStart (line 414) | [Test] method StartOfYearWithSymbolWithOffset (line 436) | [TestCase(Symbols.SymbolsKey.SPY, new[] { 10, 9, 9, 9, 9}, 5)] method EndOfYearNoSymbol (line 458) | [Test] method EndOfYearNoSymbolWithOffset (line 476) | [Test] method EndOfYearSameMonthSchedule (line 493) | [TestCase(5)] // Before 21th method EndOfYearWithSymbol (line 516) | [Test] method EndOfYearWithSymbolWithOffset (line 537) | [TestCase(Symbols.SymbolsKey.SPY, new[] { 21, 21, 23, 23, 23 }, 5)] //... method StartOfWeekNoSymbol (line 559) | [Test] method StartOfWeekNoSymbolWithOffset (line 576) | [TestCase(0, DayOfWeek.Monday)] method StartOfWeekWithSymbol (line 601) | [TestCase(Symbols.SymbolsKey.SPY, new[] { 3, 10, 18, 24, 31 })] method StartOfWeekWithSymbolUsingExtendedMarketHoursParameter (line 622) | [TestCase(false, new int[] { 3, 10, 18, 24, 31 })] method StartOfYearWithSymbolUsingExtendedMarketHoursParameter (line 632) | [TestCase(false, new int[] { 3, 3, 3, 2, 2 })] method EndOfYearWithSymbolUsingExtendedMarketHoursParameter (line 642) | [TestCase(false, new int[] { 30, 29, 31, 31, 31})] method StartOfMonthWithSymbolUsingExtendedMarketHoursParameter (line 652) | [TestCase(false, new int[] { 1, 1, 2, 1, 1 })] method EndOfMonthWithSymbolUsingExtendedMarketHoursParameter (line 662) | [TestCase(false, new int[] { 31, 29, 31, 30, 29 })] method StartOfWeekWithSymbolWithOffset (line 672) | [TestCase(Symbols.SymbolsKey.SPY, new[] { 5, 12, 20, 26 })] // Set con... method StartOfWeekSameWeekSchedule (line 692) | [TestCase(3, false)] // Start before the 6th method StartOfWeekWithSymbolOffsetToNonTradableDay (line 721) | [TestCase(5)] // Monday + 5 = Saturday method EndOfWeekNoSymbol (line 731) | [Test] method EndOfWeekNoSymbolWithOffset (line 748) | [TestCase(0, DayOfWeek.Friday)] method EndOfWeekWithSymbol (line 771) | [TestCase(Symbols.SymbolsKey.SPY, new[] { 7, 14, 21, 28 })] method EndOfWeekWithSymbolWithOffset (line 793) | [TestCase(Symbols.SymbolsKey.SPY, new[] { 5, 12, 19, 26 })] method EndOfWeekSameWeekSchedule (line 813) | [TestCase(3, true)] // End before the 6th method EndOfWeekWithSymbolOffsetToNonTradableDay (line 842) | [TestCase(5)] // Friday - 5 = Sunday method DateRulesExpectedNames (line 852) | [Test] method SetTimeZone (line 885) | [Test] method SetFuncDateRuleInPythonWorksAsExpected (line 899) | [Test] method SetFuncDateRuleInPythonWorksAsExpectedWithCSharpFunc (line 917) | [Test] method SetFuncDateRuleInPythonFailsWhenDateRuleIsInvalid (line 937) | [Test] method DateRuleDoesNotConflictWithTimeRuleDueToExtendedMarketHours (line 952) | [Test] method AssertDateRule (line 965) | private static void AssertDateRule(IDateRule rule, DateTime start, Dat... method GetDateRules (line 980) | private static DateRules GetDateRules() FILE: Tests/Common/Scheduling/ScheduleManagerTests.cs class ScheduleManagerTests (line 32) | [TestFixture, Parallelizable(ParallelScope.All)] method DuplicateScheduledEventsAreBothFired (line 35) | [Test] method TriggersWeeklyScheduledEventsEachWeekBacktesting (line 67) | [Test] method TriggersWeeklyScheduledEventsEachWeekLive (line 114) | [Test] method DatesReturnedAreNormalized (line 166) | [Test] method SetUp (line 203) | private void SetUp(DateTime time, out QCAlgorithm algorithm, out Testa... class TestableLiveTradingRealTimeHandler (line 220) | private class TestableLiveTradingRealTimeHandler : LiveTradingRealTime... FILE: Tests/Common/Scheduling/ScheduledEventTests.cs class ScheduledEventTests (line 25) | [TestFixture, Parallelizable(ParallelScope.All)] method FiresEventOnTime (line 28) | [Test] method NextEventTimeIsMaxValueWhenNoEvents (line 38) | [Test] method NextEventTimeIsMaxValueWhenNoMoreEvents (line 45) | [Test] method FiresSkippedEventsInSameCallToScan (line 54) | [Test] method SkipsEventsUntilTime (line 64) | [Test] method SkipEventsUntilDoesNotSkipFirstEventEqualToRequestedTime (line 76) | [Test] method FiresEventWhenTimeEquals (line 89) | [Test] method FiresEventWhenTimePasses (line 106) | [Test] method SchedulesNextEvent (line 123) | [Test] method DoesNothingAfterEventsEnd (line 141) | [Test] method ScheduledEventsWithSameNameAreDifferent (line 159) | [Test] method CompareToItselfReturnsTrue (line 170) | [Test] method CompareToNullReturnsFalse (line 181) | [Test] method ToStringTest (line 191) | [Test] FILE: Tests/Common/Scheduling/TimeRulesTests.cs class TimeRulesTests (line 30) | [TestFixture, Parallelizable(ParallelScope.All)] method AtSpecificTimeFromUtc (line 35) | [Test] method AtSpecificTimeFromNonUtc (line 51) | [Test] method RegularMarketOpenNoDelta (line 67) | [Test] method RegularMarketOpenWithDelta (line 83) | [Test] method ExtendedMarketOpenNoDelta (line 99) | [Test] method RegularMarketOpenNoDeltaForContinuousSchedules (line 115) | [Test] method ExtendedMarketOpenNoDeltaForContinuousSchedules (line 146) | [Test] method BeforeMarketOpenWithDelta (line 182) | [TestCase(true, 9 - 0.5)] method ExtendedMarketCloseNoDeltaForContinuousSchedules (line 201) | [Test] method ExtendedMarketOpenWithDelta (line 234) | [Test] method MultipleMarketOpen (line 250) | [TestCase(true)] method MultipleMarketClosure (line 275) | [TestCase(true)] method RegularMarketCloseNoDelta (line 300) | [Test] method RegularMarketCloseWithDelta (line 316) | [Test] method ExtendedMarketCloseNoDelta (line 332) | [Test] method ExtendedMarketCloseWithDelta (line 348) | [Test] method AfterMarketCloseWithDelta (line 364) | [TestCase(true, (21 + 4 + .5) % 24)] method EveryValidatesTimeSpan (line 383) | [TestCase(0)] method Every (line 391) | [Test] method SetTimeZone (line 408) | [Test] method SetFuncTimeRuleInPythonWorksAsExpected (line 422) | [Test] method SetFuncTimeRuleInPythonWorksAsExpectedWithCSharpFunc (line 440) | [Test] method SetFuncTimeRuleInPythonFailsWhenInvalidTimeRule (line 460) | [Test] method GetTimeRules (line 475) | private static TimeRules GetTimeRules(DateTimeZone dateTimeZone) method GetFutureTimeRules (line 499) | private static TimeRules GetFutureTimeRules(DateTimeZone dateTimeZone,... FILE: Tests/Common/Securities/AccountCurrencyImmediateSettlementModelTests.cs class AccountCurrencyImmediateSettlementModelTests (line 23) | [TestFixture] method FundsAreSettledImmediately (line 28) | [Test] method FundsAreSettledInAccountCurrency (line 58) | [Test] FILE: Tests/Common/Securities/BaseVolatilityModelTests.cs class BaseVolatilityModelTests (line 29) | [TestFixture] method GetHistoryRequirementsWorks (line 32) | [Test] method GetHistoryRequirementsWorksForTwoDifferentSubscriptions (line 76) | [Test] FILE: Tests/Common/Securities/BrokerageModelSecurityInitializerTests.cs class BrokerageModelSecurityInitializerTests (line 33) | [TestFixture] method Setup (line 64) | [SetUp] method BrokerageModelSecurityInitializer_CanSetLeverageForBacktesting_Successfully (line 112) | [Test] method BrokerageModelSecurityInitializer_CanSetPrice_ForTradeBar (line 122) | [Test] method BrokerageModelSecurityInitializer_CanSetPrice_ForQuoteBar (line 136) | [Test] method BrokerageModelSecurityInitializer_CannotSetPrice_ForNonExistentHistory (line 150) | [Test] method BrokerageModelSecurityInitializer_SetLeverageForBuyingPowerModel_Successfully (line 164) | [Test] FILE: Tests/Common/Securities/BuyingPowerModelComparator.cs class BuyingPowerModelComparator (line 32) | public class BuyingPowerModelComparator : IBuyingPowerModel method BuyingPowerModelComparator (line 40) | public BuyingPowerModelComparator( method GetLeverage (line 63) | public decimal GetLeverage(Security security) method SetLeverage (line 68) | public void SetLeverage(Security security, decimal leverage) method GetMaintenanceMargin (line 73) | public MaintenanceMargin GetMaintenanceMargin(MaintenanceMarginParamet... method GetInitialMarginRequirement (line 95) | public InitialMargin GetInitialMarginRequirement(InitialMarginParamete... method GetInitialMarginRequiredForOrder (line 117) | public InitialMargin GetInitialMarginRequiredForOrder(InitialMarginReq... method HasSufficientBuyingPowerForOrder (line 139) | public HasSufficientBuyingPowerForOrderResult HasSufficientBuyingPower... method GetMaximumOrderQuantityForTargetBuyingPower (line 174) | public GetMaximumOrderQuantityResult GetMaximumOrderQuantityForTargetB... method GetMaximumOrderQuantityForDeltaBuyingPower (line 240) | public GetMaximumOrderQuantityResult GetMaximumOrderQuantityForDeltaBu... method GetReservedBuyingPowerForPosition (line 300) | public ReservedBuyingPowerForPosition GetReservedBuyingPowerForPositio... method GetBuyingPower (line 315) | public BuyingPower GetBuyingPower(BuyingPowerParameters parameters) method EnsureSecurityExists (line 328) | private void EnsureSecurityExists(Security security) FILE: Tests/Common/Securities/BuyingPowerModelTests.cs class BuyingPowerModelTests (line 24) | [TestFixture] method Setup (line 29) | [OneTimeSetUp] method OrderCalculation (line 37) | [TestCase(-40, 25, -900, 1, 4)] // -1000 method OrderAdjustmentCalculation (line 68) | [TestCase(-40, 25, -900, 1, -36)] // -1000 method SetupSecurity (line 109) | private static Security SetupSecurity(decimal currentHoldings, decimal... FILE: Tests/Common/Securities/CashAmountTests.cs class CashAmountTests (line 23) | [TestFixture] method InitializesProperlyUsingAccountCurrency (line 26) | [Test] method InitializesProperlyUsingNonAccountCurrency (line 35) | [Test] method EqualityOperator (line 44) | [Test] method NotEqualOperator (line 63) | [Test] method EqualsOperator (line 82) | [Test] method DefaultCashAmount (line 101) | [Test] method RoundTripSerialization (line 111) | [Test] FILE: Tests/Common/Securities/CashBookTests.cs class CashBookTests (line 25) | [TestFixture] method JsonRoundTrip (line 28) | [Test] method InitializesWithAccountCurrencyAdded (line 49) | [Test] method ComputesValueInAccountCurrency (line 60) | [Test] method ConvertsProperly (line 72) | [Test] method ConvertsToAccountCurrencyProperly (line 84) | [Test] method ConvertsToEurFromAccountCurrencyProperly (line 95) | [Test] method ConvertsToJpyFromAccountCurrencyProperly (line 106) | [Test] method WontAddNullCurrencyCash (line 117) | [Test] method WillThrowIfGetNullCurrency (line 143) | [Test] method UpdatedAddedCalledOnlyForNewSymbols (line 152) | [Test] method UpdateEventCalledForAddMethod (line 171) | [Test] method UpdateEventCalledForAdd (line 191) | [Test] method UpdateEventCalledForRemove (line 212) | [Test] method UpdateEventNotCalledForCashUpdatesAfterRemoved (line 232) | [Test] method UpdateEventCalledForAddExistingValueCalledOnce (line 249) | [Test] method UpdateEventCalledForClear (line 269) | [Test] FILE: Tests/Common/Securities/CashBuyingPowerModelTests.cs class CashBuyingPowerModelTests (line 38) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method Initialize (line 54) | [SetUp] method TearDown (line 129) | [TearDown] method InitializesCorrectly (line 136) | [Test] method SetLeverageDoesNotUpdateLeverage (line 143) | [Test] method LimitBuyBtcWithUsdRequiresUsdInPortfolio (line 149) | [Test] method LimitBuyBtcWithEurRequiresEurInPortfolio (line 167) | [Test] method LimitSellOrderRequiresBaseCurrencyInPortfolio (line 185) | [Test] method LimitBuyOrderChecksOpenOrders (line 200) | [Test] method LimitSellOrderChecksOpenOrders (line 228) | [Test] method MarketBuyBtcWithUsdRequiresUsdInPortfolioPlusFees (line 283) | [Test] method MarketBuyBtcWithEurRequiresEurInPortfolioPlusFees (line 304) | [Test] method MarketSellOrderRequiresBaseCurrencyInPortfolioPlusFees (line 326) | [Test] method MarketBuyOrderChecksOpenOrders (line 346) | [Test] method MarketSellOrderChecksOpenOrders (line 378) | [Test] method LimitBuyOrderIncludesFees (line 415) | [Test] method CalculatesMaximumOrderQuantityCorrectly (line 432) | [Test] method CalculatesMaximumOrderQuantityCorrectlySmallerTarget (line 487) | [Test] method CalculatesMaximumOrderQuantityCorrectlyBiggerTarget (line 506) | [Test] method CalculatesMaximumOrderQuantityCorrectlyForAlmostNoCashRemaining (line 525) | [Test] method CalculatesMaximumOrderQuantityCorrectlyForNoOrderFee (line 544) | [Test] method MarketBuyOrderChecksExistingHoldings (line 564) | [Test] method MarketBuyBtcWithEurCalculatesBuyingPowerProperlyWithExistingHoldings (line 586) | [Test] method MarketBuyOrderUsesAskPriceIfAvailable (line 607) | [Test] method ZeroTargetWithZeroHoldingsIsNotAnError (line 628) | [Test] method ZeroTargetWithNonZeroHoldingsReturnsNegativeOfQuantity (line 644) | [Test] method NonAccountCurrencyFees (line 661) | [Test] method NonAccountCurrency_NoQuoteCurrencyCash (line 682) | [Test] method ZeroNonAccountCurrency_GetMaximumOrderQuantityForTargetValue (line 708) | [TestCase("EUR")] method ZeroNonAccountCurrency_GetBuyingPower (line 738) | [Test] method ZeroNonAccountCurrency_GetReservedBuyingPowerForPosition (line 757) | [Test] method NonAccountCurrency_GetBuyingPower (line 779) | [Test] method NonAccountCurrency_ZeroQuoteCurrency_GetBuyingPower (line 798) | [Test] method NonZeroNonAccountCurrency_UnReachableTarget (line 817) | [TestCase("EUR")] method NonZeroNonAccountCurrency_ReachableTarget (line 841) | [TestCase("EUR")] method SubmitLimitOrder (line 867) | private void SubmitLimitOrder(Symbol symbol, decimal quantity, decimal... method SubmitStopMarketOrder (line 886) | private void SubmitStopMarketOrder(Symbol symbol, decimal quantity, de... class NonAccountCurrencyCustomFeeModel (line 905) | internal class NonAccountCurrencyCustomFeeModel : FeeModel method GetOrderFee (line 910) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Tests/Common/Securities/CashTests.cs class CashTests (line 34) | [TestFixture] method ConstructorCapitalizedSymbol (line 41) | [Test] method ConstructorThrowsOnEmptySymbol (line 48) | [TestCase(null)] method ConstructorOnCustomSymbolLength (line 58) | [Test] method ConstructorSetsProperties (line 67) | [Test] method ComputesValueInBaseCurrency (line 79) | [Test] method EnsureCurrencyDataFeedAddsSubscription (line 88) | [Test] method EnsureCurrencyDataFeedChecksSecurityChangesForSecurity (line 118) | [Test] method EnsureCurrencyDataFeedsAddsSubscriptionAtMinimumResolution (line 152) | [Test] method EnsureCurrencyDataFeedMarksIsCurrencyDataFeedForNewSubscriptions (line 195) | [Test] method EnsureCurrencyDataFeedDoesNotMarkIsCurrencyDataFeedForExistantSubscriptions (line 226) | [Test] method NonUsdAccountCurrencyCurrencyDataFeedsGetAdded (line 257) | [TestCase("USD", "GBP", "JPY", "GBPUSD", "USDJPY", SecurityType.Forex,... method EnsureInternalCurrencyDataFeedsForNonUsdQuoteCurrencyGetAdded (line 328) | public void EnsureInternalCurrencyDataFeedsForNonUsdQuoteCurrencyGetAd... method EnsureCurrencyDataFeedsForNonUsdQuoteCurrencyDoNotGetAddedToSymbolCache (line 366) | [Test] method EnsureCurrencyDataFeedForCryptoCurrency (line 417) | [Test] method EnsureCurrencyDataFeedForCryptoCurrency_CryptoFuturesFirst_When_dYdX (line 456) | [Test] method UpdateModifiesConversionRateAsInvertedValue (line 487) | [Test] method UpdateModifiesConversionRate (line 522) | [Test] method CashHasCorrectCurrencySymbol (line 557) | [TestCase("USD", "$")] method UpdateEventCalledForSetAmountMethod (line 567) | [Test] method UpdateEventCalledForAddAmountMethod (line 580) | [Test] method CashBookWithUsdCanBeSerializedAfterEnsureCurrencyDataFeed (line 593) | [Test] method EnsureCurrencyDataFeedDoesNothingWithUnsupportedCurrency (line 611) | [Test] method CryptoStableCoinMappingIsCorrect (line 628) | [TestCaseSource(nameof(cryptoBrokerageStableCoinCases))] FILE: Tests/Common/Securities/Cfd/CfdTests.cs class CfdTests (line 24) | [TestFixture] method ConstructorExtractsQuoteCurrency (line 27) | [Test] FILE: Tests/Common/Securities/CryptoFuture/BybitCryptoFutureMarginModelTests.cs class BybitCryptoFutureMarginModelTests (line 27) | [TestFixture] method BybitInitialMarginRequirement (line 30) | [TestCase("BTCUSDT", 0.5, 10, 1600)] // Bybit value: 1580 method GetAlgorithm (line 57) | private static QCAlgorithm GetAlgorithm() method SetPrice (line 65) | private static void SetPrice(Security security, decimal price) FILE: Tests/Common/Securities/CryptoFuture/CryptoFutureMarginModelTests.cs class CryptoFutureMarginModelTests (line 26) | [TestFixture] method DefaultMarginModelType (line 29) | [TestCase("BTCUSD")] method InitialMarginRequirement (line 39) | [TestCase("BTCUSD", 10)] method GetAlgorithm (line 67) | private static QCAlgorithm GetAlgorithm() method SetPrice (line 75) | private static void SetPrice(Security security, decimal price) FILE: Tests/Common/Securities/Cryptos/CryptoTests.cs class CryptoTests (line 9) | [TestFixture] method ConstructorParseBaseCurrencyBySymbolProps (line 17) | [Test] FILE: Tests/Common/Securities/CurrencyConversion/SecurityCurrencyConversionTests.cs class SecurityCurrencyConversionTests (line 28) | [TestFixture] method LinearSearchFindsOneLegConversions (line 31) | [Test] method LinearSearchFindsTwoLegConversions (line 62) | [Test] method LinearSearchPrefersExistingSecuritiesOverNewOnesOneLeg (line 94) | [Test] method LinearSearchPrefersExistingSecuritiesOverNewOnesTwoLeg (line 125) | [Test] method LinearSearchThrowsWhenNoConversionPossible (line 157) | [Test] method UpdateCalculatesNewConversionRateOneLeg (line 171) | [TestCaseSource(nameof(oneLegCases))] method UpdateCalculatesNewConversionRateTwoLeg (line 193) | [TestCaseSource(nameof(twoLegCases))] method UpdateReturnsZeroWhenNoData (line 221) | [Test] method UpdateReturnsZeroWhenNoDataForOneOfTwoSymbols (line 237) | [Test] method ConversionRateReturnsLatestConversionRate (line 259) | [Test] method ConversionRateZeroAtStart (line 282) | [Test] method SourceCurrencyReturnsCorrectValue (line 298) | [Test] method DestinationCurrencyReturnsCorrectValue (line 314) | [Test] method CreateSecurity (line 330) | private static Security CreateSecurity(Symbol symbol) FILE: Tests/Common/Securities/DelayedSettlementModelTests.cs class DelayedSettlementModelTests (line 24) | [TestFixture] method SellOnMondaySettleOnThursday (line 30) | [Test] method SellOnThursdaySettleOnTuesday (line 85) | [Test] method CreateTradeBarConfig (line 152) | private SubscriptionDataConfig CreateTradeBarConfig(Symbol symbol) FILE: Tests/Common/Securities/DynamicSecurityDataTests.cs class DynamicSecurityDataTests (line 26) | [TestFixture] method SetUp (line 32) | [SetUp] method TearDown (line 40) | [TearDown] method StoreData_UsesTypeName_AsKey (line 46) | [Test] method Get_UsesTypeName_AsKey_And_ReturnsLastItem (line 62) | [Test] method GetAll_UsesTypeName_AsKey (line 76) | [Test] method AccessesDataDynamically (line 91) | [Test] method DataCanNotBeSetDynamically (line 106) | [Test] method AccessingPropertyThatDoesNotExists_ThrowsKeyNotFoundException_WhenNotIncludedInRegisteredTypes (line 121) | [Test] method AccessPropertyThatDoesNotExists_ReturnsEmptyList_WhenTypeIsIncludedInRegisteredTypes (line 133) | [Test] method Py_StoreData_GetProperty (line 145) | [Test] method Py_StoreData_HasProperty (line 171) | [Test] method Py_StoreData_Get_UsesTypeName (line 195) | [Test] method Py_StoreData_GetAll_UsesTypeName (line 219) | [Test] method Py_Get_UsesTypeName_AsKey_And_ReturnsLastItem (line 245) | [Test] method Py_GetAll_TradeBar (line 270) | [Test] method Py_Get_TradeBar (line 295) | [Test] method Py_Get_TradeBarArray (line 320) | [Test] method Py_GetTypeThatDoesNotExists_ThrowsKeyNotFoundException_WhenNotIncludedInRegisteredTypes (line 345) | [Test] method Py_AccessPropertyThatDoesNotExists_ReturnsEmptyList_WhenTypeIsIncludedInRegisteredTypes (line 365) | [Test] FILE: Tests/Common/Securities/ErrorCurrencyConverterTests.cs class ErrorCurrencyConverterTests (line 22) | [TestFixture] method AlwaysThrowsInvalidOperationException (line 25) | [Test] FILE: Tests/Common/Securities/FakeOrderProcessor.cs class FakeOrderProcessor (line 28) | public class FakeOrderProcessor : IOrderProcessor method AddOrder (line 35) | public void AddOrder(Order order) method AddTicket (line 40) | public void AddTicket(OrderTicket ticket) method GetOrderById (line 45) | public Order GetOrderById(int orderId) method GetOrdersByBrokerageId (line 52) | public List GetOrdersByBrokerageId(string brokerageId) method GetOrderTickets (line 57) | public IEnumerable GetOrderTickets(Func GetOpenOrderTickets(Func GetOrders(Func filter = null) method GetOpenOrders (line 79) | public List GetOpenOrders(Func filter = null) method Process (line 84) | public OrderTicket Process(OrderRequest request) method Clear (line 103) | public void Clear() method GetProjectedHoldings (line 110) | public ProjectedHoldings GetProjectedHoldings(Security security) FILE: Tests/Common/Securities/Forex/ForexHoldingTest.cs class ForexHoldingTests (line 26) | [TestFixture] method TotalProfitIsCorrectlyEstimated (line 29) | [TestCase("EURUSD", 1, 0.00001, 1000, 1.23456, 50, 10000)] FILE: Tests/Common/Securities/Forex/ForexTests.cs class ForexTests (line 24) | [TestFixture] method DecomposeThrowsOnSymbolTooShort (line 27) | [Test] method DecomposeThrowsOnSymbolTooLong (line 39) | [Test] method DecomposeThrowsOnNullSymbol (line 51) | [Test] method ConstructorDecomposesBaseAndQuoteCurrencies (line 62) | [Test] FILE: Tests/Common/Securities/FutureFilterTests.cs class FutureFilterTests (line 26) | [TestFixture] method FiltersExpiryRange (line 29) | [Test] method FutureContractFiltering (line 65) | [TestCase(false, 6)] method WeeklysFilterDoesNotFilterStandardContractWithExpiryMonthPriorOrAfterContractMonth (line 109) | [Test] method FilterAllowBothTypes (line 139) | [Test] method FilterOutStandards (line 167) | [Test] method FiltersFrontMonth (line 198) | [Test] method FiltersBackMonth (line 231) | [Test] method FiltersExpirationCycles (line 264) | [Test] method FilterTypeDoesNotBreakOnMissingExpiryFunction (line 297) | [Test] FILE: Tests/Common/Securities/FutureMarginBuyingPowerModelTests.cs class FutureMarginBuyingPowerModelTests (line 35) | [TestFixture] method TestMarginForSymbolWithOneLinerHistory (line 41) | [Test] method TestMarginForSymbolWithNoHistory (line 71) | [Test] method TestMarginForSymbolWithHistory (line 98) | [Test] method GetMaintenanceMargin (line 141) | [TestCase(1)] method GetInitialMarginRequirement (line 167) | [TestCase(1)] method GetInitialMarginRequiredForOrder (line 189) | [TestCase(10)] method MarginUsedForPositionWhenPriceDrops (line 216) | [TestCase(100)] method MarginUsedForPositionWhenPriceIncreases (line 241) | [TestCase(100)] method PortfolioStatusForPositionWhenPriceDrops (line 266) | [Test] method PortfolioStatusPositionWhenPriceIncreases (line 297) | [Test] method GetLeverage (line 328) | [Test] method SetLeverageThrowsException (line 342) | [TestCase(1)] method MarginRequirementsChangeWithDate (line 355) | [Test] method GetMaximumOrderQuantityForTargetBuyingPower_ThrowsForInvalidTarget (line 382) | [TestCase(-1.1)] method GetMaximumOrderQuantityForTargetBuyingPower_NoHoldings (line 399) | [TestCase(1)] method HasSufficientBuyingPowerForOrderInvalidTargets (line 437) | [TestCase(1)] method GetMaximumOrderQuantityForTargetBuyingPower_TwoStep (line 469) | [TestCase(1)] method GetMaximumOrderQuantityForTargetBuyingPower_WithHoldingsSameDirection (line 507) | [TestCase(1)] method GetMaximumOrderQuantityForTargetBuyingPower_WithHoldingsInverseDirection (line 548) | [TestCase(1)] method IntradayVersusOvernightMargins (line 590) | [TestCase(1)] method ClosingSoonIntradayClosedMarketMargins (line 643) | [TestCase(1)] method FutureMarginModel_MarginEntriesValid (line 698) | [TestCase(Market.CME)] method FutureMarginModel_MarginEntriesHaveIncrementingDates (line 762) | [TestCase(Market.CME)] method FutureMarginModel_MarginEntriesAreContinuous (line 800) | [TestCase(Market.CME)] method FutureMarginModel_InitialMarginGreaterThanMaintenance (line 885) | [TestCase(Market.CME)] method Update (line 920) | private static void Update(Security security, decimal close, QCAlgorit... method GetOrderRequest (line 934) | private static SubmitOrderRequest GetOrderRequest(Symbol symbol, decim... method GetModel (line 946) | private static IBuyingPowerModel GetModel( FILE: Tests/Common/Securities/FutureOption/FuturesOptionsExpiryFunctionsTests.cs class FuturesOptionsExpiryFunctionsTests (line 27) | [TestFixture] method FutureContractMonthDelta (line 30) | [TestCase("ES", Market.CME, 0)] method ExpiryFunctionsReturnExpectedResults (line 52) | [TestCaseSource(nameof(ExpiryTestCases))] method FutureAndOptionMapping (line 64) | [TestCase("ZM", Market.CBOT, "202601", "20251226", "20260114")] method ExpiryFunctionsReturnExpectedResultWhenExpiryIsAHoliday (line 159) | [Test] FILE: Tests/Common/Securities/FutureOption/FuturesOptionsUnderlyingMapperTests.cs class FuturesOptionsUnderlyingMapperTests (line 23) | public class FuturesOptionsUnderlyingMapperTests method GetUnderlyingSymbolFromFutureOption (line 25) | [TestCase("ES", Market.CME, 2021, 3, 19, 2021, 3, 19, false)] FILE: Tests/Common/Securities/FutureOptionMarginBuyingPowerModelTests.cs class FutureOptionMarginBuyingPowerModelTests (line 32) | [TestFixture, Parallelizable(ParallelScope.All)] method MarginWithNoFutureOptionHoldings (line 35) | [Test] method MarginWithFutureAndFutureOptionHoldings (line 77) | [Test] method MarginWithFutureOptionHoldings (line 116) | [Test] method OptionExerciseWhenFullyInvested (line 156) | [Test] method MarginRequirementsAreSetCorrectly (line 197) | [Test] method MarginRequirementCrudeOil (line 243) | [TestCase(10, 70000, OptionRight.Call, PositionSide.Long, 59375)] method MarginRequirementGold (line 345) | [TestCase(1300, 154000, OptionRight.Call, PositionSide.Long, 112729)] method MarginRequirementEs (line 389) | [TestCase(2200, 16456, OptionRight.Call, PositionSide.Long, 15632)] FILE: Tests/Common/Securities/Futures/FutureSettlementModelTests.cs class FutureSettlementModelTests (line 26) | [TestFixture] method Setup (line 38) | [SetUp] method DailySettlement (line 61) | [TestCase(1400, 10, 1300, 1200)] method HoldingsQuantityChange (line 112) | [TestCase(1400, 10, 1300, 0)] method DifferentAveragePrice (line 185) | [TestCase(10, 10, -10, -10)] method SetPrice (line 244) | private static void SetPrice(Security security, decimal price) FILE: Tests/Common/Securities/Futures/FuturesExpiryFunctionsTests.cs class FuturesExpiryFunctionsTests (line 29) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method Init (line 61) | [OneTimeSetUp] method HSIFutures (line 73) | [TestCase("20250101", "20250127")] method MCLFutures (line 97) | [Test] method FuturesExpiryFunction_MissingSymbol_ShouldThrowArgumentException (line 111) | [Test] method FuturesExpiryFunctions_AllFutures_ShouldHaveExpiryFunction (line 119) | [Test] method GrainsExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 145) | [TestCase(QuantConnect.Securities.Futures.Grains.BlackSeaCornFinancial... method CurrenciesExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 173) | [TestCase(QuantConnect.Securities.Futures.Currencies.USD, TenSixteen)] method EnergyExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 218) | [TestCase(QuantConnect.Securities.Futures.Energy.PropaneNonLDHMontBelv... method BankHolidaysAreRespected (line 307) | [Test] method ExpirationUsesHolidays (line 322) | [TestCase(QuantConnect.Securities.Futures.Indices.NASDAQ100EMini, "202... method MicroCrudeOilExpiration (line 337) | [TestCase(QuantConnect.Securities.Futures.Energy.MicroCrudeOilWTI, "20... method FinancialsExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 358) | [TestCase(QuantConnect.Securities.Futures.Financials.EuroDollar, Eleve... method IndicesExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 385) | [TestCase(QuantConnect.Securities.Futures.Indices.BloombergCommodityIn... method MeatsExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 428) | [TestCase(QuantConnect.Securities.Futures.Meats.LiveCattle, TwelveOclo... method LumberPulpExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 449) | [TestCase(QuantConnect.Securities.Futures.Forestry.Lumber, TwelveFiveP... method MetalsExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 469) | [TestCase(QuantConnect.Securities.Futures.Metals.Gold, Zero)] method SoftsExpiryDateFunction_WithDifferentDates_ShouldFollowContract (line 500) | [TestCase(QuantConnect.Securities.Futures.Softs.Cotton2)] class Dates (line 527) | public class Dates method Dates (line 531) | public Dates() { } method Dates (line 532) | public Dates(DateTime c, DateTime l) class Item (line 542) | public class Item method GetFutureSymbol (line 549) | private Symbol GetFutureSymbol(string symbol, DateTime? date =null) FILE: Tests/Common/Securities/Futures/FuturesExpiryUtilityFunctionsTests.cs class FuturesExpiryUtilityFunctionsTests (line 25) | [TestFixture, Parallelizable(ParallelScope.All)] method AddBusinessDays_WithPositiveInput_ShouldReturnNthSucceedingBusinessDay (line 30) | [TestCase("08/05/2017 00:00:01", 4, "12/05/2017 00:00:01")] method AddBusinessDays_WithNegativeInput_ShouldReturnNthPrecedingBusinessDay (line 46) | [TestCase("11/05/2017 00:00:01", -2, "09/05/2017 00:00:01")] method AddBusinessDays_WithPositiveInput_ShouldReturnNthSucceedingBusinessDay_ExcludingCustomHolidays (line 62) | [TestCase("08/05/2017 00:00:01", 4, "15/05/2017 00:00:01", "12/05/2017... method AddBusinessDays_WithNegativeInput_ShouldReturnNthPrecedingBusinessDay_ExcludingCustomHolidays (line 81) | [TestCase("11/05/2017 00:00:01", -1, "09/05/2017 00:00:01", "10/05/201... method NthLastBusinessDay_WithInputsLessThanDaysInMonth_ShouldReturnNthLastBusinessDay (line 100) | [TestCase("01/03/2016 00:00:01", 5, "24/03/2016 00:00:00")] method NthLastBusinessDay_WithInputsMoreThanDaysInMonth_ShouldThrowException (line 116) | [TestCase("01/03/2016 00:00:00", 45)] method NthBusinessDay_ShouldReturnAccurateBusinessDay (line 130) | [TestCase("01/01/2016 00:00:01", 1, "01/04/2016 00:00:00")] method NthBusinessDay_ShouldReturnAccurateBusinessDay_WithHolidays (line 145) | [TestCase("01/01/2016 00:00:01", 1, "01/05/2016 00:00:00", "01/01/2016... method ThirdFriday_WithNormalMonth_ShouldReturnThirdFriday (line 159) | [TestCase("01/2015", "16/01/2015 00:00:00")] method ThirdWednesday_WithNormalMonth_ShouldReturnThirdWednesday (line 175) | [TestCase("04/2017", "19/04/2017 00:00:00")] method NotHoliday_ForAHoliday_ShouldReturnFalse (line 191) | [TestCase("07/05/2017 00:00:01")] method NotHoliday_ForABusinessDay_ShouldReturnTrue (line 206) | [TestCase("08/05/2017 00:00:01")] method NotPrecededByHoliday_WithNonThursdayWeekday_ShouldThrowException (line 221) | [TestCase("09/04/2017 00:00:01")] method NotPrecededByHoliday_ForThursdayWithNoHolidayInFourPrecedingDays_ShouldReturnTrue (line 236) | [TestCase("13/04/2017 00:00:01")] method NotPrecededByHoliday_ForThursdayWithHolidayInFourPrecedingDays_ShouldReturnFalse (line 250) | [TestCase("31/03/2016 00:00:01")] method Nth_WeekDay_ShouldReturnCorrectDate (line 264) | [TestCase("17/06/2020 00:00:01", DayOfWeek.Friday, 1, "05/06/2020 00:0... method Nth_WeekDay_ShouldHandShouldThrowException (line 276) | [TestCase("17/06/2020 00:00:01", DayOfWeek.Friday, -2)] method Last_WeekDay_ShouldReturnCorrectDate (line 290) | [TestCase("06/01/2015 00:00:01", DayOfWeek.Friday, "30/01/2015 00:00:0... FILE: Tests/Common/Securities/Futures/FuturesListingsTests.cs class FuturesListingsTests (line 24) | [TestFixture] method ListedContractsMatchesCME (line 27) | [TestCaseSource(nameof(ListedContractsCME_2021_01_11))] method ListedContractsCME_2021_01_11 (line 49) | public static TestCaseData[] ListedContractsCME_2021_01_11() FILE: Tests/Common/Securities/IdentityCurrencyConverterTests.cs class IdentityCurrencyConverterTests (line 22) | [TestFixture] method ThrowsArgumentExceptionOnCashAmountNotInAccountCurrency (line 25) | [Test] method ConvertsAccountCurrencyAsIdentity (line 33) | [Test] FILE: Tests/Common/Securities/ImmediateSettlementModelTests.cs class ImmediateSettlementModelTests (line 24) | [TestFixture] method FundsAreSettledImmediately (line 30) | [Test] method CreateTradeBarConfig (line 69) | private SubscriptionDataConfig CreateTradeBarConfig() FILE: Tests/Common/Securities/Index/IndexTests.cs class IndexTests (line 24) | [TestFixture] method ConstructorExtractsQuoteCurrency (line 27) | [Test] FILE: Tests/Common/Securities/IndexOption/IndexOptionSymbolTests.cs class IndexOptionSymbolTests (line 22) | [TestFixture] method IsStandard (line 25) | [TestCase(1, false, "SPXW")] FILE: Tests/Common/Securities/IndicatorVolatilityModelTests.cs class IndicatorVolatilityModelTests (line 27) | [TestFixture] method UpdatesAfterCorrectPeriodElapses (line 30) | [Test] method DoesntUpdateOnZeroPrice (line 50) | [Test] method GetHistoryRequirementsWorks (line 78) | [Test] method GetSecurity (line 94) | private static Security GetSecurity(DateTime reference, IVolatilityMod... FILE: Tests/Common/Securities/LocalMarketHoursTests.cs class LocalMarketHoursTests (line 23) | [TestFixture] method StartIsOpen (line 31) | [Test] method EndIsClosed (line 40) | [Test] method IsOpenRangeAnyOverlap (line 49) | [Test] method MarketDurationDoesNotIncludePreOrPostMarket (line 60) | [Test] method IsContinuousMarketOpenTests (line 67) | [TestCase("1.00:00:00", null, false)] method GetsCorrectMarketOpen (line 91) | [TestCaseSource(nameof(GetMarketOpenTestCases))] method GetsCorrectMarketClose (line 99) | [TestCaseSource(nameof(GetMarketCloseTestCases))] method GetUsEquityWeekDayMarketHours (line 107) | private static LocalMarketHours GetUsEquityWeekDayMarketHours() method GetFutureWeekDayMarketHours (line 112) | private static LocalMarketHours GetFutureWeekDayMarketHours() method GetMarketOpenTestCases (line 122) | private static TestCaseData[] GetMarketOpenTestCases() method GetMarketCloseTestCases (line 162) | private static TestCaseData[] GetMarketCloseTestCases() FILE: Tests/Common/Securities/MarginCallModelTests.cs class MarginCallModelTests (line 29) | [TestFixture] class TestSecurityMarginModel (line 33) | public class TestSecurityMarginModel : SecurityMarginModel method TestSecurityMarginModel (line 35) | public TestSecurityMarginModel(decimal leverage) : base(leverage) {} method GetInitialMarginRequiredForOrder (line 37) | public new decimal GetInitialMarginRequiredForOrder( method GetMarginRemaining (line 43) | public new decimal GetMarginRemaining(SecurityPortfolioManager portf... method InitializationTest (line 49) | [Test] method SetAndGetLeverageTest (line 60) | [Test] method GetInitialMarginRequiredForOrderTest (line 77) | [Test] method GetMaintenanceMarginTest (line 90) | [Test] method GetMarginRemainingTests (line 115) | [Test] method GenerateMarginCallOrderTests (line 160) | [Test] method GenerateMarginCallOrdersForPositionGroup (line 259) | [Test] method GetPortfolio (line 348) | private SecurityPortfolioManager GetPortfolio(IOrderProcessor orderPro... method GetSecurity (line 360) | private Security GetSecurity(Symbol symbol) method GetOption (line 382) | private Option GetOption(Symbol symbol) FILE: Tests/Common/Securities/MarketHoursDatabaseTests.cs class MarketHoursDatabaseTests (line 28) | [TestFixture] method Setup (line 31) | [SetUp] method TearDown (line 37) | [TearDown] method InitializesFromFile (line 43) | [Test] method RetrievesExchangeHoursWithAndWithoutSymbol (line 52) | [Test] method CorrectlyReadsClosedAllDayHours (line 64) | [Test] method CorrectlyReadsOpenAllDayHours (line 76) | [Test] method InitializesFromDataFolder (line 88) | [Test] method CorrectlyReadsUsEquityMarketHours (line 95) | [Test] method CorrectlyReadsUsEquityEarlyCloses (line 117) | [Test] method CorrectlyReadsCMEGroupFutureHolidayGoodFridaySchedule (line 131) | [TestCase("AUP", Market.COMEX, true)] method CorrectlyReadsCMEGroupFutureEarlyCloses (line 158) | [TestCase("2YY", Market.CBOT, "4/7/2023", true)] method CorrectlyReadsCMEGroupFutureBankHolidays (line 189) | [TestCase("BIO", Market.CME, true)] method CheckJustEarlyClosesOrJustHolidaysForCMEGroupFuturesOnGoodFriday (line 212) | [TestCase("2YY", Market.CBOT, true)] method EarlyClosesResumesAgainIfLateOpen (line 242) | [TestCase("ES", Market.CME)] method CorrectlyReadFxcmForexMarketHours (line 263) | [Test] method ReadsUsEquityDataTimeZone (line 298) | [Test] method AllMarketsAreAlwaysOpenWhenForceExchangeAlwaysOpenIsTrue (line 307) | [Test] method ReadsFxcmForexDataTimeZone (line 330) | [Test] method MissingOptionsEntriesResolveToUnderlyingMarketHours (line 339) | [TestCase("SPX", SecurityType.Index, Market.USA)] method USIndexOptionsResolveToUnderlyingEarlyCloses (line 384) | [TestCase("SPX")] method FuturesOptionsGetDatabaseSymbolKey (line 405) | [TestCase("GC", Market.COMEX, "OG")] method CustomEntriesStoredAndFetched (line 431) | [Test] method CustomEntriesAreNotLostWhenReset (line 447) | [TestCase("UWU", SecurityType.Base)] method VerifyMarketHoursDataIntegrityForAllSymbols (line 463) | [Test] method TestMarketHoursForSymbol (line 492) | private static void TestMarketHoursForSymbol(MarketHoursDatabase marke... method GetMarketHoursDatabase (line 535) | private static MarketHoursDatabase GetMarketHoursDatabase(string file) FILE: Tests/Common/Securities/OptionFilterTests.cs class OptionFilterTests (line 30) | [TestFixture] method FiltersStrikeRange (line 34) | [TestCaseSource(nameof(FiltersStrikeRangeTests))] method FiltersStrikeRangeWithVaryingDistance (line 69) | [Test] method FiltersStrikeRangeWithNegativeMaxStrike (line 116) | [Test] method FiltersStrikeRangeWithNegativeMaxStrikeOutOfRange (line 158) | [Test] method FiltersStrikeRangeWithPositiveMinStrike (line 189) | [Test] method FiltersStrikeRangeWithPositiveMinStrikeOutOfRange (line 231) | [Test] method FiltersStrikeRangeWhenEmpty (line 262) | [Test] method FiltersExpiryRange (line 287) | [Test] method FiltersExpiryRangeAfterNonTradableDay (line 329) | [Test] method FiltersOutWeeklys (line 362) | [Test] method FiltersOutWeeklysIfFridayHoliday (line 407) | [Test] method FiltersOutStandardContracts (line 452) | [Test] method FiltersOutNothingAfterFilteringByType (line 490) | [Test] method FiltersFrontMonth (line 529) | [Test] method FiltersBackMonth (line 567) | [Test] method SetsContractsPython (line 606) | [TestCase("[data.symbol for data in universe][:5]")] method CreateOptions (line 661) | static Symbol[] CreateOptions(string ticker, string targetOption = null) method CreateOptionSecurity (line 705) | private static Option CreateOptionSecurity(Symbol canonical) FILE: Tests/Common/Securities/OptionMarginBuyingPowerModelTests.cs class OptionMarginBuyingPowerModelTests (line 34) | [TestFixture] method OptionMarginBuyingPowerModelInitializationTests (line 39) | [Test] method TestLongCallsPuts (line 51) | [Test] method TestShortCallsITM (line 81) | [Test] method TestShortCallsOTM (line 106) | [Test] method TestShortPutsITM (line 127) | [Test] method TestShortPutsOTM (line 148) | [Test] method TestShortPutFarITM (line 169) | [Test] method TestShortPutMovingFarITM (line 189) | [Test] method ShortOptionsMargin (line 219) | [TestCase(OptionRight.Call, 300, 115.75, 415, 19800)] // IB: 19837 method ShortIndexOptionsMargin (line 249) | [TestCase(OptionRight.Call, 3800, 750, 4550, 143000)] // IB: 143275 method NonAccountCurrency_GetBuyingPower (line 272) | [TestCase(0)] method CallOTM_MarginRequirement (line 293) | [TestCase(0, -2, -.015)] // Open Short (0 + -2 = -2) method GetsMaintenanceMarginForAPotentialShortPositionWithoutInitialHoldings (line 350) | [TestCase(0)] method GetInitialMarginRequiredForOrderWithIndexOption (line 386) | [TestCase(1, 3500, 140)] // IB: 0 (GetInitialMarginRequirement() retur... method UpdatePrice (line 411) | private static void UpdatePrice(Security security, decimal close) method CreateEquity (line 424) | private static QuantConnect.Securities.Equity.Equity CreateEquity() method CreateOption (line 437) | private static Option CreateOption(Security underlying, OptionRight op... method CreateOption (line 456) | private static Option CreateOption(Symbol symbol) method CreateIndex (line 471) | private static QuantConnect.Securities.Index.Index CreateIndex(Symbol ... FILE: Tests/Common/Securities/OptionPriceModelTests.cs class OptionPriceModelTests (line 36) | [TestFixture] method OneTimeSetUp (line 39) | [OneTimeSetUp] method PutCallParityTest (line 45) | [Test] method ExpirationDate (line 83) | [Test] method ChangesWithEvaluationDate (line 130) | [Test] method BlackScholesPortfolioTest (line 172) | [Test] method BaroneAdesiWhaleyPortfolioTest (line 205) | [Test] method EvaluationDateWorksInPortfolioTest (line 239) | [Test] method CreatesOptionPriceModelByName (line 269) | [TestCase("BaroneAdesiWhaleyApproximationEngine")] method GreekApproximationTest (line 283) | [Test] method HasBeenWarmedUp (line 321) | [TestCase(true)] method ReturnsNoneIfNotWarmedUp (line 336) | [Test] method ThrowsIfOptionStyleIsNotSupportedByQLPricingModel (line 372) | [TestCase("BlackScholes", OptionStyle.American, true)] method MatchesIBGreeksNearATMCall (line 438) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.01d, 0.... method MatchesIBGreeksFarATMCall (line 470) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.03d, 0.... method MatchesIBGreeksNearATMPut (line 502) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.02d, 0.... method MatchesIBGreeksFarATMPut (line 534) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.02d, 0.... method MatchesIBGreeksNearITMCall (line 566) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.05d, 0.... method MatchesIBGreeksFarITMCall (line 598) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.04d, 0.... method MatchesIBGreeksNearITMPut (line 630) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.13d, 1.... method MatchesIBGreeksFarITMPut (line 662) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.11d, 1.... method MatchesIBGreeksNearOTMCall (line 694) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.01d, 0.... method MatchesIBGreeksFarOTMCall (line 726) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.01d, 0.... method MatchesIBGreeksNearOTMPut (line 758) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.02d, 0.... method MatchesIBGreeksFarOTMPut (line 790) | [TestCase(OptionStyle.American, "AdditiveEquiprobabilities", 0.01d, 0.... method MatchesIBGreeksTest (line 820) | private void MatchesIBGreeksTest(Symbol symbol, Symbol optionSymbol, s... method ImpliedVolatilityEstimator (line 860) | [TestCase(OptionRight.Call, 200, 24.76, 0.3003)] // ATM method PriceModelEvaluateSpeedTest (line 888) | [Test] method OptionPriceModelResultOverloadsAreConsistent (line 938) | [TestCase(Language.CSharp)] method GetOptionSymbol (line 967) | private static Symbol GetOptionSymbol(Symbol underlying, OptionStyle o... method CreateOption (line 976) | private static Option CreateOption(Symbol symbol) method GetEquity (line 989) | public static Equity GetEquity(Symbol symbol, decimal underlyingPrice,... method GetOptionContract (line 1008) | public static OptionContract GetOptionContract(Symbol symbol, Symbol u... method GetOption (line 1014) | public static Option GetOption(Symbol symbol, Equity underlying, NodaT... class DummyVolatilityModel (line 1032) | class DummyVolatilityModel : IVolatilityModel method DummyVolatilityModel (line 1036) | public DummyVolatilityModel(decimal volatility) method GetHistoryRequirements (line 1048) | public IEnumerable GetHistoryRequirements(Security s... method Update (line 1053) | public void Update(Security security, BaseData data) class TestOptionPriceModel (line 1058) | class TestOptionPriceModel : QLOptionPriceModel method TestOptionPriceModel (line 1060) | public TestOptionPriceModel() method TestImpliedVolEstimator (line 1065) | public double TestImpliedVolEstimator(double price, double initialGu... FILE: Tests/Common/Securities/OptionStrategyFilterTests.cs class OptionStrategyFilterTests (line 27) | [TestFixture] method FiltersSingleCall (line 37) | [TestCase(100, 0, 100, 10, false)] method FiltersSinglePut (line 58) | [TestCase(100, 0, 100, 10, false)] method FailsCallSpread (line 79) | [TestCase(100, 0, null)] // equal strikes method FiltersCallSpread (line 92) | [TestCase(100, 5, 2, 95, 105, 10, false)] method FiltersCallSpread (line 128) | [TestCase(100, -5, 5, 2, 95, 105, 10, false)] method FailsPutSpread (line 164) | [TestCase(100, 0, null)] // equal strikes method FiltersPutSpread (line 177) | [TestCase(100, 5, 2, 95, 105, 10, false)] method FiltersPutSpread (line 213) | [TestCase(100, -5, 5, 2, 95, 105, 10, false)] method FailsCallCalendarSpread (line 249) | [TestCase(100, 0, 10, 10)] // equal expiry method FiltersCallCalendarSpread (line 262) | [TestCase(100, 0, 10, 40, 1, 2, 2)] method FailsPutCalendarSpread (line 295) | [TestCase(100, 0, 10, 10)] // equal expiry method FiltersPutCalendarSpread (line 308) | [TestCase(100, 0, 10, 40, 1, 2, 2)] method FailsStrangle (line 341) | [TestCase(100, 0, -5)] // 0 call method FiltersStrangle (line 354) | [TestCase(100, 5, -5, 2, 105, 95, 10, false)] method FiltersStraddle (line 389) | [TestCase(100, 100, 10, false)] method FailsProtectiveCollar (line 413) | [TestCase(100, -1, 10)] // put > call method FiltersProtectiveCollar (line 423) | [TestCase(100, 5, -5, 2, 105, 95, 10, false)] method FiltersConversion (line 456) | [TestCase(100, 0, 100, 10, false)] method FailsCallButterfly (line 482) | [TestCase(100, 0)] // zero strike distance from ATM method FiltersCallButterfly (line 492) | [TestCase(100, 5, 3, 95, 100, 105, 10, false)] method FailsPutButterfly (line 533) | [TestCase(100, 0)] // zero strike distance from ATM method FiltersPutButterfly (line 543) | [TestCase(100, 5, 3, 95, 100, 105, 10, false)] method FailsIronButterfly (line 584) | [TestCase(100, 0)] // zero strike distance from ATM method FiltersIronButterfly (line 594) | [TestCase(100, 5, 4, 95, 100, 105, 10, false)] method FailsIronCondor (line 645) | [TestCase(100, 0, 5)] // zero strike distance from ATM method FiltersIronCondor (line 659) | [TestCase(100, 5, 10, 4, 90, 95, 105, 110, 10, false)] method FailsBoxSpread (line 711) | [TestCase(100, 0)] // zero strike distance from ATM method FiltersBoxSpread (line 721) | [TestCase(100, 5, 4, 95, 105, 10, false)] method FailsJellyRoll (line 774) | [TestCase(-1, 10)] // near expiry < 0 day method FiltersJellyRoll (line 786) | [TestCase(100, 0, 10, 40, 1, 2, 4)] method FailsCallLadder (line 834) | [TestCase(100, 10, 10, 1)] // equal strikes method FiltersCallLadder (line 846) | [TestCase(100, -5, 0, 5, 3, 95, 100, 105, 10, false)] method FailsPutLadder (line 889) | [TestCase(100, 10, 10, 1)] // equal strikes method FiltersPutLadder (line 901) | [TestCase(100, -5, 0, 5, 3, 95, 100, 105, 10, false)] method Filtering (line 944) | private List Filtering(decimal underlyingPrice, Func BaseFiltering(decimal underlyingPrice, Func GetStrategyOrders(decimal quantity) method SetUpOptionStrategy (line 2805) | private void SetUpOptionStrategy(int initialHoldingsQuantity) method ComputeAndAssertQuantityForDeltaBuyingPower (line 2830) | private void ComputeAndAssertQuantityForDeltaBuyingPower(IPositionGrou... method GetPositionGroupOrders (line 2838) | private List GetPositionGroupOrders(IPositionGroup positionGrou... method SetUpOptionStrategy (line 2853) | private IPositionGroup SetUpOptionStrategy(OptionStrategyDefinition op... FILE: Tests/Common/Securities/Options/FedRateQLRiskFreeRateEstimatorTests.cs class FedRateQLRiskFreeRateEstimatorTests (line 25) | [TestFixture] method Estimate (line 28) | [TestCase("20200306", 0.0175)] // Friday FILE: Tests/Common/Securities/Options/OptionChainProviderTests.cs class OptionChainProviderTests (line 30) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method OneTimeSetUp (line 36) | [OneTimeSetUp] method UsesMultipleResolutionsFutureOption (line 46) | [Test] method BacktestingOptionChainProviderUsesPreviousTradableDateChain (line 63) | [Test] method BacktestingOptionChainProviderLoadsEquityOptionChain (line 78) | [Test] method BacktestingOptionChainProviderLoadsFutureOptionChain (line 89) | [Test] method BacktestingOptionChainProviderIndexOption (line 105) | [Test] method BacktestingOptionChainProviderWeeklyIndexOption (line 125) | [Test] method BacktestingOptionChainProviderResolvesSymbolMapping (line 145) | [Test] method CachingProviderCachesSymbolsByDate (line 168) | [Test] method LiveOptionChainProviderReturnsData (line 195) | [Test] method LiveOptionChainProviderReturnsNoDataForInvalidSymbol (line 224) | [Test] method LiveOptionChainProviderReturnsFutureOptionData (line 234) | [Test] method LiveOptionChainProviderReturnsNoDataForOldFuture (line 267) | [Test] method BacktestingOptionChainProviderReturnsMultipleContractsForZipFileContainingMultipleContracts (line 279) | [TestCase(OptionRight.Call, 1650, 2020, 3, 26)] class DelayedOptionChainProvider (line 309) | internal class DelayedOptionChainProvider : IOptionChainProvider method DelayedOptionChainProvider (line 313) | public DelayedOptionChainProvider(int delayMilliseconds) method GetOptionContractList (line 318) | public IEnumerable GetOptionContractList(Symbol symbol, DateTi... FILE: Tests/Common/Securities/Options/OptionChainsTests.cs class OptionChainsTests (line 23) | [TestFixture] method SetUp (line 33) | [SetUp] method OptionChainCanBeAccessedByCanonicalOrUnderlying (line 49) | [Test] method ContainsKeyWorksWithUnderlyingOrCanonical (line 82) | [Test] method AddWorksWithUnderlyingOrCanonical (line 95) | [Test] method RemoveWorksWithUnderlyingOrCanonical (line 111) | [Test] method ContainsWorksWithUnderlyingOrCanonicalKeyValuePair (line 128) | [Test] method RemoveWorksWithUnderlyingOrCanonicalKeyValuePair (line 143) | [Test] method GetSymbolsForSecurityType (line 160) | private (Symbol underlying, Symbol canonical) GetSymbolsForSecurityTyp... FILE: Tests/Common/Securities/Options/OptionFilterUniverseTests.cs class OptionFilterUniverseTests (line 30) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method OneTimeSetUp (line 61) | [OneTimeSetUp] method FiltersContractsByImpliedVolatility (line 95) | [Test] method FiltersContractsByOpenInterest (line 118) | [Test] method FiltersContractsByIndividualGreek (line 141) | [TestCase("Delta", 0.63, 0.64, 4)] method FiltersContractsByMultipleGreeks (line 166) | [Test] method OptionUnivereDataFiltersAreNotSupportedForFutureOptions (line 195) | [Test] method GetOption (line 232) | private static Option GetOption(Symbol symbol = null) method GetContractData (line 248) | private OptionUniverse GetContractData(Symbol contract) method GetGreeks (line 253) | private Greeks GetGreeks(Symbol contract) FILE: Tests/Common/Securities/Options/OptionPortfolioModelTests.cs class OptionPortfolioModelTests (line 35) | [TestFixture] method SetUp (line 40) | [SetUp] method TearDown (line 46) | [TearDown] method OptionExercise_NonAccountCurrency (line 52) | [Test] method CreateTradeBarConfig (line 134) | private static SubscriptionDataConfig CreateTradeBarConfig(Symbol symbol) FILE: Tests/Common/Securities/Options/OptionSecurityTests.cs class OptionSecurityTests (line 27) | [TestFixture] method FutureOptionSecurityUsesFutureOptionMarginModel (line 30) | [Test] method EquityOptionSecurityUsesOptionMarginModel (line 58) | [Test] method AlgorithmSendsOneTimeWarningAboutOptionModelsConsistency (line 82) | [Test] FILE: Tests/Common/Securities/Options/OptionStrategiesTests.cs class OptionStrategiesTests (line 26) | [TestFixture] method BuildsCoveredCallStrategy (line 29) | [Test] method BuildsProtectiveCallStrategy (line 56) | [Test] method BuildsCoveredPutStrategy (line 83) | [Test] method BuildsProtectivePutStrategy (line 110) | [Test] method BuildsProtectiveCollarStrategy (line 137) | [Test] method BuildsConversionStrategy (line 171) | [Test] method BuildsReverseConversionStrategy (line 204) | [Test] method BuildsNakedCallStrategy (line 237) | [Test] method BuildsStraddleStrategy (line 261) | [Test] method BuildsShortStraddleStrategy (line 288) | [Test] method FailsBuildingStrangleStrategyWithInvalidStrikePrices (line 315) | [Test] method BuildsStrangleStrategy (line 332) | [Test] method BuildsShortStrangleStrategy (line 360) | [Test] method BuildsNakedPutStrategy (line 388) | [Test] method FailsBuildingButterflyCallStrategy (line 412) | [Test] method BuildsButterflyCallStrategy (line 442) | [Test] method BuildsShortButterflyCallStrategy (line 477) | [Test] method FailsBuildingButterflyPutStrategy (line 512) | [Test] method BuildsButterflyPutStrategy (line 542) | [Test] method BuildsShortButterflyPutStrategy (line 577) | [Test] method FailsBuildingCallCalendarSpreadStrategy (line 612) | [Test] method BuildsCallCalendarSpreadStrategy (line 641) | [Test] method BuildsShortCallCalendarSpreadStrategy (line 670) | [Test] method FailsBuildingPutCalendarSpreadStrategy (line 699) | [Test] method BuildsPutCalendarSpreadStrategy (line 728) | [Test] method BuildsShortPutCalendarSpreadStrategy (line 757) | [Test] method FailsBuildingIronButterflyStrategy (line 786) | [Test] method BuildsIronButterflyStrategy (line 813) | [Test] method BuildsShortIronButterflyStrategy (line 852) | [Test] method FailsBuildingIronCondorStrategy (line 889) | [Test] method BuildsIronCondorStrategy (line 914) | [Test] method BuildsShortIronCondorStrategy (line 955) | [Test] method FailsBuildingBoxSpreadStrategy (line 996) | [Test] method BuildsBoxSpreadStrategy (line 1013) | [Test] method BuildsShortBoxSpreadStrategy (line 1048) | [Test] method FailsBuildingJellyRollStrategy (line 1083) | [Test] method BuildsJellyRollStrategy (line 1111) | [Test] method BuildsShortJellyRollStrategy (line 1150) | [Test] method FailsBuildingBearCallLadderStrategy (line 1189) | [Test] method BuildsBearCallLadderStrategy (line 1211) | [Test] method FailsBuildingBearPutLadderStrategy (line 1246) | [Test] method BuildsBearPutLadderStrategy (line 1268) | [Test] method FailsBuildingBullCallLadderStrategy (line 1303) | [Test] method BuildsBullCallLadderStrategy (line 1325) | [Test] method FailsBuildingBullPutLadderStrategy (line 1360) | [Test] method BuildsBullPutLadderStrategy (line 1382) | [Test] method FailsBuildingCallBackspreadStrategy (line 1417) | [TestCase(325, 300)] method BuildCallBackspreadStrategy (line 1430) | [Test] method FailsBuildingPutBackspreadStrategy (line 1459) | [TestCase(325, 350)] method BuildsPutBackspreadStrategy (line 1472) | [Test] method FailsBuildingShortCallBackspreadStrategy (line 1501) | [TestCase(325, 300)] method BuildsShortCallBackspreadStrategy (line 1514) | [Test] method FailsBuildingShortPutBackspreadStrategy (line 1543) | [TestCase(325, 350)] method BuildsShortPutBackspreadStrategy (line 1556) | [Test] method SetsOptionLegsSymbols (line 1616) | [TestCaseSource(nameof(GetSymbolsTestCases))] FILE: Tests/Common/Securities/Options/OptionSymbolTests.cs class OptionSymbolTests (line 23) | [TestFixture] method IsOptionContractExpiredReturnsFalseForNonOptionSymbol (line 26) | [Test] method IsOptionContractExpiredReturnsTrueIfExpiredContract (line 32) | [Test] method IsOptionContractExpiredReturnsFalseIfActiveContract (line 46) | [Test] method IsOptionContractExpiredReturnsFalseIfTimeOfDayDiffer (line 60) | [Test] method ExpirationDateTimeTestCases (line 74) | private static IEnumerable ExpirationDateTimeTestCases() method CalculatesSettlementDateTime (line 92) | [TestCaseSource(nameof(ExpirationDateTimeTestCases))] FILE: Tests/Common/Securities/Options/StrategyMatcher/Option.cs class Option (line 28) | public static class Option class Factory (line 38) | public class Factory class FactoryRight (line 53) | public class FactoryRight method FactoryRight (line 57) | public FactoryRight(OptionRight right) method WithStrike (line 75) | public static Symbol WithStrike(this Symbol symbol, decimal strike) method WithExpiration (line 80) | public static Symbol WithExpiration(this Symbol symbol, DateTime expir... method WithRight (line 85) | public static Symbol WithRight(this Symbol symbol, OptionRight right) method WithUnderlying (line 90) | public static Symbol WithUnderlying(this Symbol symbol, Symbol underly... method Position (line 95) | public static OptionPosition Position(Symbol symbol, int quantity = +1) FILE: Tests/Common/Securities/Options/StrategyMatcher/OptionPositionCollectionTests.cs class OptionPositionCollectionTests (line 28) | [TestFixture] method Setup (line 38) | [SetUp] method IsEmpty_ReturnsTrue_WhenCountIsZero (line 53) | [Test] method Create_InitializesNewInstance_FromSecurityHoldings (line 70) | [Test] method Slice_FiltersByRight (line 80) | [Test] method Slice_FiltersByPositionSide (line 98) | [Test] method Slice_FiltersByStrikePrice (line 124) | [Test] method Slice_FiltersByExpiration (line 154) | [Test] method CreateHolding (line 192) | private SecurityHolding CreateHolding(int quantity) method CreateHolding (line 195) | private SecurityHolding CreateHolding(Symbol symbol, int quantity) FILE: Tests/Common/Securities/Options/StrategyMatcher/OptionPositionTests.cs class OptionPositionTests (line 23) | [TestFixture] method Initializes_OptionRight (line 26) | [Test] method Initializes_OptionRight (line 37) | [Test] method AdditionOperator_AddsQuantity_WhenSymbolsMatch (line 49) | [Test] method AdditionOperator_ThrowsInvalidOperationException_WhenSymbolsDoNotMatch (line 59) | [Test] method AdditionOperator_DoesNotThrow_WhenOneSideEqualsDefault (line 70) | [Test] method SubtractionOperator_SubtractsQuantity_WhenSymbolsMatch (line 82) | [Test] method SubtractionOperator_ThrowsInvalidOperationException_WhenSymbolsDoNotMatch (line 92) | [Test] method SubtractionOperator_DoesNotThrow_WhenOneSideEqualsDefault (line 103) | [Test] method Negate_ReturnsOptionPosition_WithSameSymbolAndNegativeQuantity (line 115) | [Test] method MultiplyOperator_ScalesQuantity (line 124) | [Test] method Equality_IsDefinedUsing_SymbolAndQuantity (line 137) | [Test] method Empty_CreatesOptionPosition_WithZeroQuantity (line 150) | [Test] FILE: Tests/Common/Securities/Options/StrategyMatcher/OptionStrategyDefinitionMatchTests.cs class OptionStrategyDefinitionMatchTests (line 23) | [TestFixture] method CreatesOptionStrategy_WithMinimumMultiplier_FromLegMatches (line 26) | [Test] FILE: Tests/Common/Securities/Options/StrategyMatcher/OptionStrategyDefinitionTests.cs class OptionStrategyDefinitionTests (line 29) | [TestFixture] method Run (line 32) | [Test] method CoveredCall_MatchesMultipleTimes_ForEachUniqueShortCallContract (line 45) | [Test] method DoubleCountPositionsMatchingSamePositionMultipleTimesInDifferentMatches (line 84) | [Test] method ResultingPositionsAreCorrectNoUnderlying (line 107) | [Test] method ResultingPositionsAreCorrectWithUnderlying (line 145) | [Test] method String (line 172) | private static string String(OptionPosition position) class TestCase (line 224) | public class TestCase method CreateMatcher (line 232) | public OptionStrategyMatcher CreateMatcher() method TestCase (line 239) | private TestCase( method AssertMatch (line 288) | public void AssertMatch(List matches) method ToString (line 317) | public override string ToString() method ExactPosition (line 322) | public static TestCase ExactPosition(OptionStrategyDefinition defini... method ExtraQuantity (line 327) | public static TestCase ExtraQuantity(OptionStrategyDefinition defini... method ExtraPosition (line 335) | public static TestCase ExtraPosition(OptionStrategyDefinition defini... method MissingPosition (line 344) | public static TestCase MissingPosition(OptionStrategyDefinition defi... FILE: Tests/Common/Securities/Options/StrategyMatcher/OptionStrategyLegDefinitionMatchTests.cs class OptionStrategyLegDefinitionMatchTests (line 22) | [TestFixture] method CreatesOptionOptionStrategyLegData (line 25) | [Test] method CreatesUnderlyingOptionStrategyLegData (line 35) | [Test] method CreateOptionStrategyLeg_RespectsProvidedMultiplier (line 45) | [Test] FILE: Tests/Common/Securities/Options/StrategyMatcher/OptionStrategyLegPredicateTests.cs class OptionStrategyLegPredicateTests (line 27) | [TestFixture] method CreatesStrikePredicate (line 55) | [Test] method CreatesAndEvaluatesPredicateAccordingToProvidedExpression (line 70) | [Test] method CreatesOptionRightPredicate (line 107) | [Test] class TestCase (line 180) | public class TestCase method CreateReferenceValue (line 196) | public IOptionStrategyLegPredicateReferenceValue CreateReferenceValue() method CreatePredicate (line 199) | public OptionStrategyLegPredicate CreatePredicate() method TestCase (line 202) | public TestCase(Expression, Optio... method WithTarget (line 213) | public TestCase WithTarget( method WithName (line 223) | public TestCase WithName(string name) method AddLeg (line 229) | public TestCase AddLeg(Symbol symbol, int quantity) method WithPosition (line 235) | public TestCase WithPosition(Symbol symbol, int quantity) method ExpectMatch (line 246) | public TestCase ExpectMatch() method ExpectNoMatch (line 252) | public TestCase ExpectNoMatch() method WithDefaults (line 258) | public TestCase WithDefaults() FILE: Tests/Common/Securities/Options/StrategyMatcher/OptionStrategyMatcherTests.cs class OptionStrategyMatcherTests (line 26) | [TestFixture] method RunSingleDefinition (line 29) | [Test] method DoesNotDoubleCountPositions (line 38) | [Test] method MatchesAgainstFullPositionCollection (line 60) | [Test] FILE: Tests/Common/Securities/PatternDayTradingMarginBuyingPowerModelTests.cs class PatternDayTradingMarginBuyingPowerModelTests (line 30) | [TestFixture] method GetModel (line 39) | private BuyingPowerModelComparator GetModel(decimal closed = 2m, decim... method InitializationTests (line 48) | [Test] method SetLeverageTest (line 63) | [Test] method VerifyOpenMarketLeverage (line 85) | [Test] method VerifyOpenMarketLeverageAltVersion (line 102) | [Test] method VerifyClosedMarketLeverage (line 119) | [Test] method VerifyClosedMarketLeverageAltVersion (line 153) | [Test] method VerifyClosingSoonMarketLeverage (line 187) | [Test] method VerifyMaintenaceMargin (line 210) | [Test] method VerifyMarginCallOrderLongOpenMarket (line 228) | [Test] method VerifyMarginCallOrderLongClosedMarket (line 256) | [Test] method VerifyMarginCallOrderShortOpenMarket (line 284) | [Test] method VerifyMarginCallOrderShortClosedMarket (line 311) | [Test] method GetPortfolio (line 338) | private SecurityPortfolioManager GetPortfolio(IOrderProcessor orderPro... method CreateSecurity (line 351) | private static Security CreateSecurity(IBuyingPowerModel buyingPowerMo... method CreateUsEquitySecurityExchangeHours (line 370) | private static SecurityExchangeHours CreateUsEquitySecurityExchangeHou... method CreateTradeBarConfig (line 392) | private static SubscriptionDataConfig CreateTradeBarConfig() FILE: Tests/Common/Securities/Positions/PositionGroupCollectionTests.cs class PositionGroupCollectionTests (line 24) | [TestFixture, Parallelizable(ParallelScope.All)] method CombineWith (line 27) | [Test] method CombineWith_Empty (line 45) | [Test] method AddTwice (line 54) | [Test] method AddDifferentQuantity (line 74) | [Test] FILE: Tests/Common/Securities/Positions/PositionGroupTests.cs class PositionGroupTests (line 27) | [TestFixture, Parallelizable(ParallelScope.All)] method PositionGroupCreationThrowsOnInvalidRatio (line 30) | [TestCase(new[] { 10, 55 }, new[] { 1, 5 })] method PositionGroupCreation (line 49) | [TestCase(10, new[] { 1, 5 }, new[] { 10 * 1, 10 * 5 }, new[] { 1, 5 })] method PositionGroupClosesAnother (line 66) | [TestCase(10, new[] { 1, 5 }, 5, new[] { 1, 5 }, true)] method GetSymbols (line 116) | private static List GetSymbols(int count) method CreatePositionGroup (line 122) | private static IPositionGroup CreatePositionGroup(int quantity, List GetHistoryRequirements(Sec... class TestHistoryProvider (line 85) | internal class TestHistoryProvider : HistoryProviderBase method Initialize (line 88) | public override void Initialize(HistoryProviderInitializeParameters pa... method GetHistory (line 93) | public override IEnumerable GetHistory(IEnumerable GenerateData(MarketDataType type... FILE: Tests/Common/Securities/SecurityDatabaseKeyTests.cs class SecurityDatabaseKeyTests (line 22) | [TestFixture] method ConstructorWithNoWildcards (line 25) | [Test] method ConstructorWithNullSymbolConvertsToWildcard (line 34) | [Test] method ConstructorWithEmptySymbolConvertsToWildcard (line 43) | [Test] method ConstructorWithNullMarketConvertsToWildcard (line 52) | [Test] method ConstructorWithEmptyMarketConvertsToWildcard (line 61) | [Test] method ParsesKeyProperly (line 70) | [Test] method ParsesWildcardSymbol (line 80) | [Test] method ParsesWildcardMarket (line 90) | [Test] method EqualityMembersAreCaseInsensitive (line 100) | [Test] method ThrowsOnWildcardSecurityType (line 110) | [Test] method ThrowsOnInvalidFormat (line 120) | [Test] method DoesNotThrowOnUnknownSecurityType (line 130) | [TestCase("Index-usa-SPX")] FILE: Tests/Common/Securities/SecurityDefinitionSymbolResolverTests.cs class SecurityDefinitionSymbolResolverTests (line 25) | [TestFixture] method SetUp (line 39) | [OneTimeSetUp] method TearDown (line 57) | [OneTimeTearDown] method NoExistingSecurityDefinitions (line 64) | [Test] method ResolveCIK (line 76) | [Test] method ResolvesCUSIP (line 90) | [TestCase("03783310", 2021, 9, 9, "AAPL", Market.USA)] method ResolvesSymbolToCUSIP (line 130) | [TestCaseSource(nameof(SymbolToCUSIPTestCases))] method ResolvesCompositeFIGI (line 137) | [TestCase("BBG000B9XRY4", 2021, 9, 9, "AAPL", Market.USA)] method ResolvesSymbolToCompositeFIGI (line 179) | [TestCaseSource(nameof(SymbolToCompositeFIGITestCases))] method ResolvesSEDOL (line 186) | [TestCase("2046251", 2021, 9, 9, "AAPL", Market.USA)] method ResolvesSymbolToSEDOL (line 226) | [TestCaseSource(nameof(SymbolToSEDOLTestCases))] method ResolvesISIN (line 233) | [TestCase("US0378331005", 2021, 9, 9, "AAPL", Market.USA)] method ResolvesSymbolToISIN (line 273) | [TestCaseSource(nameof(SymbolToISINTestCases))] method AssertSymbol (line 280) | private static void AssertSymbol(Symbol actual, string expectedTicker,... method AssertSymbolIdentifier (line 287) | private static void AssertSymbolIdentifier(Symbol symbol, string recon... FILE: Tests/Common/Securities/SecurityDefinitionTests.cs class SecurityDefinitionTests (line 22) | [TestFixture] method ParsesCSV (line 25) | [TestCase("AAPL R735QTJ8XC9X,03783310,BBG000B9XRY4,2046251,US037833100... method DoesNotParseCSV (line 43) | [TestCase("MXA ABCDEFGHIJKL,60406210,BBG000BFDB59,,US6040621095")] FILE: Tests/Common/Securities/SecurityExchangeHoursTests.cs class SecurityExchangeHoursTests (line 31) | [TestFixture] method IsAlwaysOpen (line 36) | public void IsAlwaysOpen() method LastMarketCloseOfDay (line 47) | [TestCase(false)] method StartIsOpen (line 81) | [Test] method EndIsClosed (line 96) | [Test] method IntervalOverlappingStartIsOpen (line 112) | [Test] method IntervalOverlappingEndIsOpen (line 129) | [Test] method MultiDayInterval (line 146) | [Test] method MarketIsOpenBeforeEarlyClose (line 165) | [Test] method MarketIsNotOpenAfterEarlyClose (line 174) | [Test] method MarketIsNotOpenForIntervalAfterEarlyClose (line 183) | [Test] method GetMarketHoursWithLateOpen (line 193) | [Test] method GetMarketHoursWithEarlyClose (line 219) | [Test] method GetMarketHoursWithEarlyCloseAndLateOpen (line 232) | [Test] method GetNextMarketOpenIsNonInclusiveOfStartTime (line 246) | [Test] method GetNextMarketOpenWorksOnHoliday (line 256) | [Test] method GetNextMarketOpenWorksOverWeekends (line 266) | [Test] method GetNextMarketOpenForContinuousSchedulesOverWeekends (line 282) | [Test] method GetNextMarketOpenForContinuousSchedules (line 292) | [Test] method GetNextMarketOpenForContinuousSchedulesIsNotInclusiveOfStartTime (line 302) | [Test] method GetNextMarketCloseForContinuousSchedulesOverWeekends (line 312) | [Test] method GetNextMarketOpenForEarlyCloses (line 322) | [Test] method GetNextMarketOpen (line 333) | [TestCaseSource(nameof(GetNextMarketOpenTestCases))] method GetLastMarketOpenForContinuousSchedules (line 342) | [Test] method GetLastMarketOpenWithExtendedMarket (line 352) | [Test] method GetNextMarketCloseIsNonInclusiveOfStartTime (line 363) | [Test] method GetNextMarketCloseWorksOnHoliday (line 373) | [Test] method GetNextMarketCloseWorksOverWeekends (line 383) | [Test] method GetNextMarketCloseWorksBeforeEarlyClose (line 393) | [Test] method GetNextMarketCloseWorksAfterEarlyClose (line 403) | [Test] method GetNextMarketCloseWorksAfterLateOpen (line 413) | [Test] method GetNextMarketClose (line 425) | [TestCaseSource(nameof(GetNextMarketCloseTestCases))] method MarketIsNotOpenBeforeLateOpenIfNotEarlyClose (line 434) | [Test] method MarketIsOpenBeforeLateOpenIfEarlyClose (line 443) | [Test] method MarketIsOpenAfterEarlyCloseIfLateOpen (line 452) | [Test] method MarketResumesAfterEarlyCloseIfLateOpen (line 461) | [Test] method MarketIsOpenAfterLateOpen (line 487) | [Test] method MarketIsNotOpenForIntervalBeforeLateOpen (line 496) | [Test] method GetNextMarketOpenWorksBeforeLateOpen (line 506) | [Test] method GetNextMarketOpenWorksAfterLateOpen (line 516) | [Test] method GetNextMarketOpenWorksAfterEarlyClose (line 526) | [Test] method Benchmark (line 538) | [Test] method RegularMarketDurationIsFromMostCommonLocalMarketHours (line 559) | [Test] method GetMarketHoursWorksCorrectly (line 578) | [TestCaseSource(nameof(GetTestCases))] method GetTestCases (line 603) | private static TestCaseData[] GetTestCases() method CreateCustomFutureExchangeHours (line 726) | private static SecurityExchangeHours CreateCustomFutureExchangeHours(D... method CreateForexSecurityExchangeHours (line 804) | public static SecurityExchangeHours CreateForexSecurityExchangeHours() method CreateSecurityExchangeHoursWithMultipleOpeningHours (line 827) | public static SecurityExchangeHours CreateSecurityExchangeHoursWithMul... method CreateUsEquitySecurityExchangeHours (line 854) | public static SecurityExchangeHours CreateUsEquitySecurityExchangeHours() method CreateUsFutureSecurityExchangeHours (line 873) | public static SecurityExchangeHours CreateUsFutureSecurityExchangeHour... method CreateUsFutureSecurityExchangeHoursWithExtendedHours (line 927) | public static SecurityExchangeHours CreateUsFutureSecurityExchangeHour... method GetNextMarketOpenTestCases (line 974) | private static TestCaseData[] GetNextMarketOpenTestCases() method GetNextMarketCloseTestCases (line 987) | private static TestCaseData[] GetNextMarketCloseTestCases() FILE: Tests/Common/Securities/SecurityHoldingTests.cs class SecurityHoldingTests (line 26) | [TestFixture] method ComputesUnrealizedProfit (line 29) | [Test] method Raises_QuantityChanged_WhenSetHoldingsCalled (line 55) | [Test] method GetSecurity (line 85) | private Security GetSecurity(Symbol symbol, Resolution resolution) FILE: Tests/Common/Securities/SecurityIdentifierTests.cs class SecurityIdentifierTests (line 38) | [TestFixture] method Ticker (line 51) | [TestCase("SPY", "SPY", "20230403")] method GenerateEquityProperlyResolvesFirstDate (line 62) | [Test] method GenerateFailsOnInvalidDate (line 69) | [Test] method GeneratesIdentifiersDeterministically (line 76) | [Test] method GeneratesOptionSecurityIdentifier (line 85) | [Test] method GeneratesEquitySecurityIdentifier (line 104) | [Test] method GeneratesForexSecurityIdentifier (line 118) | [Test] method FuturesSecurityIdReturnsProperties (line 132) | [Test] method Generates12Character (line 144) | [Test] method ParsedToStringEqualsValue (line 152) | [Test] method ToStringPipeDelimitsUnderlying (line 161) | [Test] method ReturnsCorrectMarket (line 181) | [Test] method ReturnsCorrectMarketWhenNotFound (line 187) | [Test] method InvalidSecurityType (line 194) | [Test] method ValidSecurityType (line 203) | [TestCaseSource(nameof(ValidSecurityTypes))] method ReturnsCorrectOptionRight (line 212) | [Test] method OptionRightThrowsOnNonOptionSecurityType (line 218) | [Test] method ReturnsCorrectSecurityType (line 227) | [Test] method ReturnsCorrectSymbol (line 234) | [Test] method ReturnsCorrectStrikePrice (line 240) | [Test] method ReturnsCorrectDate (line 246) | [Test] method ReturnsCorrectOptionStyle (line 253) | [Test] method OptionStyleThrowsOnNonOptionSecurityType (line 259) | [Test] method EmptyUsesEmptySymbol (line 268) | [Test] method PreviousEmptyFormatStillSupported (line 274) | [Test] method RoundTripEmptyParse (line 280) | [Test] method RoundTripNoneParse (line 286) | [Test] method UsedAsDictionaryKey (line 292) | [Test] method SerializesToSimpleString (line 300) | [Test] method DeserializesFromSimpleString (line 309) | [Test] method DeserializesFromSimpleStringWithinContainerClass (line 318) | [Test] method ParsesFromStringCorrectly (line 331) | [Test] method TryParseFailsInvalidProperties (line 340) | [TestCase("SPY WhatEver")] method ParsesFromStringFastEnough (line 349) | [Test, Category("TravisExclude")] method SupportsSpecialCharactersInSymbol (line 366) | [Test] method ThrowsOnInvalidSymbolCharacters (line 374) | [Theory, TestCase("|"), TestCase(" ")] method GenerateEquityWithTickerUsingMapFile (line 383) | [Test] method GenerateBaseDataWithTickerUsingMapFile (line 393) | [Test] method GenerateBase_SymbolAppendsDptTypeName_WhenBaseDataTypeIsNotNull (line 403) | [Test] method GenerateBase_UsesProvidedSymbol_WhenBaseDataTypeIsNull (line 413) | [Test] method DecimalStrikePriceRoundTrip (line 423) | [Test] method NegativeStrikePriceRoundTrip (line 455) | [Test] method SymbolHashForOptionsBackwardsCompatibilityWholeNumber (line 478) | [TestCase(OptionStyle.American, OptionRight.Call, "AAPL XEOLB4YAUINA|A... method SymbolHashForOptionsBackwardsCompatibilityFractionalNumber (line 497) | [TestCase(OptionStyle.American, OptionRight.Call, "AAPL XEOLB4YALY06|A... method SymbolHashForOptionsBackwardsCompatibilityLargeFractionalNumberDoesNotThrow (line 516) | [Test] method NumberStrikePriceApproachesBoundsWithoutOverflowingSid (line 532) | [TestCase("-475711")] method HighPrecisionNumberThrows (line 570) | [TestCase(475712.0)] method ValidateAAPLOptionChainSecurityIdentifiers (line 591) | [Test, Ignore("Requires complete option data to validate chain")] method SortsAccordingToStringRepresentation (line 639) | [Test] method ReturnsExpectedCustomDataType (line 653) | [TestCaseSource(nameof(ReturnsExpectedCustomDataTypeTestCases))] class Container (line 680) | class Container FILE: Tests/Common/Securities/SecurityManagerTests.cs class SecurityManagerTests (line 27) | [TestFixture] method Setup (line 32) | [SetUp] method NotifiesWhenSecurityAdded (line 42) | [Test] method NotifiesWhenSecurityAddedViaIndexer (line 73) | [Test] method NotifiesWhenSecurityRemoved (line 104) | [Test] method Option_SubscriptionDataConfigList_CanOnlyHave_RawDataNormalization (line 137) | [Test] method CreateTradeBarConfig (line 152) | private SubscriptionDataConfig CreateTradeBarConfig() FILE: Tests/Common/Securities/SecurityMarginModelTests.cs class SecurityMarginModelTests (line 33) | [TestFixture] method MarginRemainingForLeverage (line 39) | [TestCase(1)] method MarginUsedForPositionWhenPriceDrops (line 57) | [TestCase(1)] method MarginUsedForPositionWhenPriceIncreases (line 79) | [TestCase(1)] method ZeroTargetWithZeroHoldingsIsNotAnError (line 102) | [Test] method ReturnsMinimumOrderValueReason (line 116) | [TestCase(0)] method ReducesPositionWhenMarginAboveTargetWhenNegativeFreeMargin (line 137) | [TestCase(1)] method ReducesPositionWhenMarginAboveTargetBasedOnSetting (line 163) | [TestCase(1, 0)] method ZeroTargetWithNonZeroHoldingsReturnsNegativeOfQuantity (line 195) | [Test] method SetHoldings_ZeroToFullLong (line 210) | [Test] method SetHoldings_ZeroToFullLong_NonAccountCurrency_ZeroQuoteCurrency (line 221) | [Test] method GetReservedBuyingPowerForPosition_NonAccountCurrency_ZeroQuoteCurrency (line 241) | [TestCase("Long")] method SetHoldings_ZeroToFullLong_NonAccountCurrency (line 259) | [Test] method SetHoldings_Long_TooBigOfATarget (line 279) | [Test] method SetHoldings_Long_TooBigOfATarget_NonAccountCurrency (line 290) | [Test] method SetHoldings_ZeroToFullShort (line 310) | [Test] method SetHoldings_ZeroToFullShort_NonAccountCurrency_ZeroQuoteCurrency (line 321) | [Test] method SetHoldings_ZeroToFullShort_NonAccountCurrency (line 340) | [Test] method SetHoldings_Short_TooBigOfATarget (line 359) | [Test] method SetHoldings_Short_TooBigOfATarget_NonAccountCurrency (line 370) | [Test] method SetHoldings_ZeroToFullLong_NoFee (line 389) | [Test] method SetHoldings_Long_TooBigOfATarget_NoFee (line 400) | [Test] method SetHoldings_ZeroToFullShort_NoFee (line 411) | [Test] method SetHoldings_Short_TooBigOfATarget_NoFee (line 423) | [Test] method FreeBuyingPowerPercentDefault_Equity (line 434) | [Test] method FreeBuyingPowerPercentAppliesForCashAccount_Equity (line 448) | [Test] method FreeBuyingPowerPercentAppliesForMarginAccount_Equity (line 466) | [Test] method FreeBuyingPowerPercentCashAccountWithLongHoldings_Equity (line 484) | [Test] method FreeBuyingPowerPercentMarginAccountWithLongHoldings_Equity (line 507) | [Test] method FreeBuyingPowerPercentMarginAccountWithShortHoldings_Equity (line 530) | [Test] method FreeBuyingPowerPercentDefault_Option (line 553) | [Test] method FreeBuyingPowerPercentAppliesForCashAccount_Option (line 593) | [Test] method FreeBuyingPowerPercentAppliesForMarginAccount_Option (line 610) | [Test] method FreeBuyingPowerPercentDefault_Future (line 627) | [Test] method FreeBuyingPowerPercentAppliesForCashAccount_Future (line 641) | [Test] method FreeBuyingPowerPercentAppliesForMarginAccount_Future (line 658) | [Test] method NonAccountCurrency_GetBuyingPower (line 675) | [TestCase(0)] method NonAccountCurrencyFees (line 695) | [Test] method GetMaximumOrderQuantityForTargetDeltaBuyingPower_NoHoldings (line 715) | [TestCase(1)] method GetMaximumOrderQuantityForTargetDeltaBuyingPower_WithHoldings (line 734) | [TestCase(100, 510, false)] method NegativeMarginRemaining (line 784) | [TestCase(true, 1, 1)] method GetAlgorithm (line 826) | private static QCAlgorithm GetAlgorithm() method InitAndGetSecurity (line 837) | private static Security InitAndGetSecurity(QCAlgorithm algo, decimal f... method Update (line 866) | private static void Update(Security security, decimal close, DateTime?... method HasSufficientBuyingPowerForOrder (line 879) | private bool HasSufficientBuyingPowerForOrder(decimal orderQuantity, S... class NonAccountCurrencyCustomFeeModel (line 888) | internal class NonAccountCurrencyCustomFeeModel : FeeModel method GetOrderFee (line 893) | public override OrderFee GetOrderFee(OrderFeeParameters parameters) FILE: Tests/Common/Securities/SecurityPortfolioManagerTests.cs class SecurityPortfolioManagerTests (line 42) | [TestFixture] method SetUp (line 69) | [SetUp] method TearDown (line 86) | [TearDown] method TestCashFills (line 94) | [Test] method ForexCashFills (line 157) | [Test] method ComputeMarginProperlyAsSecurityPriceFluctuates (line 306) | [Test] method MarginWarningLeverage2 (line 389) | [Test] method ComputeMarginProperlyAsSecurityPriceFluctuates_Leverage2 (line 451) | [Test] method InvertPositionLeverage2 (line 537) | [TestCase(OrderDirection.Buy)] method MarginComputesProperlyWithMultipleSecurities (line 590) | [Test] method BuyingSellingFuturesDoesntAddToCash (line 669) | [Test] method BuyingSellingFuturesAddsToCashOnClose (line 703) | [Test] method BuyingSellingFuturesAddsCorrectSales (line 737) | [Test] method BuyingSellingCfdDoesntAddToCash (line 770) | [Test] method BuyingSellingCfdAddsToCashOnClose (line 805) | [Test] method BuyingSellingCfdAddsCorrectSales (line 846) | [Test] method SellingShortFromZeroAddsToCash (line 881) | [Test] method SellingShortFromLongAddsToCash (line 909) | [Test] method SellingShortFromShortAddsToCash (line 938) | [Test] method ForexFillUpdatesCashCorrectly (line 968) | [Test] method CryptoFillUpdatesCashCorrectly (line 1003) | [Test] method EquitySellAppliesSettlementCorrectly (line 1041) | [Test] method ComputeMarginProperlyLongSellZeroShort (line 1100) | [Test] method ComputeMarginProperlyShortCoverZeroLong (line 1169) | [Test] method FullExerciseCallAddsUnderlyingPositionReducesCash (line 1238) | [Test] method ExerciseOTMCallDoesntChangeAnything (line 1301) | [Test] method CashSettledExerciseOTMPutDoesntChangeAnything (line 1361) | [Test] method FullExercisePutAddsUnderlyingPositionAddsCash (line 1422) | [Test] method PartialExerciseCallAddsUnderlyingPositionReducesCash (line 1484) | [Test] method InternalCallAssignmentAddsUnderlyingPositionAddsCash (line 1547) | [Test] method InternalPutAssignmentAddsUnderlyingPositionReducesCash (line 1614) | [Test] method InternalPartialPutAssignmentAddsUnderlyingPositionReduces (line 1678) | [Test] method FullExerciseCashSettledCallAddsCash (line 1743) | [Test] method FullExerciseOTMCashSettledCallAddsNoCash (line 1806) | [Test] method FullExerciseCashSettledPutAddsCash (line 1870) | [Test] method ComputeMarginProperlyOnOptionExercise (line 1933) | [Test] method ComputeMarginProperlyOnOptionAssignment (line 1997) | [Test] method PartialExerciseCashSettledCallAddsSomeCash (line 2061) | [Test] method InternalCashSettledCallAssignmentReducesCash (line 2121) | [Test] method InternalCashSettledOTMCallAssignmentDoesntChangeAnything (line 2184) | [Test] method InternalCashSettledPutAssignmentReducesCash (line 2249) | [Test] method InternalPartialCashSettledPutAssignmentReducesSomeCash (line 2313) | [Test] method AlwaysAppliesSplitInLiveMode (line 2376) | [TestCase(DataNormalizationMode.Adjusted)] method SplitPartialSharesHandling (line 2406) | [TestCase(true)] method HoldingsPriceIsUpdatedOnSplit (line 2442) | [Test] method NeverAppliesDividendInLiveMode (line 2471) | [TestCase(DataNormalizationMode.Adjusted)] method NormalizationModeDoesNotChangeNetProfit (line 2500) | [TestCase(DataNormalizationMode.Adjusted, 200, 0)] method SetAccountCurrency (line 2533) | [TestCase()] method CanNotChangeAccountCurrencyAfterAddingASecurity (line 2558) | [Test] method CanNotChangeAccountCurrencyAfterSettingCash (line 2579) | [TestCase("SetCash(decimal cash)")] method AddsEmptyUnsettledCashInstancesAsNewCashInstancesAreAddedToTheCashBook (line 2595) | [Test] method UpdatesUnsettledCashCurrencyConversionAsItIsUpdatedForSettledCash (line 2625) | [Test] method GetsMarginRemainingForSecurity (line 2690) | [TestCaseSource(nameof(MarginRemainingTestCases))] method CashSettledAssignmentWithProfitOrLossShowsCorrectTag (line 2738) | [Test] method CreateTradeBarDataConfig (line 2807) | private SubscriptionDataConfig CreateTradeBarDataConfig(SecurityType t... method GetOptionSymbolProperties (line 2822) | private static OptionSymbolProperties GetOptionSymbolProperties(Symbol... class OrderProcessor (line 2832) | class OrderProcessor : IOrderProcessor method AddOrder (line 2836) | public void AddOrder(Order order) method AddTicket (line 2841) | public void AddTicket(OrderTicket ticket) method GetOrderById (line 2846) | public Order GetOrderById(int orderId) method GetOrdersByBrokerageId (line 2853) | public List GetOrdersByBrokerageId(string brokerageId) method GetOrderTickets (line 2858) | public IEnumerable GetOrderTickets(Func GetOpenOrderTickets(Func GetOrders(Func filter = null) method GetOpenOrders (line 2880) | public List GetOpenOrders(Func filter = null) method Process (line 2885) | public OrderTicket Process(OrderRequest request) method GetProjectedHoldings (line 2890) | public ProjectedHoldings GetProjectedHoldings(Security security) class TestCurrencyConversion (line 2896) | class TestCurrencyConversion : ICurrencyConversion method TestCurrencyConversion (line 2908) | public TestCurrencyConversion(string sourceCurrency, string destinat... method Update (line 2915) | public void Update() FILE: Tests/Common/Securities/SecurityPortfolioModelTests.cs class SecurityPortfolioModelTests (line 31) | [TestFixture] method LastTradeProfit_FlatToLong (line 34) | [Test] method LastTradeProfit_FlatToShort (line 52) | [Test] method LastTradeProfit_LongToLonger (line 70) | [Test] method LastTradeProfit_LongToFlat (line 90) | [Test] method LastTradeProfit_LongToShort (line 111) | [Test] method LastTradeProfit_ShortToShorter (line 134) | [Test] method LastTradeProfit_ShortToFlat (line 153) | [TestCase("USD")] method LastTradeProfit_ShortToLong (line 175) | public void LastTradeProfit_ShortToLong() method NonAccountCurrencyEquity_LongToFlat (line 197) | [TestCase("USD")] method NonAccountCurrencyEquity_ShortToFlat (line 239) | [TestCase("USD")] method NonAccountCurrencyEquity_FlatToShort (line 281) | [TestCase("USD")] method NonAccountCurrencyEquity_FlatToLong (line 328) | [TestCase("USD")] method NonAccountCurrencyFuture_LongToFlat (line 375) | [TestCase("USD")] method NonAccountCurrencyFuture_ShortToFlat (line 418) | [TestCase("USD")] method NonAccountCurrencyFuture_FlatToLong (line 461) | [TestCase("USD")] method NonAccountCurrencyFuture_FlatToShort (line 508) | [TestCase("USD")] method NonAccountCurrencyCrypto_LongToFlat (line 555) | [TestCase("USD")] method NonAccountCurrencyCrypto_FlatToLong (line 595) | [TestCase("USD")] method ITMOptionExerciseWinLossCount (line 634) | [Test] method OTMOptionExerciseWinLossCount (line 691) | [TestCase(OrderDirection.Buy)] method OptionPositionCloseWithoutExerciseWinLossCount (line 739) | [Test] method InitializeTest (line 799) | private Security InitializeTest(DateTime reference, method InitializeTestWithOption (line 826) | private Option InitializeTestWithOption(DateTime reference, method CreateTradeBarConfig (line 847) | private static SubscriptionDataConfig CreateTradeBarConfig() FILE: Tests/Common/Securities/SecurityPositionGroupBuyingPowerModelTests.cs class SecurityPositionGroupBuyingPowerModelTests (line 27) | [TestFixture] method Setup (line 34) | [SetUp] method GetsTheCorrectMaximumNumberOfLotsForTargetBuyingPower (line 56) | [Test] method GetsTheCorrectMaximumNumberOfLotsForDeltaBuyingPower (line 79) | [Test] method GetTheSameQuantityAndLotsForTargetAndDeltaBuyingPower (line 104) | [Test] FILE: Tests/Common/Securities/SecurityServiceTests.cs class SecurityServiceTests (line 35) | public class SecurityServiceTests : ISecurityInitializerProvider method Setup (line 42) | [SetUp] method CanCreate_ForexOrCrypto_WithCorrectSubscriptions (line 53) | [TestCase("EURUSD", SecurityType.Forex, Market.FXCM)] method CanCreate_CanonicalOption_WithCorrectSubscriptions (line 68) | [Test] method CanCreate_Equity_WithCorrectSubscriptions (line 82) | [Test] method CanCreate_Cfd_WithCorrectSubscriptions (line 95) | [Test] method CanCreate_CustomSecurities_WithCorrectSubscriptions (line 109) | [Test] method ThrowOnCreateCryptoNotDescribedInCSV (line 123) | [Test] method CanCreate_ConcreteOptions_WithCorrectSubscriptions (line 135) | [Test] method CanCreate_ConcreteFutures_WithCorrectSubscriptions (line 159) | [Test] method CannotCreateSecurityWhenBaseCurrencyNotFound (line 183) | [TestCase("BTGUSDT", SecurityType.CryptoFuture, Market.Binance)] method CreatesEquityOptionWithContractMultiplierEqualsToContractUnitOfTrade (line 199) | [Test] method CreatesFutureOptionWithContractMultiplierEqualsToFutureContractMultiplier (line 225) | [Test] method AddPrimaryExchangeToSecurityObject (line 255) | [Test] method CreateSecurityDoesNotThrowWithNullAlgorithm (line 284) | [Test] FILE: Tests/Common/Securities/SecurityTests.cs class SecurityTests (line 35) | [TestFixture] method SimplePropertiesTests (line 38) | [Test] method ConstructorTests (line 61) | [Test] method HoldingsTests (line 86) | [Test] method QuantityBelowLotSizeNotInvested (line 122) | [TestCase(1)] method UpdatingSecurityPriceTests (line 145) | [Test] method SetLeverageTest (line 172) | [Test] method DefaultDataNormalizationModeForOptionsIsRaw (line 187) | [Test] method SetDataNormalizationForOptions (line 211) | [Test] method SetDataNormalizationForEquities (line 240) | [Test] method TickQuantityUpdatedInSecurityCache (line 268) | [Test] method InvokingCacheStoreData_UpdatesSecurityData_ByTypeName (line 290) | [Test] method IsMarketOpenIsAccurate (line 345) | [TestCaseSource(nameof(IsMarketOpenWithMarketDataTestCases))] method SetsAndGetsDynamicCustomPropertiesUsingCacheInterface (line 359) | [Test] method SetsAndGetsDynamicCustomPropertiesUsingDynamicInterface (line 383) | [Test] method SetCustomProperty (line 407) | [Test] method SetsAndGetsDynamicCustomPropertiesUsingGenericInterface (line 416) | [Test] method SetsAndGetsDynamicCustomPropertiesUsingIndexer (line 463) | [Test] method RemovesCustomProperties (line 486) | [Test] method ClearsCustomProperties (line 503) | [Test] method OverwritesCustomProperties (line 519) | [Test] method InvokesCustomPropertyMethod (line 532) | [Test] method KeepsPythonClassDerivedFromCSharpClassObjectReference (line 544) | [Test] method RunSecurityDynamicPropertyPythonObjectReferenceRegressionAlgorithm (line 599) | [Test] method GetSecurity (line 637) | internal static Security GetSecurity(bool isMarketAlwaysOpen = true) method CreateTradeBarConfig (line 663) | internal static SubscriptionDataConfig CreateTradeBarConfig(Resolution... class CSharpTestClass (line 668) | public class CSharpTestClass FILE: Tests/Common/Securities/SecurityTransactionManagerTests.cs class SecurityTransactionManagerTests (line 33) | [TestFixture] method SetUp (line 38) | [SetUp] method WorksProperlyWithPyObjects (line 44) | [Test] FILE: Tests/Common/Securities/StandardDeviationOfReturnsVolatilityModelTests.cs class StandardDeviationOfReturnsVolatilityModelTests (line 27) | [TestFixture] method UpdatesAfterCorrectDailyPeriodElapses (line 30) | [Test] method DoesntUpdateOnZeroPrice (line 71) | [Test] method GetHistoryRequirementsWorks (line 117) | [Test] method GetHistoryRequirementsWorksForTwoDifferentSubscriptions (line 150) | [Test] method UpdatesOnCustomConfigurationParametersOneMinute (line 195) | [Test] method MinuteResolutionSelectedForFuturesOptions (line 241) | [Test] FILE: Tests/Common/Securities/SubscriptionDataConfigTests.cs class SubscriptionDataConfigTests (line 24) | [TestFixture] method UsesValueEqualsSemantics (line 27) | [Test] method UsedAsDictionaryKey (line 35) | [Test] method CanRemoveConsolidatorWhileEnumeratingList (line 45) | [Test] method NotEqualsMappingAndOffset (line 59) | [TestCase(1, 0, DataMappingMode.OpenInterest, DataMappingMode.OpenInte... method EqualityMapped (line 71) | [TestCase(false)] FILE: Tests/Common/Securities/SymbolPropertiesDatabaseTests.cs class SymbolPropertiesDatabaseTests (line 29) | [TestFixture] method LoadsLotSize (line 32) | [Test] method LoadsQuoteCurrency (line 42) | [Test] method LoadsMinimumOrderSize (line 52) | [Test] method LoadsPriceMagnifier (line 75) | [TestCase("KE", Market.CBOT, 100)] method LoadsDefaultLotSize (line 99) | [Test] method BaseCurrencyIsNotEqualToQuoteCurrency (line 107) | [TestCase(Market.FXCM, SecurityType.Forex)] method CustomEntriesStoredAndFetched (line 127) | [Test] method CustomEntriesAreKeptAfterARefresh (line 144) | [Test] method CanQueryMarketAfterRefresh (line 167) | [Test] method GetSymbolPropertiesListIsNotEmpty (line 195) | [TestCase(Market.FXCM, SecurityType.Cfd)] method GetSymbolPropertiesListHasOneRow (line 214) | [TestCase(Market.USA, SecurityType.Equity)] method FetchSymbolPropertiesFromCoinbase (line 228) | [Test, Explicit] class CoinbaseCurrency (line 272) | private class CoinbaseCurrency class CoinbaseProduct (line 284) | private class CoinbaseProduct method FetchSymbolPropertiesFromBitfinex (line 342) | [Test, Explicit] class BitfinexSymbolDetails (line 452) | private class BitfinexSymbolDetails method ReadsFuturesOptionsEntries (line 478) | [TestCase("ES", Market.CME, 50, 0.25)] method HandlesUnknownSecurityType (line 500) | [TestCase("index")] method HandlesEmptyOrderSizePriceMagnifierCorrectly (line 520) | [Test] class TestingSymbolPropertiesDatabase (line 541) | private class TestingSymbolPropertiesDatabase : SymbolPropertiesDatabase method TestingSymbolPropertiesDatabase (line 543) | public TestingSymbolPropertiesDatabase(string file) method TestFromCsvLine (line 548) | public static SymbolProperties TestFromCsvLine(string line, out Secu... FILE: Tests/Common/Securities/TestAccountCurrencyProvider.cs class TestAccountCurrencyProvider (line 20) | internal class TestAccountCurrencyProvider : IAccountCurrencyProvider method TestAccountCurrencyProvider (line 24) | public TestAccountCurrencyProvider() : this(Currencies.USD) { } method TestAccountCurrencyProvider (line 26) | public TestAccountCurrencyProvider(string accountCurrency) FILE: Tests/Common/Securities/TestDefaultMarginCallModel.cs class TestDefaultMarginCallModel (line 24) | internal class TestDefaultMarginCallModel : DefaultMarginCallModel method TestDefaultMarginCallModel (line 26) | public TestDefaultMarginCallModel(SecurityPortfolioManager portfolio, ... method GenerateMarginCallOrders (line 31) | public new IEnumerable GenerateMarginCallOrders(Ma... FILE: Tests/Common/Securities/TradingCalendarTests.cs class TradingCalendarTests (line 27) | [TestFixture] method TestBasicFeaturesWithOptionsFutures (line 32) | [Test] method ReversedDateRequestThrows (line 131) | [Test] method CreateTradeBarDataConfig (line 142) | private SubscriptionDataConfig CreateTradeBarDataConfig(SecurityType t... FILE: Tests/Common/Securities/UniverseManagerTests.cs class UniverseManagerTests (line 27) | [TestFixture] method NotifiesWhenSecurityAdded (line 30) | [Test] method NotifiesWhenSecurityAddedViaIndexer (line 55) | [Test] method NotifiesWhenSecurityRemoved (line 80) | [Test] method CreateTradeBarConfig (line 106) | private SubscriptionDataConfig CreateTradeBarConfig() FILE: Tests/Common/SeriesSamplerTests.cs class SeriesSamplerTests (line 22) | [TestFixture] method ReturnsIdentityFutureOrPastCandlestick (line 27) | [TestCase(0, true)] method ReturnsIdentityFutureOrPastPoints (line 50) | [TestCase(0, true)] method ReturnsIdentityOnSinglePoint (line 73) | [TestCase(false)] method DownSamplesNullFirstValue (line 92) | [TestCase(true)] method DownSamples (line 121) | [TestCase(true)] method DownSamplesWithTimeJump (line 159) | [TestCase(true)] method SubSamples (line 215) | [Test] method SubSamplesDisabled (line 249) | [Test] method SubSamplesWithTimeJump (line 280) | [Test] method DoesNotSampleBeforeStart (line 328) | [Test] method HandlesDuplicateTimes (line 357) | [Test] method DoesNotSampleScatterPlots (line 379) | [Test] method SubSampleTreemapPlots (line 397) | [Test] method DownSampleTreemapPlots (line 424) | [Test] method EmitsEmptySeriesWithSinglePointOutsideOfStartStop (line 442) | [Test] method ReturnsIdentityOnSinglePointCandlestickSeries (line 454) | [Test] method DoesNotSampleCandlestickSeriesBeforeStart (line 475) | [TestCase(true)] method DownSamplesCandlestickSeriesWithStopSameAsLastPoint (line 502) | [TestCase(true)] method DownSamplesCandlestickSeriesWithStopAfterLastPoint (line 542) | [TestCase(true)] method DownSamplesCandlestickSeriesWithResamplePeriodSpanningMultipleCandlesticks (line 583) | [TestCase(true)] method InterpolateClose (line 627) | private static decimal InterpolateClose(Candlestick prev, Candlestick ... method DownSamplesCandlestickSeriesWithStopBeforeLastPoint (line 633) | [TestCase(true)] method SubSamplesCandlestickSeries (line 680) | [Test] method SamplesCandlestickSeriesWithHigherSamplingResolution (line 706) | [Test] method SamplesCandlestickSeriesWithHigherSamplingResolutionDisabled (line 784) | [Test] method SamplesCandlestickSeriesWithLowerSamplingResolutionNullValues (line 817) | [Test] method SamplesCandlestickSeriesWithHigherSamplingResolutionNullValues (line 856) | [Test] method SamplesCandlestickSeriesWithHigherUnevenSamplingResolutionAndStopAfterLastPoint (line 903) | [Test] method SamplesCandlestickSeriesWithHigherUnevenSamplingResolutionAndStopBeforeLastPoint (line 957) | [Test] method AssertCandlesticksValuesAreEqual (line 1013) | private static void AssertCandlesticksValuesAreEqual(Candlestick first... FILE: Tests/Common/SeriesTests.cs class SeriesTests (line 23) | [TestFixture] method RespectsMostRecentTimeOnDuplicatePoints (line 26) | [Test] method Clone (line 36) | [TestCase(null, "toolTip")] FILE: Tests/Common/Statistics/AnnualPerformanceTests.cs class AnnualPerformanceTests (line 26) | [TestFixture] method GetSPY (line 37) | [SetUp] method Delete (line 54) | [TearDown] method TotalMarketPerformance (line 60) | [Test] method BearMarketPerformance (line 75) | [Test] method BullMarketPerformance (line 95) | [Test] method FullYearPerformance (line 115) | [Test] method AllZeros (line 127) | [Test] FILE: Tests/Common/Statistics/DrawdownRecoveryTests.cs class DrawdownRecoveryTests (line 22) | [TestFixture] method DrawdownMetricsMaximumRecoveryTimeTests (line 25) | [Test, TestCaseSource(nameof(TestCases))] method TestCases (line 41) | private static IEnumerable TestCases() FILE: Tests/Common/Statistics/PortfolioStatisticsTests.cs class PortfolioStatisticsTests (line 30) | [TestFixture] method ITMOptionAssignment (line 42) | [Test] method ITMOptionAssignmentWithDifferentTradingDaysPerYearValue (line 74) | [TestCaseSource(nameof(StatisticsCases))] method VaRMatchesExternalData (line 91) | [Test] method VaRIsZeroIfLessThan2Samples (line 124) | [Test] method PortfolioStatisticsDoesNotFailWhenAnnualPerformanceIsLarge (line 139) | [Test] method GetPortfolioStatistics (line 162) | private PortfolioStatistics GetPortfolioStatistics(bool win, int tradi... method CreateITMOptionAssignment (line 173) | private List CreateITMOptionAssignment(bool win) FILE: Tests/Common/Statistics/ProbabilisticSharpeRatioTests.cs class ProbabilisticSharpeRatioTests (line 21) | [TestFixture] method SameAsBenchmark (line 24) | [Test] method BeatBenchmark (line 39) | [Test] method LoseAgainstBenchmark (line 53) | [Test] method ZeroValues (line 67) | [Test] FILE: Tests/Common/Statistics/StatisticsBuilderTests.cs class StatisticsBuilderTests (line 25) | [TestFixture] method MisalignedValues_ShouldThrow_DuringGeneration (line 34) | [Test] FILE: Tests/Common/Statistics/TrackingErrorTests.cs class TrackingErrorTests (line 26) | [TestFixture] method GetData (line 40) | [OneTimeSetUp] method Delete (line 84) | [OneTimeTearDown] method OneYearPerformance (line 93) | [Test] method TotalPerformance (line 101) | [Test] method IdenticalPerformance (line 110) | [Test] method DifferentPerformance (line 123) | [Test] method AllZeros (line 143) | [Test] FILE: Tests/Common/Statistics/TradeBuilderTests.cs class TradeBuilderTests (line 29) | [TestFixture] method SetUp (line 37) | [SetUp] method AllInAllOutLong (line 43) | [Test] method AllInAllOutShort (line 109) | [Test] method ScaleInAllOutLong (line 175) | [Test] method ScaleInAllOutShort (line 281) | [Test] method AllInScaleOutLong (line 386) | [Test] method AllInScaleOutShort (line 508) | [Test] method ReversalLongToShort (line 630) | [Test] method ReversalShortToLong (line 730) | [Test] method ScaleInScaleOut1Long (line 830) | [Test] method ScaleInScaleOut1Short (line 1036) | [Test] method ScaleInScaleOut2Long (line 1234) | [Test] method ScaleInScaleOut2Short (line 1477) | [Test] method ScaleInScaleOut3Long (line 1735) | [Test] method ScaleInScaleOut3Short (line 1938) | [Test] method ScaleInScaleOut4Long (line 2159) | [Test] method ScaleInScaleOut4Short (line 2347) | [Test] method AllInAllOutLongWithMultiplier (line 2535) | [Test] method ITMOptionAssignment (line 2603) | [Test] method OTMOptionAssignment (line 2670) | [TestCase(OrderDirection.Buy)] method OptionPositionCloseWithoutExercise (line 2726) | [Test] method DrawdownCalculation (line 2796) | [TestCaseSource(nameof(DrawdownTestCases))] method GetOption (line 2993) | private Option GetOption() method AdjustQuantityToSplit (line 3029) | private static decimal AdjustQuantityToSplit(decimal quantity, Split s... method AdjustPriceToSplit (line 3034) | private static decimal AdjustPriceToSplit(decimal price, Split split) FILE: Tests/Common/Statistics/TradeStatisticsTests.cs class TradeStatisticsTests (line 23) | [TestFixture] method NoTrades (line 29) | [Test] method ThreeWinners (line 74) | [Test] method CreateThreeWinners (line 119) | private IEnumerable CreateThreeWinners() method ThreeLosers (line 173) | [Test] method CreateThreeLosers (line 218) | private IEnumerable CreateThreeLosers() method TwoLosersOneWinner (line 272) | [Test] method CreateTwoLosersOneWinner (line 317) | private IEnumerable CreateTwoLosersOneWinner() method OneWinnerTwoLosers (line 371) | [Test] method CreateOneWinnerTwoLosers (line 416) | private IEnumerable CreateOneWinnerTwoLosers() method OneLoserTwoWinners (line 470) | [Test] method CreateOneLoserTwoWinners (line 515) | private IEnumerable CreateOneLoserTwoWinners() method ITMOptionAssignment (line 569) | [Test] method CreateITMOptionAssignment (line 628) | private IEnumerable CreateITMOptionAssignment(bool win) FILE: Tests/Common/Statistics/TradeTests.cs class TradeTests (line 24) | [TestFixture] method JsonSerializationRoundTrip (line 27) | [Test] method DeprecatedSymbolIsNotSerialized (line 52) | [Test] method CanDeserializeOldFormatWithSymbol (line 61) | [Test] method MakeTrade (line 104) | private static Trade MakeTrade() FILE: Tests/Common/Storage/LocalObjectStoreTests.cs class LocalObjectStoreTests (line 33) | [TestFixture] method Setup (line 42) | [OneTimeSetUp] method Cleanup (line 55) | [OneTimeTearDown] method DoesNotYieldTwiceSameFile (line 72) | [Test] method DisposeDoesNotHang (line 86) | [Test] method ExistingFilesLoadedCorretly (line 112) | [Test] method GetFilePathPermissions (line 145) | [Test] method ReadBytesPermissions (line 167) | [Test] method SaveBytesPermissions (line 189) | [Test] method DeletePermissions (line 212) | [Test] method InvalidCustomPathsStore (line 234) | [TestCase("../prefix/")] method ValidPaths (line 249) | [Test] method CustomPrefixStore (line 268) | [TestCase("prefix/")] method KeysBehavior (line 310) | [TestCase(2)] method AfterClearState (line 356) | [TestCase(5)] method GetFilePathAndDelete (line 419) | [Test] method SaveAndDelete (line 440) | [Test] method ContainsKeyPermissions (line 459) | [Test] method InitializationPermissions (line 481) | [Test] method PersistCalledSynchronously (line 512) | [Test] method ThrowsKeyNotFoundException_WhenObjectStoreDoesNotContainKey (line 534) | [Test] method GetFilePathReturnsFileName (line 544) | [TestCase("my_key", "./LocalObjectStoreTests/my_key")] method SavesAndLoadsText (line 562) | [Test] method SizeLimitIsRespected (line 574) | [Test] method SavesAndLoadsJson (line 588) | [Test] method SavesAndLoadsXml (line 601) | [Test] method ThrowsIfKeyIsNull (line 614) | [Test] method DisposeDoesNotRemovesEmptyStorageFolder (line 624) | [Test] method DisposeDoesNotErrorWhenStorageFolderAlreadyDeleted (line 637) | [Test] method DisposeDoesNotDeleteStoreFiles (line 654) | [Test] method QuantBookObjectStoreBehavior (line 675) | [Test] method OversizedObject (line 701) | [Test] method TooManyObjects (line 711) | [TestCase(true)] method WriteFromExternalMethodAndSaveFromSource (line 743) | [Test] method GetFilePathMethodWorksProperly (line 766) | [TestCase("/test/", "test")] method TrySaveKeyWithNotFileAssociated (line 794) | [Test] method NewUnregisteredFileIsAvailable (line 809) | [TestCase(1)] method NewUnregisteredFileIsNotDeleted (line 835) | [Test] method NewUnregisteredFileCanBeDeleted (line 857) | [Test] method DeletedObjectIsNotReloaded (line 876) | [Test] method StoragePropertiesAreAccessible (line 912) | [Test] method StoragePropertiesUseDefaultsFromControls (line 923) | [Test] method SavingFilesRespectsStorageFileCountLimit (line 933) | [TestCase(1, false)] method ObjectStoreDelegatesToImplementation (line 955) | [Test] method ResearchModeThrowsExceptionAndCapturesErrorWhenObjectStoreLimitIsReached (line 968) | [Test] method DummyMachineLearning (line 1019) | private static void DummyMachineLearning(string outputFile, string con... class TestSettings (line 1033) | public class TestSettings class TestLocalObjectStore (line 1039) | private class TestLocalObjectStore : LocalObjectStore method Initialize (line 1043) | public override void Initialize(int userId, int projectId, string us... method Initialize (line 1048) | public void Initialize(int userId, int projectId, string userToken, ... method PersistData (line 1053) | protected override bool PersistData() method StorageRoot (line 1058) | protected override string StorageRoot() => TestStorageRoot; class TestFileHandler (line 1061) | public class TestFileHandler : FileHandler method WriteAllBytes (line 1063) | public override void WriteAllBytes(string path, byte[] data) FILE: Tests/Common/StringExtensionsTests.cs class StringExtensionsTests (line 22) | [TestFixture] method ConvertInvariant (line 25) | [Test] method ConvertInvariant_ThrowsFormatException_WhenConvertingEmptyString (line 52) | [Test] method ConvertInvariantString (line 61) | [Test] method Convertible_ToStringInvariant_Equals_ToStringInvariantCulture (line 70) | [Test] method Formattable_ToStringInvariant_DoesNotRequire_FormatParameter (line 78) | [Test] method Formattable_ToStringInvariant_UsesProvided_FormatParameter (line 87) | [Test] method Formattable_ToStringInvariant_RespectsFieldWidth_InFormatParameter (line 101) | [Test] method StartsWithInvariant_IsTheSameAs_StartsWith_WithInvariantCulture_DefaultingToCaseSensitive (line 118) | [Test] method EndsWithInvariant_IsTheSameAs_EndsWith_WithInvariantCulture_DefaultingToCaseSensitive (line 130) | [Test] method ToIso8601Invariant_IsTheSameAs_ToString_O_WithInvariantCulture (line 142) | [Test] method IndexOfInvariant_IsTheSameAs_IndexOf_WithStringComparisonInvariantCulture (line 151) | [Test] method IfNotNullOrEmpty_ReturnsSpecifiedDefaultValue_WhenNullOrEmpty (line 169) | [Test] method IfNotNullOrEmpty_ReturnsDefaultValue_WhenNullOrEmpty (line 179) | [Test] method IfNotNullOrEmpty_ReturnsResultOfFunc_WhenNotEmpty (line 188) | [Test] method IfNotNullOrEmpty_ReturnsResultOfFunc_WhenNotEmptyAndDefaultValueSpecified (line 195) | [Test] method SafeSubstring_ReturnsProperSubstring (line 203) | [Test] method SafeSubstring_ReturnsSubstring_WhenSubstringThrowException (line 214) | [Test] method EncodeDecode64String (line 231) | [TestCase("test input")] FILE: Tests/Common/SymbolCacheTests.cs class SymbolCacheTests (line 24) | [TestFixture] method Setup (line 27) | [SetUp] method TearDown (line 34) | [TearDown] method HandlesRoundTripAccessSymbolToTicker (line 41) | [Test] method HandlesRoundTripAccessTickerToSymbol (line 50) | [Test] method GetSymbol_ReturnsSymbolMappedByTicker_WhenExactlyOneMatch (line 60) | [Test] method GetSymbol_ThrowsInvalidOperationException_WhenNoMatches (line 77) | [Test] method GetSymbol_ThrowsInvalidOperation_WhenTooManyCustomDataSymbolMatches (line 86) | [Test] method TryGetSymbol (line 103) | [Test] method TryGetTicker (line 116) | [Test] method TryGetSymbolFromSidString (line 130) | [Test] method TryGetTickerFromUncachedSymbol (line 138) | [Test] method TryGetSymbol_FromTicker_WithConflictingSymbolWithCustomDataSuffix (line 146) | [Test] method TryGetSymbol_FromTicker_CacheMissDoesNotStick (line 166) | [Test] method TryGetSymbol_FromTicker_WithoutCustomDataSuffix (line 192) | [Test] method TryRemoveSymbolRemovesSymbolMappings (line 207) | [Test] method TryRemoveTickerRemovesSymbolMappings (line 218) | [Test] FILE: Tests/Common/SymbolJsonConverterTests.cs class SymbolJsonConverterTests (line 27) | [TestFixture] method SurvivesRoundtripSerialization (line 35) | [Test] method SurvivesRoundtripSerializationOption (line 45) | [Test] method SurvivesRoundtripSerializationCanonicalOption (line 65) | [Test] method SurvivesRoundtripSerializationWithTypeNameHandling (line 81) | [Test] method HandlesListTicks (line 91) | [Test] method HandlesListTicksWithDifferentSymbols (line 110) | [Test] method CamelCaseSymbolIsDeserializedCorrectly (line 137) | [TestCaseSource(nameof(TestSymbols))] method TickRoundTrip (line 147) | [Test] method BackwardsCompatibleJson (line 171) | [Test] method OptionUserFriendlyDeserialization (line 181) | [TestCase("{\"value\":\"Fb 210618c00322500\",\"type\":\"2\"}", Secu... method FutureUserFriendlyDeserialization (line 200) | [TestCase("{\"value\":\"GCV1\",\"type\":\"5\"}", SecurityType.Future, ... method UserFriendlyDeserialization (line 213) | [TestCase("{\"value\":\"fb\",\"type\":\"1\"}", SecurityType.Equity, "F... class OldSymbol (line 286) | class OldSymbol FILE: Tests/Common/SymbolRepresentationTests.cs class SymbolRepresentationTests (line 25) | [TestFixture] method OptionSymbolAliasMatchesOSI (line 28) | [Test] method ParseOptionTickerOSI (line 36) | [TestCase("SPXW 230111C02400000", SecurityType.IndexOption, OptionSty... method OptionSymbolAliasAddsPaddingSpaceForSixOrMoreCharacterSymbols (line 69) | [Test] method GenerateOptionTickerOSICompact_ValidInputs (line 77) | [TestCase("SPXW", OptionRight.Call, 2400.00, "230111", "SPXW230111C024... method ParseFuturesTickers (line 96) | [Test] method GenerateFuturesTickers (line 128) | [Test] method GenerateFuturesTickersBackAndForth (line 142) | [Test] method ParseInvalidFuturesTickers (line 152) | [Test] method GenerateOptionTickerWithIndexOptionReturnsCorrectTicker (line 159) | [Test] method GenerateFutureTickerExpiringInPreviousMonth (line 183) | [TestCase(Futures.Energy.ArgusLLSvsWTIArgusTradeMonth, 2017, 1, 29, "A... method GenerateFutureTickerExpiringInPreviousMonthOverYearBoundary (line 206) | [TestCase(Futures.Energy.ArgusLLSvsWTIArgusTradeMonth, 2016, 12, 29, "... method GenerateFutureTickerExpiringInCurrentMonth (line 234) | [TestCase("ABC", 2017, 12, 20, "ABC20Z17", true)] // Generic contract ... method GenerateFutureSymbolFromTickerKnownYearSingleDigit (line 243) | [TestCase("CLU0", 2008, "2010-08-20")] method GenerateFutureSymbolFromTickerUnknownYearSingleDigit (line 254) | [TestCase("CLU20", 2020, "2020-08-20")] method GenerateFutureSymbolFromTickerUnknownYearSingleDigit (line 265) | [TestCase("CLU20", "2020-08-20")] method GenerateFutureSymbolFromTickerUnknownYearDoubleDigit (line 276) | [TestCase("CLU0", "2030-08-20")] method GenerateFutureSymbolFromTickerUnknownYear (line 287) | [TestCase("NQZ23")] method GenerateFutureSymbolFromTickerExpiringBefore2000 (line 295) | [TestCase("NQZ99")] method FutureEnergySymbolsWorkInPythonWithPEP8 (line 302) | [TestCase("PROPANE_NON_LDH_MONT_BELVIEU", QuantConnect.Securities.Futu... FILE: Tests/Common/SymbolTests.cs class SymbolTests (line 26) | [TestFixture] method SymbolCreate (line 29) | [Theory] method GetSymbolCreateTestCaseData (line 36) | private static TestCaseData[] GetSymbolCreateTestCaseData() method SymbolCreateBaseWithUnderlyingEquity (line 46) | [Test] method SymbolCreateBaseWithUnderlyingOption (line 69) | [Test] method SymbolCreateWithOptionSecurityTypeCreatesCanonicalOptionSymbol (line 101) | [Test] method CanonicalOptionSymbolAliasHasQuestionMark (line 112) | [Test] method UsesSidForDictionaryKey (line 119) | [Test] method CreatesOptionWithUnderlying (line 132) | [Test] method CompareToItselfReturnsZero (line 145) | [Test] method ComparesTheSameAsStringCompare (line 152) | [Test] method ComparesTheSameAsStringCompareAndIgnoresCase (line 162) | [Test] method ComparesAgainstStringWithoutException (line 172) | [Test] method ComparesAgainstStringIgnoringCase (line 179) | [Test] method EqualsAgainstNullOrEmpty (line 186) | [Test] method ComparesAgainstNullOrEmpty (line 208) | [Test] method ImplicitOperatorsAreInverseFunctions (line 254) | [Test] method ImplicitOperatorsReturnSIDOnFailure (line 265) | [Test] method ImplicitFromStringChecksSymbolCache (line 285) | [Test] method ImplicitFromStringParsesSid (line 298) | [Test] method ImplicitFromWithinStringLiftsSecondArgument (line 311) | [Test] method TestIfWeDetectCorrectlyWeekliesAndStandardOptionsBeforeFeb2015 (line 347) | [Test] method TestIfWeDetectCorrectlyWeekliesAndStandardOptionsAfterFeb2015 (line 360) | [Test] method TestIfWeDetectCorrectlyWeeklies (line 373) | [Test] method HasUnderlyingSymbolReturnsTrueWhenSpecifyingCorrectUnderlying (line 387) | [Test] method HasUnderlyingSymbolReturnsFalsWhenSpecifyingIncorrectUnderlying (line 393) | [Test] method TestIfFridayLastTradingDayIsHolidaysThenMoveToPreviousThursday (line 399) | [Test] method FutureOptionsWithDifferentUnderlyingGlobexTickersAreMapped (line 408) | [TestCase("ES", "ES")] method SymbolWithSidContainingUnderlyingCreatedWithoutNullUnderlying (line 439) | [Test] method SymbolAlias (line 456) | [TestCase("CL XKJAZ588SI4H", "CL", "CL21F21")] // Future method SymbolCanonical (line 471) | [TestCase("CL XKJAZ588SI4H", "CL", "CL21F21")] // Future method SymbolAndUnderlyingSymbolsMapped (line 504) | [TestCase("SPY", "SPY", "SPY 2T")] method SymbolReferenceNotMappedOnUpdate (line 539) | [Test] FILE: Tests/Common/TimeKeeperTests.cs class TimeKeeperTests (line 21) | [TestFixture] method ConstructsLocalTimeKeepers (line 24) | [Test] method TimeKeeperReportsUpdatedLocalTimes (line 32) | [Test] method LocalTimeKeepersGetTimeUpdates (line 48) | [Test] method AddingDuplicateTimeZoneDoesntAdd (line 65) | [Test] FILE: Tests/Common/TimeTests.cs class TimeTests (line 27) | [TestFixture] method AuxiliaryDataDueTime (line 30) | [TestCase("20230605 08:00", "04:00")] method UnixTimeStampSecondsToDateTimeHasSubMillisecondPrecision (line 40) | [Test] method UnixTimeStampMillisecondsToDateTimeHasSubMillisecondPrecision (line 49) | [Test] method UnixTimeStampSecondsToDateTimeSubMillisecondPrecision (line 59) | [Test] method UnixTimeStampSecondsToDateTime (line 68) | [Test] method GetStartTimeForTradeBarsRoundsDown (line 77) | [Test] method GetStartTimeForTradeBarsHandlesOverNight (line 89) | [Test] method GetStartTimeForTradeBarsHandlesWeekends (line 101) | [Test] method GetStartTimeForForexTradeBars (line 114) | [Test, TestCaseSource(nameof(ForexHistoryDates))] method GetStartTimeForEquityTradeBars (line 123) | [Test, TestCaseSource(nameof(EquityHistoryDates))] method GetStartTimeFromNonTradableDateTestCases (line 132) | private static IEnumerable GetStartTimeFromNonTradableDa... method GetStartTimeFromNonTradableDate (line 154) | [TestCaseSource(nameof(GetStartTimeFromNonTradableDateTestCases))] method EachTradeableDayInTimeZoneIsSameForEqualTimeZones (line 170) | [Test] method EachTradeableDayInTimeZoneWithOffsetPlus12 (line 181) | [Test] method EachTradeableDayInTimeZoneWithOffsetMinus12 (line 195) | [Test] method EachTradeableDayInTimeZoneWithOffset25 (line 209) | [Test] method MultipliesTimeSpans (line 223) | [Test] method GetNumberOfTradeBarsForIntervalUsingDailyStepSize (line 232) | [Test] method GetNumberOfTradeBarsForIntervalUsingHourlyStepSize (line 245) | [Test] method CreateUsEquitySecurityExchangeHours (line 263) | private static SecurityExchangeHours CreateUsEquitySecurityExchangeHou... method ParseDate (line 285) | [Test] method ParseDateAndTime (line 298) | [Test] method ParseFIXUtcTimestamp (line 309) | [Test] method ParseFIXUtcTimestampWithMillisecond (line 325) | [Test] FILE: Tests/Common/TimeZoneOffsetProviderTests.cs class TimeZoneOffsetProviderTests (line 22) | [TestFixture] method ReturnsCurrentOffset (line 25) | [Test] method ReturnsCorrectOffsetBeforeDST (line 34) | [Test] method ReturnsCorrectOffsetAfterDST (line 44) | [Test] method ConvertFromUtcAfterDST (line 54) | [Test] method ConvertToUtcAfterDST (line 67) | [Test] FILE: Tests/Common/TimeZonesTest.cs class TimeZonesTest (line 23) | [TestFixture] method TimeZonesLoadFromTzdb (line 26) | [Test] FILE: Tests/Common/Util/BaseDataExtensionsTests.cs class BaseDataExtensionsTests (line 26) | [TestFixture] method Setup (line 32) | [SetUp] method AdjustTradeBar (line 48) | [Test] method AdjustTick (line 72) | [Test] method AdjustQuoteTick (line 89) | [Test] method AdjustQuoteBar (line 111) | [Test] method AdjustTradeBarUsingConfig (line 140) | [Test] method AdjustTickUsingConfig (line 164) | [Test] method AdjustQuoteTickUsingConfig (line 181) | [Test] method AdjustQuoteBarUsingConfig (line 203) | [Test] FILE: Tests/Common/Util/BusyBlockingCollectionTests.cs class BusyBlockingCollectionTests (line 24) | [TestFixture] method IsNotBusyWithZeroItemsWaiting (line 27) | [Test] method IsBusyWithItemsWaiting (line 34) | [Test] method GetConsumingEnumerableReturnsItemsInOrder (line 42) | [Test] method WaitForProcessingCompletedDuringGetConsumingEnumerable (line 53) | [Test] FILE: Tests/Common/Util/CandlestickJsonConverterTests.cs class CandlestickJsonConverterTests (line 22) | [TestFixture] method SerializeDeserializeReturnsSameValue (line 25) | [Test] method BackwardsCompatility (line 41) | [Test] FILE: Tests/Common/Util/ColorJsonConverterTests.cs class ColorJsonConverterTests (line 23) | [TestFixture] method ConvertsKnownColorToJson (line 26) | [Test] method ConvertsEmptyColorToJson (line 33) | [Test] method ConvertJsonToColorTest (line 41) | [Test] type ColorContainer (line 49) | struct ColorContainer FILE: Tests/Common/Util/ComparisonOperatorTests.cs class ComparisonOperatorTests (line 23) | [TestFixture] method ShouldBeEqual (line 40) | [Test, TestCaseSource(nameof(Equal))] method ShouldBeNotEqual (line 47) | [Test, TestCaseSource(nameof(Greater))] method ShouldBeGreater (line 54) | [Test, TestCaseSource(nameof(Greater))] method ShouldBeGreaterOrEqual (line 61) | [Test] method ShouldBLess (line 70) | [Test, TestCaseSource(nameof(Greater))] method ShouldBeLessOrEqual (line 77) | [Test] FILE: Tests/Common/Util/ComposerTests.cs class ComposerTests (line 23) | [TestFixture] method GetExportedValueByTypeName (line 26) | [Test] method ComposesTypes (line 39) | [Test] method GetsInstanceUsingPredicate (line 51) | [Test] method ResetsReturnsSameInstances (line 59) | [Test] method GetsMultipleInterfacesInstance (line 70) | [Test] type IExport (line 84) | [InheritedExport(typeof(IExport))] type IOneMoreExport (line 90) | [InheritedExport(typeof(IOneMoreExport))] class Export1 (line 96) | class Export1 : IExport class Export2 (line 100) | class Export2 : IExport class Export3 (line 104) | class Export3 : IExport class Export4 (line 108) | class Export4 : IExport class Export5 (line 113) | class Export5 : IExport, IOneMoreExport type IExport2 (line 121) | [InheritedExport(typeof(IExport2))] class Export6 (line 126) | class Export6 : IExport2 class Export7 (line 130) | class Export7 : IExport2 class Export8 (line 134) | class Export8 : IExport2 FILE: Tests/Common/Util/ConcurrentSetTests.cs class ConcurrentSetTests (line 26) | [TestFixture] method UnionWith_Matches_HashSet (line 29) | [Test] method IntersectWith_Matches_HashSet (line 38) | [Test] method ExceptWith_Matches_HashSet (line 47) | [Test] method SymmetricExceptWith_Matches_HashSet (line 56) | [Test] method IsSubsetOf_Matches_HashSet_True_NonStrict (line 65) | [Test] method IsSubsetOf_Matches_HashSet_True_Strict (line 74) | [Test] method IsSubsetOf_Matches_HashSet_False (line 83) | [Test] method IsSupersetOf_Matches_HashSet_True_NonStrict (line 92) | [Test] method IsSupersetOf_Matches_HashSet_True_Strict (line 101) | [Test] method IsSupersetOf_Matches_HashSet_False (line 110) | [Test] method IsProperSupersetOf_Matches_HashSet_True (line 119) | [Test] method IsProperSupersetOf_Matches_HashSet_False (line 128) | [Test] method IsProperSubsetOf_Matches_HashSet_True (line 137) | [Test] method IsProperSubsetOf_Matches_HashSet_False (line 146) | [Test] method Overlaps_Matches_HashSet_True (line 155) | [Test] method Overlaps_Matches_HashSet_False (line 164) | [Test] method KeepsInsertionOrder_UnionWith (line 173) | [Test] method KeepsInsertionOrder_Add (line 183) | [Test] method IgnoresDuplicates (line 193) | [Test] method RemoveItem (line 204) | [Test] method ClearCollection (line 214) | [Test] method KeepsInsertionOrder_Remove (line 223) | [Test] method KeepsInsertionOrder (line 232) | [Test] method EnumerableIsThreadSafe (line 240) | [Test] method ConsolidatorsEnumeratedInOrder (line 251) | [Test] method CompareWithHashSet (line 268) | private void CompareWithHashSet(ConcurrentSet set, Func,... class TestConsolidator (line 276) | private class TestConsolidator : PeriodCountConsolidatorBase method CreateJsonObject (line 135) | public static string CreateJsonObject(string value, bool quote = false) FILE: Tests/Common/Util/DisposableExtensionsTests.cs class DisposableExtensionsTests (line 22) | [TestFixture] method ReturnsFalseForNullDisposable (line 26) | [Test] method ReturnsTrueOnSuccessfulDisposal (line 34) | [Test] method InvokesErrorHandlerOnExceptionDuringDispose (line 43) | [Test] method SwallowsObjectDisposedException (line 54) | [Test] class Disposable (line 67) | private sealed class Disposable : IDisposable method Disposable (line 72) | public Disposable(bool throwException = false) method Dispose (line 77) | public void Dispose() FILE: Tests/Common/Util/ExpressionBuilderTests.cs class ExpressionBuilderTests (line 23) | [TestFixture] method MakesPropertyOrFieldSelectorThatWorks (line 26) | [Test] method NonGenericMakesPropertyOrFieldSelectorThatWorks (line 38) | [Test] FILE: Tests/Common/Util/ExtensionsTests.cs class ExtensionsTests (line 53) | [TestFixture] method GetEnumValuesInValue (line 56) | [TestCase("00000001", TradeConditionFlags.Regular)] method RemoveFromEnd (line 65) | [TestCase("tt", "", "tt")] method DeserializeList (line 75) | [TestCase("A test", 1)] class DeserializeListObject (line 89) | private class DeserializeListObject { public int Property { get; set; } } method DeserializeObjectList (line 90) | [TestCase("{ \"property\": 10}", 1)] method ConvertPythonSymbolEnumerableSingle (line 104) | [TestCase(true)] method ConvertPythonSymbolEnumerablePyList (line 131) | [TestCase("pylist")] method ConvertPythonSymbolEnumerableCSharp (line 163) | [Test] method NonExistingEmptyDirectory (line 180) | [Test] method EmptyDirectory (line 187) | [Test] method DirectoryWithFile (line 197) | [Test] method DirectoryWithDirectory (line 209) | [Test] method EmptyDirectoryCached (line 221) | [Test] method ToMD5 (line 236) | [Test] method ToSha256 (line 243) | [Test] method GetDecimalPlaces (line 250) | [TestCase("1000", 0)] method UnevenSecondWaitTime (line 265) | [TestCase(0, 10, 110)] method GetDelistingDate (line 292) | [TestCase(SecurityType.Cfd, "20501231", false)] method IsMarketOpenSecurity (line 383) | [TestCase("20220101", false, true, Resolution.Daily)] method IsMarketOpenSymbol (line 399) | [TestCase("20220101", false, true)] method AdjustSymbolByOffsetTest (line 410) | [TestCase("CL XTN6UA1G9QKH")] method GDAXMarketNameCompatibilityWithCoinbase (line 433) | [TestCase("MDTUSD XJ")] method ToCamelCase (line 444) | [TestCase("A", "a")] method BatchAlphaResultPacket (line 454) | [Test] method BatchAlphaResultPacketDuplicateOrder (line 487) | [Test] method SeriesIsNotEmpty (line 520) | [Test] method SeriesIsEmpty (line 529) | [Test] method ChartIsEmpty (line 535) | [Test] method ChartIsEmptyWithEmptySeries (line 541) | [Test] method ChartIsNotEmptyWithNonEmptySeries (line 548) | [Test] method IsSubclassOfGenericWorksWorksForNonGenericType (line 558) | [Test] method IsSubclassOfGenericWorksForGenericTypeWithParameter (line 564) | [Test] method IsSubclassOfGenericWorksForGenericTypeDefinitions (line 571) | [Test] method DateTimeRoundDownFullDayDoesntRoundDownByDay (line 578) | [Test] method GetBetterTypeNameHandlesRecursiveGenericTypes (line 586) | [Test] method ExchangeRoundDownSkipsWeekends (line 595) | [Test] method ExchangeRoundDownHandlesMarketOpenTime (line 605) | [Test] method ConvertToSkipsDiscontinuitiesBecauseOfDaylightSavingsStart_AddingOneHour (line 615) | [Test] method ConvertToIgnoreDaylightSavingsEnd_SubtractingOneHour (line 625) | [Test] method ExchangeRoundDownInTimeZoneSkipsWeekends (line 640) | [Test] method ExchangeRoundDownInTimeZoneCorrectValuesAroundDaylightTimeChanges_AddingOneHour_UTC (line 651) | [Test] method ExchangeRoundDownInTimeZoneCorrectValuesAroundDaylightTimeChanges_SubtractingOneHour_UTC (line 662) | [Test] method ExchangeRoundDownInTimeZoneCorrectValuesAroundDaylightTimeChanges_AddingOneHour_ExtendedHours_UTC (line 673) | [Test] method ExchangeRoundDownInTimeZoneCorrectValuesAroundDaylightTimeChanges_SubtractingOneHour_ExtendedHours_UTC (line 683) | [Test] method ConvertToUtcAndDayLightSavings (line 693) | [Test] method RoundDownInTimeZoneAroundDaylightTimeChanges (line 718) | [Test] method RoundDownInTimeZoneReturnsCorrectValuesAroundDaylightTimeChanges_AddingOneHour_UTC (line 739) | [Test] method RoundDownInTimeZoneReturnsCorrectValuesAroundDaylightTimeChanges_SubtractingOneHour_UTC (line 761) | [Test] method ExchangeRoundDownInTimeZoneCorrectValuesAroundDaylightTimeChanges_AddingOneHour_NewYork (line 782) | [Test] method ExchangeRoundDownInTimeZoneCorrectValuesAroundDaylightTimeChanges_SubtractingOneHour_NewYork (line 792) | [Test] method ExchangeRoundDownInTimeZoneCorrectValuesAroundDaylightTimeChanges_AddingOneHour_ExtendedHours_NewYork (line 802) | [Test] method ExchangeRoundDownInTimeZoneCorrectValuesAroundDaylightTimeChanges_SubtractingOneHour_ExtendedHours_NewYork (line 812) | [Test] method RoundDownInTimeZoneReturnsCorrectValuesAroundDaylightTimeChanges_AddingOneHour_NewYork (line 822) | [Test] method RoundDownInTimeZoneReturnsCorrectValuesAroundDaylightTimeChanges_SubtractingOneHour_NewYork (line 844) | [Test] method ConvertsInt32FromString (line 865) | [Test] method ConvertsInt32FromStringWithDecimalTruncation (line 873) | [Test] method ConvertsInt64FromString (line 881) | [Test] method ConvertsInt64FromStringWithDecimalTruncation (line 889) | [Test] method ToCsvDataParsesCorrectly (line 897) | [Test] method ToCsvDataParsesEmptyFinalValue (line 913) | [Test] method ToCsvDataParsesEmptyValue (line 926) | [Test] method ConvertsDecimalFromString (line 932) | [Test] method ConvertsDecimalFromStringWithExtraWhiteSpace (line 940) | [Test] method ConvertsDecimalFromIntStringWithExtraWhiteSpace (line 948) | [Test] method ConvertsZeroDecimalFromString (line 956) | [Test] method ConvertsOneNumberDecimalFromString (line 964) | [Test] method ConvertsZeroDecimalValueFromString (line 972) | [Test] method ConvertsEmptyDecimalValueFromString (line 980) | [Test] method ConvertsNegativeDecimalFromString (line 988) | [Test] method ConvertsNegativeDecimalFromStringWithExtraWhiteSpace (line 996) | [Test] method ConvertsNegativeDecimalFromIntStringWithExtraWhiteSpace (line 1004) | [Test] method ConvertsNegativeZeroDecimalFromString (line 1012) | [Test] method ConvertsNegavtiveOneNumberDecimalFromString (line 1020) | [Test] method ConvertsNegativeZeroDecimalValueFromString (line 1028) | [Test] method ConvertsPercent (line 1036) | [TestCase("1.23%", 0.0123d)] method ConvertsTimeSpanFromString (line 1047) | [Test] method ConvertsDictionaryFromString (line 1055) | [Test] method DictionaryAddsItemToExistsList (line 1064) | [Test] method DictionaryAddCreatesNewList (line 1075) | [Test] method SafeDecimalCasts (line 1087) | [Test] method SafeDecimalCastRespectsUpperBound (line 1095) | [Test] method SafeDecimalCastRespectsLowerBound (line 1103) | [Test] method SafeDecimalCastThrowsArgumentException (line 1111) | [TestCase(Language.CSharp, double.NaN)] method NormalizeDecimalReturnsNoTrailingZeros (line 1133) | [Test] method SmartRoundingShort (line 1143) | [TestCase(0.072842, "0.072842")] method RoundToSignificantDigits (line 1153) | [Test] method RoundsDownInTimeZone (line 1163) | [Test] method GetStringBetweenCharsTests (line 1173) | [Test] method PyObjectTryConvertQuoteBar (line 1206) | [Test] method PyObjectTryConvertSMA (line 1219) | [Test] method PyObjectTryConvertATR (line 1232) | [Test] method PyObjectTryConvertAD (line 1245) | [Test] method PyObjectTryConvertCustomCSharpData (line 1258) | [Test] method PyObjectTryConvertPythonClass (line 1271) | [Test] method PyObjectTryConvertSymbolArray (line 1292) | [Test] method PyObjectTryConvertFailCSharp (line 1309) | [Test] method PyObjectTryConvertFailPython (line 1321) | [Test] method PyObjectTryConvertFailPythonClass (line 1338) | [Test] method PyObjectTryConvertToFunc (line 1359) | [Test] method PyObjectTryConvertToAction1 (line 1388) | [Test] method CSharpSelectorFunctionIsNotConverted (line 1412) | [Test] method PyObjectTryConvertToAction2 (line 1428) | [Test] method PyObjectTryConvertToNonDelegateFail (line 1452) | [Test] method PyObjectStringConvertToSymbolEnumerable (line 1466) | [Test] method PyObjectStringListConvertToSymbolEnumerable (line 1481) | [Test] method PyObjectSymbolConvertToSymbolEnumerable (line 1496) | [Test] method PyObjectSymbolListConvertToSymbolEnumerable (line 1508) | [Test] method PyObjectNonSymbolObjectConvertToSymbolEnumerable (line 1520) | [Test] method PyObjectDictionaryConvertToDictionary_Success (line 1529) | [Test] method PyObjectDictionaryConvertToDictionary_FailNotDictionary (line 1562) | [Test] method PyObjectDictionaryConvertToDictionary_FailWrongItemType (line 1576) | [Test] class TestGenericClass (line 1595) | public class TestGenericClass method GetGenericClassObject (line 1600) | public static TestGenericClass GetGenericClassObject() method PyObjectConvertFromGenericCSharpType (line 1605) | [Test] method PyObjectConvertPythonTypeDerivedFromCSharpType (line 1625) | [Test] method BatchByDoesNotDropItems (line 1646) | [Test] method ToOrderTicketCreatesCorrectTicket (line 1658) | [Test] method ToFinancialFigures (line 1676) | [TestCase(4000, "4K")] method DecimalTruncateTo3DecimalPlaces (line 1694) | [Test] method DecimalTruncateTo3DecimalPlacesDoesNotThrowException (line 1701) | [Test] method DecimalAllowExponentTests (line 1717) | [Test] method DateRulesToFunc (line 1726) | [Test] method GetsExerciseDirection (line 1744) | [Test] method AppliesScalingToEquityTickQuotes (line 1755) | [Test] method ToOrderDirection (line 1828) | [Test] method Closes (line 1837) | [Test] method ListEquals (line 1852) | [Test] method GetListHashCode (line 1863) | [Test] method DiscretelyRoundBy (line 1885) | [Test] method GreatestCommonDivisorTests (line 1907) | [TestCase(new int[] { 1, 2 }, 1)] method ConvertsPythonUniverseSelectionSymbolIDDelegateToSymbolDelegate (line 1924) | [Test] method SafeDivisionWorksAsExpectedWithEdgeCases (line 1958) | [TestCaseSource(nameof(DivideCases))] method GetHistoricalSymbolNamesByDateRequest (line 1964) | [TestCase("GOOGL", "2004/08/19", "2024/03/01", 2, "GOOG,GOOGL")] // IP... method GetHistoricalFutureSymbolNamesByDateRequest (line 2007) | [TestCase(Futures.Indices.SP500EMini, "2023/11/16", 1)] method GetPythonPropertyOfACustomIndicatorWorks (line 2019) | [TestCaseSource(nameof(GetPythonPropertyOfACustomIndicatorWorksTestCas... method TryGetFromCsv_EmptyCsv_ReturnsNull (line 2038) | [Test] method TryGetFromCsv_SingleValue_ReturnsValue (line 2048) | [Test] method TryGetFromCsv_MultipleValues_ReturnsCorrectValue (line 2058) | [TestCase("value1,value2,value3", 0, "value1")] method TryGetFromCsv_InvalidIndex_ReturnsNull (line 2071) | [TestCase(-1)] method TryGetDecimalFromCsv_InvalidTypeOrIndex_ReturnsZero (line 2080) | [TestCase(0)] method TryGetDecimalFromCsv_ReturnsDecimalValue (line 2090) | [TestCase(0, 2.0)] method GetsEnumStringInPython (line 2099) | [Test] class TestDto (line 2123) | private class TestDto method JsonStreamSerializationRoundTrip (line 2130) | [Test] method JsonStringSerializationRoundTrip (line 2151) | [Test] method TryDownloadDataDeserializesToCorrectType (line 2169) | [Test] method TryDownloadDataReturnsRawResponseWhenTypeIsString (line 2184) | [TestCase("{\"Sucess\": true}")] method TryDownloadDataHandlesNetworkError (line 2198) | [Test] method MockClient (line 2219) | private static HttpClient MockClient(string content, HttpStatusCode code) method GetsCorrectMirrorOption (line 2271) | [TestCaseSource(nameof(MirrorOptionTestCases))] method ConvertToPyObject (line 2277) | private PyObject ConvertToPyObject(object value) class Super (line 2285) | private class Super class Derived1 (line 2289) | private class Derived1 : Super class Derived2 (line 2293) | private class Derived2 : Derived1 method CreateSecurity (line 2297) | private static Security CreateSecurity(Symbol symbol) FILE: Tests/Common/Util/FileExtensionTests.cs class FileExtensionTests (line 20) | [TestFixture] method ToNormalizedPathReturnsNormalizedPath (line 23) | [TestCaseSource(nameof(ToNormalizedPathReturnsNormalizedPathTestCases))] method ToNormalizedPathReturnsTheSamePath (line 30) | [TestCaseSource(nameof(ToNormalizedPathReturnsTheSamePathTestCases))] method FromValidReturnsOriginalName (line 37) | [TestCaseSource(nameof(FromValidReturnsOriginalPathTestCases))] method ToNormalizedPathAndFromNormalizedPathReturnsTheSameNameWhenOSIsNotWindows (line 44) | [TestCaseSource(nameof(ToNormalizedPathAndFromNormalizedPathReturnTheS... FILE: Tests/Common/Util/FuncTextWriterTests.cs class FuncTextWriterTests (line 24) | [TestFixture] method Setup (line 27) | [SetUp] method RedirectsWriteAndWriteLine (line 38) | [Test] method RedirectsConsoleOutAndError (line 54) | [Test] FILE: Tests/Common/Util/HistoryExtensionsTests.cs class HistoryExtensionsTests (line 27) | [TestFixture] method GetSplitHistoricalRequestWithTheSameSymbolButDifferentTicker (line 30) | [TestCase("GOOGL", "2010/01/01", "2014/02/04", 1, "GOOG", Description ... method GetSplitHistoricalRequestFutureSymbol (line 83) | [TestCase(Futures.Metals.Gold, 1)] method GetSplitHistoricalRequestAndValidateEndDateInDifferentTimeZones (line 98) | [TestCase("GOOGL", "2010/01/01", "2014/02/04")] method GetSplitHistoricalRequestReturnExpectedDateTimeRanges (line 144) | [TestCase("GOOGL", "2010/01/01", "2015/02/16", "2010/01/01-2014/04/03,... FILE: Tests/Common/Util/JsonRoundingConverterTests.cs class JsonRoundingConverterTests (line 22) | [TestFixture] method MinMaxValueDeserializesSuccessfuly (line 25) | [Test] FILE: Tests/Common/Util/KeyStringSynchronizerTests.cs class KeyStringSynchronizerTests (line 26) | [TestFixture] method ReEntrancy (line 29) | [Test] method ExecuteOnce (line 55) | [Test] method ExecuteMultipleTimes (line 88) | [TestCase(true)] method ExecuteFunc (line 138) | [Test] FILE: Tests/Common/Util/LeanDataPathComponentsTests.cs class LeanDataPathComponentsTests (line 24) | [TestFixture] class Arguments (line 27) | public sealed class Arguments method Arguments (line 35) | public Arguments(Symbol symbol, DateTime date, Resolution resolution... method GetTestCases (line 50) | private static TestCaseData[] GetTestCases() method DecomposesAccordingToLeanDataFileGeneration (line 79) | [Test, TestCaseSource(nameof(GetTestCases))] method TryInvoke (line 96) | private static bool TryInvoke(Action action) FILE: Tests/Common/Util/LeanDataTests.cs class LeanDataTests (line 32) | [TestFixture] method SetUp (line 37) | [SetUp] method TearDown (line 43) | [TearDown] method ConsolidatorStarTime (line 49) | [TestCase("0.00:04:00", "0.09:30:00", "20251013 09:29:01", "20251013 0... method DailyCalendarInfo (line 70) | [TestCase(16, false, "20240506 09:30", "06:30", false)] method DailyCalendarInfoFuture (line 102) | [TestCase(true, "20131219 00:00", "1.00:00")] method GetNextDailyEndTime (line 117) | [TestCase(1, "20240506 16:00", false)] // market closed method GenerateZipFileName (line 151) | [Test, TestCaseSource(nameof(GetLeanDataTestParameters))] method GenerateZipEntryName (line 158) | [Test, TestCaseSource(nameof(GetLeanDataTestParameters))] method GenerateRelativeZipFilePath (line 165) | [Test, TestCaseSource(nameof(GetLeanDataTestParameters))] method GenerateZipFilePath (line 172) | [Test, TestCaseSource(nameof(GetLeanDataTestParameters))] method GenerateLine (line 179) | [Test, TestCaseSource(nameof(GetLeanDataLineTestParameters))] method ParsesGeneratedLines (line 196) | [Test, TestCaseSource(nameof(GetLeanDataLineTestParameters))] method GetSourceMatchesGenerateZipFilePath (line 239) | [Test, TestCaseSource(nameof(GetLeanDataLineTestParameters))] method GetSource (line 254) | [Test, TestCaseSource(nameof(GetLeanDataTestParameters))] method GetDataType_ReturnsCorrectType (line 267) | [Test] method LeanData_CanDetermineTheCorrectCommonDataTypes (line 288) | [Test] method LeanData_GetCommonTickTypeForCommonDataTypes_ReturnsCorrectDataForTickResolution (line 298) | [Test] method TryParseSecurityType (line 305) | [TestCase("forex/fxcm/eurusd/20160101_quote.zip", true, SecurityType.F... method UniversesDataPath (line 324) | [TestCase("Data/equity/usa/universes/etf/spy/20200102.csv", SecurityTy... method IncorrectPaths_CannotBeParsed (line 352) | [Test] method CorrectPaths_CanBeParsedCorrectly (line 378) | [Test] method MappedTickersCorreclty (line 442) | [TestCase("Data\\indexoption\\usa\\minute\\spx\\20210104_quote_europea... method ParsesHourAndDailyOptionsPathCorrectly (line 455) | [TestCase("Data\\indexoption\\usa\\hour\\spx_2021_quote_european", "SP... method AlternativePaths_CanBeParsedCorrectly (line 470) | [TestCase("Data\\alternative\\estimize\\consensus\\aapl.csv", "aapl", ... method CryptoPaths_CanBeParsedCorrectly (line 490) | [Test] method TryParseMapsShouldReturnCorrectSymbol (line 520) | [TestCase("equity/usa/minute/goog/20130102_quote.zip", "GOOG", null, "... method ParsesDataSecurityType (line 537) | [TestCase(SecurityType.Base, "alteRNative")] method SecurityTypeAsDataPath (line 551) | [Test] method OptionZipFilePathWithUnderlyingEquity (line 564) | [Test] method OptionZipFilePathWithUnderlyingFuture (line 584) | [TestCase("ES", "ES")] method FutureOptionSingleZipFileContainingMultipleFuturesOptionsContracts (line 607) | [TestCase(OptionRight.Call, 1650, 2020, 3, 26)] method AggregateTradeBarsTest (line 631) | [Test, TestCaseSource(nameof(AggregateTradeBarsTestData))] method AggregateTradeBarTicksTest (line 656) | [Test, TestCaseSource(nameof(AggregateTradeBarsTestData))] method AggregateQuoteBarsTest (line 685) | [Test, TestCaseSource(nameof(AggregateQuoteBarsTestData))] method AggregateTicksTest (line 712) | [Test, TestCaseSource(nameof(AggregateTickTestData))] method AggregateFlushesData (line 739) | [Test] method AggregateEmpty (line 772) | [Test] method AssertBarsAreEqual (line 780) | private static void AssertBarsAreEqual(IBar expected, IBar actual) method GetLeanDataTestParameters (line 796) | private static TestCaseData[] GetLeanDataTestParameters() method GetLeanDataLineTestParameters (line 899) | private static TestCaseData[] GetLeanDataLineTestParameters() class LeanDataTestParameters (line 1023) | public class LeanDataTestParameters method LeanDataTestParameters (line 1038) | public LeanDataTestParameters(Symbol symbol, DateTime date, Resoluti... class LeanDataLineTestParameters (line 1060) | public class LeanDataLineTestParameters method LeanDataLineTestParameters (line 1070) | public LeanDataLineTestParameters(BaseData data, SecurityType securi... FILE: Tests/Common/Util/LinqExtensionsTests.cs class LinqExtensionsTests (line 24) | [TestFixture] method ToArray_PerformsProjection (line 27) | [Test] method ToImmutableArray_PerformsProjection (line 35) | [Test] FILE: Tests/Common/Util/ListComparerTests.cs class ListComparerTests (line 23) | [TestFixture] method DateTimeEquals (line 26) | [Test] method DateTimeDifferent (line 37) | [Test] method EmptyLists (line 48) | [Test] FILE: Tests/Common/Util/MarketHoursDatabaseJsonConverterTests.cs class MarketHoursDatabaseJsonConverterTests (line 30) | [TestFixture] method HandlesRoundTrip (line 33) | [Test] method TestOverriddenEarlyClosesAndLateOpens (line 64) | public static void TestOverriddenEarlyClosesAndLateOpens(IReadOnlyDict... method HandlesOverridingLateOpens (line 94) | [Test] method HandlesOverridingEarlyCloses (line 110) | [Test] method ConvertMarketHoursDatabaseCsvToJson (line 223) | [Test, Ignore("This is provided to make it easier to convert your own ... method FromCsvFile (line 256) | public static MarketHoursDatabase FromCsvFile(string file, IReadOnlyDi... method FromCsvLine (line 288) | private static MarketHoursDatabase.Entry FromCsvLine(string line, method ParseTimeZone (line 331) | private static DateTimeZone ParseTimeZone(string tz) method ReadCsvHours (line 348) | private static LocalMarketHours ReadCsvHours(string[] csv, int startIn... method ParseHoursToTimeSpan (line 380) | private static TimeSpan ParseHoursToTimeSpan(string ex_open) FILE: Tests/Common/Util/MemoizingEnumerableTests.cs class MemoizingEnumerableTests (line 23) | [TestFixture] method EnumeratesList (line 26) | [Test] method ChainedMemoizingEnumerables (line 34) | [Test] method EnumeratesOnce (line 44) | [Test] FILE: Tests/Common/Util/ObjectActivatorTests.cs class ObjectActivatorTests (line 30) | [TestFixture] method IsFasterThanRawReflection (line 33) | [Test] method ClonesBaseDataDerivedTypes (line 59) | [Test] method Clone (line 86) | public static object Clone(object instanceToClone) method GetFieldInfosIncludingBaseClasses (line 109) | private static IEnumerable GetFieldInfosIncludingBaseClasse... class FieldInfoComparer (line 132) | private class FieldInfoComparer : IEqualityComparer method Equals (line 134) | public bool Equals(FieldInfo x, FieldInfo y) method GetHashCode (line 139) | public int GetHashCode(FieldInfo obj) FILE: Tests/Common/Util/ObjectToListJsonConverterTests.cs class SingleValueListConverterTests (line 23) | [TestFixture] method DeserializesList (line 52) | [Test] method DeserializesSingleValue (line 63) | [Test] method SerializesListWithOneValue (line 74) | [Test] class WellFormedContainer (line 81) | class WellFormedContainer class PoorlyFormedContainer (line 87) | class PoorlyFormedContainer class ComplexType (line 92) | class ComplexType FILE: Tests/Common/Util/PythonUtilTests.cs class PythonUtilTests (line 27) | [TestFixture] method ToActionFailure (line 30) | [TestCase(false)] method ToActionSuccess (line 49) | [TestCase(false)] method ConvertToSymbolsTest (line 74) | [Test] method ParsesPythonExceptionMessage (line 111) | [TestCase("SyntaxError : invalid syntax (BasicTemplateAlgorithm.py, li... method ParsesPythonExceptionStackTrace (line 124) | [TestCase(@" method BothInheritedAndNonInheritedClassesWork (line 238) | [TestCase(true)] method MissingRequiredMethodThrowsException (line 303) | [Test] method PureCSharpClassReturnsDirectInstanceWithoutWrapper (line 324) | [Test] FILE: Tests/Common/Util/RateGateTests.cs class RateGateTests (line 23) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method RateGateWithTimeout (line 26) | [TestCase(5)] method RateGate_ShouldSkipBecauseOfTimeout (line 50) | [Test] FILE: Tests/Common/Util/RateLimit/FixedIntervalRefillStrategyTests.cs class FixedIntervalRefillStrategyTests (line 23) | [TestFixture] method DoesNotRefillUntilIntervalHasElapsed (line 26) | [Test] method ComputesRefillsBasedOnNumberOfPassedIntervals (line 48) | [Test] FILE: Tests/Common/Util/RateLimit/LeakyBucketTests.cs class LeakyBucketTests (line 25) | [TestFixture] method BucketIsInitializedWithAvailableEqualToCapacity (line 28) | [Test] method ConsumeBlocksUntilTokensAreAvailable (line 35) | [Test] FILE: Tests/Common/Util/ReaderWriterLockSlimExtensionsTests.cs class ReaderWriterLockSlimExtensionsTests (line 23) | [TestFixture] method EntersReadLock (line 26) | [Test] method ExitsReadLock (line 38) | [Test] method EntersWriteLock (line 50) | [Test] method ExitsWriteLock (line 61) | [Test] FILE: Tests/Common/Util/SeriesJsonConverterTests.cs class SeriesJsonConverterTests (line 27) | [TestFixture] method SerializeDeserializeReturnsSameSeriesValue (line 30) | [TestCase(null, null, "Tooltip template")] method SerializedPieSeriesWillOnlyHaveOneValue (line 67) | [Test] method SerializeDeserializeReturnsSameCandlestickSeriesValue (line 90) | [TestCase(null, null, "Tooltip template")] method DeserializeChartPointObject (line 128) | [Test] method DeserializeUpperCaseChartPoint (line 152) | [Test] method NullChartPointValue (line 176) | [Test] method DeserializeUpperCaseCandleStick (line 202) | [Test] method NullCandleStickValue (line 229) | [Test] method HandlesAnyBaseSeries (line 257) | [Test] class TestSeries (line 269) | private class TestSeries : BaseSeries method Clone (line 271) | public override BaseSeries Clone(bool empty = false) method ConsolidateChartPoints (line 281) | public override ISeriesPoint ConsolidateChartPoints() method AddPoint (line 285) | public override void AddPoint(DateTime time, List values) class TestPoint (line 291) | private class TestPoint : ISeriesPoint method Clone (line 298) | public ISeriesPoint Clone() FILE: Tests/Common/Util/StreamReaderEnumerableTests.cs class StreamReaderEnumerableTests (line 26) | [TestFixture] method EnumeratesLines (line 29) | [Test] method DisposesWhenEnumerationIsCompleted (line 42) | [Test] class TestMemoryStream (line 62) | class TestMemoryStream : MemoryStream method TestMemoryStream (line 66) | public TestMemoryStream(byte[] bytes) : base(bytes) { } method Dispose (line 67) | protected override void Dispose(bool disposing) class TestStreamReader (line 75) | class TestStreamReader : StreamReader method TestStreamReader (line 79) | public TestStreamReader(Stream stream) : base(stream) { } method Dispose (line 80) | protected override void Dispose(bool disposing) class TestDisposable (line 88) | class TestDisposable : IDisposable method Dispose (line 91) | public void Dispose() { DisposeCalled = true; } FILE: Tests/Common/Util/StreamReaderExtensionsTests.cs class StreamReaderExtensionsTests (line 29) | [TestFixture, Parallelizable(ParallelScope.All)] method GetSimpleString (line 32) | [TestCase("\r\n", "")] method GetString (line 49) | [TestCase("He Llo\r\nHe Llo2\r\n", "He Llo", "He Llo2")] method GetChar (line 65) | [TestCase("8,16.2,a", new[] { '8', '1', '6', '.', '2', 'a' })] method GetDecimal (line 83) | [Test] method GetNegativeDecimal (line 96) | [Test] method GetMultipleDecimals (line 110) | [Test] method GetMultipleDecimalsWithCarriageReturn (line 126) | [Test] method GetMultipleDecimalsWithLineFeed (line 142) | [Test] method GetMultipleDecimalsWithCarriageReturnAndLineFeed (line 158) | [Test] method GetDecimalEmptyString (line 174) | [Test] method GetDateTime (line 188) | [Test] method GetMultipleDateTime (line 198) | [Test] method GetMultipleDateTimeWithCarriageReturn (line 210) | [Test] method GetMultipleDateTimeWithLineFeed (line 222) | [Test] method GetMultipleDateTimeWithCarriageReturnAndLineFeed (line 234) | [Test] method GetDecimalsAndDateTimes (line 246) | [Test] method GetInt (line 263) | [Test] method GetNegativeInt (line 275) | [Test] method GetIntWithCarriageReturnAndLineFeed (line 287) | [Test] method GetIntWithCarriageReturn (line 299) | [Test] method GetIntWithLineFeed (line 311) | [Test] method GetInt64 (line 323) | [Test] method GetNegativeInt64 (line 335) | [Test] method GetInt64WithCarriageReturnAndLineFeed (line 347) | [Test] method GetInt64WithLineFeed (line 359) | [Test] method Performance (line 371) | [Parallelizable(ParallelScope.None)] class TradeBarTest (line 463) | private class TradeBarTest : TradeBar class QuoteBarTest (line 471) | private class QuoteBarTest : QuoteBar FILE: Tests/Common/Util/ValidateTests.cs class ValidateTests (line 21) | [TestFixture] method EmailAddress (line 24) | [Test] FILE: Tests/Common/Util/WhoCalledMeTests.cs class WhoCalledMeTests (line 22) | [TestFixture] method GetMethodNameTest (line 25) | [Test] FILE: Tests/Compression/CompressionTests.cs class CompressionTests (line 27) | [TestFixture] method ReadLinesCountMatchesLineCount (line 30) | [Test] method ZipsStream (line 41) | [Test] method ZipBytes (line 60) | [Test] method ZipBytesReturnsByteArrayWithCorrectLength (line 76) | [Test] method ExtractsZipEntryByName (line 86) | [Test] method ReadsZipEntryFileNames (line 99) | [Test] method UnzipByteArray (line 120) | [Test] method UnzipToFolderDoesNotStripSubDirectories (line 152) | [Test] method UnzipToFolderUsesCorrectOutputFolder (line 182) | [Test] method ZipUnzipDataToFile (line 212) | [Test] method UnzipDataSupportsEncoding (line 232) | [Test] method UnzipDataStream (line 254) | [Test] method ZipCreateAppendData (line 278) | [TestCase(true)] FILE: Tests/Compression/ZipStreamWriterTests.cs class ZipStreamWriterTests (line 24) | [TestFixture] method Create (line 28) | [Test] method Update (line 47) | [Test] method MultipleEntries (line 69) | [Test] FILE: Tests/Configuration/ApplicationParserTests.cs class ApplicationParserTests (line 27) | [TestFixture] method ReturnProperNumberOfArgs (line 50) | [Test] method ThrowIfNoValueCommandOptionProvided (line 65) | [Test] method PaserNoValueArg (line 83) | [Test] method ParseSingleValueArgs (line 103) | [TestCase("algorithm-id", "\"AlgorithmId\"")] method ParseMultiValueArgs (line 129) | [Test] method MergeWithArguments (line 153) | [TestCase("algorithmId", true, 100, 100.5, 1, 100.5)] FILE: Tests/Configuration/ConfigTests.cs class ConfigTests (line 26) | [TestFixture] method SetUp (line 29) | [OneTimeSetUp] method TearDown (line 35) | [OneTimeTearDown] method SetRespectsEnvironment (line 41) | [Test] method ChangeConfigurationFileNameWrites (line 53) | [Test] method FlattenTest (line 71) | [Test] method GetValueHandlesDateTime (line 107) | [Test] method GetValueHandlesTimeSpan (line 113) | [Test] method GetString (line 129) | [TestCase("value")] method GetBool (line 145) | [TestCase("true", true)] method GetInt (line 156) | [TestCase("1", 1)] method GetDouble (line 167) | [TestCase("100.0", 100)] method GetValueHandles (line 177) | private void GetValueHandles(T value) FILE: Tests/DownloaderDataProvider/DataDownloadConfigTests.cs class DataDownloadConfigTests (line 25) | [TestFixture] method ValidateMarketArguments (line 28) | [TestCase(null, "BTCUSDT", SecurityType.Crypto, "coinbase", false)] method ShouldParseSymbolContractAndDownload (line 59) | [TestCase(Market.CME, Securities.Futures.Indices.SP500EMini + "H6", Se... FILE: Tests/DownloaderDataProvider/DownloadHelperTests.cs class DownloadHelperTests (line 31) | [TestFixture] method OneTimeSetUp (line 36) | [OneTimeSetUp] method OneTimeTearDown (line 42) | [OneTimeTearDown] method RunDownload (line 56) | [TestCase(TickType.Trade, Resolution.Daily)] method GenerateTradeBarByEachSymbol (line 92) | private static IEnumerable GenerateTradeBarByEachSymbol(IEnu... method GenerateOptionContracts (line 102) | private static List GenerateOptionContracts(Symbol underlying,... class DataDownloaderTest (line 114) | private class DataDownloaderTest : IDataDownloader method DataDownloaderTest (line 118) | public DataDownloaderTest(IEnumerable data) method Get (line 123) | public IEnumerable Get(DataDownloaderGetParameters dataDow... FILE: Tests/Engine/AlgorithmLogTests.cs class AlgorithmLogTests (line 23) | [TestFixture] method AlgorithmCompletesWhenCallingErroLogOnInit (line 26) | [TestCase(typeof(TestAlgorithmWithErrorLogOnInit))] class TestAlgorithmWithErrorLogOnInit (line 43) | public class TestAlgorithmWithErrorLogOnInit : BasicTemplateDailyAlgor... method Initialize (line 45) | public override void Initialize() class TestAlgorithmWithDebugLogOnInit (line 52) | public class TestAlgorithmWithDebugLogOnInit : BasicTemplateDailyAlgor... method Initialize (line 54) | public override void Initialize() class TestAlgorithmWithLogOnInit (line 61) | public class TestAlgorithmWithLogOnInit : BasicTemplateDailyAlgorithm method Initialize (line 63) | public override void Initialize() FILE: Tests/Engine/AlgorithmManagerTests.cs class AlgorithmManagerTests (line 46) | [TestFixture] method MonitorsAlgorithmState (line 49) | [TestCase(AlgorithmStatus.Deleted)] method TestAlgorithmManagerSpeed (line 91) | [Test, Explicit("TravisExclude")] class NullLeanManager (line 150) | public class NullLeanManager : ILeanManager method Dispose (line 152) | public void Dispose() method Initialize (line 156) | public void Initialize(LeanEngineSystemHandlers systemHandlers, method SetAlgorithm (line 163) | public void SetAlgorithm(IAlgorithm algorithm) method Update (line 167) | public void Update() method OnAlgorithmStart (line 171) | public void OnAlgorithmStart() method OnAlgorithmEnd (line 175) | public void OnAlgorithmEnd() method OnSecuritiesChanged (line 179) | public void OnSecuritiesChanged(SecurityChanges changes) class NullResultHandler (line 184) | class NullResultHandler : IResultHandler method OnSecuritiesChanged (line 189) | public void OnSecuritiesChanged(SecurityChanges changes) method DebugMessage (line 193) | public void DebugMessage(string message) method SystemDebugMessage (line 197) | public void SystemDebugMessage(string message) method SecurityType (line 201) | public void SecurityType(List types) method LogMessage (line 205) | public void LogMessage(string message) method ErrorMessage (line 209) | public void ErrorMessage(string error, string stacktrace = "") method RuntimeError (line 213) | public void RuntimeError(string message, string stacktrace = "") method BrokerageMessage (line 217) | public void BrokerageMessage(BrokerageMessageEvent brokerageMessageE... method Sample (line 221) | public void Sample(DateTime time) method SetAlgorithm (line 225) | public void SetAlgorithm(IAlgorithm algorithm, decimal startingPortf... method SendStatusUpdate (line 229) | public void SendStatusUpdate(AlgorithmStatus status, string message ... method RuntimeStatistic (line 233) | public void RuntimeStatistic(string key, string value) method OrderEvent (line 237) | public void OrderEvent(OrderEvent newEvent) method Exit (line 241) | public void Exit() method ProcessSynchronousEvents (line 245) | public void ProcessSynchronousEvents(bool forceProcess = false) method SaveResults (line 249) | public void SaveResults(string name, Result result) method SetDataManager (line 253) | public void SetDataManager(IDataFeedSubscriptionManager dataManager) method StatisticsResults (line 257) | public StatisticsResults StatisticsResults() method SetSummaryStatistic (line 262) | public void SetSummaryStatistic(string name, string value) method AlgorithmTagsUpdated (line 266) | public void AlgorithmTagsUpdated(HashSet tags) method AlgorithmNameUpdated (line 270) | public void AlgorithmNameUpdated(string name) method Initialize (line 274) | public void Initialize(ResultHandlerInitializeParameters parameters) class NullRealTimeHandler (line 279) | class NullRealTimeHandler : IRealTimeHandler method Add (line 281) | public void Add(ScheduledEvent scheduledEvent) method Remove (line 285) | public void Remove(ScheduledEvent scheduledEvent) method Setup (line 290) | public void Setup(IAlgorithm algorithm, AlgorithmNodePacket job, IRe... method Run (line 294) | public void Run() method SetTime (line 298) | public void SetTime(DateTime time) method ScanPastEvents (line 302) | public void ScanPastEvents(DateTime time) method Exit (line 306) | public void Exit() method OnSecuritiesChanged (line 310) | public void OnSecuritiesChanged(SecurityChanges changes) class NullSynchronizer (line 315) | class NullSynchronizer : ISynchronizer method NullSynchronizer (line 326) | public NullSynchronizer(IAlgorithm algorithm) method StreamData (line 346) | public IEnumerable StreamData(CancellationToken cancellat... method GenerateTimeSlices (line 351) | private IEnumerable GenerateTimeSlices() class AlgorithmManagerAlgorithmStatusTest (line 377) | public class AlgorithmManagerAlgorithmStatusTest : BasicTemplateDailyA... method AlgorithmManagerAlgorithmStatusTest (line 382) | public AlgorithmManagerAlgorithmStatusTest() : base() method OnData (line 385) | public override void OnData(Slice data) FILE: Tests/Engine/AlgorithmTimeLimitManagerTests.cs class AlgorithmTimeLimitManagerTests (line 28) | [TestFixture] method TearUp (line 31) | [OneTimeSetUp] method TearDown (line 38) | [OneTimeTearDown] method StopsAlgorithm (line 45) | [Test] method RaceCondition (line 60) | [Test] FILE: Tests/Engine/BrokerageTransactionHandlerTests/BacktestingTransactionHandlerTests.cs class BacktestingTransactionHandlerTests (line 38) | [TestFixture] method Initialize (line 44) | [SetUp] method InvalidOrderRequestWontSetTicketAsProcessed (line 59) | [Test] method SendingNewOrderFromOnOrderEvent (line 94) | [Test] method SendingNewOrderFromPartiallyFilledOnOrderEvent (line 172) | [Test] method ProcessesOrdersInLivePaperTrading (line 260) | [Test] method ProcessesOrdersConcurrentlyInLivePaperTrading (line 351) | [Test] class TestablePaperBrokerageTransactionHandler (line 397) | private class TestablePaperBrokerageTransactionHandler : BacktestingTr... method TestablePaperBrokerageTransactionHandler (line 407) | public TestablePaperBrokerageTransactionHandler(int expectedOrdersCo... method HandleOrderRequest (line 413) | public override void HandleOrderRequest(OrderRequest request) class TestPartialFilledModel (line 433) | internal class TestPartialFilledModel : IFillModel method Fill (line 437) | public Fill Fill(FillModelParameters parameters) FILE: Tests/Engine/BrokerageTransactionHandlerTests/BrokerageTransactionHandlerTests.cs class BrokerageTransactionHandlerTests (line 45) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method Initialize (line 54) | [SetUp] method TearDown (line 68) | [TearDown] method MakeOrderRequest (line 74) | private static SubmitOrderRequest MakeOrderRequest(Security security, ... method RetrieveComboOrdersWithTheSameBrokerageIdEvenIfOneOfThemIsFilled (line 96) | [TestCase("1", 3)] method OrderTagIsSetToTheDefaultOne (line 138) | [Test] method OrderQuantityIsFlooredToNearestMultipleOfLotSizeWhenLongOrderIsRounded (line 189) | [Test] method BrokerageOrderIdChanged (line 219) | [Test] method OrderQuantityIsCeiledToNearestMultipleOfLotSizeWhenShortOrderIsRounded (line 250) | [Test] method OrderIsNotPlacedWhenOrderIsLowerThanLotSize (line 280) | [Test] method GetOpenOrderTicketsDoesWorksCorrectly (line 308) | [Test] method GetOpenOrderTicketsDoesNotReturnInvalidatedOrder (line 341) | [Test] method DynamicIndexOptionPriceRoundeding (line 375) | [TestCase("NDX", "1.14", "1.15")] method LimitOrderPriceIsRounded (line 423) | [Test] method StopMarketOrderPriceIsRounded (line 457) | [Test] method TrailingStopOrderPriceIsRounded (line 491) | [Test] method ComboLimitOrderPriceIsRounded (line 529) | [TestCase(OrderType.ComboLimit, 300.12121212, 0, 0, 300.12, 300.12)] method OrderCancellationTransitionsThroughCancelPendingStatus (line 614) | [Test] method RoundsEquityLimitOrderPricesCorrectly (line 663) | [TestCase(0.9, 1.123456789, 1.12)] method RoundOff_Long_Fractional_Orders (line 692) | [Test] method PriceRoundingWarningLogsOnlyOnceWithMultipleOrders (line 717) | [Test] method RoundOff_Short_Fractional_Orders (line 752) | [Test] method RoundOff_LessThanLotSize_Fractional_Orders (line 777) | [Test] method InvalidUpdateOrderRequestShouldNotInvalidateCanceledOrder (line 802) | [Test] method InvalidUpdateOrderRequestShouldNotInvalidateFilledOrder (line 845) | [Test] method InvalidUpdateOrderRequestShouldNotInvalidateOrder (line 892) | [Test] method UpdateOrderRequestShouldWork (line 934) | [Test] method UpdatePartiallyFilledOrderRequestShouldWork (line 975) | [Test] method UpdateOrderRequestShouldFailForInvalidOrder (line 1027) | [Test] method CancelOrderRequestShouldFailForInvalidOrder (line 1046) | [Test] method UpdateOrderRequestShouldFailForFilledOrder (line 1065) | [Test] method TagUpdateOrderRequestShouldSucceedForFilledOrder (line 1106) | [Test] method UpdateOrderRequestShouldFailForNewOrderStatus (line 1145) | [Test] method CancelOrderRequestShouldFailForNewOrderStatus (line 1181) | [Test] method CancelOrderTicket (line 1217) | [Test] method CancelOrderRequestShouldFailForFilledOrder (line 1258) | [Test] method SyncFailedCancelOrderRequestShouldUpdateOrderStatusCorrectly (line 1295) | [Test] method AsyncFailedCancelOrderRequestShouldUpdateOrderStatusCorrectly (line 1338) | [Test] method AsyncFailedCancelOrderRequestShouldUpdateOrderStatusCorrectlyWithIntermediateUpdate (line 1385) | [Test] method SyncFailedCancelOrderRequestShouldUpdateOrderStatusCorrectlyWithIntermediateUpdate (line 1432) | [Test] method UpdateOrderRequestShouldFailForInvalidOrderId (line 1479) | [Test] method GetOpenOrdersWorksForSubmittedFilledStatus (line 1495) | [Test] method GetOpenOrdersWorksForCancelPendingCanceledStatus (line 1528) | [Test] method ProcessSynchronousEventsShouldPerformCashSyncOnce (line 1569) | [Test] method OrderFillShouldTriggerRePerformingCashSync (line 1596) | [Test] method ProcessSynchronousEventsShouldPerformCashSyncOnlyAtExpectedTime (line 1636) | [Test] method EmptyCashBalanceIsValid (line 1662) | [Test] method DoesNotLoopEndlesslyIfGetCashBalanceAlwaysThrows (line 1698) | [Test] method AddOrderWaitsForOrderToBeProcessed (line 1759) | [Test] method IncrementalOrderId (line 1794) | [Test, Parallelizable(ParallelScope.None)] method InvalidOrderEventDueToNonShortableAsset (line 1811) | [Test] method OptionExpirationEmitsOrderEvents (line 1838) | [TestCase(-1, OptionRight.Call, 455, 100, 450, 1, 0, 100, "OTM")] method EarlyExerciseEmitsOrderEvents (line 1912) | [TestCase(1, OptionRight.Call, 450, 100, 455, 2, 0, 200, "Automatic Ex... method EarlyExerciseDoesNotEmitsOrderEvents (line 1986) | [TestCase(1, OptionRight.Call, 450, 100, 455, 1, 0, "Automatic Exercis... method EarlyAssignmentEmitsOrderEvents (line 2050) | [TestCase(-1, OptionRight.Call, 450, 100, 455, 2, 0, 0)] method EarlyAssignmentEmitsOrderEventsEvenIfOldBuyOrderPresent (line 2111) | [TestCase(-2, OptionRight.Call, 450, 100, 455, 2, 0, 0)] method EarlyAssignmentDoesNotEmitsOrderEventsInLive (line 2179) | [TestCase(-2, OptionRight.Call, 450, 100, 455, 0, OrderDirection.Buy)] method OrderPriceAdjustmentModeIsSetAfterPlacingOrder (line 2260) | [TestCaseSource(nameof(PriceAdjustmentModeTestCases))] method OrderPriceAdjustmentModeIsSetWhenAddingOpenOrder (line 2300) | [TestCaseSource(nameof(PriceAdjustmentModeTestCases))] method GetOrder (line 2349) | private static Order GetOrder(OrderType type, Symbol symbol) method NewBrokerageOrdersAreFiltered (line 2380) | [TestCaseSource(nameof(BrokerageSideOrdersTestCases))] method UnrequestedSecuritiesAreAddedForNewBrokerageSideOrders (line 2401) | [Test] method ProcessesOrdersConcurrently (line 2425) | [Test] method ProcessesComboRequestsOnSameThreadWhenConcurrencyIsEnabled (line 2469) | [Test] method BrokerageTransactionHandlerDoesNotProcessEventsWhenAlgorithmIsStopped (line 2517) | [TestCase("OnAccountChanged")] class TestIncrementalOrderIdAlgorithm (line 2609) | internal class TestIncrementalOrderIdAlgorithm : OrderTicketDemoAlgorithm method OnOrderEvent (line 2613) | public override void OnOrderEvent(OrderEvent orderEvent) class TestIncrementalOrderIdSetupHandler (line 2636) | internal class TestIncrementalOrderIdSetupHandler : AlgorithmRunner.Re... method CreateAlgorithmInstance (line 2638) | public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePack... class EmptyHistoryProvider (line 2644) | internal class EmptyHistoryProvider : HistoryProviderBase method Initialize (line 2648) | public override void Initialize(HistoryProviderInitializeParameters ... method GetHistory (line 2652) | public override IEnumerable GetHistory(IEnumerable GetOpenOrders() method GetAccountHoldings (line 2726) | public override List GetAccountHoldings() method GetCashBalance (line 2731) | public override List GetCashBalance() class TestBroker (line 2737) | internal class TestBroker : BacktestingBrokerage method TestBroker (line 2740) | public TestBroker(IAlgorithm algorithm, bool cancelOrderResult) : ba... method CancelOrder (line 2744) | public override bool CancelOrder(Order order) method OnOrderIdChangedEventPublic (line 2748) | public void OnOrderIdChangedEventPublic(BrokerageOrderIdChangedEvent e) class TestBrokerageTransactionHandler (line 2754) | public class TestBrokerageTransactionHandler : BrokerageTransactionHan... method Initialize (line 2768) | public override void Initialize(IAlgorithm algorithm, IBrokerage bro... method GetLastSyncDate (line 2775) | public DateTime GetLastSyncDate() method InitializeTransactionThread (line 2780) | protected override void InitializeTransactionThread() method RoundOrderPrices (line 2785) | public new void RoundOrderPrices(Order order, Security security) class TestPriceVariationModel (line 2791) | private class TestPriceVariationModel : IPriceVariationModel method TestPriceVariationModel (line 2795) | public TestPriceVariationModel(decimal increment) method GetMinimumPriceVariation (line 2800) | public decimal GetMinimumPriceVariation(GetMinimumPriceVariationPara... class TestNonShortableProvider (line 2806) | private class TestNonShortableProvider : IShortableProvider method AllShortableSymbols (line 2808) | public Dictionary AllShortableSymbols(DateTime localTime) method FeeRate (line 2813) | public decimal FeeRate(Symbol symbol, DateTime localTime) method RebateRate (line 2818) | public decimal RebateRate(Symbol symbol, DateTime localTime) method ShortableQuantity (line 2823) | public long? ShortableQuantity(Symbol symbol, DateTime localTime) class TestShortableBrokerageModel (line 2829) | private class TestShortableBrokerageModel : DefaultBrokerageModel method GetShortableProvider (line 2831) | public override IShortableProvider GetShortableProvider(Security sec... class TestBrokerageMessageHandler (line 2837) | private class TestBrokerageMessageHandler : IBrokerageMessageHandler method HandleMessage (line 2841) | public void HandleMessage(BrokerageMessageEvent messageEvent) method HandleOrder (line 2845) | public bool HandleOrder(NewBrokerageOrderNotificationEventArgs event... class TestingBrokerage (line 2853) | private class TestingBrokerage : TestBrokerage method OnNewBrokerageOrder (line 2855) | public void OnNewBrokerageOrder(NewBrokerageOrderNotificationEventAr... class TestingConcurrentBrokerage (line 2861) | private class TestingConcurrentBrokerage : TestingBrokerage class TestableConcurrentBrokerageTransactionHandler (line 2866) | private class TestableConcurrentBrokerageTransactionHandler : Brokerag... method TestableConcurrentBrokerageTransactionHandler (line 2878) | public TestableConcurrentBrokerageTransactionHandler(int expectedOrd... method HandleOrderRequest (line 2884) | public override void HandleOrderRequest(OrderRequest request) class EventEmittingBrokerage (line 2906) | internal class EventEmittingBrokerage : Brokerage method EventEmittingBrokerage (line 2913) | public EventEmittingBrokerage(IAlgorithm algorithm) : base("NoSubmit... method PlaceOrder (line 2917) | public override bool PlaceOrder(Order order) method UpdateOrder (line 2921) | public override bool UpdateOrder(Order order) method CreateOrderEvent (line 2927) | public void CreateOrderEvent(OrderEvent orderEvent) method CreateAccountChangedEvent (line 2932) | public void CreateAccountChangedEvent(AccountEvent accountEvent) method CreateOptionPositionAssignedEvent (line 2937) | public void CreateOptionPositionAssignedEvent(OrderEvent orderEvent) method CreateOptionNotificationEvent (line 2942) | public void CreateOptionNotificationEvent(OptionNotificationEventArg... method CreateNewBrokerageOrderNotificationEvent (line 2947) | public void CreateNewBrokerageOrderNotificationEvent(NewBrokerageOrd... method CreateDelistingNotificationEvent (line 2952) | public void CreateDelistingNotificationEvent(DelistingNotificationEv... method CreateOrderIdChangedEvent (line 2957) | public void CreateOrderIdChangedEvent(BrokerageOrderIdChangedEvent b... method CreateOrderUpdatedEvent (line 2962) | public void CreateOrderUpdatedEvent(OrderUpdateEvent orderEvent) method CancelOrder (line 2967) | public override bool CancelOrder(Order order) method Connect (line 2972) | public override void Connect() method Disconnect (line 2977) | public override void Disconnect() method GetOpenOrders (line 2982) | public override List GetOpenOrders() method GetAccountHoldings (line 2987) | public override List GetAccountHoldings() method GetCashBalance (line 2992) | public override List GetCashBalance() FILE: Tests/Engine/CustomBrokerageMessageHandlerTests.cs class CustomBrokerageMessageHandlerTests (line 31) | [TestFixture] method PythonCustomBrokerageMessageHandlerCallsBase (line 34) | [Test] method RunPartialCustomBrokerageMessageHandlerRegressionAlgorithm (line 63) | [Test] method RunCustomBrokerageMessageHandlerRegressionAlgorithm (line 106) | [Test] class CustomBacktestingBrokerage (line 149) | public class CustomBacktestingBrokerage : BacktestingBrokerage method CustomBacktestingBrokerage (line 157) | public CustomBacktestingBrokerage(IAlgorithm algorithm) : base(algor... method Scan (line 161) | public override void Scan() class CustomBacktestingSetupHandler (line 184) | public class CustomBacktestingSetupHandler : BacktestingSetupHandler method CreateBrokerage (line 186) | public override IBrokerage CreateBrokerage(AlgorithmNodePacket algor... FILE: Tests/Engine/DataCacheProviders/DataCacheProviderTests.cs class DataCacheProviderTests (line 26) | public abstract class DataCacheProviderTests method Setup (line 30) | [OneTimeSetUp] method TearDown (line 36) | [OneTimeTearDown] method CreateDataCacheProvider (line 42) | public abstract IDataCacheProvider CreateDataCacheProvider(); method CanFetchDataThatExists (line 44) | [TestCase("../../../Data/equity/usa/minute/aapl/20140606_trade.zip")] method CannotFetchDataThatDoesNotExist (line 56) | [Test] FILE: Tests/Engine/DataCacheProviders/DiskDataCacheProviderTests.cs class DiskDataCacheProviderTests (line 27) | [TestFixture] method CreateDataCacheProvider (line 30) | public override IDataCacheProvider CreateDataCacheProvider() method WriteTest (line 35) | [Test] method OverrideEntry (line 58) | [Test] FILE: Tests/Engine/DataCacheProviders/SingleEntryDataCacheProviderTests.cs class SingleEntryDataCacheProviderTests (line 23) | [TestFixture] method CreateDataCacheProvider (line 26) | public override IDataCacheProvider CreateDataCacheProvider() FILE: Tests/Engine/DataCacheProviders/ZipDataCacheProviderTests.cs class ZipDataCacheProviderTests (line 27) | [TestFixture] method CreateDataCacheProvider (line 33) | public override IDataCacheProvider CreateDataCacheProvider() method MultiThreadReadWriteTest (line 38) | [Test] method StoreFailsCorruptedFile (line 54) | [Test] method ReadAndWrite (line 70) | private void ReadAndWrite(IDataCacheProvider dataCacheProvider, byte[]... FILE: Tests/Engine/DataFeeds/AggregationManagerTests.cs class AggregationManagerTests (line 29) | [TestFixture, Parallelizable(ParallelScope.All)] method PassesTicksStraightThrough (line 32) | [Test] method BadTicksIgnored (line 55) | [Test] method TickTypeRespected (line 69) | [Test] method UnknownSubscriptionIgnored (line 86) | [Test] method CanHandleMultipleSubscriptions (line 109) | [TestCase(100, 1, typeof(TradeBar), Resolution.Minute)] method CanHandleBars (line 156) | [TestCase(typeof(TradeBar), TickType.Trade, Resolution.Second)] method SubscribeMultipleDataTypes (line 196) | [Test] method GetDataAggregator (line 264) | private IDataAggregator GetDataAggregator() method GetDataAggregator (line 269) | private IDataAggregator GetDataAggregator(ITimeProvider timeProvider) method GetSubscriptionDataConfig (line 274) | private SubscriptionDataConfig GetSubscriptionDataConfig(Symbol sym... method GetSubscriptionDataConfig (line 279) | private SubscriptionDataConfig GetSubscriptionDataConfig(Type T, Symbo... class TestAggregationManager (line 293) | private class TestAggregationManager : AggregationManager method TestAggregationManager (line 295) | public TestAggregationManager(ITimeProvider timeProvider) FILE: Tests/Engine/DataFeeds/AlgorithmStub.cs class AlgorithmStub (line 30) | public class AlgorithmStub : QCAlgorithm method AlgorithmStub (line 51) | public AlgorithmStub(bool createDataManager = true) method AlgorithmStub (line 65) | public AlgorithmStub(IDataFeed dataFeed) method AddSecurities (line 73) | public void AddSecurities(Resolution resolution = Resolution.Second, L... method AddCryptoEntry (line 93) | public void AddCryptoEntry(string ticker, string market) method OnSecuritiesChanged (line 99) | public override void OnSecuritiesChanged(SecurityChanges changes) FILE: Tests/Engine/DataFeeds/Auxiliary/MapFileResolverTests.cs class MapFileResolverTests (line 27) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method ChecksFirstDate (line 32) | [Test] method ResolvesCorrectlyReUsedTicker (line 45) | [Test] method InitializationSpeedTest (line 66) | [Test] method ResolvesStraightMapping (line 76) | [Test] method MapFileReturnDefaultValueCorrectly (line 84) | [Test] method ResolvesMapFilesOnNonSpecifiedDates (line 92) | [Test] method ResolvesOldSymbolRemapped (line 102) | [Test] method ResolvesExactMapping (line 113) | [Test] method ResolvesRemappedSymbolWithBothMapFiles (line 124) | [Test] method ResolvesRemappedAndDelistedSymbol (line 134) | [Test] method ContinuousFuturesMappingMode (line 144) | [Test] method CreateMapFileResolver (line 155) | private static MapFileResolver CreateMapFileResolver() FILE: Tests/Engine/DataFeeds/BacktestingFutureChainProviderTests.cs class BacktestingFutureChainProviderTests (line 25) | [TestFixture] method SetUp (line 31) | [OneTimeSetUp] method TearDown (line 40) | [OneTimeTearDown] method CorrectlyDeterminesContractList (line 47) | [TestCase("20131011")] method UsesMultipleResolutions (line 59) | [TestCase("20201007", 2)] FILE: Tests/Engine/DataFeeds/BaseDataCollectionAggregatorReaderTests.cs class BaseDataCollectionAggregatorReaderTests (line 27) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method AggregatesDataPerTime (line 30) | [TestCase(Resolution.Daily, 1, true, true)] method Initialize (line 58) | private static ISubscriptionDataSourceReader Initialize(bool liveMode,... class TestBaseDataCollection (line 75) | private class TestBaseDataCollection : BaseDataCollection method Reader (line 79) | public override BaseData Reader(SubscriptionDataConfig config, strin... method GetSource (line 92) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... FILE: Tests/Engine/DataFeeds/BaseDataExchangeTests.cs class BaseDataExchangeTests (line 30) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method SetUp (line 37) | [SetUp] method TearDown (line 43) | [TearDown] method EndsQueueConsumption (line 50) | [Test] method DefaultErrorHandlerDoesNotStopQueueConsumption (line 95) | [Test] method SetErrorHandlerExitsOnTrueReturn (line 139) | [Test] method RespectsShouldMoveNext (line 190) | [Test] method FiresOnEnumeratorFinishedEvents (line 216) | [Test] method RemovesBySymbol (line 230) | [Test] FILE: Tests/Engine/DataFeeds/CollectionSubscriptionDataSourceReaderTests.cs class CollectionSubscriptionDataSourceReaderTests (line 26) | [TestFixture] method HandlesInitializationErrors (line 29) | [Test] FILE: Tests/Engine/DataFeeds/CompositeTimeProviderTests.cs class CompositeTimeProviderTests (line 23) | [TestFixture] method NoProviderGiven (line 26) | [Test] method SmallestTime (line 36) | [Test] FILE: Tests/Engine/DataFeeds/CustomLiveDataFeedTests.cs class CustomLiveDataFeedTests (line 40) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method TearDown (line 46) | [TearDown] method EmitsDailyCustomFutureDataOverWeekends (line 53) | [Test] method RemoteDataDoesNotIncreaseNumberOfSlices (line 203) | [Test] method LiveDataFeedSourcesDataFromObjectStoreSort (line 307) | [Test] method LiveDataFeedSourcesDataFromObjectStore (line 378) | [Test] method RunLiveDataFeedWithObjectStore (line 448) | private (DataManagerStub, Timer, Symbol) RunLiveDataFeedWithObjectStor... method CreateDataFeed (line 499) | private void CreateDataFeed(IAlgorithmSettings settings, method RunLiveDataFeed (line 505) | private void RunLiveDataFeed( class TestableCustomFuture (line 528) | public class TestableCustomFuture : BaseData method GetSource (line 530) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method GetLocalFileName (line 538) | public static string GetLocalFileName(string ticker, string fileExte... method Reader (line 543) | public override BaseData Reader(SubscriptionDataConfig config, strin... class TestableRemoteCustomData (line 558) | public class TestableRemoteCustomData : BaseData method GetSource (line 574) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method Reader (line 580) | public override BaseData Reader(SubscriptionDataConfig config, strin... class TestableObjectStoreCustomData (line 595) | public class TestableObjectStoreCustomData : TestableRemoteCustomData method GetSource (line 597) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... class CustomDataSort (line 603) | private class CustomDataSort : TestableRemoteCustomData method GetSource (line 605) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... FILE: Tests/Engine/DataFeeds/CustomMockedFileBaseData.cs class CustomMockedFileBaseData (line 25) | public class CustomMockedFileBaseData : BaseData method Reader (line 30) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GetSource (line 42) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... FILE: Tests/Engine/DataFeeds/DataDownloader/CanonicalDataDownloaderDecoratorTests.cs class CanonicalDataDownloaderDecoratorTests (line 23) | [TestFixture] method ShouldReceiveAdjustedDateFutureContract (line 26) | [TestCase("2026/03/20", "2025/03/01", "2025/12/31", "2025/03/01", "202... method ShouldReceiveAdjustedDateOptionContract (line 48) | [TestCase("2026/02/20", "2025/03/01", "2025/12/31", "2025/03/01", "202... method ShouldNotAdjustNonOptionOrFutureContract (line 74) | [Test] FILE: Tests/Engine/DataFeeds/DataDownloader/DataDownloaderSelectorTests.cs class DataDownloaderSelectorTests (line 29) | [TestFixture] method GetDataDownloaderReturnsBaseDownloaderForNonLeanType (line 34) | [Test] class TestDataDownloader (line 49) | private class TestDataDownloader : IDataDownloader method Get (line 51) | public IEnumerable Get(DataDownloaderGetParameters dataDow... class TestDataProvider (line 57) | private class TestDataProvider : IDataProvider method Fetch (line 61) | public Stream Fetch(string key) FILE: Tests/Engine/DataFeeds/DataManagerStub.cs class DataManagerStub (line 24) | internal class DataManagerStub : DataManager method DataManagerStub (line 30) | public DataManagerStub() method DataManagerStub (line 36) | public DataManagerStub(ITimeKeeper timeKeeper) method DataManagerStub (line 42) | public DataManagerStub(IAlgorithm algorithm, IDataFeed dataFeed, bool ... method DataManagerStub (line 48) | public DataManagerStub(IAlgorithm algorithm) method DataManagerStub (line 54) | public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm) method DataManagerStub (line 60) | public DataManagerStub(IAlgorithm algorithm, ITimeKeeper timeKeeper) method DataManagerStub (line 66) | public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITime... method DataManagerStub (line 72) | public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITime... method DataManagerStub (line 85) | public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITime... method DataManagerStub (line 96) | public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITime... FILE: Tests/Engine/DataFeeds/DataManagerTests.cs class DataManagerTests (line 36) | [TestFixture] method SetUp (line 42) | [SetUp] method ReturnsExistingConfig (line 55) | [Test] method RemovesExistingConfig (line 100) | [Test] method ConfigurationForAddedSubscriptionIsAlwaysPresent (line 157) | [Test] method ScaledRawNormalizationModeIsNotAllowed (line 224) | [Test] class TestDataFeed (line 278) | private class TestDataFeed : IDataFeed method Initialize (line 284) | public void Initialize(IAlgorithm algorithm, AlgorithmNodePacket job... method CreateSubscription (line 291) | public Subscription CreateSubscription(SubscriptionRequest request) method RemoveSubscription (line 296) | public void RemoveSubscription(Subscription subscription) method Exit (line 300) | public void Exit() class TestUniverse (line 305) | private class TestUniverse : Universe method TestUniverse (line 307) | public TestUniverse(SubscriptionDataConfig config, UniverseSettings ... method SelectSymbols (line 312) | public override IEnumerable SelectSymbols(DateTime utcTime, ... FILE: Tests/Engine/DataFeeds/DataPermissionManagerTests.cs class DataPermissionManagerTests (line 30) | [TestFixture] method SetUp (line 33) | [SetUp] method TearDown (line 40) | [TearDown] method InvalidConfigurationAddSecurity (line 46) | [Test] method InvalidConfigurationHistoryRequest (line 64) | [Test] class TestDataPermissionManager (line 85) | public class TestDataPermissionManager : DataPermissionManager method AssertConfiguration (line 87) | public override void AssertConfiguration(SubscriptionDataConfig subs... class TestInvalidConfigurationAlgorithm (line 93) | public class TestInvalidConfigurationAlgorithm : BasicTemplateDailyAlg... method Initialize (line 96) | public override void Initialize() class TestInvalidConfigurationSetupHandler (line 106) | public class TestInvalidConfigurationSetupHandler : AlgorithmRunner.Re... method CreateAlgorithmInstance (line 108) | public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePack... FILE: Tests/Engine/DataFeeds/DataQueueHandlerManagerTests.cs class DataQueueHandlerManagerTests (line 31) | [TestFixture] method GetFactoryFromDataQueueHandler (line 34) | [TestCase("BacktestingBrokerage")] method SetJob (line 41) | [Test] method SubscribeReturnsNull (line 55) | [Test] method SubscribeReturnsNotNull (line 64) | [Test] method Unsubscribe (line 80) | [Test] method IsNotUniverseProvider (line 88) | [Test] method DoubleSubscribe (line 98) | [Test] method SingleSubscribe (line 111) | [Test] method MappedConfig (line 130) | [TestCase(false)] method HandleExplodingDataQueueHandler (line 162) | [Test] method ExplodingDataQueueHandler (line 177) | [Test] method HandlesCustomData (line 188) | [Test] method GetConfig (line 207) | private static SubscriptionDataConfig GetConfig(Symbol symbol = null) class TestDataHandler (line 214) | private class TestDataHandler : IDataQueueHandler method Dispose (line 219) | public void Dispose() method Subscribe (line 223) | public virtual IEnumerator Subscribe(SubscriptionDataConfi... method Unsubscribe (line 229) | public void Unsubscribe(SubscriptionDataConfig dataConfig) method SetJob (line 234) | public void SetJob(LiveNodePacket job) class ExplodingDataHandler (line 241) | private class ExplodingDataHandler : TestDataHandler method Subscribe (line 243) | public override IEnumerator Subscribe(SubscriptionDataConf... FILE: Tests/Engine/DataFeeds/DateChangeTimeKeeperTests.cs class DateChangeTimeKeeperTests (line 30) | [TestFixture] method EmitsFirstExchangeDateEvent (line 51) | [TestCaseSource(nameof(TimeZonesTestCases))] method ExchangeDatesAreEmittedByAdvancingToNextDataDate (line 94) | [TestCaseSource(nameof(TimeZonesTestCases))] method ExchangeDatesAreEmittedByAdvancingToNextGivenExchangeTime (line 187) | [TestCaseSource(nameof(TimeZonesTestCases))] method DoesNotAdvancePastDelistingDateWhenAdvancingToNextDataDate (line 268) | [TestCaseSource(nameof(TimeZonesTestCases))] method ThrowsIfNotInitialized (line 280) | [TestCaseSource(nameof(TimeZonesTestCases))] method FinishesRightAwayIfThereAreNoTradableDates (line 288) | [TestCaseSource(nameof(TimeZonesTestCases))] method GetTimeKeeper (line 296) | private static DateChangeTimeKeeper GetTimeKeeper(DateTimeZone dataTim... method GetNoDatesTimeKeeper (line 323) | private static DateChangeTimeKeeper GetNoDatesTimeKeeper(DateTimeZone ... method GetMarketHours (line 340) | private static SecurityExchangeHours GetMarketHours(Symbol symbol, Dat... FILE: Tests/Engine/DataFeeds/DownloaderDataProviderTests.cs class DownloaderDataProviderTests (line 33) | [TestFixture] method ConcurrentDownloadsSameFile (line 36) | [Test] method CustomDataRequest (line 107) | [Test] method CorrectArguments (line 121) | [TestCase(Resolution.Daily, SecurityType.Equity)] class DataDownloaderTest (line 222) | private class DataDownloaderTest : IDataDownloader method Get (line 226) | public IEnumerable Get(DataDownloaderGetParameters dataDow... FILE: Tests/Engine/DataFeeds/Enumerators/AuxiliaryDataEnumeratorTests.cs class AuxiliaryDataEnumeratorTests (line 29) | [TestFixture] method Setup (line 36) | [SetUp] method IsSetToNullIfNoDataAlwaysReturnsTrue (line 45) | [Test] class TestableEventProvider (line 77) | class TestableEventProvider : ITradableDateEventProvider method GetEvents (line 81) | public IEnumerable GetEvents(NewTradableDateEventArgs eventA... method Initialize (line 86) | public void Initialize(SubscriptionDataConfig config, IFactorFileProvi... class TestTradableDayNotifier (line 91) | class TestTradableDayNotifier : ITradableDatesNotifier method TriggerEvent (line 98) | public void TriggerEvent() FILE: Tests/Engine/DataFeeds/Enumerators/BaseDataCollectionAggregatorEnumeratorTests.cs class BaseDataCollectionAggregatorEnumeratorTests (line 24) | [TestFixture] method AggregatesUntilNull (line 27) | [Test] method AggregatesUntilTimeChange (line 42) | [Test] FILE: Tests/Engine/DataFeeds/Enumerators/ConcatEnumeratorTests.cs class ConcatEnumeratorTests (line 27) | [TestFixture] method SkipsBasedOnEndTime (line 30) | [TestCase(true)] method EmptyNullEnumerators (line 62) | [TestCase(true)] method DropsEnumeratorsReturningNullAndTrue (line 95) | [TestCase(true)] class TestEnumerator (line 122) | private class TestEnumerator : IEnumerator method Dispose (line 130) | public void Dispose() method MoveNext (line 135) | public bool MoveNext() method Reset (line 141) | public void Reset() FILE: Tests/Engine/DataFeeds/Enumerators/DelistingEnumeratorTests.cs class DelistingEnumeratorTests (line 27) | [TestFixture] method SetUp (line 32) | [SetUp] method EmitsBothEventsIfDateIsPastDelisted (line 47) | [Test] method EmitsWarningAsOffDelistingDate (line 84) | [Test] method EmitsDelistedAfterDelistingDate (line 127) | [Test] method EmitsDelistedWarningOnNonTradableDay (line 183) | [Test] FILE: Tests/Engine/DataFeeds/Enumerators/DividendEventProviderTests.cs class DividendEventProviderTests (line 28) | [TestFixture] method DividendsDistribution (line 32) | [TestCase("20121106", 2.65)] method ThrowsWhenEmptyReferencePrice (line 83) | [Test] class TestFactorFileProvider (line 124) | private class TestFactorFileProvider : IFactorFileProvider method Initialize (line 127) | public void Initialize(IMapFileProvider mapFileProvider, IDataProvid... method Get (line 131) | public IFactorProvider Get(Symbol symbol) FILE: Tests/Engine/DataFeeds/Enumerators/EnqueableEnumeratorTests.cs class EnqueableEnumeratorTests (line 26) | [TestFixture] method PassesTicksStraightThrough (line 29) | [Test] method RecordsInternalQueueCount (line 62) | [Test] method MoveNextBlocks (line 85) | [Test, Category("TravisExclude")] FILE: Tests/Engine/DataFeeds/Enumerators/Factories/BaseDataCollectionSubscriptionEnumeratorFactoryTests.cs class BaseDataCollectionSubscriptionEnumeratorFactoryTests (line 30) | [TestFixture] method DoesNotLeakMemory (line 34) | [Test, Category("TravisExclude")] method ReturnsExpectedTimestamps (line 79) | [Test] FILE: Tests/Engine/DataFeeds/Enumerators/Factories/LiveCustomDataSubscriptionEnumeratorFactoryTests.cs class LiveCustomDataSubscriptionEnumeratorFactoryTests (line 33) | [TestFixture] class WhenCreatingEnumeratorForRestData (line 36) | [TestFixture] method Given (line 46) | [SetUp] method TearDown (line 71) | [TearDown] method YieldsDataEachSecondAsTimePasses (line 77) | [Test] class WhenCreatingEnumeratorForRestCollectionData (line 103) | [TestFixture] method Given (line 114) | [SetUp] method TearDown (line 138) | [TearDown] method YieldsGroupOfDataEachSecond (line 144) | [Test] class WhenCreatingEnumeratorForRemoteCollectionData (line 176) | [TestFixture] method Given (line 186) | [SetUp] class TestISubscriptionDataSourceReader (line 202) | private class TestISubscriptionDataSourceReader : ISubscriptionDataS... method Read (line 207) | public IEnumerable Read(SubscriptionDataSource source) method TearDown (line 218) | [TearDown] method YieldsGroupOfDataEachSecond (line 224) | [Test] class WhenCreatingEnumeratorForSecondRemoteFileData (line 254) | [TestFixture] method Given (line 264) | [SetUp] method TearDown (line 290) | [TearDown] method YieldsDataEachSecondAsTimePasses (line 296) | [Test] class WhenCreatingEnumeratorForDailyRemoteFileData (line 322) | [TestFixture] method Given (line 333) | [SetUp] method TearDown (line 359) | [TearDown] method YieldsDataEachDayAsTimePasses (line 365) | [Test] method VerifyGetSourceInvocation (line 463) | private void VerifyGetSourceInvocation(int count) method AllowsSpecifyingIntervalCheck (line 470) | [TestCase(10)] method VerifyGetSourceInvocationCount (line 523) | private static void VerifyGetSourceInvocationCount(Mock DaylightSavingCases(int offse... method FillsForwardDaylightSavingTime (line 1381) | [Test] method FillsForwardDaylightSavingTimeUtcPlus5 (line 1442) | [Test, TestCaseSource(nameof(SubscriptionStarts))] method FillsForwardMiddleWeek (line 1523) | [Test, TestCaseSource(nameof(NoMoveSubscriptionStarts))] method FillsForwardFromPreMarketWhenDaylightMove (line 1586) | [Test] method ExchangeSettings (line 1693) | private static IEnumerable ExchangeSettings(string dayli... method ExchangeDaylightTimeSet (line 1712) | private static IEnumerable ExchangeDaylightTimeSet(int d... method ExchangeStandardTimeSet (line 1717) | private static IEnumerable ExchangeStandardTimeSet(int d... method FillsForwardBarsAroundDaylightMovementForDifferentResolutions_Enumerator (line 1722) | [Test] method FillsForwardUntilDelisted (line 1797) | [TestCase(15)] method FillsForwardUntilDelistedMinuteResolution (line 1912) | [Test] method FillsForwardSymbolChangedDailyResolution (line 2017) | [Test] method FillsForwardBarsAroundDaylightMovementForDifferentResolutions_Algorithm (line 2084) | [Test] method SkipFF2AMOfSundayDST (line 2136) | [Test] method FillsForward2AMOfSundayST (line 2192) | [Test] method FillsForwardNotDelistingAuxiliary (line 2246) | [Test] method FillForwardIsSkippedWhenLateOpenAtMarketEnd (line 2338) | [Test] method FillForwardsFromLastTrackedPoint (line 2385) | [Test] method DoesNotEmitFillForwardBarOverlappingNextAvailableBar (line 2430) | [Test] method CreateCustomFutureExchangeHours (line 2479) | private static SecurityExchangeHours CreateCustomFutureExchangeHours(D... class FillForwardTestAlgorithm (line 2557) | public class FillForwardTestAlgorithm : QCAlgorithm, IRegressionAlgori... method Initialize (line 2564) | public override void Initialize() method OnData (line 2571) | public override void OnData(Slice data) method OnEndOfAlgorithm (line 2582) | public override void OnEndOfAlgorithm() class FillForwardDaylightMovementTestAlgorithm (line 2608) | public class FillForwardDaylightMovementTestAlgorithm : FillForwardTes... method Initialize (line 2613) | public override void Initialize() method OnData (line 2620) | public override void OnData(Slice data) class FillForwardTestSetupHandler (line 2633) | public class FillForwardTestSetupHandler : AlgorithmRunner.RegressionS... method CreateAlgorithmInstance (line 2637) | public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePack... class FillForwardDaylightMovementTestSetupHandler (line 2644) | public class FillForwardDaylightMovementTestSetupHandler : AlgorithmRu... method CreateAlgorithmInstance (line 2648) | public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePack... FILE: Tests/Engine/DataFeeds/Enumerators/FrontierAwareEnumeratorTests.cs class FrontierAwareEnumeratorTests (line 27) | [TestFixture] method ReturnsTrueWhenNextDataIsAheadOfFrontier (line 30) | [Test] method YieldsDataWhenFrontierPasses (line 48) | [Test] method YieldsFutureDataAtCorrectTime (line 69) | [Test] FILE: Tests/Engine/DataFeeds/Enumerators/LiveAuxiliaryDataEnumeratorTests.cs class LiveAuxiliaryDataEnumeratorTests (line 31) | [TestFixture] method EmitsMappingEventsBasedOnCurrentMapFileAndTime (line 34) | [TestCase(DataMappingMode.OpenInterest, "20130616", false)] method EmitsDelistingEventsBasedOnCurrentTime (line 142) | [Test] method EquityEmitsDelistingEventsBasedOnCurrentTime (line 195) | [TestCase(false)] class TestMapFileProvider (line 285) | private class TestMapFileProvider : IMapFileProvider method Initialize (line 287) | public void Initialize(IDataProvider dataProvider) method Get (line 291) | public MapFileResolver Get(AuxiliaryDataKey auxiliaryDataKey) class TestMapFileResolver (line 297) | private class TestMapFileResolver : MapFileResolver method TestMapFileResolver (line 300) | public TestMapFileResolver() FILE: Tests/Engine/DataFeeds/Enumerators/LiveEquityDataSynchronizingEnumeratorTests.cs class LiveEquityDataSynchronizingEnumeratorTests (line 29) | [TestFixture, Parallelizable(ParallelScope.All)] method SynchronizesData (line 33) | [TestCase(-15, 1)] FILE: Tests/Engine/DataFeeds/Enumerators/LiveFillForwardEnumeratorTests.cs class LiveFillForwardEnumeratorTests (line 30) | [TestFixture] method FillsForwardOnNulls (line 33) | [Test] method HandlesDaylightSavingTimeChange (line 112) | [Test] method LiveFillForwardEnumeratorDoesNotStall (line 166) | [Test] method TakesIntoAccountTimeOut (line 259) | [TestCaseSource(nameof(TimeOutTestCases))] method TakesIntoAccountTimeOutWhenThereAreBigGaps (line 312) | [Test] method TakesIntoAccountTimeOutDaily (line 390) | [TestCase(true, true)] method MultiResolutionSmallerFillForwardResolution (line 461) | [TestCase(Resolution.Minute)] method MultiResolutionMarketClose (line 509) | [TestCase(Resolution.Daily, Resolution.Minute)] method GetLiveFillForwardEnumerator (line 553) | private static LiveFillForwardEnumerator GetLiveFillForwardEnumerator(... FILE: Tests/Engine/DataFeeds/Enumerators/LiveSubscriptionEnumeratorTests.cs class LiveSubscriptionEnumeratorTests (line 30) | [TestFixture, Parallelizable(ParallelScope.All)] method HandlesSymbolMapping (line 33) | [Test] class TestDataQueueHandler (line 82) | internal class TestDataQueueHandler : IDataQueueHandler method Subscribe (line 88) | public IEnumerator Subscribe(SubscriptionDataConfig dataCo... method Unsubscribe (line 96) | public void Unsubscribe(SubscriptionDataConfig dataConfig) method SetJob (line 100) | public void SetJob(LiveNodePacket job) method Dispose (line 103) | public void Dispose() class TestDataQueueHandlerManager (line 108) | private class TestDataQueueHandlerManager : DataQueueHandlerManager method TestDataQueueHandlerManager (line 111) | public TestDataQueueHandlerManager(IAlgorithmSettings settings) : ba... FILE: Tests/Engine/DataFeeds/Enumerators/MappingEventProviderTests.cs class MappingEventProviderTests (line 26) | [TestFixture] method SetUp (line 31) | [SetUp] method InitialMapping (line 46) | [Test] method MappingEvent (line 61) | [Test] FILE: Tests/Engine/DataFeeds/Enumerators/PriceScaleFactorEnumeratorTests.cs class PriceScaleFactorEnumeratorTests (line 29) | [TestFixture] method Setup (line 35) | [SetUp] method EquityTradeBar (line 42) | [Test] method EquityQuoteBar (line 72) | [Test] method EquityTick (line 112) | [Test] method FactorFileIsNull (line 136) | [Test] method RawEnumeratorReturnsFalse (line 157) | [Test] method RawEnumeratorCurrentIsNull (line 177) | [Test] method UpdatesFactorFileCorrectly (line 191) | [Test] method PricesAreProperlyAdjustedForLookAheadScaledRawDataNormalizationMode (line 250) | [Test] method GetConfig (line 323) | private static SubscriptionDataConfig GetConfig(Symbol symbol, Resolut... class RawDataEnumerator (line 335) | private class RawDataEnumerator : IEnumerator method RawDataEnumerator (line 344) | public RawDataEnumerator() method MoveNext (line 348) | public bool MoveNext() method Reset (line 353) | public void Reset() method Dispose (line 357) | public void Dispose() FILE: Tests/Engine/DataFeeds/Enumerators/QuoteBarFillForwardEnumeratorTests.cs class QuoteBarFillForwardEnumeratorTests (line 25) | [TestFixture] method FillsForwardBidAskBars (line 28) | [Test] FILE: Tests/Engine/DataFeeds/Enumerators/RateLimitEnumeratorTests.cs class RateLimitEnumeratorTests (line 28) | [TestFixture] method LimitsBasedOnTimeBetweenCalls (line 31) | [Test] method CreateSymbol (line 55) | private static Symbol CreateSymbol(int x) FILE: Tests/Engine/DataFeeds/Enumerators/RefreshEnumeratorTests.cs class RefreshEnumeratorTests (line 24) | [TestFixture] method StaleFileHandleException (line 27) | [Test] method RefreshesEnumeratorOnFirstMoveNext (line 43) | [Test] method MoveNextReturnsTrueWhenUnderlyingEnumeratorReturnsFalse (line 59) | [Test] method CurrentIsDefault_T_WhenUnderlyingEnumeratorReturnsFalse (line 68) | [Test] method UnderlyingEnumeratorDisposed_WhenUnderlyingEnumeratorReturnsFalse (line 78) | [Test] method DisposeCallsUnderlyingDispose (line 92) | [Test] method ResetCallsUnderlyingReset (line 107) | [Test] method RefreshesAfterMoveNextReturnsFalse (line 122) | [Test] FILE: Tests/Engine/DataFeeds/Enumerators/ScannableEnumeratorTests.cs class ScannableEnumeratorTests (line 27) | [TestFixture, Parallelizable(ParallelScope.All)] method PassesTicksStraightThrough (line 30) | [Test] method NewDataAvailableShouldFire (line 62) | [Test] method AggregatesNewQuoteBarProperly (line 87) | [Test] method ForceScanQuoteBar (line 184) | [Test] method MoveNextScanQuoteBar (line 268) | [Test] FILE: Tests/Engine/DataFeeds/Enumerators/ScheduledEnumeratorTests.cs class ScheduledEnumeratorTests (line 29) | [TestFixture, Parallelizable(ParallelScope.All)] method RespectsPredicateTimeProvider (line 34) | [TestCase(true)] method ScheduleSkipsOldDates (line 88) | [Test] method EmptyScheduleThrowsNoException (line 103) | [Test] method ReturnsTrueEvenIfUnderlyingIsNullButReturnsTrue (line 118) | [Test] method ReturnsFalseWhenUnderlyingReturnsFalse (line 139) | [Test] method ForwardsDataToFitSchedule (line 156) | [Test] method UpdatesCurrentBasedOnSchedule (line 199) | [Test] method WillUseLatestDataPoint (line 234) | [Test] method WillUseLatestDataPointOnlyIfBeforeOrAtSchedule (line 271) | [Test] method NoTimeProvider (line 324) | [Test] class TestEnumerator (line 365) | private class TestEnumerator : IEnumerator method MoveNext (line 374) | public bool MoveNext() method Reset (line 387) | public void Reset() method Dispose (line 389) | public void Dispose() FILE: Tests/Engine/DataFeeds/Enumerators/SubscriptionDataEnumeratorTests.cs class SubscriptionDataEnumeratorTests (line 27) | [TestFixture] method EnumeratorEmitsAuxData (line 31) | [TestCase(typeof(TradeBar), true)] method GetSecurity (line 71) | private static Security GetSecurity(SubscriptionDataConfig config) method CreateConfig (line 84) | private static SubscriptionDataConfig CreateConfig(Resolution resoluti... FILE: Tests/Engine/DataFeeds/Enumerators/SynchronizingBaseDataEnumeratorTests.cs class SynchronizingBaseDataEnumeratorTests (line 28) | [TestFixture] method SynchronizesData (line 31) | [Test] method WontRemoveEnumeratorsReturningTrueWithCurrentNull (line 50) | [Test] method WillRemoveEnumeratorsReturningFalse (line 73) | [Test] method WillStopIfAllEnumeratorsCurrentIsNullAndReturningTrue (line 92) | [Test] method WillStopIfAllEnumeratorsCurrentIsNullAndReturningFalse (line 107) | [Test] class TestEnumerator (line 122) | private class TestEnumerator : IEnumerator method TestEnumerator (line 128) | public TestEnumerator() method MoveNext (line 133) | public bool MoveNext() method Dispose (line 143) | public void Dispose() { } method Reset (line 144) | public void Reset() { } FILE: Tests/Engine/DataFeeds/Enumerators/SynchronizingSliceEnumeratorTests.cs class SynchronizingSliceEnumeratorTests (line 28) | [TestFixture] method SynchronizesData (line 31) | [Test] method WontRemoveEnumeratorsReturningTrueWithCurrentNull (line 49) | [Test] method WillRemoveEnumeratorsReturningFalse (line 73) | [Test] method WillStopIfAllEnumeratorsCurrentIsNullAndReturningTrue (line 91) | [Test] method WillStopIfAllEnumeratorsCurrentIsNullAndReturningFalse (line 104) | [Test] class TestEnumerator (line 117) | private class TestEnumerator : IEnumerator method TestEnumerator (line 123) | public TestEnumerator() method MoveNext (line 128) | public bool MoveNext() method Dispose (line 139) | public void Dispose() method Reset (line 142) | public void Reset() FILE: Tests/Engine/DataFeeds/FakeDataQueueTests.cs class FakeDataQueueTests (line 28) | [TestFixture, Parallelizable(ParallelScope.All)] method GeneratesDataCorrectly (line 31) | [Test] FILE: Tests/Engine/DataFeeds/FileSystemDataFeedTests.cs class FileSystemDataFeedTests (line 36) | [TestFixture] method TestsFileSystemDataFeedSpeed (line 39) | [Test] method TestDataFeedEnumeratorStackSpeed (line 92) | [Test] method ChecksMapFileFirstDate (line 138) | [Test] method OptionChainEnumerator (line 168) | [TestCase(true)] method FutureChainEnumerator (line 220) | [TestCase(true)] method ContinuousFutureUniverseSelectionIsPerformedOnExtendedMarketHoursDates (line 293) | [Test] method DataIsFillForwardedFromWarmupToNormalFeed (line 344) | [Test] FILE: Tests/Engine/DataFeeds/FuncDataQueueHandler.cs class FuncDataQueueHandler (line 36) | public class FuncDataQueueHandler : IDataQueueHandler method FuncDataQueueHandler (line 67) | public FuncDataQueueHandler(Func Subscribe(SubscriptionDataConfig dataConf... method Unsubscribe (line 142) | public void Unsubscribe(SubscriptionDataConfig dataConfig) method Dispose (line 155) | public void Dispose() class TestAggregationManager (line 165) | private class TestAggregationManager : AggregationManager method TestAggregationManager (line 167) | public TestAggregationManager(ITimeProvider timeProvider) FILE: Tests/Engine/DataFeeds/FuncDataQueueHandlerUniverseProvider.cs class FuncDataQueueHandlerUniverseProvider (line 28) | public class FuncDataQueueHandlerUniverseProvider : FuncDataQueueHandler... method FuncDataQueueHandlerUniverseProvider (line 40) | public FuncDataQueueHandlerUniverseProvider( method LookupSymbols (line 58) | public IEnumerable LookupSymbols(Symbol symbol, bool includeEx... method CanPerformSelection (line 67) | public bool CanPerformSelection() FILE: Tests/Engine/DataFeeds/IndexSubscriptionDataSourceReaderTests.cs class IndexSubscriptionDataSourceReaderTests (line 29) | [TestFixture] method SetUp (line 35) | [SetUp] method TearDown (line 42) | [TearDown] method ThrowsIfDataIsNotIndexBased (line 48) | [Test] method GetsIndexAndSource (line 70) | [Test] class TestIndexedBasedFactory (line 100) | private class TestIndexedBasedFactory : IndexedBaseData method Reader (line 105) | public override BaseData Reader(SubscriptionDataConfig config, strin... method GetSourceForAnIndex (line 111) | public override SubscriptionDataSource GetSourceForAnIndex(Subscript... method GetSource (line 119) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... class TestDataCacheProvider (line 127) | private class TestDataCacheProvider : IDataCacheProvider method Fetch (line 133) | public Stream Fetch(string key) method Store (line 142) | public void Store(string key, byte[] data) method GetZipEntries (line 145) | public List GetZipEntries(string zipFile) method Dispose (line 149) | public void Dispose() FILE: Tests/Engine/DataFeeds/InternalSubscriptionManagerTests.cs class InternalSubscriptionManagerTests (line 38) | [TestFixture] method Setup (line 50) | [SetUp] method TearDown (line 56) | [TearDown] method CreatesSubscriptions (line 68) | [TestCaseSource(nameof(DataTypeTestCases))] method RemoveSubscriptions (line 136) | [TestCaseSource(nameof(DataTypeTestCases))] method PreMarketDataSetsCache (line 195) | [Test] method UniverseSelectionAddAndRemove (line 275) | [Test, Category("TravisExclude")] method CreateSecurity (line 362) | private static Security CreateSecurity(SubscriptionDataConfig config) method GetConfig (line 374) | private static SubscriptionDataConfig GetConfig(Symbol symbol, Resolut... class FakeDataQueueTest (line 379) | private class FakeDataQueueTest : FakeDataQueue method SetupImpl (line 386) | private void SetupImpl(IDataQueueHandler dataQueueHandler, Synchronize... class TestAggregationManager (line 437) | private class TestAggregationManager : AggregationManager method TestAggregationManager (line 439) | public TestAggregationManager(ITimeProvider timeProvider) FILE: Tests/Engine/DataFeeds/LiveCoarseUniverseTests.cs class LiveCoarseUniverseTests (line 34) | [TestFixture] method CoarseUniverseRotatesActiveSecurity (line 37) | [Test] FILE: Tests/Engine/DataFeeds/LiveTradingDataFeedTests.cs class LiveTradingDataFeedTests (line 49) | [TestFixture] method SetUp (line 67) | [SetUp] method TearDown (line 83) | [TearDown] method EmitsStreamedDailyData (line 92) | [TestCase(false)] method EmitsLeanAggregatedDailyData (line 136) | [TestCase(false, true)] method LiveChainSelection (line 198) | [TestCase(SecurityType.Option, Resolution.Daily, 7, true)] method ContinuousFuturesImmediateSelection (line 285) | [Test] method ETFsImmediateSelection (line 349) | [Test] method FundamentalScheduleSelection (line 404) | [TestCase(true)] method CoarseFundamentalsImmediateSelection (line 471) | [Test] method FutureChainsImmediateSelection (line 523) | [Test] method OptionChainImmediateSelection (line 571) | [TestCase(SecurityType.Option)] method CustomUniverseImmediateSelection (line 624) | [Test] method CustomDataUniverseImmediateSelection (line 682) | [Test] method ConstituentsImmediateSelection (line 733) | [Test] method WarmupOptionSelection (line 795) | [TestCase(false, SecurityType.Option, Resolution.Hour, false)] method FutureLiveHoldingsFutureMapping (line 867) | [Test] method FutureLiveHoldings (line 930) | [Test] method WarmupFutureSelection (line 971) | [TestCase(false)] method WarmupExpiredContinuousFuture (line 1022) | [TestCase(false)] method WarmupExpiredOption (line 1095) | [TestCase(false)] method WarmupAddSecurity (line 1142) | [TestCase(false)] method EmitsData (line 1184) | [Test] method HandlesMultipleSecurities (line 1208) | [Test] method PerformanceBenchmark (line 1236) | [Test] method DoesNotSubscribeToCustomData (line 1273) | [Test] method AddsSubscription_NewUserUniverse (line 1300) | [Test] method AddsNewUniverse (line 1366) | [Test] method AddsSubscription_SameUserUniverse (line 1426) | [Test] method Unsubscribes (line 1493) | [Test] method RemoveSecurity (line 1539) | [Test] method BenchmarkTicksPerSecondWithTwentySymbols (line 1588) | [Test] method EmitsForexDataWithRoundedUtcTimes (line 1615) | [Test] method HandlesManyCustomDataSubscriptions (line 1639) | [Test] method RestCustomDataReturningNullDoesNotInfinitelyPoll (line 1681) | [TestCase(FileFormat.Csv, true, false)] method HandlesRestApi (line 1710) | [Test, Ignore("These tests depend on a remote server")] method LivePriceScaling (line 1748) | [TestCase(DataNormalizationMode.Raw, true)] method UserDefinedUniverseSelection (line 1862) | [TestCase("AAPL", SecurityType.Equity)] method DelistedEventEmitted_Equity (line 1926) | [Test] method DelistedEventEmitted (line 1969) | [Test] method UniverseDataIsHoldUntilTimeIsRight (line 2017) | [TestCase("20140325", typeof(CoarseFundamental))] method CustomUniverseFineFundamentalDataGetsPipedCorrectly (line 2066) | [Test] method FineCoarseFundamentalDataGetsPipedCorrectlyWarmup (line 2121) | [TestCase(false)] method MarginInterestDataGetsPipedCorrectly (line 2188) | [TestCase("BTCUSD")] method FineCoarseFundamentalDataGetsPipedCorrectly (line 2217) | [TestCase(1)] method AddChainUniverseCanNotAdvanceTime (line 2263) | [TestCase(SecurityType.Future, true)] method ConstituentsUniverse (line 2302) | [Test] method ThrowingDataQueueHandlerRuntimeError (line 2363) | [Test] method FastExitsDoNotThrowUnhandledExceptions (line 2383) | [Test] method HandlesAllTickTypesAtTickResolution (line 2449) | [Test] method SuspiciousTicksAreNotFilteredAtTickResolution (line 2484) | [Test] method SuspiciousTicksAreFilteredAtNonTickResolution (line 2530) | [TestCase(SecurityType.Equity, TickType.Trade)] method SkipLiveDividend (line 2568) | [TestCase(false)] method LiveSplitHandling (line 2612) | [TestCase(false)] method HandlesAuxiliaryDataAtTickResolution (line 2678) | [Test] method AggregatesTicksToTradeBar (line 2723) | [Test] method DoesNotAggregateTicksToTradeBar (line 2748) | [Test] method FillForwardsWarmUpDataToLiveFeed (line 2778) | [Test] method RunDataFeed (line 2902) | private IDataFeed RunDataFeed(Resolution resolution = Resolution.Secon... method ConsumeBridge (line 3009) | private void ConsumeBridge(IDataFeed feed, TimeSpan timeout, Action ProduceBenchmarkTicks(FuncDataQue... method ConsoleWriteLine (line 3091) | private void ConsoleWriteLine(string line = "") method HandlesAllTypes (line 3167) | [TestCaseSource(nameof(DataTypeTestCases))] method HandlesFutureAndOptionChainUniverse (line 3639) | [TestCase(SecurityType.Future, 4)] method UsesFullPeriodDataForConsolidation (line 4044) | [TestCase(Resolution.Second)] class TestFundamentalDataProviderTrue (line 4223) | private class TestFundamentalDataProviderTrue : IFundamentalDataProvider method Get (line 4225) | public T Get(DateTime time, SecurityIdentifier securityIdentifier... method Get (line 4234) | private dynamic Get(DateTime time, SecurityIdentifier securityIdenti... method Initialize (line 4244) | public void Initialize(IDataProvider dataProvider, bool liveMode) class ThrowingDataQueueHandler (line 4249) | private class ThrowingDataQueueHandler : IDataQueueHandler method Dispose (line 4252) | public void Dispose() method SetJob (line 4254) | public void SetJob(LiveNodePacket job) method Subscribe (line 4256) | public IEnumerator Subscribe(SubscriptionDataConfig dataCo... method Unsubscribe (line 4260) | public void Unsubscribe(SubscriptionDataConfig dataConfig) class TestableLiveTradingDataFeed (line 4267) | internal class TestableLiveTradingDataFeed : LiveTradingDataFeed method TestableLiveTradingDataFeed (line 4272) | public TestableLiveTradingDataFeed(IAlgorithmSettings settings, IDataQ... method GetBaseDataExchange (line 4278) | protected override BaseDataExchange GetBaseDataExchange() method GetDataQueueHandler (line 4285) | protected override IDataQueueHandler GetDataQueueHandler() method Exit (line 4290) | public override void Exit() class TestDataQueueHandlerManager (line 4297) | internal class TestDataQueueHandlerManager : DataQueueHandlerManager method TestDataQueueHandlerManager (line 4301) | public TestDataQueueHandlerManager(IEnumerable data... method InitializeFrontierTimeProvider (line 4306) | protected override ITimeProvider InitializeFrontierTimeProvider() class TestDataChannelProvider (line 4312) | internal class TestDataChannelProvider : DataChannelProvider method ShouldStreamSubscription (line 4314) | public override bool ShouldStreamSubscription(SubscriptionDataConfig c... class TestableLiveSynchronizer (line 4325) | internal class TestableLiveSynchronizer : LiveSynchronizer method TestableLiveSynchronizer (line 4332) | public TestableLiveSynchronizer(ITimeProvider timeProvider = null, int... method GetPulseDueTime (line 4339) | protected override int GetPulseDueTime(DateTime now) method GetTimeProvider (line 4344) | protected override ITimeProvider GetTimeProvider() method OnSubscriptionNewDataAvailable (line 4349) | protected override void OnSubscriptionNewDataAvailable(object sender, ... class TestCustomData (line 4356) | internal class TestCustomData : BaseData method TestCustomData (line 4366) | static TestCustomData() method Reader (line 4372) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GetSource (line 4409) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... FILE: Tests/Engine/DataFeeds/MockDataFeed.cs class MockDataFeed (line 25) | public class MockDataFeed : IDataFeed method Initialize (line 30) | public void Initialize( method CreateSubscription (line 44) | public Subscription CreateSubscription(SubscriptionRequest request) method RemoveSubscription (line 52) | public void RemoveSubscription(Subscription subscription) method Exit (line 56) | public void Exit() FILE: Tests/Engine/DataFeeds/PendingRemovalsManagerTests.cs class PendingRemovalsManagerTests (line 30) | [TestFixture] method ReturnedRemoved_Add (line 36) | [Test] method ReturnedRemoved_Check (line 55) | [Test] method WontRemoveBecauseOfUnderlying (line 77) | [Test] method WontRemoveBecauseOpenOrder_Add (line 100) | [Test] method WontRemoveBecauseOpenOrder_Check (line 117) | [Test] method WontRemoveBecauseHoldings_Add (line 135) | [Test] method WontRemoveBecauseHoldings_Check (line 152) | [Test] method WontRemoveBecauseTarget_Add (line 170) | [Test] method WontRemoveBecauseTarget_Check (line 187) | [Test] method WontBeReturnedBecauseReSelected (line 205) | [Test] method WontRemoveBecauseUnsettledFunds (line 224) | [Test] class TestUniverse (line 248) | private class TestUniverse : Universe method TestUniverse (line 250) | public TestUniverse() method SelectSymbols (line 254) | public override IEnumerable SelectSymbols(DateTime utcTime, ... method CreateSecurity (line 260) | private static Security CreateSecurity(Symbol symbol) FILE: Tests/Engine/DataFeeds/PrecalculatedSubscriptionDataTests.cs class PrecalculatedSubscriptionDataTests (line 26) | [TestFixture] method Setup (line 31) | [SetUp] method ChangeDataNormalizationMode (line 44) | [Test] FILE: Tests/Engine/DataFeeds/PredicateTimeProviderTests.cs class PredicateTimeProviderTests (line 23) | [TestFixture] method RespectsCustomStepEvaluator (line 26) | [Test] FILE: Tests/Engine/DataFeeds/RealTimeScheduleEventServiceTests.cs class RealTimeScheduleEventServiceTests (line 26) | [TestFixture, Explicit("Performance test")] method Accuracy (line 29) | [Test] FILE: Tests/Engine/DataFeeds/RestApiBaseData.cs class RestApiBaseData (line 28) | public class RestApiBaseData : TradeBar method Reader (line 31) | public override BaseData Reader(SubscriptionDataConfig config, string ... method GetSource (line 43) | public override SubscriptionDataSource GetSource(SubscriptionDataConfi... class JsonSerialization (line 50) | private class JsonSerialization method ToBaseData (line 57) | public RestApiBaseData ToBaseData(DateTimeZone timeZone, TimeSpan pe... FILE: Tests/Engine/DataFeeds/SubscriptionCollectionTests.cs class SubscriptionCollectionTests (line 37) | [TestFixture, Parallelizable(ParallelScope.All)] method EnumerationWhileUpdatingDoesNotThrow (line 40) | [Test] method DefaultFillForwardResolution (line 112) | [Test] method UpdatesFillForwardResolutionOverridesDefaultWhenNotAdding (line 120) | [Test] method UpdatesFillForwardResolutionSuccessfullyWhenNotAdding (line 131) | [Test] method UpdatesFillForwardResolutionSuccessfullyWhenAdding (line 142) | [Test] method UpdatesFillForwardResolutionSuccessfullyOverridesDefaultWhenAdding (line 152) | [Test] method DoesNotUpdateFillForwardResolutionWhenAddingBiggerResolution (line 163) | [Test] method UpdatesFillForwardResolutionWhenRemoving (line 178) | [Test] method FillForwardResolutionIgnoresTick (line 196) | [Test] method FillForwardResolutionIgnoresInternalFeed (line 209) | [Test] method DoesNotUpdateFillForwardResolutionWhenRemovingDuplicateResolution (line 222) | [Test] method SubscriptionsAreSortedWhenAdding (line 241) | [Test] method SubscriptionsAreSortedWhenAdding2 (line 277) | [Test] method SubscriptionsAreSortedWhenRemoving (line 303) | [Test] method CreateSubscription (line 351) | private Subscription CreateSubscription(Resolution resolution, string ... FILE: Tests/Engine/DataFeeds/SubscriptionDataReaderTests.cs class SubscriptionDataReaderTests (line 30) | [TestFixture] method DoesNotEmitDataBeyondTradableDate (line 36) | [TestCase(@"25980000,1679600,1679700,1679600,1679700,200 method EmitsNewTradableDateWhenDateAfterDelistingIsNonTradable (line 65) | [TestCase(typeof(TradeBar))] method DoesNotYieldDataWhenDelisted (line 98) | [Test] method GetRequest (line 130) | private static BaseDataRequest GetRequest(Type dataType, DateTime star... class TestDataCacheProvider (line 154) | private class TestDataCacheProvider : IDataCacheProvider method Dispose (line 160) | public void Dispose() method GetZipEntries (line 164) | public List GetZipEntries(string zipFile) method Fetch (line 169) | public Stream Fetch(string key) method Store (line 184) | public void Store(string key, byte[] data) FILE: Tests/Engine/DataFeeds/SubscriptionDataTests.cs class SubscriptionDataTests (line 26) | [TestFixture] method CreatedSubscriptionRoundsTimeDownForDataWithPeriod (line 29) | [Test] method CreatedSubscriptionDoesNotRoundDownForPeriodLessData (line 59) | [Test] method CreateDefaults (line 88) | [TestCase(1, 0)] method CreateZeroDividends (line 133) | [TestCase(typeof(SubscriptionData), 1)] method CreateAdjustedNotZeroDividends (line 178) | [TestCase(typeof(PrecalculatedSubscriptionData), 1)] method CreateTotalNotZeroDividends (line 223) | [TestCase(typeof(PrecalculatedSubscriptionData), 1)] method FillForwardFlagIsCorrectlySet (line 269) | [TestCase(true, typeof(TradeBar))] class MyCustomData (line 311) | internal class MyCustomData : BaseData FILE: Tests/Engine/DataFeeds/SubscriptionSynchronizerTests.cs class SubscriptionSynchronizerTests (line 32) | [TestFixture, Category("TravisExclude"), Parallelizable(ParallelScope.All)] method SubscriptionSynchronizerPerformance (line 35) | [Test] method TestSubscriptionSynchronizerSpeed (line 51) | private void TestSubscriptionSynchronizerSpeed(QCAlgorithm algorithm) method CreateSubscription (line 132) | private Subscription CreateSubscription(QCAlgorithm algorithm, Securit... class DataPoint (line 152) | private class DataPoint : BaseData FILE: Tests/Engine/DataFeeds/SubscriptionTests.cs class SubscriptionTests (line 28) | [TestFixture] method ConstructorNoUniverse (line 34) | [Test] method Constructor (line 51) | [Test] method AddSubscriptionRequestOncePerUniverse (line 69) | [Test] method SubscriptionOnlyAcceptsOneUniverseSelection (line 87) | [Test] method SubscriptionOnlyAcceptsSameConfiguration (line 109) | [Test] method RemoveSubscriptionRequest (line 130) | [Test] method RemoveAllSubscriptionRequest (line 145) | [Test] method RemoveAllSubscriptionRequestNoUniverse (line 163) | [Test] method GetSubscriptionRequest (line 178) | private SubscriptionRequest GetSubscriptionRequest( FILE: Tests/Engine/DataFeeds/SubscriptionUtilsTests.cs class SubscriptionUtilsTests (line 35) | [TestFixture, Parallelizable(ParallelScope.All)] method SetUp (line 42) | [SetUp] method SubscriptionIsDisposed (line 64) | [Test] method ThrowingEnumeratorStackDisposesOfSubscription (line 98) | [Test] method ConsumerDoesNotHang (line 141) | [Test] method PriceScaleFirstFillForwardBar (line 173) | [Test] method PriceScaleDoesNotUpdateForFillForwardBar (line 219) | [Test] method SubscriptionEmitsAuxData (line 267) | [TestCase(typeof(TradeBar), true)] class TestDataEnumerator (line 315) | private class TestDataEnumerator : IEnumerator method Dispose (line 321) | public void Dispose() method MoveNext (line 326) | public bool MoveNext() method Reset (line 337) | public void Reset() FILE: Tests/Engine/DataFeeds/TextSubscriptionDataSourceReaderTests.cs class TextSubscriptionDataSourceReaderTests (line 33) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method SetUp (line 39) | [SetUp] method CachedDataIsReturnedAsClone (line 54) | [Test] method DataIsNotCachedForEphemeralDataCacheProvider (line 73) | [Test] method DataIsCachedForNonEphemeralDataCacheProvider (line 103) | [Test] method DataIsCachedCorrectly (line 134) | [Test] method RespectsInitialDate (line 166) | [Test] method CacheBehaviorDifferentResolutions (line 212) | [TestCase(Resolution.Daily, true)] method CacheMissPerformance (line 244) | [Test, Explicit("Performance test")] method CacheHappyPerformance (line 310) | [Test, Explicit("Performance test")] class TestTradeBarFactory (line 371) | private class TestTradeBarFactory : TradeBar method Reader (line 378) | public override BaseData Reader(SubscriptionDataConfig config, strin... method Reader (line 383) | public override BaseData Reader(SubscriptionDataConfig config, Strea... class CustomEphemeralDataCacheProvider (line 390) | private class CustomEphemeralDataCacheProvider : IDataCacheProvider method GetZipEntries (line 395) | public List GetZipEntries(string zipFile) method Fetch (line 399) | public Stream Fetch(string key) method Store (line 409) | public void Store(string key, byte[] data) method Dispose (line 412) | public void Dispose() FILE: Tests/Engine/DataFeeds/TimeSliceTests.cs class TimeSliceTests (line 35) | [TestFixture] method SetUp (line 39) | [SetUp] method HandlesTicks_ExpectInOrderWithNoDuplicates (line 45) | [Test] method Compare (line 90) | private bool Compare(Tick expected, Tick actual) method HandlesMultipleCustomDataOfSameTypeWithDifferentSymbols (line 98) | [Test] method FutureDataHasVolume (line 151) | [Test] method OptionsDataHasVolume (line 166) | [Test] method SuspiciousTicksAreNotAddedToConsolidatorUpdateData (line 181) | [Test] method GetSlices (line 220) | private IEnumerable GetSlices(Symbol symbol, int initialVolume) method GetSecurity (line 264) | private Security GetSecurity(SubscriptionDataConfig config) FILE: Tests/Engine/DataFeeds/Transport/RemoteFileSubscriptionStreamReaderTests.cs class RemoteFileSubscriptionStreamReaderTests (line 28) | [TestFixture] method SetUp (line 33) | [SetUp] method TearDown (line 53) | [TearDown] method SingleEntryDataCacheProviderEphemeralDataIsRespected (line 59) | [TestCase(true)] method ZipDataCacheProviderEphemeralDataIsRespected (line 84) | [TestCase(true)] method ZipDataCacheProviderEphemeralDataIsRespectedForZippedData (line 109) | [TestCase(true)] method GetsZippedDataForUrlNotEndingWithZipExtension (line 133) | [TestCase(true, "", 78)] // No fragment, will read the first entry method InvalidDataSource (line 161) | [Test] class TestDownloadProvider (line 183) | private class TestDownloadProvider : QuantConnect.Api.Api method TestDownloadProvider (line 186) | static TestDownloadProvider() method DownloadBytes (line 190) | public override byte[] DownloadBytes(string address, IEnumerable CoarseSelectionFunction(IEnumerable FineSelectionFunction(IEnumerable GetHistory(IEnumerable TestCases() method EventsAreFiredOnUpdatedRules (line 592) | [TestCaseSource(nameof(TestCases))] method AssertScheduledEvents (line 683) | private static void AssertScheduledEvents(TestRealTimeHandler realTi... class TestRealTimeHandler (line 706) | private class TestRealTimeHandler : LiveTradingRealTimeHandler method ResetMarketHoursPublic (line 712) | public void ResetMarketHoursPublic() class SymbolPropertiesAreUpdated (line 719) | [TestFixture] method SetUp (line 725) | [SetUp] method TearDown (line 734) | [TearDown] method SecurityGetsSymbolPropertiesUpdates (line 742) | [Test] class TestRealTimeHandler (line 821) | private class TestRealTimeHandler : LiveTradingRealTimeHandler method ResetSymbolPropertiesDatabasePublic (line 827) | public void ResetSymbolPropertiesDatabasePublic() FILE: Tests/Engine/Setup/BacktestingSetupHandlerTests.cs class BacktestingSetupHandlerTests (line 31) | [TestFixture] method Setup (line 37) | [OneTimeSetUp] method TearDown (line 45) | [OneTimeTearDown] method HandlesErrorOnInitializeCorrectly (line 51) | [Test] class TestAlgorithmThrowsOnInitialize (line 70) | internal class TestAlgorithmThrowsOnInitialize : AlgorithmStub method Initialize (line 72) | public override void Initialize() FILE: Tests/Engine/Setup/BaseSetupHandlerTests.cs class BaseSetupHandlerTests (line 27) | [TestFixture] method CurrencyConversionRateResolved (line 30) | [Test] method CurrencyConversionRateResolvedForWhiteListedCurrenciesOnly (line 69) | [Test] FILE: Tests/Engine/Setup/BrokerageSetupHandlerTests.cs class BrokerageSetupHandlerTests (line 47) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method Setup (line 58) | [OneTimeSetUp] method TearDown (line 72) | [OneTimeTearDown] method CanGetOpenOrders (line 81) | [Test] method SecondExistingHoldingsAndOrdersResolution (line 124) | [TestCaseSource(typeof(ExistingHoldingAndOrdersDataClass), nameof(Exis... method MinuteExistingHoldingsAndOrdersResolution (line 130) | [TestCaseSource(typeof(ExistingHoldingAndOrdersDataClass), nameof(Exis... method TickExistingHoldingsAndOrdersResolution (line 136) | [TestCaseSource(typeof(ExistingHoldingAndOrdersDataClass), nameof(Exis... method ExistingHoldingsAndOrdersResolution (line 142) | public void ExistingHoldingsAndOrdersResolution(Func> ge... method ExistingHoldingsAndOrdersUniverseSettings (line 177) | [TestCaseSource(typeof(ExistingHoldingAndOrdersDataClass), nameof(Exis... method LoadsExistingHoldingsAndOrders (line 241) | [TestCaseSource(typeof(ExistingHoldingAndOrdersDataClass), nameof(Exis... method LoadsExistingHoldingsAndOrdersWithCustomData (line 260) | [TestCaseSource(nameof(GetExistingHoldingsAndOrdersWithCustomDataTestC... method EnforcesTotalPortfolioValue (line 269) | [TestCase(true)] method EnforcesAccountCurrency (line 305) | [TestCase(true)] method HandlesErrorOnInitializeCorrectly (line 340) | [Test] method HoldingsPositionGroupResolved (line 374) | [Test] method LoadsHoldingsForExpectedMarket (line 419) | [Test] method SeedsSecurityCorrectly (line 459) | [Test] method AlgorithmTimeIsSetToUtcNowBeforePostInitialize (line 503) | [Test] method HasErrorWithZeroTotalPortfolioValue (line 543) | [TestCase(true, true)] method ZeroQuantityCurrenciesAreNotAddedToCashBook (line 599) | [Test] method TestLoadExistingHoldingsAndOrders (line 647) | private void TestLoadExistingHoldingsAndOrders(IAlgorithm algorithm, F... class ExistingHoldingAndOrdersDataClass (line 709) | private class ExistingHoldingAndOrdersDataClass class TestAlgorithm (line 836) | internal class TestAlgorithm : QCAlgorithm method TestAlgorithm (line 842) | public TestAlgorithm(Action beforePostInitializeAction = null) method Initialize (line 849) | public override void Initialize() { } method PostInitialize (line 851) | public override void PostInitialize() method GetJob (line 858) | internal static LiveNodePacket GetJob() class NonDequeingTestResultsHandler (line 873) | private class NonDequeingTestResultsHandler : TestResultHandler method DebugMessage (line 878) | public override void DebugMessage(string message) class TestableBrokerageSetupHandler (line 884) | private class TestableBrokerageSetupHandler : BrokerageSetupHandler method PublicGetOpenOrders (line 886) | public void PublicGetOpenOrders(IAlgorithm algorithm, IResultHandler... method TestLoadExistingHoldingsAndOrders (line 891) | public bool TestLoadExistingHoldingsAndOrders(IBrokerage brokerage, ... class TestHistoryProvider (line 897) | private class TestHistoryProvider : HistoryProviderBase method Initialize (line 900) | public override void Initialize(HistoryProviderInitializeParameters ... method GetHistory (line 905) | public override IEnumerable GetHistory(IEnumerable GetOpenOrders() method GetCashBalance (line 972) | public override List GetCashBalance() method GetAccountHoldings (line 981) | public override List GetAccountHoldings() method PlaceOrder (line 986) | public override bool PlaceOrder(Order order) method UpdateOrder (line 991) | public override bool UpdateOrder(Order order) method CancelOrder (line 996) | public override bool CancelOrder(Order order) method Connect (line 1001) | public override void Connect() method Disconnect (line 1006) | public override void Disconnect() FILE: Tests/Engine/TestResultHandler.cs class TestResultHandler (line 38) | public class TestResultHandler : BaseResultsHandler, IResultHandler method TestResultHandler (line 49) | public TestResultHandler(Action packetHandler = null) method Initialize (line 79) | public override void Initialize(ResultHandlerInitializeParameters para... method Run (line 84) | protected override void Run() method DebugMessage (line 88) | public virtual void DebugMessage(string message) method SystemDebugMessage (line 93) | public void SystemDebugMessage(string message) method SecurityType (line 99) | public void SecurityType(List types) method LogMessage (line 103) | public void LogMessage(string message) method ErrorMessage (line 108) | public void ErrorMessage(string error, string stacktrace = "") method RuntimeError (line 113) | public void RuntimeError(string message, string stacktrace = "") method BrokerageMessage (line 118) | public void BrokerageMessage(BrokerageMessageEvent brokerageMessageEvent) method Sample (line 122) | protected override void Sample(string chartName, string seriesName, in... method AddToLogStore (line 140) | protected override void AddToLogStore(string message) method SampleRange (line 144) | protected void SampleRange(List updates) method SetAlgorithm (line 169) | public void SetAlgorithm(IAlgorithm algorithm, decimal startingPortfol... method StoreResult (line 173) | protected override void StoreResult(Packet packet) method SendStatusUpdate (line 177) | public void SendStatusUpdate(AlgorithmStatus status, string message = "") method RuntimeStatistic (line 181) | public void RuntimeStatistic(string key, string value) method OrderEvent (line 185) | public override void OrderEvent(OrderEvent newEvent) method Exit (line 189) | public override void Exit() method ProcessSynchronousEvents (line 195) | public void ProcessSynchronousEvents(bool forceProcess = false) method StatisticsResults (line 199) | public StatisticsResults StatisticsResults() method SetSummaryStatistic (line 204) | public void SetSummaryStatistic(string name, string value) method AlgorithmTagsUpdated (line 208) | public void AlgorithmTagsUpdated(HashSet tags) method AlgorithmNameUpdated (line 212) | public void AlgorithmNameUpdated(string name) FILE: Tests/Indicators/AbsolutePriceOscillatorTests.cs class AbsolutePriceOscillatorTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/AccelerationBandsTests.cs class AccelerationBandsTests (line 24) | [TestFixture] method CreateIndicator (line 27) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataLowerBand (line 38) | [Test] method ComparesWithExternalDataUpperBand (line 51) | [Test] method WorksWithLowValues (line 64) | [Test] FILE: Tests/Indicators/AccumulationDistributionOscillatorTests.cs class AccumulationDistributionOscillatorTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 46) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/AccumulationDistributionTests.cs class AccumulationDistributionTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 46) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/AdvanceDeclineDifferenceTests.cs class AdvanceDeclineDifferenceTests (line 26) | [TestFixture] method CreateIndicator (line 29) | protected override IndicatorBase CreateIndicator() method GetSymbols (line 46) | protected override List GetSymbols() method ShouldIgnoreRemovedStocks (line 51) | [Test] method IgnorePeriodIfAnyStockMissed (line 86) | [Test] method WarmsUpProperly (line 134) | [Test] method WarmsUpOrdered (line 154) | [Test] method AcceptsRenkoBarsAsInput (line 175) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 225) | [Test] method IndicatorShouldHaveSymbolAfterUpdates (line 275) | [Test] FILE: Tests/Indicators/AdvanceDeclineRatioTests.cs class AdvanceDeclineRatioTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ShouldIgnoreRemovedStocks (line 43) | [Test] method IgnorePeriodIfAnyStockMissed (line 78) | [Test] method WarmsUpProperly (line 126) | [Test] method WarmsUpOrdered (line 146) | [Test] FILE: Tests/Indicators/AdvanceDeclineRatioVolumeTests.cs class AdvanceDeclineVolumeRatioTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ShouldIgnoreRemovedStocks (line 43) | [Test] method IgnorePeriodIfAnyStockMissed (line 78) | [Test] method WarmsUpProperly (line 126) | [Test] method WarmsUpOrdered (line 146) | [Test] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 177) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/AlphaIndicatorTests.cs class AlphaIndicatorTests (line 27) | [TestFixture] method CreateIndicator (line 36) | protected override IndicatorBase CreateIndicator() method GetSymbols (line 51) | protected override List GetSymbols() method TimeMovesForward (line 56) | [Test] method WarmsUpProperly (line 70) | [Test] method WorksWithLowValues (line 106) | [Test] method AcceptsRenkoBarsAsInput (line 122) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 157) | [Test] method AcceptsQuoteBarsAsInput (line 192) | [Test] method EqualAlphaValue (line 206) | [Test] method RiskFreeRate (line 234) | [Test] method RiskFreeRate252 (line 263) | [Test] method NoRiskFreeRate252 (line 293) | [Test] method ConstantZeroRiskFreeRateModel (line 322) | [Test] method ConstantRiskFreeRateModel (line 352) | [Test] method NullRiskFreeRate (line 382) | [Test] method TracksPreviousState (line 411) | [Test] method IndicatorShouldHaveSymbolAfterUpdates (line 433) | [Test] FILE: Tests/Indicators/ArmsIndexTests.cs class ArmsIndexTests (line 24) | [TestFixture] method CreateIndicator (line 27) | protected override IndicatorBase CreateIndicator() method ShouldIgnoreRemovedStocks (line 44) | [Test] method IgnorePeriodIfAnyStockMissed (line 79) | [Test] method WarmsUpProperly (line 127) | [Test] method WarmsUpOrdered (line 147) | [Test] method TimeMovesForward (line 168) | [Test] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 235) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/ArnaudLegouxMovingAverageTests.cs class ArnaudLegouxMovingAverageTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/AroonOscillatorTests.cs class AroonOscillatorTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ResetsProperly (line 37) | [Test] FILE: Tests/Indicators/AugenPriceSpikeTests.cs class AugenPriceSpikeTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method TestWithStream (line 35) | [Test] method TestForPeriod (line 45) | [Test] method PeriodSet (line 57) | [Test] method ResetsProperly (line 81) | [Test] method DoesNotThrowOverflowException (line 108) | [Test] FILE: Tests/Indicators/AutoregressiveIntegratedMovingAverageTests.cs class AutoregressiveIntegratedMovingAverageTests (line 27) | [TestFixture] method ComparesAgainstExternalData (line 37) | [Test] method ComparesAgainstExternalDataAfterReset (line 45) | [Test] method PredictionErrorAgainstExternalData (line 56) | [Test] method WarmsUpProperly (line 68) | [Test] method ExpectedDifferenceFromExternal (line 89) | [Test] method CreateIndicator (line 101) | protected override IndicatorBase CreateIndicator() method FillDataPerMethod (line 107) | private List FillDataPerMethod() FILE: Tests/Indicators/AverageDirectionalIndexTests.cs class AverageDirectionalIndexTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalData (line 36) | [Test] FILE: Tests/Indicators/AverageDirectionalMovementIndexRatingTests.cs class AverageDirectionalMovementIndexRatingTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/AverageRangeTests.cs class AverageRangeTests (line 25) | [TestFixture] method CreateIndicator (line 28) | protected override IndicatorBase CreateIndicator() method ComputesCorrectly (line 38) | [Test] method IsReadyAfterPeriodUpdates (line 60) | [Test] FILE: Tests/Indicators/AverageTrueRangeTests.cs class AverageTrueRangeTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalData (line 37) | [Test] method ResetsProperly (line 44) | [Test] method TrueRangePropertyIsReadyAfterTwoUpdates (line 64) | [Test] FILE: Tests/Indicators/AwesomeOscillatorTests.cs class AwesomeOscillatorTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/BalanceOfPowerTests.cs class BalanceOfPowerTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/BetaIndicatorTests.cs class BetaIndicatorTests (line 27) | [TestFixture] method CreateIndicator (line 36) | protected override IndicatorBase CreateIndicator() method GetSymbols (line 51) | protected override List GetSymbols() method TimeMovesForward (line 56) | [Test] method WarmsUpProperly (line 70) | [Test] method WorksWithLowValues (line 91) | [Test] method AcceptsRenkoBarsAsInput (line 100) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 135) | [Test] method AcceptsQuoteBarsAsInput (line 171) | [Test] method EqualBetaValue (line 185) | [Test] method NotEqualBetaValue (line 201) | [Test] method ValidateBetaCalculation (line 215) | [Test] method BetaWithDifferentTimeZones (line 259) | [Test] method TracksPreviousState (line 274) | [Test] method IndicatorShouldHaveSymbolAfterUpdates (line 296) | [Test] FILE: Tests/Indicators/BollingerBandsTests.cs class BollingerBandsTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataMiddleBand (line 38) | [Test] method ComparesWithExternalDataUpperBand (line 49) | [Test] method ComparesWithExternalDataBandWidth (line 60) | [Test] method ComparesWithExternalDataPercentB (line 71) | [Test] method ResetsProperly (line 82) | [Test] method LowerUpperBandUpdateOnce (line 108) | [Test] method DoesNotUpdateWhenStale (line 131) | [Test] FILE: Tests/Indicators/CandlestickPatterns/CandlestickPatternTests.cs class CandlestickPatternTests (line 25) | [TestFixture, Parallelizable(ParallelScope.All)] method ComparesAgainstExternalData (line 136) | [Test, TestCaseSource(nameof(PatternTestParameters))] method ComparesAgainstExternalDataAfterReset (line 142) | [Test, TestCaseSource(nameof(PatternTestParameters))] method ResetsProperly (line 150) | [Test, TestCaseSource(nameof(PatternTestParameters))] FILE: Tests/Indicators/ChaikinMoneyFlowTests.cs class ChaikinMoneyFlowTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method TestTradeBarsWithNoVolume (line 34) | [Test] method TestDivByZero (line 53) | [Test] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 79) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/ChaikinOscillatorTests.cs class ChaikinOscillatorTests (line 22) | public class ChaikinOscillatorTests : AccumulationDistributionOscillator... method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/ChandeKrollStopTests.cs class ChandeKrollStopTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method CompareAgainstExternalDataForLongStop (line 41) | [Test] FILE: Tests/Indicators/ChandeMomentumOscillatorTests.cs class ChandeMomentumOscillatorTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/ChoppinessIndexTests.cs class ChoppinessIndexTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/CommodityChannelIndexTests.cs class CommodityChannelIndexTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ResetsProperly (line 41) | [Test] FILE: Tests/Indicators/CommonIndicatorTests.cs class CommonIndicatorTests (line 31) | public abstract class CommonIndicatorTests method ComparesAgainstExternalData (line 38) | [Test] method ComparesAgainstExternalDataAfterReset (line 45) | [Test] method ResetsProperly (line 54) | [Test] method WarmsUpProperly (line 68) | [Test] method CreateAlgorithm (line 92) | protected QCAlgorithm CreateAlgorithm() method WarmUpIndicatorProducesConsistentResults (line 100) | [Test] method TimeMovesForward (line 148) | [Test] method AcceptsRenkoBarsAsInput (line 163) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 186) | [Test] method TracksPreviousState (line 209) | [Test] method WorksWithLowValues (line 231) | [Test] method IndicatorShouldHaveSymbolAfterUpdates (line 246) | [Test] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 264) | protected virtual void IndicatorValueIsNotZeroAfterReceiveRenkoBars(In... method IndicatorValueIsNotZeroAfterReceiveVolumeRenkoBars (line 269) | protected virtual void IndicatorValueIsNotZeroAfterReceiveVolumeRenkoB... method GetInput (line 274) | protected static IBaseData GetInput(DateTime startDate, int days) => G... method GetInput (line 276) | protected static IBaseData GetInput(Symbol symbol, DateTime startDate,... method GetInput (line 278) | protected static IBaseData GetInput(Symbol symbol, DateTime startDate,... method GetIndicatorAsPyObject (line 297) | public PyObject GetIndicatorAsPyObject() method RunTestIndicator (line 310) | protected virtual void RunTestIndicator(IndicatorBase indicator) method CreateIndicator (line 356) | protected abstract IndicatorBase CreateIndicator(); method GetSymbols (line 371) | protected virtual List GetSymbols() => [Symbols.SPY]; FILE: Tests/Indicators/CompositeIndicatorTests.cs class CompositeIndicatorTests (line 23) | [TestFixture] method CompositeIsReadyWhenBothAre (line 26) | [Test] method CallsDelegateCorrectly (line 58) | [Test] method ResetsProperly (line 75) | [Test] method PythonCompositeIndicatorConstructorValidatesBehavior (line 99) | [TestCase("sum", 5, 10, 15, false)] method CreatePyObjectIndicator (line 150) | private static PyObject CreatePyObjectIndicator(int period) method CreateCompositeIndicator (line 185) | protected virtual CompositeIndicator CreateCompositeIndicator(Indicato... FILE: Tests/Indicators/ConnorsRelativeStrengthIndexTests.cs class ConnorsRelativeStrengthIndexTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method DoesNotThrowDivisionByZero (line 33) | [Test] method IsReadyAfterPeriodUpdates (line 43) | [Test] FILE: Tests/Indicators/ConstantIndicatorTests.cs class ConstantIndicatorTests (line 22) | [TestFixture] method ComputesCorrectly (line 25) | [Test] method ResetsProperly (line 36) | [Test] FILE: Tests/Indicators/CoppockCurveTests.cs class CoppockCurveTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/CorrelationPearsonTests.cs class CorrelationPearsonTests (line 26) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 35) | protected override IndicatorBase CreateIndicator() method GetSymbols (line 50) | protected override List GetSymbols() method TimeMovesForward (line 55) | [Test] method WarmsUpProperly (line 69) | [Test] method AcceptsRenkoBarsAsInput (line 90) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 129) | [Test] method AcceptsQuoteBarsAsInput (line 166) | [Test] method EqualCorrelationValue (line 180) | [Test] method NotEqualCorrelationValue (line 196) | [Test] method CorrelationWithDifferentTimeZones (line 212) | [Test] FILE: Tests/Indicators/CorrelationSpearmanTests.cs class CorrelationSpearmanTests (line 26) | [TestFixture] method CorrelationSpearmanTests (line 29) | public CorrelationSpearmanTests() FILE: Tests/Indicators/CovarianceTests.cs class CovarianceTests (line 28) | [TestFixture] method CreateIndicator (line 37) | protected override IndicatorBase CreateIndicator() method GetSymbols (line 55) | protected override List GetSymbols() method TimeMovesForward (line 61) | [Test] method WarmsUpProperly (line 75) | [Test] method WorksWithLowValues (line 96) | [Test] method AcceptsRenkoBarsAsInput (line 104) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 139) | [Test] method AcceptsQuoteBarsAsInput (line 176) | [Test] method ValidateCovarianceCalculation (line 190) | [Test] method CovarianceWithDifferentTimeZones (line 232) | [Test] method TracksPreviousState (line 249) | [Test] method IndicatorShouldHaveSymbolAfterUpdates (line 271) | [Test] FILE: Tests/Indicators/DeMarkerIndicatorTests.cs class DeMarkerIndicatorTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method TestDivByZero (line 36) | [Test] FILE: Tests/Indicators/DelayTests.cs class DelayTests (line 23) | [TestFixture] method DelayZeroThrowsArgumentException (line 26) | [Test] method DelayOneRepeatsFirstInputValue (line 35) | [Test] method DelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint (line 53) | [Test] method TestDelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint (line 64) | private void TestDelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint(int... method ResetsProperly (line 75) | [Test] method WarmsUpProperly (line 92) | [Test] FILE: Tests/Indicators/DeltaTests.cs class DeltaTests (line 26) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 29) | protected override IndicatorBase CreateIndicator() method CreateIndicator (line 32) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 35) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 41) | protected override OptionIndicatorBase CreateIndicator(QCAlgorithm alg... method SetUp (line 44) | [SetUp] method ComparesAgainstExternalData (line 52) | [TestCase("american/third_party_1_greeks.csv", true, false, 0.03)] method ComparesAgainstExternalData2 (line 96) | [TestCase(23.753, 450.0, OptionRight.Call, 60, 0.546, OptionStyle.Euro... method CanComputeOnExpirationDate (line 134) | [TestCase(0.5, 470.0, OptionRight.Put, 0)] FILE: Tests/Indicators/DerivativeOscillatorIndicatorTests.cs class DerivativeOscillatorIndicatorTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() method ResetsProperly (line 33) | [Test] method ComparesWithExternalData (line 86) | [Test] FILE: Tests/Indicators/DetrendedPriceOscillatorTests.cs class DetrendedPriceOscillatorTests (line 21) | [TestFixture] method CreateIndicator (line 28) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/DonchianChannelTests.cs class DonchianChannelTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method CompareAgainstExternalDataForUpperBand (line 36) | [Test] method CompareAgainstExternalDataForLowerBand (line 47) | [Test] FILE: Tests/Indicators/DoubleExponentialMovingAverageTests.cs class DoubleExponentialMovingAverageTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/DualSymbolIndicatorTests.cs class DualSymbolIndicatorTests (line 24) | [TestFixture] method TimeMovesForward (line 29) | [Test] method ValidateCalculation (line 43) | [Test] method WorksWithDifferentTimeZones (line 80) | [Test] method TracksPreviousState (line 95) | [Test] class TestAverageIndicator (line 117) | private class TestAverageIndicator : DualSymbolIndicator method TestAverageIndicator (line 119) | public TestAverageIndicator(Symbol targetSymbol, Symbol referenceSym... method ComputeIndicator (line 126) | protected override decimal ComputeIndicator() FILE: Tests/Indicators/EaseOfMovementValueTests.cs class EaseOfMovementValueTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method TestTradeBarsWithVolume (line 38) | [Test] method PeriodSet (line 61) | [Test] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 90) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... method IndicatorValueIsNotZeroAfterReceiveVolumeRenkoBars (line 99) | protected override void IndicatorValueIsNotZeroAfterReceiveVolumeRenko... FILE: Tests/Indicators/ExponentialMovingAverageTests.cs class ExponentialMovingAverageTests (line 23) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method EmaComputesCorrectly (line 35) | [Test] method ResetsProperly (line 61) | [Test] FILE: Tests/Indicators/FilteredIdentityTests.cs class FilteredIdentityTests (line 25) | [TestFixture] method FilteredIdentityWorksWithPythonFilter (line 28) | [TestCase("lambda")] FILE: Tests/Indicators/FisherTransformTests.cs class FisherTransformTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/ForceIndexTests.cs class ForceIndexTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 43) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/FractalAdaptiveMovingAverageTests.cs class FractalAdaptiveMovingAverageTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ResetsProperly (line 41) | [Test] FILE: Tests/Indicators/FunctionalIndicatorTests.cs class FunctionalIndicatorTests (line 22) | [TestFixture] method ComputesDelegateCorrectly (line 25) | [Test] method ResetsProperly (line 38) | [Test] FILE: Tests/Indicators/GammaTests.cs class GammaTests (line 26) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 29) | protected override IndicatorBase CreateIndicator() method CreateIndicator (line 32) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 35) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 41) | protected override OptionIndicatorBase CreateIndicator(QCAlgorithm alg... method SetUp (line 44) | [SetUp] method ComparesAgainstExternalData (line 52) | [TestCase("american/third_party_1_greeks.csv", true, false, 0.12)] method ComparesAgainstExternalData2 (line 96) | [TestCase(23.753, 450.0, OptionRight.Call, 60, 0.0071, OptionStyle.Eur... method CanComputeOnExpirationDate (line 134) | [TestCase(0.5, 470.0, OptionRight.Put, OptionStyle.American, 0)] FILE: Tests/Indicators/HeikinAshiTests.cs class HeikinAshiTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalData (line 34) | [Test] method ComparesAgainstExternalDataAfterReset (line 44) | [Test] FILE: Tests/Indicators/HilbertTransformTests.cs class HilbertTransformTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalDataInPhase (line 34) | [Test] method ComparesAgainstExternalDataQuadrature (line 46) | [Test] method ResetsProperly (line 58) | [Test] FILE: Tests/Indicators/HullMovingAverageTests.cs class HullMovingAverageTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/HurstExponentTests.cs class HurstExponentTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method DoesNotThrowDivisionByZero (line 33) | [Test] FILE: Tests/Indicators/IchimokuKinkoHyoTests.cs class IchimokuKinkoHyoTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataTenkanMaximum (line 41) | [Test] method ComparesWithExternalDataTenkanMinimum (line 52) | [Test] method ComparesWithExternalDataKijunMaximum (line 63) | [Test] method ComparesWithExternalDataKijunMinimum (line 73) | [Test] method ComparesWithExternalDataKijun (line 83) | [Test] method ComparesWithExternalDataDelayedTenkanSenkouA (line 93) | [Test] method ComparesWithExternalDataDelayedKijunSenkouA (line 105) | [Test] method ComparesWithExternalDataSenkouA (line 116) | [Test] method ComparesWithExternalDataSenkouBMaximum (line 126) | [Test] method ComparesWithExternalDataSenkouBMinimum (line 137) | [Test] method ComparesWithExternalDataDelayedMaximumSenkouB (line 148) | [Test] method ComparesWithExternalDataDelayedMinimumSenkouB (line 159) | [Test] method ComponentsAreNonZeroWhenIndicatorIsReady (line 170) | [Test] FILE: Tests/Indicators/IdentityTests.cs class IdentityTests (line 25) | [TestFixture] method TestIdentityInvariants (line 28) | [Test] method ResetsProperly (line 44) | [Test] method WarmsUpProperly (line 64) | [Test] FILE: Tests/Indicators/ImpliedVolatilityTests.cs class ImpliedVolatilityTests (line 27) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 30) | protected override IndicatorBase CreateIndicator() method CreateIndicator (line 33) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 36) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 42) | protected override OptionIndicatorBase CreateIndicator(QCAlgorithm alg... method SetUp (line 45) | [SetUp] method ComparesAgainstExternalData (line 52) | [TestCase("american/third_party_1_greeks.csv", true, false, 0.08)] method SetSmoothingFunction (line 95) | [TestCase(23.753, 27.651, 450.0, OptionRight.Call, 60, 0.309, 0.309)] method SetPythonSmoothingFunction (line 126) | [TestCase(23.753, 27.651, 450.0, OptionRight.Call, 60, 0.309, 0.309)] method ComparesAgainstExternalData2 (line 164) | [TestCase(23.753, 450.0, OptionRight.Call, 60, 0.309)] method CanComputeOnExpirationDate (line 189) | [TestCase(0.5, 470.0, OptionRight.Put, 0)] method WarmsUpProperly (line 214) | [Test] FILE: Tests/Indicators/IndicatorBasedOptionPriceModelTests.cs class IndicatorBasedOptionPriceModelTests (line 26) | [TestFixture] method WorksWithAndWithoutMirrorContract (line 29) | [TestCase(true, 6.05392693521696, 0.3559978, 0.7560627, 0.0430897, 0.0... method WontCalculateIfMissindData (line 56) | [TestCase(false, false)] method GetTestData (line 69) | private static void GetTestData(bool withUnderlying, bool withOption, ... FILE: Tests/Indicators/IndicatorExtensionsTests.cs class IndicatorExtensionsTests (line 28) | [TestFixture] method PipesDataUsingOfFromFirstToSecond (line 31) | [Test, Parallelizable(ParallelScope.Self)] method PipesDataFirstWeightedBySecond (line 66) | [Test, Parallelizable(ParallelScope.Self)] method NewDataPushesToDerivedIndicators (line 88) | [Test, Parallelizable(ParallelScope.Self)] method MultiChainSMA (line 108) | [Test, Parallelizable(ParallelScope.Self)] method MultiChainEMA (line 140) | [Test, Parallelizable(ParallelScope.Self)] method MultiChainMAX (line 171) | [Test, Parallelizable(ParallelScope.Self)] method MultiChainMIN (line 201) | [Test, Parallelizable(ParallelScope.Self)] method PlusAddsLeftAndRightAfterBothUpdated (line 231) | [Test, Parallelizable(ParallelScope.Self)] method PlusAddsLeftAndConstant (line 252) | [Test, Parallelizable(ParallelScope.Self)] method MinusSubtractsLeftAndRightAfterBothUpdated (line 265) | [Test, Parallelizable(ParallelScope.Self)] method MinusSubtractsLeftAndConstant (line 286) | [Test, Parallelizable(ParallelScope.Self)] method OverDividesLeftAndRightAfterBothUpdated (line 299) | [Test, Parallelizable(ParallelScope.Self)] method OverDividesLeftAndConstant (line 320) | [Test, Parallelizable(ParallelScope.Self)] method OverHandlesDivideByZero (line 333) | [Test, Parallelizable(ParallelScope.Self)] method TimesMultipliesLeftAndRightAfterBothUpdated (line 354) | [Test, Parallelizable(ParallelScope.Self)] method TimesMultipliesLeftAndConstant (line 375) | [Test, Parallelizable(ParallelScope.Self)] method WorksForIndicatorsOfDifferentTypes (line 389) | [Test, Parallelizable(ParallelScope.Self)] method IndicatorOfDifferentBaseCases (line 410) | protected static TestCaseData[] IndicatorOfDifferentBaseCases() method DifferentBaseIndicators (line 454) | [TestCaseSource(nameof(IndicatorOfDifferentBaseCases))] method DifferentBaseIndicatorsPy (line 460) | [TestCaseSource(nameof(IndicatorOfDifferentBaseCases))] method CompositeTestRunner (line 469) | public static void CompositeTestRunner(dynamic left, dynamic right, st... method MinusSubtractsLeftAndConstant_Py (line 516) | [Test] method PlusAddsLeftAndConstant_Py (line 532) | [Test] method OverDivdesLeftAndConstant_Py (line 548) | [Test] method TimesMultipliesLeftAndConstant_Py (line 564) | [Test] method TimesMultipliesLeftAndRight_Py (line 580) | [Test] method OverDividesLeftAndRight_Py (line 598) | [Test] method PlusAddsLeftAndRight_Py (line 616) | [Test] method MinusSubstractsLeftAndRight_Py (line 634) | [Test] method RunPythonRegressionAlgorithmWithIndicatorExtensions (line 652) | [Test] class TestIndicatorA (line 689) | private class TestIndicatorA : IndicatorBase method TestIndicatorA (line 691) | public TestIndicatorA(string name) : base(name) method ComputeNextValue (line 695) | protected override decimal ComputeNextValue(IBaseData input) class TestIndicatorB (line 701) | private class TestIndicatorB : IndicatorBase method TestIndicatorB (line 703) | public TestIndicatorB(string name) : base(name) method ComputeNextValue (line 713) | protected override decimal ComputeNextValue(IndicatorDataPoint input) class TestIndicator (line 719) | private class TestIndicator : IndicatorBase method TestIndicator (line 722) | public TestIndicator(string name) method UpdateValue (line 736) | public void UpdateValue(int value) method ComputeNextValue (line 742) | protected override decimal ComputeNextValue(T input) FILE: Tests/Indicators/IndicatorTests.cs class IndicatorTests (line 34) | [TestFixture] method NameSaves (line 37) | [Test] method UpdatesProperly (line 46) | [Test] method ShouldNotThrowOnDifferentDataType (line 67) | [Test] method PassesOnDuplicateTimes (line 77) | [Test] method SortsTheSameAsDecimalDescending (line 95) | [Test] method SortsTheSameAsDecimalAsecending (line 120) | [Test] method ComparisonFunctions (line 138) | [Test] method EqualsMethodShouldNotThrowExceptions (line 147) | [Test] method IndicatorMustBeEqualToItself (line 163) | [Test] method IndicatorsOfDifferentTypeDiplaySameCurrentTime (line 193) | [Test] method IndicatorKeepsHistory (line 230) | [TestCase(2)] method HistoryWindowIsCorrectlyReset (line 273) | [Test] method CanAccessCurrentAndPreviousState (line 299) | [Test] method PreviousValueIsNotNullAtStart (line 322) | [Test] method IndicatorShouldRetainSymbolWhenUpdatedWithDifferentDataType (line 335) | [Test] method TestComparisonOperators (line 344) | private static void TestComparisonOperators() method TestOperator (line 361) | private static void TestOperator(TIndicator indica... method GetOperatorMethodInfo (line 372) | private static MethodInfo GetOperatorMethodInfo(string @operator, i... class TestIndicator (line 387) | private class TestIndicator : Indicator method TestIndicator (line 393) | public TestIndicator(string name) method TestIndicator (line 400) | public TestIndicator() method ComputeNextValue (line 418) | protected override decimal ComputeNextValue(IndicatorDataPoint input) FILE: Tests/Indicators/InternalBarStrengthTests.cs class InternalBarStrengthTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/KaufmanAdaptiveMovingAverageTests.cs class KaufmanAdaptiveMovingAverageTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/KaufmanEfficiencyRatioTests.cs class KaufmanEfficiencyRatioTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/KeltnerChannelsTests.cs class KeltnerChannelsTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataUpperBand (line 36) | [Test] method ComparesWithExternalDataLowerBand (line 51) | [Test] method ComparesTimeStampBetweenKeltnerChannelAndMiddleBand (line 66) | [Test] method ResetsProperly (line 80) | [Test] FILE: Tests/Indicators/KlingerVolumeOscillatorTests.cs class KlingerVolumeOscillatorTests (line 22) | [TestFixture] method CreateIndicator (line 42) | protected override IndicatorBase CreateIndicator() method AcceptsRenkoBarsAsInput (line 53) | public override void AcceptsRenkoBarsAsInput() method SignalLineIsReadyAfterWarmUpPeriod (line 57) | [Test] FILE: Tests/Indicators/KnowSureThingTests.cs class KnowSureThingTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataSignal (line 34) | [Test] FILE: Tests/Indicators/LeastSquaresMovingAverageTests.cs class LeastSquaresMovingAverageTests (line 25) | [TestFixture] method CreateIndicator (line 28) | protected override IndicatorBase CreateIndicator() method RunTestIndicator (line 63) | protected override void RunTestIndicator(IndicatorBase CreateIndicator() method ComputesCorrectly (line 35) | [TestCase(1)] method ResetsProperly (line 58) | [Test] method WarmsUpProperly (line 76) | [TestCase(1)] FILE: Tests/Indicators/LogReturnTests.cs class LogReturnTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method LOGRComputesCorrectly (line 35) | [Test] FILE: Tests/Indicators/MassIndexTests.cs class MassIndexTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/MaximumTests.cs class MaximumTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComputesCorrectly (line 40) | [Test] method ComputesCorrectlyMaximum (line 68) | [Test] method ResetsProperlyMaximum (line 95) | [Test] FILE: Tests/Indicators/McClellanIndicatorsTestHelper.cs type ITestMcClellanOscillator (line 24) | public interface ITestMcClellanOscillator method TestUpdate (line 26) | public void TestUpdate(IndicatorDataPoint input); class McClellanIndicatorTestHelper (line 32) | public class McClellanIndicatorTestHelper method RunTestIndicator (line 40) | public static void RunTestIndicator(T indicator, string fileName, s... method UpdateRenkoConsolidator (line 66) | public static void UpdateRenkoConsolidator(IDataConsolidator renkoCons... method GetAdvanceDeclineNumber (line 86) | public static bool GetAdvanceDeclineNumber(decimal adDifference, out i... FILE: Tests/Indicators/McClellanOscillatorTests.cs class McClellanOscillatorTests (line 26) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 29) | protected override IndicatorBase CreateIndicator() method GetSymbols (line 45) | protected override List GetSymbols() method WarmsUpProperly (line 50) | [Test] method ResetsProperly (line 68) | [Test] method ComparesAgainstExternalData (line 88) | [Test] method ComparesAgainstExternalDataAfterReset (line 95) | [Test] method AcceptsRenkoBarsAsInput (line 104) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 119) | [Test] class TestMcClellanOscillator (line 139) | public class TestMcClellanOscillator : McClellanOscillator, ITestMcClell... method TestMcClellanOscillator (line 144) | public TestMcClellanOscillator() : base() method TestUpdate (line 160) | public void TestUpdate(IndicatorDataPoint input) method Reset (line 183) | public override void Reset() FILE: Tests/Indicators/McClellanSummationIndexTests.cs class McClellanSummationIndexTests (line 26) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 29) | protected override IndicatorBase CreateIndicator() method GetSymbols (line 44) | protected override List GetSymbols() method WarmsUpProperly (line 49) | [Test] method ResetsProperly (line 67) | [Test] method ComparesAgainstExternalData (line 87) | [Test] method ComparesAgainstExternalDataAfterReset (line 94) | [Test] method AcceptsRenkoBarsAsInput (line 103) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 118) | [Test] class TestMcClellanSummationIndex (line 138) | public class TestMcClellanSummationIndex : McClellanSummationIndex, ITes... method TestMcClellanSummationIndex (line 143) | public TestMcClellanSummationIndex() : base() method TestUpdate (line 161) | public void TestUpdate(IndicatorDataPoint input) method Reset (line 184) | public override void Reset() FILE: Tests/Indicators/McGinleyDynamicTests.cs class McGinleyDynamicTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method IsReadyAfterPeriodUpdates (line 35) | [Test] method ResetsProperly (line 47) | [Test] method WorksWithLowValues (line 67) | [Test] FILE: Tests/Indicators/MeanAbsoluteDeviationTests.cs class MeanAbsoluteDeviationTests (line 22) | [TestFixture] method ComputesCorrectly (line 25) | [Test] method ResetsProperly (line 49) | [Test] method WarmsUpProperly (line 64) | [Test] FILE: Tests/Indicators/MesaAdaptiveMovingAverageTests.cs class MesaAdaptiveMovingAverageTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method DoesNotThrowDivisionByZero (line 36) | [Test] FILE: Tests/Indicators/MidPointTests.cs class MidPointTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/MidPriceTests.cs class MidPriceTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/MinimumTests.cs class MinimumTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComputesCorrectly (line 40) | [Test] method ResetsProperlyMinimum (line 76) | [Test] FILE: Tests/Indicators/MomentumPercentTests.cs class MomentumPercentTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/MomentumTests.cs class MomentumTests (line 22) | [TestFixture] method ComputesCorrectly (line 25) | [Test] method ResetsProperly (line 36) | [Test] method WarmsUpProperly (line 51) | [Test] FILE: Tests/Indicators/MomersionTests.cs class MomersionTests (line 28) | [TestFixture] method ComputesCorrectly (line 57) | [TestCase(7, 20)] method ResetsProperly (line 67) | [TestCase(7, 20)] method WarmsUpProperly (line 83) | [TestCase(7, 20)] method RunTestIndicator (line 98) | private void RunTestIndicator(Momersion momersion, IEnumerable expected) FILE: Tests/Indicators/MoneyFlowIndexTests.cs class MoneyFlowIndexTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method TestTradeBarsWithNoVolume (line 35) | [Test] FILE: Tests/Indicators/MovingAverageConvergenceDivergenceTests.cs class MovingAverageConvergenceDivergenceTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method FastPeriodLessThanSlowPeriod (line 34) | [Test] method ComparesWithExternalDataMacdHistogram (line 42) | [Test] method ComparesWithExternalDataMacdSignal (line 58) | [Test] method ComparesWithExternalDataMacdValue (line 74) | [Test] method WarmsUpProperly (line 90) | [Test] FILE: Tests/Indicators/MovingAverageTypeExtensionsTests.cs class MovingAverageTypeExtensionsTests (line 21) | [TestFixture] method CreatesCorrectAveragingIndicator (line 24) | [Test] FILE: Tests/Indicators/NewHighsNewLowsDifferenceTests.cs class NewHighsNewLowsDifferenceTests (line 23) | [TestFixture] method CreateNewHighsNewLowsIndicator (line 26) | protected override NewHighsNewLows CreateNewHighsNewLows... method GetSubIndicator (line 32) | protected override IndicatorBase GetSubIndicator(Indicat... method ShouldIgnoreRemovedStocks (line 37) | [Test] method IgnorePeriodIfAnyStockMissed (line 87) | [Test] method WarmsUpProperly (line 154) | [Test] method WarmsUpOrdered (line 183) | [Test] method IndicatorShouldHaveSymbolAfterUpdates (line 212) | [Test] FILE: Tests/Indicators/NewHighsNewLowsRatioTests.cs class NewHighsNewLowsRatioTests (line 23) | [TestFixture] method CreateNewHighsNewLowsIndicator (line 26) | protected override NewHighsNewLows CreateNewHighsNewLows... method GetSubIndicator (line 32) | protected override IndicatorBase GetSubIndicator(Indicat... method ShouldIgnoreRemovedStocks (line 38) | [Test] method IgnorePeriodIfAnyStockMissed (line 88) | [Test] method WarmsUpProperly (line 155) | [Test] method WarmsUpOrdered (line 184) | [Test] method IndicatorShouldHaveSymbolAfterUpdates (line 213) | [Test] FILE: Tests/Indicators/NewHighsNewLowsTestsBase.cs class NewHighsNewLowsTestsBase (line 27) | public abstract class NewHighsNewLowsTestsBase : CommonIndicatorTests method CreateIndicator (line 30) | protected override IndicatorBase CreateIndicator() method GetSymbols (line 51) | protected override List GetSymbols() method CreateNewHighsNewLowsIndicator (line 62) | protected abstract NewHighsNewLows CreateNewHighsNewLowsIndicator(); method GetSubIndicator (line 64) | protected abstract IndicatorBase GetSubIndicator(IndicatorBase m... method AcceptsRenkoBarsAsInput (line 66) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 116) | [Test] FILE: Tests/Indicators/NewHighsNewLowsVolumeRatioTests.cs class NewHighsNewLowsVolumeRatioTests (line 23) | [TestFixture] method CreateNewHighsNewLowsIndicator (line 26) | protected override NewHighsNewLows CreateNewHighsNewLowsIndi... method GetSubIndicator (line 32) | protected override IndicatorBase GetSubIndicator(IndicatorBa... method ShouldIgnoreRemovedStocks (line 37) | [Test] method IgnorePeriodIfAnyStockMissed (line 87) | [Test] method WarmsUpProperly (line 154) | [Test] method WarmsUpOrdered (line 183) | [Test] method IndicatorShouldHaveSymbolAfterUpdates (line 212) | [Test] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 251) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/NormalizedAverageTrueRangeTests.cs class NormalizedAverageTrueRangeTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/OnBalanceVolumeTests.cs class OnBalanceVolumeTests (line 23) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 48) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/OptionBaseIndicatorTests.cs class OptionBaseIndicatorTests (line 32) | public abstract class OptionBaseIndicatorTests : CommonIndicatorTests... method CreateIndicator (line 45) | protected override IndicatorBase CreateIndicator() method CreateIndicator (line 50) | protected virtual OptionIndicatorBase CreateIndicator(IRiskFreeInteres... method CreateIndicator (line 55) | protected virtual OptionIndicatorBase CreateIndicator(IRiskFreeInteres... method CreateIndicator (line 60) | protected virtual OptionIndicatorBase CreateIndicator(QCAlgorithm algo... method ParseSymbols (line 65) | protected OptionPricingModelType ParseSymbols(string[] items, bool ame... method RunTestIndicator (line 78) | protected void RunTestIndicator(Symbol call, Symbol put, OptionIndicat... method GetSymbols (line 110) | protected override List GetSymbols() method ZeroGreeksIfExpired (line 115) | [Test] method ResetsProperly (line 129) | [Test] method TimeMovesForward (line 150) | [Test] method WarmsUpProperly (line 167) | [Test] method WarmUpIndicatorProducesConsistentResults (line 198) | [Test] method WorksWithLowValues (line 260) | [Test] method UsesRiskFreeInterestRateModel (line 267) | [Test] method UsesPythonDefinedRiskFreeInterestRateModel (line 300) | [Test] method OptionIndicatorUsesAlgorithmsRiskFreeRateModelSetAfterIndicatorRegistration (line 331) | [Test] method UsesDividendYieldModel (line 373) | [Test] method UsesPythonDefinedDividendYieldModel (line 407) | [Test] method ComparesAgainstExternalData (line 442) | [Test] method ComparesAgainstExternalDataAfterReset (line 448) | [Test] method AcceptsRenkoBarsAsInput (line 454) | public override void AcceptsRenkoBarsAsInput() method AcceptsVolumeRenkoBarsAsInput (line 459) | public override void AcceptsVolumeRenkoBarsAsInput() FILE: Tests/Indicators/ParabolicStopAndReverseExtendedTests.cs class ParabolicStopAndReverseExtendedTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataWithParams (line 36) | [TestCase("SAREXT_PARAM1", 0.0, 0.0, 0.03, 0.02, 0.4, 0.02, 0.01, 0.3)] FILE: Tests/Indicators/ParabolicStopAndReverseTests.cs class ParabolicStopAndReverseTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/PercentagePriceOscillatorTests.cs class PercentagePriceOscillatorTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/PivotPointsHighLowTests.cs class PivotPointsHighLowTests (line 26) | [TestFixture] method CreateIndicator (line 29) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalData (line 40) | [Test] method PivotPointPerType (line 58) | [TestCase(PivotPointType.Low)] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 126) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... method IndicatorValueIsNotZeroAfterReceiveVolumeRenkoBars (line 133) | protected override void IndicatorValueIsNotZeroAfterReceiveVolumeRenko... method StrictVsRelaxedHighPivotDetection (line 137) | [TestCase(true)] method DefaultBehaviorIsStrict (line 181) | [Test] method QCAlgorithmHelperMethodOverloadResolution (line 201) | [Test] method QCAlgorithmHelperOverloadResolution (line 225) | [Test] FILE: Tests/Indicators/PremierStochasticOscillatorTests.cs class PremierStochasticOscillatorTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method IsReadyAfterPeriodUpdates (line 41) | [Test] FILE: Tests/Indicators/PythonIndicatorNoinheritanceTests.cs class PythonIndicatorNoinheritanceSnakeCaseTests (line 26) | [TestFixture] class PythonIndicatorNoinheritanceTests (line 32) | [TestFixture] method CreateIndicator (line 40) | protected override IndicatorBase CreateIndicator() method RunTestIndicator (line 74) | protected override void RunTestIndicator(IndicatorBase indi... FILE: Tests/Indicators/PythonIndicatorNoinheritanceTestsLegacy.cs class PythonIndicatorNoinheritanceTestsSnakeCaseLegacy (line 26) | [TestFixture] class PythonIndicatorNoinheritanceTestsLegacy (line 32) | [TestFixture] method CreateIndicator (line 40) | protected override IndicatorBase CreateIndicator() method RunTestIndicator (line 73) | protected override void RunTestIndicator(IndicatorBase indi... FILE: Tests/Indicators/PythonIndicatorTests.cs class PythonIndicatorTestsSnakeCase (line 31) | [TestFixture] class PythonIndicatorTests (line 37) | [TestFixture] method SetUp (line 40) | [SetUp] method CreatePythonIndicator (line 48) | private PyObject CreatePythonIndicator(int period = 14) method CreateIndicator (line 81) | protected override IndicatorBase CreateIndicator() method RunTestIndicator (line 90) | protected override void RunTestIndicator(IndicatorBase indi... method SmaComputesCorrectly (line 140) | [Test] method IsReadyAfterPeriodUpdates (line 156) | [Test] method ResetsProperly (line 168) | [Test] method RegisterPythonCustomIndicatorProperly (line 187) | [Test] method AllPythonRegisterIndicatorCases (line 227) | [Test] method AllPythonRegisterIndicatorBadCases (line 281) | [TestCase("consolidator", false, "Type mismatch found between consolid... method WarmsUpProperlyPythonIndicator (line 337) | [Test] method SetDefaultWarmUpPeriodProperly (line 380) | [Test] method PythonIndicatorDoesntRequireWrappingToWork (line 413) | [Test] method IndicatorExtensionsWorkForPythonIndicators (line 440) | [Test] method PythonIndicatorExtensionInRegressionAlgorithm (line 484) | [Test] method AcceptsRenkoBarsAsInput (line 503) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 512) | [Test] FILE: Tests/Indicators/RateOfChangePercentTests.cs class RateOfChangePercentTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/RateOfChangeRatioTests.cs class RateOfChangeRatioTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/RateOfChangeTests.cs class RateOfChangeTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method IndicatorValueIsNotZeroWhenReady (line 41) | [Test] FILE: Tests/Indicators/RegressionChannelTests.cs class RegressionChannelTests (line 25) | [TestFixture] method ComputesCorrectly (line 28) | [Test] method ResetsProperly (line 55) | [Test] method WarmsUpProperly (line 71) | [Test] method LowerUpperChannelUpdateOnce (line 86) | [Test] FILE: Tests/Indicators/RelativeDailyVolumeTests.cs class RelativeDailyVolumeTests (line 23) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ResetsProperly (line 41) | [Test] method AddTradeBarData (line 57) | public void AddTradeBarData(ref RelativeDailyVolume rdv, int iteration... method WarmsUpProperly (line 84) | [Test] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 122) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/RelativeMovingAverageTests.cs class RelativeMovingAverageTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ResetsProperly (line 39) | [Test] FILE: Tests/Indicators/RelativeStrengthIndexTests.cs class RelativeStrengthIndexTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalDataSma (line 34) | [Test] method ResetsProperly (line 41) | [Test] method DoesNotThrowDivisionByZero (line 55) | [Test] FILE: Tests/Indicators/RelativeVigorIndexTests.cs class RelativeVigorIndexTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataRviSignal (line 35) | [Test] method TestDivByZero (line 44) | [Test] method SignalUpdatesOnFlatMarket (line 64) | [Test] FILE: Tests/Indicators/ResetCompositeIndicatorTests.cs class ResetCompositeIndicatorTests (line 22) | public class ResetCompositeIndicatorTests : CompositeIndicatorTests method ResetsProperly (line 24) | [Test] method CreateCompositeIndicator (line 54) | protected override CompositeIndicator CreateCompositeIndicator(Indicat... FILE: Tests/Indicators/RhoTests.cs class RhoTests (line 24) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 27) | protected override IndicatorBase CreateIndicator() method CreateIndicator (line 30) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 33) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 39) | protected override OptionIndicatorBase CreateIndicator(QCAlgorithm alg... method SetUp (line 42) | [SetUp] method ComparesAgainstExternalData2 (line 53) | [TestCase(23.753, 450.0, OptionRight.Call, 60, 0.3628, OptionStyle.Eur... method CanComputeOnExpirationDate (line 91) | [TestCase(0.5, 470.0, OptionRight.Put, 0)] FILE: Tests/Indicators/RogersSatchellVolatilityTests.cs class RogersSatchellVolatilityTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/RollingWindowTests.cs class RollingWindowTests (line 25) | [TestFixture] method ResizedFromZero (line 28) | [Test] method NotFullRollingWindowNegativeIndex (line 44) | [Test] method NewWindowIsEmpty (line 79) | [Test] method AddsData (line 89) | [Test] method OldDataFallsOffBackOfWindow (line 112) | [Test] method IndexingBasedOnReverseInsertedOrder (line 133) | [Test] method EnumeratesAsExpected (line 161) | [Test] method ResetsProperly (line 177) | [Test] method RetrievesNonZeroIndexProperlyAfterReset (line 185) | [Test] method DoesNotThrowWhenIndexIsNegative (line 233) | [Test] method WindowCanBeIndexedOutsideCount (line 242) | [Test] method WindowCanBeIndexedOutsideCountUsingSetter (line 264) | [Test] method WindowCanBeIndexedOutsideSizeAndGetsResized (line 294) | [Test] method WindowCanBeIndexedOutsideSizeUsingSetterAndGetsResized (line 316) | [Test] method NewElementsHaveDefaultValuesWhenResizingUp (line 331) | [Test] method HistoryWindowResizingUpKeepsCurrentValues (line 345) | [Test] method HistoryWindowResizingDownKeepsCurrentValuesWithinNewSizeBelowCurrentCount (line 365) | [Test] method HistoryWindowResizingDownKeepsCurrentValuesWithinNewSizeAboveCurrentCount (line 387) | [Test] method RollingWindowSupportsNegativeIndices (line 410) | [Test] method NegativeIndexThrowsWhenExceedingWindowSize (line 460) | [Test] method SetterThrowsForInvalidNegativeIndices (line 480) | [Test] method MixedPositiveAndNegativeIndexBehavior (line 500) | [Test] method RollingWindowWorksWithAnyType (line 527) | [TestCase("tuple", 3)] FILE: Tests/Indicators/SchaffTrendCycleTests.cs class SchaffTrendCycleTests (line 9) | [TestFixture] method CreateIndicator (line 12) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/SessionTests.cs class SessionTests (line 24) | [TestFixture] method AddMethodPreservesPreviousValuesInSessionWindow (line 27) | [TestCase(0)] method EndTimeDoesNotOverflowWhenAccessedBeforeFirstUpdate (line 73) | [Test] method ConsolidationTestCases (line 94) | private static IEnumerable ConsolidationTestCases() method ConsolidatesDaily (line 103) | [TestCaseSource(nameof(ConsolidationTestCases))] method CreatesNewSessionBarWithCorrectNextTradingDay (line 140) | [TestCaseSource(nameof(NextSessionTradingDayCases))] method NextSessionTradingDayCases (line 165) | private static IEnumerable NextSessionTradingDayCases() method GetSession (line 174) | private static Session GetSession(TickType tickType, int initialSize) method BarsAreEqual (line 182) | private static bool BarsAreEqual(TradeBar bar1, TradeBar bar2) FILE: Tests/Indicators/SharpeRatioTests.cs class SharpeRatioTests (line 26) | [TestFixture] method CreateIndicator (line 29) | protected override IndicatorBase CreateIndicator() method TestTradeBarsWithSameValue (line 38) | [Test] method TestTradeBarsWithDifferingValue (line 53) | [Test] method TestDivByZero (line 68) | [Test] method UsesRiskFreeInterestRateModel (line 84) | [Test] method UsesPythonDefinedRiskFreeInterestRateModel (line 117) | [Test] class TestableSharpeRatio (line 147) | private class TestableSharpeRatio : SharpeRatio method TestableSharpeRatio (line 151) | public TestableSharpeRatio(string name, int period, IRiskFreeInteres... method TestableSharpeRatio (line 155) | public TestableSharpeRatio(int period, decimal riskFreeRate = 0.0m) method TestableSharpeRatio (line 160) | public TestableSharpeRatio(string name, int period, decimal riskFree... FILE: Tests/Indicators/SimpleMovingAverageTests.cs class SimpleMovingAverageTests (line 24) | [TestFixture] method CreateIndicator (line 27) | protected override IndicatorBase CreateIndicator() method SmaComputesCorrectly (line 41) | [Test] method IsReadyAfterPeriodUpdates (line 57) | [Test] method ResetsProperly (line 69) | [Test] FILE: Tests/Indicators/SmoothedOnBalanceVolumeTests.cs class SmoothedOnBalanceVolumeTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 43) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... FILE: Tests/Indicators/SortinoRatioTests.cs class SortinoRatioTests (line 24) | [TestFixture] method CreateIndicator (line 27) | protected override IndicatorBase CreateIndicator() method TestConstantValues (line 36) | [Test] method TestOnlyIncreasingValues (line 52) | [Test] method TestValuesFromCMEGroup (line 68) | [Test] method RunTestIndicatorWithNonZeroRiskFreeRate (line 94) | [Test] FILE: Tests/Indicators/SqueezeMomentumTests.cs class SqueezeMomentumTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/StandardDeviationTests.cs class StandardDeviationTests (line 22) | [TestFixture] method ComputesCorrectly (line 25) | [Test] method ResetsProperlyStandardDeviation (line 49) | [Test] method CreateIndicator (line 62) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/StochasticRelativeStrengthIndexTests.cs class StochasticRelativeStrengthIndexTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataColumnD (line 38) | [Test] FILE: Tests/Indicators/StochasticTests.cs class StochasticTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalDataOnStochasticsK (line 41) | [Test] method PrimaryOutputIsFastStochProperty (line 56) | [Test] method ResetsProperly (line 70) | [Test] method HandlesEqualMinAndMax (line 92) | [Test] FILE: Tests/Indicators/SumTests.cs class SumTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method RunTestIndicator (line 34) | protected override void RunTestIndicator(IndicatorBase CreateIndicator() method Getters (line 42) | [Test] method ResetsProperly (line 65) | [Test] FILE: Tests/Indicators/SwissArmyKnifeTests.cs class SwissArmyKnifeTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ResetsProperly (line 38) | [Test] method ComparesBandPassAgainstExternalData (line 56) | [Test] method Compares2PHPAgainstExternalData (line 63) | [Test] method ComparesHPAgainstExternalData (line 70) | [Test] method ComparesButterAgainstExternalData (line 77) | [Test] method RunTestIndicator (line 84) | private void RunTestIndicator(IndicatorBase indica... method AssertResult (line 89) | private static void AssertResult(double expected, decimal actual, deci... FILE: Tests/Indicators/T3MovingAverageTests.cs class T3MovingAverageTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/TargetDownsideDeviationTests.cs class TargetDownsideDeviationTests (line 22) | [TestFixture] method AlwaysZeroWitNonNegativeNumbers (line 26) | [Test] method ResetsProperlyTargetDownsideDeviation (line 38) | [Test] method CreateIndicator (line 52) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/TestHelper.cs class TestHelper (line 33) | public static class TestHelper method GetDataStream (line 42) | public static IEnumerable GetDataStream(int count,... method TestIndicator (line 59) | public static void TestIndicator(IndicatorBase ind... method TestIndicator (line 72) | public static void TestIndicator(IndicatorBase ind... method TestIndicator (line 106) | public static void TestIndicator(IndicatorBase indicator... method TestIndicator (line 123) | public static void TestIndicator(IndicatorBase indicator, st... method TestIndicator (line 140) | public static void TestIndicator(T indicator, string externalDataFi... method TestIndicator (line 157) | public static void TestIndicator(IndicatorBase indicator... method TestIndicator (line 185) | public static void TestIndicator(IndicatorBase indicator, st... method UpdateRenkoConsolidator (line 208) | public static void UpdateRenkoConsolidator(IDataConsolidator renkoCons... method TestIndicatorReset (line 227) | public static void TestIndicatorReset(IndicatorBase indi... method TestIndicatorReset (line 247) | public static void TestIndicatorReset(IndicatorBase indicato... method TestIndicatorReset (line 267) | public static void TestIndicatorReset(IndicatorBase> GetCsvF... method GetTradeBarStream (line 313) | public static IEnumerable GetTradeBarStream(string externalD... method AssertIndicatorIsInDefaultState (line 322) | public static void AssertIndicatorIsInDefaultState(IndicatorBase... method GetCsvValue (line 362) | private static string GetCsvValue(this IReadOnlyDictionary CreateIndicator() method CreateIndicator (line 32) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 35) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 41) | protected override OptionIndicatorBase CreateIndicator(QCAlgorithm alg... method SetUp (line 44) | [SetUp] method ComparesAgainstExternalData (line 53) | [TestCase("american/third_party_1_greeks.csv", true, false, 0.6, 1.5e-3)] method ComparesAgainstExternalData2 (line 97) | [TestCase(23.753, 450.0, OptionRight.Call, 60, -0.2092, OptionStyle.Eu... method CanComputeOnExpirationDate (line 135) | [TestCase(0.5, 470.0, OptionRight.Put, 0)] FILE: Tests/Indicators/TimeProfileTests.cs class TimeProfileTests (line 23) | [TestFixture] method CreateIndicator (line 30) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataPOCVolume (line 40) | [Test] method ComparesWithExternalDataProfileHigh (line 51) | [Test] method ComparesWithExternalDataProfileLow (line 62) | [Test] method ComparesWithExternalDataValueArea (line 73) | [Test] method ComparesWithExternalDataVAH (line 84) | [Test] method ComparesWithExternalDataVAL (line 95) | [Test] method ResetsProperly (line 106) | [Test] method WarmsUpProperly (line 124) | [Test] FILE: Tests/Indicators/TimeSeriesForecastTests.cs class TimeSeriesForecastTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComputesCorrectly (line 35) | [Test] method ResetsProperly (line 57) | [Test] method CorrectPeriodSize (line 74) | [Test] FILE: Tests/Indicators/TimeSeriesIndicatorTests.cs class TimeSeriesIndicatorTests (line 23) | [TestFixture] method DifferencesSeries (line 26) | [Test] method UndifferencesSeries (line 36) | [Test] method LagsSeriesTest (line 46) | [Test] method CumulativeSumTest (line 56) | [Test] method EvenOddSeries (line 66) | private static double[] EvenOddSeries(int even = 1, int odd = 2, int l... FILE: Tests/Indicators/TomDemarkSequentialTests.cs class TomDemarkSequentialTests (line 27) | [TestFixture] method CreateIndicator (line 33) | protected override TomDemarkSequential CreateIndicator() method IsReadyAfterPeriodUpdates (line 38) | [Test] method ResetsProperly (line 48) | [Test] method AcceptsRenkoBarsAsInput (line 58) | [Test] method AcceptsVolumeRenkoBarsAsInput (line 80) | [Test] method GivenTradeBarsThenValidateExpectedResult (line 103) | [TestCase(TomDemarkSequentialPhase.BuySetup)] type OCHL (line 164) | private struct OCHL method SetupData (line 172) | private static (OCHL[], DateTime) SetupData(TomDemarkSequentialPhase p... method CreateSellCountdownData (line 223) | private static OCHL[] CreateSellCountdownData() method CreateBuyCountdownData (line 231) | private static OCHL[] CreateBuyCountdownData() method CreateSellSetupPerfect (line 242) | private static OCHL[] CreateSellSetupPerfect() method CreateBuySetupPerfect (line 250) | private static OCHL[] CreateBuySetupPerfect() FILE: Tests/Indicators/TriangularMovingAverageTests.cs class TriangularMovingAverageTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalData (line 33) | [Test] method ComparesAgainstExternalDataAfterReset (line 42) | [Test] method RunTestIndicator (line 54) | private void RunTestIndicator(TriangularMovingAverage trima, int period) FILE: Tests/Indicators/TripleExponentialMovingAverageTests.cs class TripleExponentialMovingAverageTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/TrixTests.cs class TrixTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/TrueRangeTests.cs class TrueRangeTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/TrueStrengthIndexTests.cs class TrueStrengthIndexTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataSignal (line 33) | [Test] FILE: Tests/Indicators/UltimateOscillatorTests.cs class UltimateOscillatorTests (line 24) | [TestFixture] method CreateIndicator (line 27) | protected override IndicatorBase CreateIndicator() method IndicatorWorksAsExpectedWhenPricesDontVary (line 34) | [TestCase(0f, 56)] FILE: Tests/Indicators/ValueAtRiskTests.cs class ValueAtRiskTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 31) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalData95 (line 41) | [Test] method ComparesAgainstExternalData90 (line 49) | [Test] method DivisonByZero (line 57) | [Test] method PeriodBelowMinimumThrows (line 72) | [Test] FILE: Tests/Indicators/VariableIndexDynamicAverageTests.cs class VariableIndexDynamicAverageTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/VarianceTests.cs class VarianceTests (line 21) | [TestFixture] method CreateIndicator (line 24) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/VegaTests.cs class VegaTests (line 26) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 29) | protected override IndicatorBase CreateIndicator() method CreateIndicator (line 32) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 35) | protected override OptionIndicatorBase CreateIndicator(IRiskFreeIntere... method CreateIndicator (line 41) | protected override OptionIndicatorBase CreateIndicator(QCAlgorithm alg... method SetUp (line 44) | [SetUp] method ComparesAgainstExternalData (line 52) | [TestCase("american/third_party_1_greeks.csv", true, false, 0.2, 2e-4)] method ComparesAgainstExternalData2 (line 96) | [TestCase(23.753, 450.0, OptionRight.Call, 60, 0.7215, OptionStyle.Eur... method CanComputeOnExpirationDate (line 135) | [TestCase(0.5, 470.0, OptionRight.Put, 0)] FILE: Tests/Indicators/VolumeProfileTests.cs class VolumeProfileTests (line 23) | [TestFixture] method CreateIndicator (line 30) | protected override IndicatorBase CreateIndicator() method ComparesWithExternalDataPOCVolume (line 40) | [Test] method ComparesWithExternalDataProfileHigh (line 51) | [Test] method ComparesWithExternalDataProfileLow (line 62) | [Test] method ComparesWithExternalDataValueArea (line 73) | [Test] method ComparesWithExternalDataVAH (line 84) | [Test] method ComparesWithExternalDataVAL (line 95) | [Test] method ResetsProperly (line 106) | [Test] method WarmsUpProperly (line 124) | [Test] method DoesNotFailWithZeroVolumeBars (line 140) | [TestCaseSource(nameof(BarsSequenceCases))] class Bar (line 211) | public class Bar FILE: Tests/Indicators/VolumeWeightedAveragePriceIndicatorTests.cs class VolumeWeightedAveragePriceIndicatorTests (line 25) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 28) | protected override IndicatorBase CreateIndicator() method VwapComputesCorrectly (line 38) | [Test] method IsReadyAfterPeriodUpdates (line 57) | [Test] method ResetsProperly (line 69) | [Test] method ResetsInnerVolumeWeightedAveragePriceIndicatorProperly (line 87) | [Test] method ResetsInnerPriceIndicatorProperly (line 120) | [Test] method ResetsInnerVolumeIndicatorProperly (line 143) | [Test] method IndicatorValueIsNotZeroAfterReceiveRenkoBars (line 172) | protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(I... class TestVolumeWeightedAveragePriceIndicator (line 177) | public class TestVolumeWeightedAveragePriceIndicator : VolumeWeightedAve... method TestVolumeWeightedAveragePriceIndicator (line 179) | public TestVolumeWeightedAveragePriceIndicator(int period) : base(period) method GetInnerVolumeWeightedAveragePriceIndicator (line 183) | public CompositeIndicator GetInnerVolumeWeightedAveragePriceIndicator() method GetInnerPriceIndicator (line 188) | public IndicatorBase GetInnerPriceIndicator() method GetInnerVolumeIndicator (line 193) | public IndicatorBase GetInnerVolumeIndicator() FILE: Tests/Indicators/VolumeWeightedMovingAverageTests.cs class VolumeWeightedMovingAverageTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method AcceptsRenkoBarsAsInput (line 39) | public override void AcceptsRenkoBarsAsInput() FILE: Tests/Indicators/VortexTests.cs class VortexTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method ComparesAgainstExternalData (line 35) | [Test] method ComparesAgainstExternalDataAfterReset (line 47) | [Test] FILE: Tests/Indicators/WilderAccumulativeSwingIndexTests.cs class WilderAccumulativeSwingIndexTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/WilderSwingIndexTests.cs class WilderSwingIndexTests (line 22) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method IndicatorValueIsNotZeroAfterReceiveVolumeRenkoBars (line 46) | protected override void IndicatorValueIsNotZeroAfterReceiveVolumeRenko... FILE: Tests/Indicators/WilliamsPercentRTests.cs class WilliamsPercentRTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() FILE: Tests/Indicators/WindowIdentityTests.cs class WindowIdentityTests (line 24) | [TestFixture] method WindowIdentityComputesCorrectly (line 27) | [Test] method IsReadyAfterPeriodUpdates (line 43) | [Test] method ResetsProperly (line 55) | [Test] method CompareAgainstExternalData (line 73) | [Test] method WarmsUpProperly (line 80) | [Test] FILE: Tests/Indicators/ZeroLagExponentialMovingAverageTests.cs class ZeroLagExponentialMovingAverageTests (line 22) | [TestFixture] method CreateIndicator (line 25) | protected override IndicatorBase CreateIndicator() method IsReadyAfterPeriodUpdates (line 35) | [Test] method ResetsProperly (line 51) | [Test] FILE: Tests/Indicators/ZigZagTests.cs class ZigZagTests (line 23) | [TestFixture] method CreateIndicator (line 26) | protected override IndicatorBase CreateIndicator() method HighPivotShouldBeZeroWhenAllValuesAreEqual (line 34) | [Test] method LowPivotReflectsInputWhenValuesAreEqual (line 55) | [Test] FILE: Tests/JobQueueTests.cs class JobQueueTests (line 23) | [TestFixture] method JobQueueSetsAlgorithmLanguageCorrectly (line 26) | [TestCase("QuantConnect.Algorithm.CSharp.dll", "CSharp", Language.CSha... class JobQueueTestClass (line 50) | public class JobQueueTestClass : JobQueue method GetLanguage (line 52) | public Language GetLanguage() { return Language; } FILE: Tests/Logging/FileLogHandlerTests.cs class FileLogHandlerTests (line 23) | [TestFixture] method WritesMessageToFile (line 26) | [Test] method UsesGlobalFilePath (line 45) | [Test] FILE: Tests/Messaging/StreamingMessageHandlerTests.cs class StreamingMessageHandlerTests (line 29) | [TestFixture, Ignore("This test requires an open TCP to be configured.")] method SetUp (line 35) | [OneTimeSetUp] method MessageHandler_WillSend_MultipartMessage (line 44) | [Test] method MessageHandler_SendsCorrectPackets_ToCorrectRoutes (line 65) | [Test] method MessageHandler_WillSend_NewBackTestJob_ToCorrectRoute (line 123) | [Test] method MessageHandler_WillSend_NewLiveJob_ToCorrectRoute (line 143) | [Test] FILE: Tests/NUnitLogHandler.cs class NUnitLogHandler (line 27) | public class NUnitLogHandler : ILogHandler method NUnitLogHandler (line 37) | public NUnitLogHandler() method NUnitLogHandler (line 46) | public NUnitLogHandler(string dateFormat = DefaultDateFormat) method Error (line 57) | public virtual void Error(string text) method Debug (line 66) | public virtual void Debug(string text) method Trace (line 75) | public virtual void Trace(string text) method Dispose (line 84) | public void Dispose() FILE: Tests/Optimizer/FakeLeanOptimizer.cs class FakeLeanOptimizer (line 25) | public class FakeLeanOptimizer : LeanOptimizer method FakeLeanOptimizer (line 31) | public FakeLeanOptimizer(OptimizationNodePacket nodePacket) method RunLean (line 36) | protected override string RunLean(ParameterSet parameterSet, string ba... method AbortLean (line 64) | protected override void AbortLean(string backtestId) method SendUpdate (line 69) | protected override void SendUpdate() method OnUpdate (line 74) | private void OnUpdate() FILE: Tests/Optimizer/LeanOptimizerTests.cs class LeanOptimizerTests (line 32) | [TestFixture, Parallelizable(ParallelScope.Children)] method MaximizeNoTarget (line 35) | [TestCase("QuantConnect.Optimizer.Strategies.GridSearchOptimizationStr... method MinimizeWithTarget (line 76) | [TestCase("QuantConnect.Optimizer.Strategies.GridSearchOptimizationStr... method MaximizeGridWithConstraints (line 112) | [Test] method MaximizeEulerWithConstraints (line 153) | [Test] method MinimizeWithTargetAndConstraints (line 196) | [Test] method TrackEstimation (line 237) | [Test] FILE: Tests/Optimizer/Models.cs class BacktestResult (line 22) | internal class BacktestResult method Create (line 27) | public static BacktestResult Create(decimal? profit = null, decimal? d... method ToJson (line 39) | public string ToJson() => JsonConvert.SerializeObject(this, _jsonSetti... class Statistics (line 42) | public class Statistics FILE: Tests/Optimizer/Objectives/ConstraintTests.cs class ConstraintTests (line 25) | [TestFixture, Parallelizable(ParallelScope.All)] method Meet (line 28) | [TestCase(101.0)] method Fails (line 36) | [TestCase(1.0)] method ThrowIfTargetNull (line 45) | [Test] method ThrowIfResultNullOrEmpty (line 54) | [TestCase("")] method IgnoreBadJson (line 66) | [Test] method ParseName (line 74) | [TestCase("Drawdown")] method FromJson (line 84) | [Test] method RoundTrip (line 96) | [Test] FILE: Tests/Optimizer/Objectives/ExtremumTests.cs class ExtremumTests (line 24) | [TestFixture, Parallelizable(ParallelScope.All)] method Deserialize (line 34) | [TestCase("\"max\"")] method ThrowsIfNotRecognized (line 49) | [TestCase("\"\"")] method Serialize (line 59) | [Test, TestCaseSource(nameof(Extremums))] method Linear (line 69) | [TestCase(0, 10)] method NonLinear (line 80) | [TestCase(101, 10)] class MaximizationTests (line 91) | [TestFixture] method Greater (line 96) | [Test] method LessThanOrEqual (line 102) | [TestCase(10, 10)] class MinimizationTests (line 110) | [TestFixture] method Less (line 115) | [Test] method GreatThanOrEqual (line 121) | [TestCase(10, 10)] FILE: Tests/Optimizer/Objectives/TargetTests.cs class TargetTests (line 25) | [TestFixture, Parallelizable(ParallelScope.All)] method MoveAheadNoTarget (line 28) | [Test] method MoveAheadReachFirst (line 40) | [Test] method MoveAheadReachLast (line 57) | [Test] method ThrowIfNullOrEmpty (line 77) | [TestCase("")] method IgnoreBadJson (line 89) | [Test] method ParseTargetName (line 98) | [TestCase("Sharpe Ratio")] method FromJson (line 108) | [TestCase("null")] method RoundTrip (line 129) | [Test] method TargetMoveAheadIsCaseInsensitive (line 143) | [TestCase("['TotalPerformance'].['TradeStatistics'].['ProfitToMaxDrawd... FILE: Tests/Optimizer/OptimizationNodePacketTests.cs class OptimizationNodePacketTest (line 31) | [TestFixture, Parallelizable(ParallelScope.All)] method RoundTrip (line 36) | [TestCase("QuantConnect.Optimizer.EulerSearchOptimizationStrategy", ty... method FromJson (line 109) | [TestCase("StepBaseOptimizationStrategySettings", "{\"OptimizationPara... method FromJsonNoSettings (line 141) | [TestCase("{\"OptimizationParameters\": [{\"Name\":\"sleep-ms\",\"min\... FILE: Tests/Optimizer/Parameters/OptimizationParameterEnumeratorTests.cs class OptimizationParameterEnumeratorTests (line 24) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method NotIEnumerable (line 33) | [Test, TestCaseSource(nameof(OptimizationParameters))] class StepParameter (line 39) | [TestFixture] method Enumerate (line 50) | [Test, TestCaseSource(nameof(OptimizationParameters))] FILE: Tests/Optimizer/Parameters/OptimizationParameterTests.cs class OptimizationParameterTests (line 28) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] class StepParameter (line 31) | [TestFixture] method StepShouldBePositiveAlways (line 40) | [TestCase(5)] method ThrowIfStepIsNegativeOrZero (line 52) | [TestCase(-5)] method StepShouldBeGreatOrEqualThanMinStep (line 63) | [TestCase(1, 0.1)] method ThrowsIfStepLessThanMinStep (line 73) | [TestCase(5, 10)] method PreventZero (line 83) | [TestCase(0, 0)] method Serialize (line 94) | [Test, TestCaseSource(nameof(OptimizationParameters))] method SerializeCollection (line 108) | [Test, TestCaseSource(nameof(OptimizationParameters))] method StaticParameterRoundTripSerialization (line 125) | [Test] method DeserializeSingle (line 151) | [Test] method DeserializeSingleCaseInsensitive (line 172) | [Test] method DeserializeSingleWithOptional (line 192) | [Test] method DeserializeCollection (line 214) | [Test] method ThrowIfNotStepParameter (line 246) | [Test] method ThrowIfMinGreatThanMax (line 261) | [TestCase(-1, -10, -1)] FILE: Tests/Optimizer/Strategies/EulerSearchOptimizationStrategyTests.cs class EulerSearchOptimizationStrategyTests (line 27) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] class EulerSearchTests (line 30) | [TestFixture] method Init (line 35) | [SetUp] method Depth (line 41) | [TestCase(10)] method ThrowIfNoSettingsPassed (line 75) | [Test] method Reduce (line 92) | [TestCase(5)] method CreateStrategy (line 136) | protected override IOptimizationStrategy CreateStrategy() method CreateSettings (line 141) | protected override OptimizationStrategySettings CreateSettings() method StepInsideNoTargetNoConstraints (line 154) | [Test, TestCaseSource(nameof(StrategySettings))] method StepInsideWithConstraints (line 167) | [Test, TestCaseSource(nameof(OptimizeWithConstraint))] method StepInsideWithTarget (line 183) | [Test, TestCaseSource(nameof(OptimizeWithTarget))] method TargetNotReached (line 195) | [Test, TestCaseSource(nameof(OptimizeWithTargetNotReached))] FILE: Tests/Optimizer/Strategies/GridSearchOptimizationStrategyTests.cs class GridSearchOptimizationStrategyTests (line 30) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] class GridSearchTests (line 33) | [TestFixture] method Init (line 38) | [SetUp] method SinglePoint (line 44) | [TestCase(1)] method Step1D (line 67) | [TestCase(10, 100, 1)] method Estimate1D (line 109) | [TestCase(1, 1, 1)] method Step2D (line 127) | [Test, TestCaseSource(nameof(OptimizationStepParameter2D))] method Estimate2D (line 191) | [Test, TestCaseSource(nameof(OptimizationStepParameter2D))] method Step3D (line 211) | [Test] method Estimate3D (line 289) | [Test] method NoStackOverflowException (line 309) | [Test] method IncrementParameterSetId (line 340) | [Test] method CreateStrategy (line 367) | protected override IOptimizationStrategy CreateStrategy() method CreateSettings (line 372) | protected override OptimizationStrategySettings CreateSettings() method StepInsideNoTargetNoConstraints (line 385) | [Test, TestCaseSource(nameof(StrategySettings))] method StepInsideWithConstraints (line 398) | [Test, TestCaseSource(nameof(OptimizeWithConstraint))] method StepInsideWithTarget (line 414) | [Test, TestCaseSource(nameof(OptimizeWithTarget))] method TargetNotReached (line 426) | [Test, TestCaseSource(nameof(OptimizeWithTargetNotReached))] FILE: Tests/Optimizer/Strategies/OptimizationStrategyTests.cs class OptimizationStrategyTests (line 30) | public abstract class OptimizationStrategyTests method Init (line 40) | [SetUp] method ThrowOnReinitialization (line 52) | [Test] method ThrowIfNotInitialized (line 81) | [Test] method StepInsideNoTargetNoConstraints (line 104) | public virtual void StepInsideNoTargetNoConstraints(Extremum extremum,... method StepInsideWithConstraints (line 126) | public virtual void StepInsideWithConstraints(decimal drawdown, HashSe... method StepInsideWithTarget (line 149) | public virtual void StepInsideWithTarget(decimal targetValue, HashSet<... method TargetNotReached (line 180) | public virtual void TargetNotReached(decimal targetValue, HashSet(BasePythonWrapper Range(int min, int max); method ThrowsWhenReturnTypeIsNotIterable (line 275) | [Test] method ThrowsWhenIteratorItemIsOfWrongType (line 309) | [Test] class WithDictionaryReturnType (line 328) | [TestFixture] type ITestInvokeMethodReturningDictionary (line 331) | public interface ITestInvokeMethodReturningDictionary method GetDictionary (line 333) | Dictionary> GetDictionary(); method ThrowsWhenReturnTypeIsNotDictionary (line 336) | [TestCase(true, false)] method ThrowsWhenDictionaryKeyIsOfWrongType (line 412) | [Test] method ThrowsWhenDictionaryValueIsOfWrongType (line 436) | [Test] class WrappingResult (line 459) | [TestFixture] type ITestModel (line 462) | public interface ITestModel method GetFeeModel (line 464) | IFeeModel GetFeeModel(); class TestModel (line 467) | public class TestModel : ITestModel method GetFeeModel (line 469) | public IFeeModel GetFeeModel() class TestModelPythonWrapper (line 475) | public class TestModelPythonWrapper : BasePythonWrapper method TestModelPythonWrapper (line 477) | public TestModelPythonWrapper(PyObject pyInstance) : base(pyIn... method WrapsResult (line 482) | [Test] class WorkingWithProperties (line 537) | [TestFixture] type ITestProperties (line 540) | public interface ITestProperties method ThrowsWhenSettingPropertyValueOfInvalidType (line 545) | [Test] type ITestModel (line 600) | public interface ITestModel class TestModel (line 604) | public class TestModel : ITestModel FILE: Tests/Python/DataConsolidatorPythonWrapperTests.cs class DataConsolidatorPythonWrapperTests (line 32) | [TestFixture] method UpdatePyConsolidator (line 35) | [Test] method ScanPyConsolidator (line 79) | [Test] method InputTypePyConsolidator (line 112) | [Test] method OutputTypePyConsolidator (line 141) | [Test] method RunRegressionAlgorithm (line 170) | [Test] method AttachAndTriggerEvent (line 205) | [Test] method SubscriptionManagedDoesNotWrapCSharpConsolidators (line 253) | [Test] method GetTestValues (line 285) | protected override IEnumerable GetTestValues() method AssertConsolidator (line 300) | protected override void AssertConsolidator(IDataConsolidator consolida... method CreateConsolidator (line 311) | protected override IDataConsolidator CreateConsolidator() class TestDataConsolidatorPythonWrapper (line 336) | public class TestDataConsolidatorPythonWrapper : DataConsolidatorPytho... method TestDataConsolidatorPythonWrapper (line 339) | public TestDataConsolidatorPythonWrapper(PyObject consolidator) : ba... FILE: Tests/Python/Indicators/IndicatorExtensionsTests.py class IndicatorExtensionsTests (line 24) | class IndicatorExtensionsTests(unittest.TestCase): method test_PipesDataUsingOfFromFirstToSecond (line 25) | def test_PipesDataUsingOfFromFirstToSecond(self): method test_PipesDataFirstWeightedBySecond (line 57) | def test_PipesDataFirstWeightedBySecond(self): method test_NewDataPushesToDerivedIndicators (line 74) | def test_NewDataPushesToDerivedIndicators(self): method identity_updated (line 88) | def identity_updated(self, sender, consolidated): method test_MultiChainSMA (line 91) | def test_MultiChainSMA(self): method test_MultiChainEMA (line 120) | def test_MultiChainEMA(self): method test_MultiChainMAX (line 149) | def test_MultiChainMAX(self): method test_MultiChainMIN (line 178) | def test_MultiChainMIN(self): method test_PlusAddsLeftAndRightAfterBothUpdated (line 207) | def test_PlusAddsLeftAndRightAfterBothUpdated(self): method test_MinusSubtractsLeftAndRightAfterBothUpdated (line 225) | def test_MinusSubtractsLeftAndRightAfterBothUpdated(self): method test_OverDivdesLeftAndRightAfterBothUpdated (line 243) | def test_OverDivdesLeftAndRightAfterBothUpdated(self): method test_OverHandlesDivideByZero (line 261) | def test_OverHandlesDivideByZero(self): method composite_updated (line 279) | def composite_updated(self, sender, consolidated): method test_TimesMultipliesLeftAndRightAfterBothUpdated (line 282) | def test_TimesMultipliesLeftAndRightAfterBothUpdated(self): FILE: Tests/Python/MethodOverloadTests.cs class MethodOverloadTests (line 25) | [TestFixture] method Setup (line 33) | [SetUp] method CallPlotTests (line 49) | [Test] FILE: Tests/Python/NamedArgumentsTests.cs class NamedArgumentsTests (line 25) | [TestFixture] method AddEquityTest (line 28) | [Test] FILE: Tests/Python/PandasConverterTests.BackwardsCompatibility.cs class PandasConverterTests (line 28) | [TestFixture] method BackwardsCompatibilityDataFrameDataFrameNonExceptionFunctions (line 31) | [Test, TestCaseSource(nameof(TestDataFrameNonExceptionFunctions))] method BackwardsCompatibilityDataFrameParameterlessFunctions (line 57) | [Test, TestCaseSource(nameof(TestDataFrameParameterlessFunctions))] method BackwardsCompatibilityDataFrameOtherParameterFunctions (line 78) | [Test, TestCaseSource(nameof(TestDataFrameOtherParameterFunctions))] method BackwardsCompatibilitySeriesNonExceptionFunctions (line 106) | [Test, TestCaseSource(nameof(TestSeriesNonExceptionFunctions))] method BackwardsCompatibilitySeriesParameterlessFunctions (line 123) | [Test, TestCaseSource(nameof(TestSeriesParameterlessFunctions))] method BackwardsCompatibilitySeriesOtherParameterFunctions (line 145) | [Test, TestCaseSource(nameof(TestSeriesOtherParameterFunctions))] method GetParameterlessFunctions (line 308) | private static Dictionary GetParameterlessFunc... FILE: Tests/Python/PandasConverterTests.cs class PandasConverterTests (line 40) | [TestFixture] method IsNewerPandas (line 46) | private static bool IsNewerPandas() method Setup (line 59) | [SetUp] method TearDown (line 66) | [TearDown] method HandlesBaseDataCollection (line 72) | [Test] method HandlesBaseDataCollectionWithMultipleSymbols (line 118) | [Test] method AssertFlattenBaseDataCollectionDataFrameTimes (line 186) | private static void AssertFlattenBaseDataCollectionDataFrameTimes(Enum... method HandlesEnumerableWithMultipleSymbols (line 201) | [Test] method HandlesEmptyEnumerable (line 236) | [Test] method HandlesTradeBars (line 260) | [Test] method HandlesQuoteBars (line 315) | [Test] method HandlesNullableValues (line 370) | [Test] method HandlesOddTickers (line 414) | [Test] method BreakingOddTickers (line 452) | [Test] method BackwardsCompatibilityDataFrame_Subset (line 501) | [TestCase(true)] method BackwardsCompatibilityDataFrame_add_prefix (line 519) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_add_suffix (line 540) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_align (line 561) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_apply (line 584) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_applymap (line 606) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_asfreq (line 627) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_asof (line 648) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_assign (line 671) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_astype (line 692) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_at (line 713) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_at_time (line 738) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_axes (line 759) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_between_time (line 779) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_columns (line 800) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_combine (line 820) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_concat (line 844) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_corrwith (line 866) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_drop (line 889) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_droplevel (line 910) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_dtypes (line 931) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_eval (line 953) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_equals (line 974) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_ewm (line 993) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_expanding (line 1015) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_explode (line 1037) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_filter (line 1058) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_ftypes (line 1079) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_get_OnProperty (line 1106) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_getitem (line 1126) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_get_value_index (line 1144) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_get_value_column (line 1170) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_groupby (line 1198) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_iloc (line 1221) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_insert (line 1241) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_index_levels_contains (line 1262) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_items (line 1281) | [TestCase("items", "'SPY'", true)] method BackwardsCompatibilityDataFrame_iterrows (line 1303) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_ix (line 1325) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_join (line 1351) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_loc (line 1372) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_loc_list (line 1390) | [TestCase("['SPY','AAPL']", true)] method BackwardsCompatibilityDataFrame_loc_after_xs (line 1416) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_loc_OnProperty (line 1436) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_loc_SubDataFrame (line 1454) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_loc_slicers (line 1472) | [TestCase("*symbols", true)] method BackwardsCompatibilityDataFrame_loc_slicers_none (line 1529) | [TestCase("2013-10-07 04:00:00", true)] method BackwardsCompatibilityDataFrame_mask (line 1551) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_pivot_table (line 1573) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_merge (line 1597) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_nlarg_smallest (line 1618) | [TestCase("nlargest", "'SPY'", true)] method BackwardsCompatibilityDataFrame_pipe (line 1642) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_pop (line 1668) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_query (line 1689) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_query_index (line 1710) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_reindex_like (line 1732) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_rename (line 1754) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_reorder_levels (line 1777) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_resample (line 1798) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_reset_index (line 1820) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_rolling (line 1841) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_select_dtypes (line 1863) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_set_value (line 1884) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_shift (line 1912) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_sort_values (line 1933) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_swapaxes (line 1954) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_swaplevel (line 1975) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_take (line 1996) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_transform (line 2017) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_T (line 2039) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_transpose (line 2060) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_series_shift (line 2081) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_tz_localize_convert (line 2101) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_unstack_lastprice (line 2123) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_unstack_loc_loc (line 2141) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_unstack_get (line 2161) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_update (line 2182) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_where (line 2207) | [TestCase("'SPY'", true)] method BackwardsCompatibilityDataFrame_xs (line 2229) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries__str__ (line 2247) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries__repr__ (line 2272) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_align (line 2297) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_apply (line 2320) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_asfreq (line 2342) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_asof (line 2361) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_astype (line 2382) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_at_time (line 2403) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_between (line 2422) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_between_time (line 2441) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_combine (line 2460) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_drop (line 2484) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_droplevel (line 2507) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_equals (line 2529) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_ewm (line 2550) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_expanding (line 2572) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_filter (line 2594) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_first (line 2616) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_get (line 2635) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_get_value (line 2656) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_groupby (line 2684) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_last (line 2707) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_map (line 2726) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_mask (line 2750) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_pipe (line 2772) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_reindex_like (line 2798) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_rename (line 2821) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_repeat (line 2843) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_reorder_levels (line 2865) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_resample (line 2887) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_reset_index (line 2906) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_rolling (line 2928) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_set_value (line 2951) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_shift (line 2980) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_swapaxes (line 3002) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_swaplevel (line 3024) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_take (line 3046) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_transform (line 3068) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_T (line 3092) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_transpose (line 3114) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_tz_localize_convert (line 3136) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_update (line 3159) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_where (line 3183) | [TestCase("'SPY'", true)] method BackwardsCompatibilitySeries_xs (line 3205) | [TestCase("'SPY'", true)] method NotBackwardsCompatibilityDataFrame_index_levels_contains_ticker_notInCache (line 3225) | [Test] method HandlesTradeTicks (line 3239) | [Test] method HandlesQuoteTicks (line 3300) | [Test] method HandlesOpenInterestTicks (line 3365) | [Test] method HandlesCustomDataBars (line 3410) | [Test] method HandlesCustomDataWithValueColumn (line 3484) | [Test] method HandlesCustomDataBarsInheritsFromTradeBar (line 3550) | [Test] method HandlesLeanDataReaderOutputForSpotMarkets (line 3621) | [Test, TestCaseSource(nameof(SpotMarketCases))] method HandlesLeanDataReaderOutputForOptionAndFutures (line 3649) | [Test, TestCaseSource(nameof(OptionAndFuturesCases))] method AcceptsPythonDictAsIndicatorData (line 3680) | [Test] method DoesntAcceptOtherPythonObjectRatherThanDict (line 3697) | [Test] method ReturnsTheCorrectDataInTheDataFrameFromPyDict (line 3724) | [Test] method ReturnsTheCorrectDataInTheDataFrameFromDictionary (line 3774) | [Test] method HandlesSlicesWithDuplicateTimeStamps (line 3803) | [TestCaseSource(nameof(GetHistoryWithDuplicateTimes))] method RunDataFrameFromTickHistoryRegressionAlgorithm (line 3817) | [Test] method ConcatenatesDataFrames (line 3853) | [Test] method ConcatenatesDataFramesWithAddedIndexLevel (line 3886) | [Test] method ConcatenatesDataFramesWithAddedMultiIndexLevel (line 3923) | [Test] method ConcatenateReturnsEmptyDataFrameIfInputListIsEmpty (line 3985) | [Test] method DataFrameDoesNotContainDefaultDateTimes (line 4017) | [Test] method GetHistory (line 4043) | public IEnumerable GetHistory(Symbol symbol, Resolution reso... method GetSubscriptionDataConfig (line 4056) | private SubscriptionDataConfig GetSubscriptionDataConfig(Symbol sym... method GetSecurity (line 4069) | private Security GetSecurity(SubscriptionDataConfig subscriptionDataCo... method GetTestDataFrame (line 4082) | private dynamic GetTestDataFrame(Symbol symbol, int count = 1) method GetTestDataFrame (line 4087) | private dynamic GetTestDataFrame(IEnumerable symbols, int coun... method GetHistoryWithDuplicateTimes (line 4117) | private static TestCaseData[] GetHistoryWithDuplicateTimes() class SubTradeBar (line 4366) | internal class SubTradeBar : TradeBar method SubTradeBar (line 4370) | public SubTradeBar() { } method SubTradeBar (line 4372) | public SubTradeBar(TradeBar tradeBar) : base(tradeBar) { } method Reader (line 4374) | public override BaseData Reader(SubscriptionDataConfig config, strin... class SubSubTradeBar (line 4378) | internal class SubSubTradeBar : SubTradeBar method SubSubTradeBar (line 4382) | public SubSubTradeBar() { } method SubSubTradeBar (line 4384) | public SubSubTradeBar(TradeBar tradeBar) : base(tradeBar) { } method Reader (line 4386) | public override BaseData Reader(SubscriptionDataConfig config, strin... class NullableValueData (line 4390) | internal class NullableValueData : BaseData class CustomData (line 4399) | internal class CustomData : DynamicData method Reader (line 4404) | public override BaseData Reader(SubscriptionDataConfig config, strin... class EnumerableData (line 4443) | internal class EnumerableData : BaseDataCollection FILE: Tests/Python/PandasConverterUnwrappingTests.cs class PandasConverterTests (line 26) | [TestFixture] class BarOpen (line 30) | private class BarOpen method BarOpen (line 33) | public BarOpen(decimal open) class BarHigh (line 39) | private class BarHigh method BarHigh (line 42) | public BarHigh(decimal high) class BarLow (line 48) | private class BarLow method BarLow (line 51) | public BarLow(decimal low) class BarClose (line 57) | private class BarClose method BarClose (line 60) | public BarClose(decimal close) class CustomBar (line 66) | private class CustomBar class CustomTradeBar (line 74) | private class CustomTradeBar : BaseData method CustomTradeBar (line 80) | public CustomTradeBar(Symbol symbol, decimal open, decimal high, dec... method ExpandsNestedClassesIntoDataFrameColumns (line 94) | [Test] class CustomQuoteBar (line 112) | private class CustomQuoteBar : BaseData method CustomQuoteBar (line 122) | public CustomQuoteBar(Symbol symbol, decimal bidOpen, decimal bidHig... method ExpandsNestedClassesIntoDataFrameColumnsWithDuplicateNames (line 145) | [Test] class TestInnerData1 (line 166) | public class TestInnerData1 class TestInnerData2 (line 173) | [PandasNonExpandable] class TestData1 (line 180) | public class TestData1 : BaseData method TestData1 (line 188) | public TestData1(Symbol symbol, decimal decimalValue1, string string... method DoesNotExpandMarkedPropertiesAndClasses (line 210) | [Test] method AssertDataFrameColumns (line 240) | private static void AssertDataFrameColumns(dynamic dataFrame, int data... class TestInnerData3 (line 255) | private class TestInnerData3 class TestData2 (line 265) | private class TestData2 : BaseData method TestData2 (line 271) | public TestData2(Symbol symbol, string mainValue, decimal testValue1... method OmitsPropertiesMarkedToBeIgnored (line 284) | [Test] class TestIgnoreMembersBaseClass (line 302) | [PandasIgnoreMembers] class TestIgnoreMembersDerivedClass (line 309) | private class TestIgnoreMembersDerivedClass : TestIgnoreMembersBaseClass method OmitsBaseClassMembers (line 315) | [Test] class TestRenameMembersClass (line 334) | private class TestRenameMembersClass : ISymbolProvider method RenamesMemberNames (line 346) | [Test] FILE: Tests/Python/PandasIndexingTests.cs class PandasIndexingTests (line 24) | [TestFixture] method Setup (line 32) | [SetUp] method IndexingDataFrameWithList (line 43) | [Test] method ContainsUserMappedTickers (line 52) | [Test] method ContainsUserDefinedColumnsWithSpaces (line 64) | [TestCase("SPY WhatEver")] method ExpectedException (line 77) | [Test] FILE: Tests/Python/PandasTests/PandasIndexingTests.py class PandasIndexingTests (line 19) | class PandasIndexingTests(): method __init__ (line 20) | def __init__(self): method test_indexing_dataframe_with_list (line 26) | def test_indexing_dataframe_with_list(self): class PandasDataFrameTests (line 34) | class PandasDataFrameTests(): method __init__ (line 35) | def __init__(self): method test_contains_user_mapped_ticker (line 48) | def test_contains_user_mapped_ticker(self): method test_expected_exception (line 54) | def test_expected_exception(self): method test_contains_user_defined_columns_with_spaces (line 61) | def test_contains_user_defined_columns_with_spaces(self, column_name): FILE: Tests/Python/PandasTests/PandasMapperTests.py function Test_Concat (line 72) | def Test_Concat(dataFrame, dataFrame2, indexer): function Test_Join (line 78) | def Test_Join(dataFrame, dataFrame2, indexer): FILE: Tests/Python/PortfolioCustomModelTests.cs class PortfolioCustomModelTests (line 29) | [TestFixture] method SetMarginCallModelSuccess (line 32) | [Test] method SetMarginCallModelFails (line 70) | [Test] method CreateCustomMarginCallModel (line 83) | private PyObject CreateCustomMarginCallModel(string code, SecurityPort... method CreateCustomMarginCallModelCode (line 93) | private string CreateCustomMarginCallModelCode() => @" method CreateCustomMarginCallModelFromSecurityMarginModelCode (line 122) | private string CreateCustomMarginCallModelFromSecurityMarginModelCode(... FILE: Tests/Python/PythonCollectionsTests.cs class PythonCollectionsTests (line 23) | [TestFixture] method Setup (line 39) | [OneTimeSetUp] method Contains (line 50) | [TestCase("AAPL", false)] method ContainsKey (line 61) | [TestCase("AAPL", false)] FILE: Tests/Python/PythonDataTests.cs class PythonDataTests (line 27) | [TestFixture] method ValueAndSymbol (line 30) | [TestCase("value", "symbol")] method TimeAndEndTimeCanBeSet (line 58) | [TestCase("EndTime", "Time")] method OnlyEndTimeCanBeSet (line 88) | [TestCase("EndTime")] method OnlyTimeCanBeSet (line 114) | [TestCase("Time")] class TestPythonData (line 139) | public class TestPythonData : PythonData method Throw (line 141) | private static void Throw() method RequiresMapping (line 146) | public override bool RequiresMapping() method IsSparseData (line 152) | public override bool IsSparseData() method DefaultResolution (line 158) | public override Resolution DefaultResolution() method SupportedResolutions (line 164) | public override List SupportedResolutions() method Reader (line 170) | public override BaseData Reader(SubscriptionDataConfig config, strin... method GetSource (line 176) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... method CallsCSharpMethodsIfNotDefinedInPython (line 183) | [TestCase("RequiresMapping")] method GetDataFromModule (line 228) | private static BaseData GetDataFromModule(dynamic testModule) FILE: Tests/Python/PythonMemoryLeakTests.cs class PythonMemoryLeakTests (line 28) | [TestFixture] method SetUp (line 34) | [SetUp] method DoesNotLeak (line 45) | [Test] FILE: Tests/Python/PythonOptionTests.cs class PythonOptionTests (line 26) | [TestFixture] method PythonFilterFunctionReturnsList (line 29) | [Test] method PythonFilterFunctionReturnsUniverse (line 54) | [Test] method FilterReturnsUniverseRegression (line 75) | [Test] FILE: Tests/Python/PythonPackagesTests.cs class PythonPackagesTests (line 23) | [TestFixture, Category("TravisExclude")] method Tinygrad (line 26) | [Test] method Tigramite (line 40) | [Test] method Tsfel (line 94) | [Test, Explicit()] method Cvxportfolio (line 113) | [Test] method Cesium (line 129) | [Test] method Thinc (line 180) | [Test, Explicit("Run separate")] method Scs (line 199) | [Test] method ScikitImage (line 231) | [Test] method TensorboardX (line 252) | [Test] method Peft (line 266) | [Test] method StatsForecast (line 281) | [Test, Explicit()] method Ydf (line 299) | [Test] method Cmaes (line 320) | [Test] method Transitions (line 343) | [Test] method Casualml (line 374) | [Test] method Networkx (line 405) | [Test] method Accelerator (line 417) | [Test] method Lingam (line 435) | [Test] method Econml (line 460) | [Test] method alibi_detect (line 518) | [Test, Explicit("Legacy")] method PytorchTabnet (line 529) | [Test] method FeatureEngine (line 539) | [Test] method Nolds (line 555) | [Test] method Pgmpy (line 567) | [Test] method Control (line 578) | [Test] method PyCaret (line 596) | [Test, Explicit("Requires older pandas")] method NGBoost (line 608) | [Test] method MLFlow (line 626) | [Test] method TPOT (line 668) | [Test] method XTransformers (line 688) | [Test, Explicit("Needs to be run by itself to avoid hanging")] method Functime (line 718) | [Test, Explicit("Requires old polars")] method Mlforecast (line 770) | [Test, Explicit("Run separate")] method Mapie (line 792) | [Test] method H20 (line 840) | [Test] method Langchain (line 852) | [Test] method Rbeast (line 864) | [Test] method Transformers (line 877) | [Test, Explicit("Needs to be run by itself to avoid hanging")] method FixedEffectModel (line 890) | [Test] method Iisignature (line 914) | [Test] method PyStan (line 929) | [Test] method Deslib (line 967) | [Test] method PyvinecopulibTest (line 1010) | [Test, Explicit("Run separate")] method HvplotTest (line 1042) | [Test] method StumpyTest (line 1060) | [Test] method RiverTest (line 1075) | [Test] method BokehTest (line 1086) | [Test] method LineProfilerTest (line 1106) | [Test] method FuzzyCMeansTest (line 1127) | [Test] method MdptoolboxTest (line 1150) | [Test] method NumerapiTest (line 1164) | [Test] method StockstatsTest (line 1176) | [Test] method HurstTest (line 1190) | [Test] method PolarsTest (line 1210) | [Test] method TensorflowProbabilityTest (line 1222) | [Test, Explicit("Hangs if run along side the rest")] method MpmathTest (line 1245) | [Test] method LimeTest (line 1256) | [Test] method ShapTest (line 1283) | [Test] method MlxtendTest (line 1325) | [Test, Explicit("Run separate")] method Filterpy (line 1375) | [Test] method Genai (line 1387) | [Test] method IgniteTest (line 1400) | [Test, Explicit("Hangs if run along side the rest")] method StellargraphTest (line 1412) | [Test, Explicit("Hangs if run along side the rest")] method TensorlyTest (line 1424) | [Test, Explicit("Sometimes hangs when run along side the other tests")] method SpacyTest (line 1446) | [Test] method PyEMDTest (line 1461) | [Test] method RipserTest (line 1476) | [Test] method AlphalensTest (line 1491) | [Test] method NumpyTest (line 1532) | [Test] method ScipyTest (line 1543) | [Test] method SklearnTest (line 1555) | [Test] method CvxoptTest (line 1566) | [Test] method TalibTest (line 1577) | [Test] method CvxpyTest (line 1589) | [Test] method StatsmodelsTest (line 1611) | [Test] method PykalmanTest (line 1634) | [Test] method AesaraTest (line 1649) | [Test, Explicit("Legacy")] method XgboostTest (line 1663) | [Test] method ArchTest (line 1677) | [Test] method KerasTest (line 1707) | [Test, Explicit("Hangs if run along side the rest")] method TensorflowTest (line 1731) | [Test, Explicit("Hangs if run along side the rest")] method DeapTest (line 1753) | [Test] method QuantlibTest (line 1792) | [Test] method CopulaTest (line 1814) | [Test] method HmmlearnTest (line 1830) | [Test] method LightgbmTest (line 1863) | [Test] method FbProphetTest (line 1899) | [Test] method FastAiTest (line 1915) | [Test] method PyramidArimaTest (line 1926) | [Test] method Ijson (line 1950) | [Test] method MljarSupervised (line 1968) | [Test] method DmTree (line 1992) | [Test] method Ortools (line 2004) | [Test] method TensorflowAddons (line 2022) | [Test, Explicit("Requires old version of TF, addons are winding down")] method Yellowbrick (line 2036) | [Test] method Livelossplot (line 2055) | [Test] method Gymnasium (line 2078) | [Test] method Interpret (line 2095) | [Test] method Doubleml (line 2175) | [Test] method ImbalancedLearn (line 2197) | [Test] method ScikerasTest (line 2220) | [Test, Explicit("Requires keras < 3")] method Lazypredict (line 2261) | [Test] method Darts (line 2281) | [Test] method Fastparquet (line 2297) | [Test] method Dimod (line 2311) | [Test] method DwaveSamplers (line 2325) | [Test] method Statemachine (line 2336) | [Test] method pymannkendall (line 2354) | [Test] method Pyomo (line 2370) | [Test] method Gpflow (line 2403) | [Test] method StableBaselinesTest (line 2434) | [Test, Explicit("Sometimes hangs when run along side the other tests")] method GensimTest (line 2449) | [Test] method ScikitOptimizeTest (line 2474) | [Test, Explicit()] method CremeTest (line 2491) | [Test] method NltkTest (line 2505) | [Test] method NltkVaderTest (line 2524) | [Test] method MlfinlabTest (line 2566) | [Test, Explicit("Requires mlfinlab installed")] method JaxTest (line 2596) | [Test] method NeuralTangentsTest (line 2620) | [Test, Explicit("Legacy")] method SmmTest (line 2653) | [Test] method RiskparityportfolioTest (line 2674) | [Test, Explicit("Hangs if run along side the rest")] method PyrbTest (line 2693) | [Test] method CopulaeTest (line 2722) | [Test] method SanityClrInstallation (line 2746) | [Test] method AxPlatformTest (line 2778) | [Test, Explicit("Sometimes hangs when run along side the other tests")] method RiskfolioLibTest (line 2828) | [Test] method Neuralforecast (line 2864) | [Test, Explicit("Needs to be run by itself")] method KDEpy (line 2881) | [Test] method Skfolio (line 2904) | [Test] method Sweetviz (line 2924) | [Test] method ModuleVersionTestExplicit (line 2941) | [TestCase("tf2onnx", "1.16.1", "__version__"), Explicit("These need to... method ModuleVersionTest (line 2954) | [TestCase("pulp", "3.3.0", "VERSION")] method RunModuleVersionTest (line 2995) | private void RunModuleVersionTest(string module, string value, string ... method AssertCode (line 3006) | private static void AssertCode(string code) FILE: Tests/Python/PythonRegressionAlgorithmsTests.cs class PythonRegressionAlgorithmsTests (line 22) | [TestFixture] method SelectUniverseSymbolsFromIDRegressionAlgorithm (line 25) | [Test] FILE: Tests/Python/PythonSliceGetByTypeTest.cs class PythonSliceGetByTypeTests (line 22) | [TestFixture] method RunPythonSliceGetByTypeRegressionAlgorithm (line 25) | [Test] FILE: Tests/Python/PythonTestingUtils.cs class PythonTestingUtils (line 25) | public static class PythonTestingUtils method GetSlices (line 27) | public static dynamic GetSlices(Symbol symbol) FILE: Tests/Python/PythonThreadingTests.cs class PythonThreadingTests (line 24) | [TestFixture] method ImportsCanBeExecutedFromDifferentThreads (line 27) | [Test] FILE: Tests/Python/PythonVirtualEnvironmentTests.cs class PythonVirtualEnvironmentTests (line 25) | [TestFixture] method InvalidVirtualEnvironment (line 28) | [TestCase(null)] method VirtualEnvironment (line 36) | [Test] method AssertVirtualEnvironment (line 52) | [Test, Explicit("Requires a virtual env setup")] FILE: Tests/Python/PythonWrapperTests.cs class PythonWrapperTests (line 26) | public static class PythonWrapperTests class ValidateImplementationOf (line 28) | [TestFixture] method ThrowsOnMissingMember (line 31) | [TestCase(nameof(MissingMethodOne), "ModelMissingMethodOne", "Method... method DoesNotThrowWhenInterfaceFullyImplemented (line 45) | [TestCase(nameof(FullyImplemented), "FullyImplementedModel")] method SettlementModelPythonWrapperWorks (line 60) | [Test] method BenchmarkModelPythonWrapperWorks (line 98) | [Test] method PEP8StyleAlgorithmsImplementationsWork (line 136) | [Test] method PEP8StyleCustomModelsWork (line 176) | [Test] method GetFieldValue (line 216) | private static string GetFieldValue(string name) type IModel (line 318) | interface IModel method MethodOne (line 321) | void MethodOne(); method MethodTwo (line 322) | void MethodTwo(); class Model (line 325) | public class Model : IModel method MethodOne (line 329) | public void MethodOne() method MethodTwo (line 333) | public void MethodTwo() class InvokeTests (line 340) | [TestFixture] method InvokesCSharpMethod (line 343) | [Test] method InvokesPythonMethod (line 354) | [Test] class InvokeTestsModel (line 377) | public class InvokeTestsModel method AddTwoNumbers (line 379) | public int AddTwoNumbers(int a, int b) method AddThreeNumbers (line 384) | public int AddThreeNumbers(int a, int b, int c) FILE: Tests/Python/SecurityCustomModelTests.cs class SecurityCustomModelTests (line 31) | [TestFixture] method SetBuyingPowerModelSuccess (line 34) | [Test] method SetBuyingPowerModelFails (line 64) | [Test] method CreateCustomBuyingPowerModel (line 76) | private PyObject CreateCustomBuyingPowerModel(string code) method CreateCustomBuyingPowerModelCode (line 85) | private string CreateCustomBuyingPowerModelCode() => @" method CreateCustomBuyingPowerModelFromSecurityMarginModelCode (line 125) | private string CreateCustomBuyingPowerModelFromSecurityMarginModelCode... method GetSecurity (line 135) | private Security GetSecurity(Symbol symbol, Resolution resolution) FILE: Tests/Python/SettlementModelPythonWrapperTests.cs class SettlementModelPythonWrapperTests (line 31) | [TestFixture] method GetsDefaultUnsettledCashFromNone (line 34) | [Test] FILE: Tests/RegressionAlgorithms/Test_AlgorithmPythonWrapper.py class Test_AlgorithmPythonWrapper (line 16) | class Test_AlgorithmPythonWrapper(QCAlgorithm): method initialize (line 18) | def initialize(self): method on_data (line 21) | def on_data(self, slice): FILE: Tests/RegressionAlgorithms/Test_CustomDataAlgorithm.py class Test_CustomDataAlgorithm (line 18) | class Test_CustomDataAlgorithm(QCAlgorithm): method initialize (line 20) | def initialize(self): class Nifty (line 24) | class Nifty(PythonData): method get_source (line 26) | def get_source(self, config, date, is_live_mode): method reader (line 30) | def reader(self, config, line, date, is_live_mode): FILE: Tests/RegressionAlgorithms/Test_MethodOverload.py class Test_MethodOverload (line 16) | class Test_MethodOverload(QCAlgorithm): method initialize (line 17) | def initialize(self): method on_data (line 23) | def on_data(self, data): method call_plot_std_test (line 26) | def call_plot_std_test(self): method call_plot_sma_test (line 29) | def call_plot_sma_test(self): method call_plot_number_test (line 32) | def call_plot_number_test(self): method call_plot_throw_test (line 35) | def call_plot_throw_test(self): method call_plot_throw_managed_test (line 38) | def call_plot_throw_managed_test(self): method call_plot_throw_pyobject_test (line 41) | def call_plot_throw_pyobject_test(self): method no_method_match (line 44) | def no_method_match(self): class A (line 48) | class A(object): method __init__ (line 49) | def __init__(self): FILE: Tests/RegressionAlgorithms/Test_PythonExceptionInterpreter.py class Test_PythonExceptionInterpreter (line 16) | class Test_PythonExceptionInterpreter(QCAlgorithm): method initialize (line 17) | def initialize(self): method key_error (line 20) | def key_error(self): method no_method_match (line 23) | def no_method_match(self): method unsupported_operand (line 26) | def unsupported_operand(self): method zero_division_error (line 29) | def zero_division_error(self): method dotnet_error (line 32) | def dotnet_error(self): FILE: Tests/RegressionTestMessageHandler.cs class RegressionTestMessageHandler (line 29) | public class RegressionTestMessageHandler : QuantConnect.Messaging.Messa... method SetAlgorithmManager (line 38) | public void SetAlgorithmManager(AlgorithmManager algorithmManager) method SetAuthentication (line 46) | public override void SetAuthentication(AlgorithmNodePacket job) method Send (line 55) | public override void Send(Packet packet) method UpdateRegressionStatisticsInSourceFile (line 77) | public static void UpdateRegressionStatisticsInSourceFile(IDictionary<... method GetDataPointLine (line 158) | private static string GetDataPointLine(string currentLine, string count) method GetAlgorithmStatusLine (line 165) | private static string GetAlgorithmStatusLine(string currentLine, strin... FILE: Tests/RegressionTests.cs class RegressionTests (line 27) | [TestFixture, Category("TravisExclude"), Category("RegressionTests")] method AlgorithmStatisticsRegression (line 30) | [Test, TestCaseSource(nameof(GetLocalRegressionTestParameters))] method GetLocalRegressionTestParameters (line 81) | public static TestCaseData[] GetLocalRegressionTestParameters() method GetRegressionTestParameters (line 88) | public static TestCaseData[] GetRegressionTestParameters(bool... class AlgorithmStatisticsTestParameters (line 119) | public class AlgorithmStatisticsTestParameters method AlgorithmStatisticsTestParameters (line 128) | public AlgorithmStatisticsTestParameters( FILE: Tests/Report/CalculationTests.cs class CalculationTests (line 25) | [TestFixture] method PercentChangeProducesCorrectValues (line 28) | [TestCase(new double[] { 1, 2, 4, 8 }, new double[] { 1, 1, 1 })] method CumulativeSumProducesCorrectValues (line 37) | [TestCase(new double[] { 1, 2, 3, 4 }, new double[] { 1, 3, 6, 10 })] method BetaProducesCorrectValues (line 47) | [TestCase(new double[] { 97.85916, 94.16154, 94.30944, 94.34978, 97.10... method CreateFakeSeries (line 67) | private Dictionary CreateFakeSeries(double[] inputs) FILE: Tests/Report/DrawdownCollectionTests.cs class DrawdownCollectionTests (line 25) | [TestFixture] method MaxDrawdown (line 28) | [Test] method NoDrawdown (line 46) | [TestCase(false)] FILE: Tests/Report/PortfolioLooperAlgorithmTests.cs class PortfolioLooperAlgorithmTests (line 28) | [TestFixture] method CreateAlgorithm (line 31) | private PortfolioLooperAlgorithm CreateAlgorithm(IEnumerable or... method Algorithm_CanSetLeverageOnAllSecurityTypes (line 74) | [Test] method Algorithm_UsesExpectedLeverageOnAllSecurityTypes (line 91) | [Test] method SetsTheRightAlgorithmConfiguration (line 114) | [TestCase("BTC", BrokerageName.Binance, AccountType.Cash)] FILE: Tests/Report/PortfolioLooperTests.cs class PortfolioLooperTests (line 27) | [TestFixture] method EmptyEquitySeriesDoesNotCrash (line 30) | [Test] method OrderProcessedInLooper (line 52) | [TestCase(OrderType.Market, 0, 0)] method OptionOrderDoesNotThrow (line 118) | [Test] method OrderProcessedInLooper_WithNonDefaultAlgorithmSettings (line 183) | [TestCase("BNTUSDT", "USDT")] FILE: Tests/Report/ReportChartsTest.cs class ReportChartTests (line 28) | [TestFixture] method RunsAllReportChartTests (line 31) | [Test] method ExposureReportWorksForEverySecurityType (line 42) | [Test] method ReportChartsColorMapWorksForEverySecurityType (line 54) | [Test] method EstimatedCapacityIsParsedRegardlessOfTheCurrency (line 79) | [TestCaseSource(nameof(CurrencySymbols))] method ProperlyRendersEstimatedCapacity (line 91) | [Test, Sequential] method GeneratesReportWithNonUSDCurrency (line 106) | [TestCase("€")] method GetBacktestResult (line 122) | static BacktestResult GetBacktestResult() FILE: Tests/Report/ResultDeserializationTests.cs class ResultDeserializationTests (line 30) | [TestFixture] method ValidBacktestResultDefaultSerializer (line 150) | [TestCase("charts")] method ValidBacktestResult (line 160) | [Test] method BacktestResult_NullChartPoint_IsSkipped (line 175) | [Test] method LiveResult_NullChartPoint_IsSkipped (line 202) | [Test] method NullCandleStickPoint_IsSkipped (line 229) | [Test] method OrderTypeEnumStringAndValueDeserialization (line 258) | [Test] method CreatesReportParametersTableCorrectly (line 334) | [TestCaseSource(nameof(CreatesReportParametersTableCorrectlyTestCases))] method GetsExpectedCrisisAndParametersHTMLCodes (line 345) | [TestCase(htmlExampleCode + @" method FindsNoMatchingForCrisisAndParametersInGivenInput (line 406) | [TestCase(htmlExampleCode + @" method GetChartPoints (line 454) | public IEnumerable> GetChartPoints(Result... FILE: Tests/Research/QuantBookFundamentalTests.cs class QuantBookFundamentalTests (line 33) | [TestFixture] method Setup (line 42) | [OneTimeSetUp] method OneTimeTearDown (line 66) | [OneTimeTearDown] method DefaultEndDate (line 73) | [Test] method PyFundamentalData (line 92) | [TestCaseSource(nameof(DataTestCases))] method CSharpFundamentalData (line 127) | [TestCaseSource(nameof(DataTestCases))] method PyReturnNoneTest (line 154) | [Test] method PyReturnNullTest (line 171) | [TestCaseSource(nameof(NullRequestTestCases))] method CSharpReturnNullTest (line 182) | [TestCaseSource(nameof(NullRequestTestCases))] method FundamentalDataEndTime (line 189) | [TestCaseSource(nameof(FundamentalEndTimeTestCases))] class TestFundamentalDataProvider (line 245) | private class TestFundamentalDataProvider : IFundamentalDataProvider method Get (line 247) | public T Get(DateTime time, SecurityIdentifier securityIdentifier... method Get (line 256) | private dynamic Get(DateTime time, SecurityIdentifier securityIdenti... method Initialize (line 270) | public void Initialize(IDataProvider dataProvider, bool liveMode) FILE: Tests/Research/QuantBookHistoryTests.cs class QuantBookHistoryTests (line 34) | [TestFixture] method Setup (line 40) | [OneTimeSetUp] method OneTimeTearDown (line 55) | [OneTimeTearDown] method SecurityQuantBookHistoryTests (line 62) | [Test] method CustomDataQuantBookHistoryTests (line 90) | [Test] method MultipleSecuritiesQuantBookHistoryTests (line 117) | [Test] method CanonicalOptionQuantBookHistory (line 156) | [Test] method CanonicalOptionIntradayQuantBookHistory (line 173) | [Test] method CanonicalOptionIntradayQuantBookHistoryWithIntradayRange (line 219) | [TestCaseSource(nameof(CanonicalOptionIntradayHistoryTestCases))] method OptionContractQuantBookHistory (line 257) | [Test] method OptionIndexWeekly (line 274) | [Test] method OptionUnderlyingSymbolQuantBookHistory (line 308) | [Test] method CanonicalFutureQuantBookHistory (line 337) | [TestCase(182, 2)] method CanonicalFutureIntradayQuantBookHistory (line 359) | [TestCase(182, 2)] method CanonicalFutureIntradayQuantBookHistoryWithIntradayRange (line 398) | [TestCaseSource(nameof(CanonicalFutureIntradayHistoryTestCases))] method FutureContractQuantBookHistory (line 430) | [Test] method FuturesOptionsWithFutureContract (line 447) | [Test] method FuturesOptionsWithFutureOptionContract (line 468) | [Test] method CanoicalFutureCrashesGetOptionHistory (line 497) | [Test] method OptionHistorySpecifyingFillForwardAndExtendedMarket (line 509) | [TestCase(true, true, 1920)] method FutureHistorySpecifyingFillForwardAndExtendedMarket (line 529) | [TestCase(true, true, 8640)] method OptionHistoryObjectIsIterable (line 549) | [TestCase(Language.CSharp)] method FutureHistoryObjectIsIterable (line 588) | [TestCase(Language.CSharp)] method GetOptionContractsWithFrontMonthFilter (line 627) | [TestCase(Language.CSharp)] method HistoryDataDoesnNotReturnDataLabelWithBaseDataCollectionTypes (line 672) | [Test] method HistoryDataDoesWorksCorrecltyWithoutAddingTheCustomDataInPython (line 696) | [Test] method HistoryDataDoesWorksCorrectlyWithCustomDataInPython (line 720) | [Test] method HistoryDataWorksCorrecltyWithoutAddingTheCustomDataInCSharp (line 781) | [Test] method HistoryDataDoesnNotReturnDataLabelWithBaseDataCollectionTypesAndPeriods (line 791) | [Test] method IndicatorHistoryDoesNotReturnPeriodColumn (line 816) | [Test] class TestHistoryProvider (line 842) | private class TestHistoryProvider : HistoryProviderBase method TestHistoryProvider (line 850) | public TestHistoryProvider(IHistoryProvider provider) method Initialize (line 855) | public override void Initialize(HistoryProviderInitializeParameters ... method GetHistory (line 859) | public override IEnumerable GetHistory(IEnumerable (int)(df.shape[0... FILE: Tests/Research/QuantBookSelectionTests.cs class QuantBookSelectionTests (line 28) | [TestFixture] method Setup (line 35) | [SetUp] method UniverseSelectionData (line 43) | [TestCase(Language.CSharp)] method UniverseSelection (line 102) | [TestCase(Language.CSharp, false)] method UniverseSelectionWithDateRule (line 190) | [TestCase(Language.CSharp)] method UniverseSelectionEtf (line 277) | [TestCase(Language.CSharp)] method UniverseSelectionData_BackwardsCompatibility (line 382) | [TestCase(Language.CSharp)] method UniverseSelection_BackwardsCompatibility (line 438) | [TestCase(Language.CSharp, false)] method GenericUniverseSelectionIsCompatibleWithDateRule (line 524) | [TestCase(Language.CSharp)] method MonthlyEndGenericUniverseSelectionWorksAsExpected (line 595) | [Test] method MonthlyStartGenericUniverseSelectionWorksAsExpected (line 611) | [Test] method MonthlyEndSelectionWorksAsExpected (line 627) | [Test] method MonthlyStartSelectionWorksAsExpected (line 640) | [Test] method WeekendGenericUniverseSelectionWorksAsExpected (line 653) | [Test] method PythonMonthlyStartGenericUniverseSelectionWorksAsExpected (line 669) | [Test] method PythonMonthlyEndGenericUniverseSelectionWorksAsExpected (line 696) | [Test] method PythonDailyGenericUniverseSelectionWorksAsExpected (line 722) | [Test] method PythonWeekendGenericUniverseSelectionWorksAsExpected (line 773) | [Test] method PerformSelectionDoesNotSkipDataPointWhenPreviousDataPointIsYielded (line 827) | [Test] method GetBaseImplementation (line 847) | private static string GetBaseImplementation(int expectedCount, string ... class QuantBookTestClass (line 878) | private class QuantBookTestClass: QuantBook method PerformSelection (line 880) | public static IEnumerable PerformSelection(IEnum... FILE: Tests/Research/QuantBookTests.cs class QuantBookTests (line 23) | [TestFixture] method AlgorithmModeIsResearch (line 26) | [Test] method SetsDeploymentTarget (line 33) | [TestCase(DeploymentTarget.CloudPlatform)] FILE: Tests/Research/RegressionScripts/Test_QuantBookHistory.py class SecurityHistoryTest (line 18) | class SecurityHistoryTest(): method __init__ (line 19) | def __init__(self, start_date, security_type, symbol): method __str__ (line 25) | def __str__(self): method test_period_overload (line 28) | def test_period_overload(self, period): method test_daterange_overload (line 32) | def test_daterange_overload(self, end): class OptionHistoryTest (line 37) | class OptionHistoryTest(SecurityHistoryTest): method test_daterange_overload (line 38) | def test_daterange_overload(self, end, start = None): class FutureHistoryTest (line 44) | class FutureHistoryTest(SecurityHistoryTest): method test_daterange_overload (line 45) | def test_daterange_overload(self, end, start = None, maxFilter = 182): class FutureContractHistoryTest (line 52) | class FutureContractHistoryTest(): method __init__ (line 53) | def __init__(self, start_date, security_type, symbol): method test_daterange_overload (line 59) | def test_daterange_overload(self, end): class OptionContractHistoryTest (line 64) | class OptionContractHistoryTest(FutureContractHistoryTest): method test_daterange_overload (line 65) | def test_daterange_overload(self, end): class CustomDataHistoryTest (line 70) | class CustomDataHistoryTest(SecurityHistoryTest): method __init__ (line 71) | def __init__(self, start_date, security_type, symbol): class MultipleSecuritiesHistoryTest (line 86) | class MultipleSecuritiesHistoryTest(SecurityHistoryTest): method __init__ (line 87) | def __init__(self, start_date, security_type, symbol): method test_period_overload (line 94) | def test_period_overload(self, period): class FundamentalHistoryTest (line 98) | class FundamentalHistoryTest(): method __init__ (line 99) | def __init__(self): method getFundamentals (line 102) | def getFundamentals(self, ticker, selector, start, end): FILE: Tests/Research/RegressionScripts/Test_QuantBookIndicator.py class IndicatorTest (line 16) | class IndicatorTest(): method __init__ (line 17) | def __init__(self, start_date, security_type, symbol): method __str__ (line 22) | def __str__(self): method test_bollinger_bands (line 25) | def test_bollinger_bands(self, symbol, start, end, resolution): method test_average_true_range (line 29) | def test_average_true_range(self, symbol, start, end, resolution): method test_on_balance_volume (line 33) | def test_on_balance_volume(self, symbol, start, end, resolution): method test_bollinger_bands_backwards_compatibility (line 37) | def test_bollinger_bands_backwards_compatibility(self, symbol, start, ... method test_average_true_range_backwards_compatibility (line 41) | def test_average_true_range_backwards_compatibility(self, symbol, star... method test_on_balance_volume_backwards_compatibility (line 45) | def test_on_balance_volume_backwards_compatibility(self, symbol, start... FILE: Tests/Research/RegressionScripts/custom_data.py class CustomPythonData (line 18) | class CustomPythonData(PythonData): method get_source (line 19) | def get_source(self, config, date, is_live): method reader (line 23) | def reader(self, config, line, date, is_live): class Nifty (line 40) | class Nifty(PythonData): method get_source (line 42) | def get_source(self, config, date, is_live_mode): method reader (line 46) | def reader(self, config, line, date, is_live_mode): FILE: Tests/Research/RegressionTemplates/BasicTemplateCustomDataTypeHistoryResearchCSharp.cs class BasicTemplateCustomDataTypeHistoryResearchCSharp (line 23) | public class BasicTemplateCustomDataTypeHistoryResearchCSharp : IRegress... FILE: Tests/Research/RegressionTemplates/BasicTemplateCustomDataTypeHistoryResearchPython.cs class BasicTemplateCustomDataTypeHistoryResearchPython (line 23) | public class BasicTemplateCustomDataTypeHistoryResearchPython : IRegress... FILE: Tests/Research/RegressionTemplates/BasicTemplateResearchCSharp.cs class BasicTemplateResearchCSharp (line 23) | public class BasicTemplateResearchCSharp : IRegressionResearchDefinition FILE: Tests/Research/RegressionTemplates/BasicTemplateResearchPython.cs class BasicTemplateResearchPython (line 23) | public class BasicTemplateResearchPython : IRegressionResearchDefinition FILE: Tests/Research/StartTests.cs class StartTests (line 20) | [TestFixture, Category("ResearchRegressionTests")] method RunStartFromPython (line 23) | [Test] FILE: Tests/ResearchRegressionTests.cs class ResearchRegressionTests (line 39) | [TestFixture, Category("ResearchRegressionTests")] method ResearchRegression (line 45) | [Test, TestCaseSource(nameof(GetResearchRegressionTestParameters))] class ResearchRegressionTestParameters (line 98) | public class ResearchRegressionTestParameters method ResearchRegressionTestParameters (line 105) | public ResearchRegressionTestParameters(string notebookName, string ... method UpdateResearchRegressionOutputInSourceFile (line 114) | private static void UpdateResearchRegressionOutputInSourceFile(string ... method SplitIntoMultipleLines (line 177) | private static List SplitIntoMultipleLines(string longInput, i... method CleanDispensableEscapeCharacters (line 198) | private static string CleanDispensableEscapeCharacters(string json) method RunResearchNotebookAndGetOutput (line 210) | private static string RunResearchNotebookAndGetOutput(string notebookP... method IsDeterministic (line 219) | private static bool IsDeterministic(string input) method GetResearchTemplates (line 241) | private static ResearchRegressionTestParameters[] GetResearchTemplates() method GetResearchRegressionTestParameters (line 257) | private static TestCaseData[] GetResearchRegressionTestParameters() FILE: Tests/Symbols.cs class Symbols (line 28) | public static class Symbols type SymbolsKey (line 86) | public enum SymbolsKey method Lookup (line 113) | public static Symbol Lookup(SymbolsKey key) method GetBySecurityType (line 121) | public static Symbol GetBySecurityType(SecurityType type) method CreateForexSymbol (line 137) | private static Symbol CreateForexSymbol(string symbol) method CreateEquitySymbol (line 142) | private static Symbol CreateEquitySymbol(string symbol, string market ... method CreateFutureSymbol (line 147) | public static Symbol CreateFutureSymbol(string symbol, DateTime expiry) method CreateFutureOptionSymbol (line 156) | public static Symbol CreateFutureOptionSymbol(Symbol underlying, Optio... method CreateCfdSymbol (line 161) | private static Symbol CreateCfdSymbol(string symbol, string market) method CreateOptionSymbol (line 166) | internal static Symbol CreateOptionSymbol(string symbol, OptionRight r... method CreateCryptoSymbol (line 171) | private static Symbol CreateCryptoSymbol(string symbol) method CreateOptionsCanonicalSymbol (line 176) | private static Symbol CreateOptionsCanonicalSymbol(string underlying) method CreateFuturesCanonicalSymbol (line 181) | public static Symbol CreateFuturesCanonicalSymbol(string ticker) method CreateIndexSymbol (line 191) | internal static Symbol CreateIndexSymbol(string ticker) FILE: Tests/TestData/generate_reference_data_from_talib.py function format_number (line 5) | def format_number(x): function write_dataframe (line 12) | def write_dataframe(df, fname_stem, format_dict): function generate_reference_data_for_single_output_indicator (line 24) | def generate_reference_data_for_single_output_indicator( function generate_reference_data_for_multi_output_indicator (line 36) | def generate_reference_data_for_multi_output_indicator( function main (line 48) | def main(): FILE: Tests/TestData/generate_reference_data_from_talipp.py function main (line 12) | def main(): FILE: Tests/TestData/generate_reference_data_from_tulip.py function write_dataframe (line 6) | def write_dataframe(df, output_names, fname_stem): function generate_reference_data_for_siso_indicator (line 17) | def generate_reference_data_for_siso_indicator( function main (line 31) | def main(): FILE: Tests/TestExtensions.cs class TestExtensions (line 25) | public static class TestExtensions method WaitOneAssertFail (line 35) | public static bool WaitOneAssertFail(this WaitHandle wait, int millise... method IsEqualTo (line 51) | public static void IsEqualTo(this JObject expected, JObject actual, st... FILE: Tests/TestGlobals.cs class TestGlobals (line 29) | public static class TestGlobals method Initialize (line 48) | public static void Initialize() FILE: Tests/TestProcess.cs class TestProcess (line 24) | internal static class TestProcess method RunPythonProcess (line 29) | public static void RunPythonProcess(string args, out Process process, ... method RunProcess (line 34) | public static void RunProcess(string targetProcess, string args, out P... method DebugLog (line 72) | private static void DebugLog(object sender, DataReceivedEventArgs data) FILE: Tests/ToolBox/LeanDataReaderTests.cs class LeanDataReaderTests (line 33) | [TestFixture, Parallelizable(ParallelScope.Fixtures)] method LoadsEquity_Daily_SingleEntryZip (line 40) | [Test, Parallelizable(ParallelScope.Self)] method ReadsEntireZipFileEntries_OpenInterest (line 53) | [Test, Parallelizable(ParallelScope.Self)] method ReadsEntireZipFileEntries_Trade (line 79) | [Test, Parallelizable(ParallelScope.Self)] method ReadsEntireZipFileEntries_Quote (line 106) | [Test, Parallelizable(ParallelScope.Self)] method ReadFutureChainData (line 136) | [Test] method LoadFutureChain (line 175) | private List LoadFutureChain(Symbol baseFuture, DateTime date,... method LoadFutureData (line 189) | private string LoadFutureData(Symbol future, TickType tickType, Resolu... method GenerateDailyAndHourlyFutureDataFromMinutes (line 214) | [Test] method ConvertMinuteFuturesData (line 230) | private void ConvertMinuteFuturesData(Symbol canonical, TickType tickT... method ReadLeanFutureAndOptionDataFromFilePath (line 318) | [Test, TestCaseSource(nameof(OptionAndFuturesCases))] method ReadLeanSpotMarketsSecuritiesDataFromFilePath (line 451) | [Test, TestCaseSource(nameof(SpotMarketCases))] method ReadSymbolFromZipEntryShouldParseFileNameWithFloatingNumber (line 535) | [TestCaseSource(nameof(MinuteZipEntryFileNames))] method GenerateFilepathForTesting (line 546) | public static string GenerateFilepathForTesting(string dataDirectory, ... class ZipEntryNameData (line 561) | private class ZipEntryNameData : BaseData method Reader (line 563) | public override BaseData Reader(SubscriptionDataConfig config, strin... method GetSource (line 569) | public override SubscriptionDataSource GetSource(SubscriptionDataCon... FILE: Tests/ToolBox/LeanDataWriterTests.cs class LeanDataWriterTests (line 34) | [TestFixture] method Setup (line 44) | [OneTimeSetUp] method GetTicks (line 54) | private List GetTicks(Symbol sym) method GetQuoteBars (line 64) | private List GetQuoteBars(Symbol sym) method LeanDataWriter_MultipleDays (line 74) | [Test] method Mapping (line 106) | [TestCase(true)] method LeanDataWriter_CanWriteForex (line 140) | [Test] method LeanDataWriter_CanWriteZipWithMultipleContracts (line 156) | [TestCase(SecurityType.FutureOption, Resolution.Second)] method LeanDataWriter_CanWriteCfd (line 204) | [Test] method LeanDataWriter_CanWriteEquity (line 220) | [Test] method LeanDataWriter_CanSupportUtf8Chars (line 236) | [Test] method LeanDataWriterHandlesWindowsInvalidNames (line 255) | [TestCase("CON")] method RespectsWritePolicy (line 296) | [TestCase(null, Resolution.Daily)] method LeanDataWriter_CanWriteCrypto (line 367) | [Test] method CanDownloadAndSave (line 383) | [TestCase(SecurityType.Equity, TickType.Quote, Resolution.Minute)] method GetHistory (line 439) | private List GetHistory(IBrokerage brokerage, Resolution res... method GetRepoDataDates (line 484) | private static DateTime GetRepoDataDates(SecurityType securityType, Re... class LocalHistoryBrokerage (line 514) | internal class LocalHistoryBrokerage : NullBrokerage method LocalHistoryBrokerage (line 518) | public LocalHistoryBrokerage() method GetHistory (line 546) | public override IEnumerable GetHistory(HistoryRequest requ... FILE: Tests/ToolBox/PsychSignalDataTests.cs class PsychSignalDataTests (line 25) | [TestFixture] method FileHourMatchesDataTimeRealRawData (line 28) | [Test, Ignore("This test requires raw PsychSignal data")] method FileHourMatchesFakeDataTime (line 49) | [Test] FILE: Tests/ToolBox/RandomDataGenerator/BaseSymbolGeneratorTests.cs class BaseSymbolGeneratorTests (line 27) | [TestFixture] method NextUpperCaseString_CreatesString_WithinSpecifiedMinMaxLength (line 30) | [Test] method NextUpperCaseString_CreatesUpperCaseString (line 42) | [Test] method ThrowsArgumentException_ForDerivativeSymbols (line 50) | [Test] method ThrowIsSettingsAreNull (line 61) | [Test] method ThrowIsRundomValueGeneratorIsNull (line 70) | [Test] method GenerateAsset (line 79) | internal static IEnumerable GenerateAsset(BaseSymbolGenerator ... method GenerateAssetWithTicker (line 85) | internal static IEnumerable GenerateAssetWithTicker(BaseSymbol... FILE: Tests/ToolBox/RandomDataGenerator/DefaultSymbolGeneratorTests.cs class DefaultSymbolGeneratorTests (line 27) | [TestFixture] method Setup (line 37) | [SetUp] method ReturnsDefaultSymbolGeneratorInstance (line 51) | [Test] method GetAvailableSymbolCount (line 62) | [Test] method NextSymbol_CreatesSymbol_WithRequestedSecurityTypeAndMarket (line 85) | [Test] method NextSymbol_CreatesSymbol_WithEntryInSymbolPropertiesDatabase (line 109) | [Test] method NextSymbol_ThrowsNoTickersAvailableException_WhenAllSymbolsGenerated (line 143) | [Test] FILE: Tests/ToolBox/RandomDataGenerator/DividendSplitMapGeneratorTests.cs class DividendSplitMapGeneratorTests (line 22) | [TestFixture] method GetsExpectedLowerBound (line 25) | [TestCase(240, 0.9857119009006162)] method GetsValidNextPreviousSplitFactor (line 39) | [TestCase(240)] method PriceScaledBySplitFactorIsBounded (line 55) | [TestCase(240)] FILE: Tests/ToolBox/RandomDataGenerator/FutureSymbolGeneratorTests.cs class FutureSymbolGeneratorTests (line 27) | [TestFixture] method Setup (line 37) | [SetUp] method ReturnsFutureSymbolGeneratorInstance (line 51) | [Test] method GetAvailableSymbolCount (line 61) | [Test] method GeneratesFutureSymbolWithCorrectExpiryDate (line 67) | [Test] method GeneratesFutureSymbolWithCorrectExpiryDateOverWiderDateRange (line 106) | [Test] method StopsExecutionAfterReturningSingleSymbolWhenNoExpiryFunctionOrValidExpiry (line 136) | [TestCase("TEST")] method NextFuture_CreatesSymbol_WithFutureSecurityTypeAndRequestedMarket (line 163) | [Test] method NextFuture_CreatesSymbol_WithFutureWithValidFridayExpiry (line 175) | [Test] method NextFuture_CreatesSymbol_WithEntryInSymbolPropertiesDatabase (line 188) | [Test] FILE: Tests/ToolBox/RandomDataGenerator/OptionPriceModelPriceGeneratorTests.cs class OptionPriceModelPriceGeneratorTests (line 30) | [TestFixture] method OptionPriceModelPriceGeneratorTests (line 36) | public OptionPriceModelPriceGeneratorTests() method ThrowsIfSecurityIsNull (line 76) | [Test] method ThrowsIfSecurityIsNotOption (line 85) | [Test] method ReturnsNewPrice (line 94) | [Test] method WarmedUpIfNotQLOptionPriceModel (line 107) | [Test] method WarmedUpSameQLOptionPriceModel (line 116) | [Test] FILE: Tests/ToolBox/RandomDataGenerator/OptionSymbolGeneratorTests.cs class OptionSymbolGeneratorTests (line 24) | [TestFixture] method Setup (line 36) | [SetUp] method ReturnsFutureSymbolGeneratorInstance (line 52) | [Test] method GetAvailableSymbolCount (line 62) | [Test] method NextOptionSymbol_CreatesOptionSymbol_WithCorrectSecurityTypeAndEquityUnderlying (line 70) | [Test] method NextOptionSymbol_CreatesOptionSymbol_WithinSpecifiedExpiration_OnFriday (line 90) | [Test] method NextOptionSymbol_CreatesOptionSymbol_WithRequestedMarket (line 104) | [Test] method NextOptionSymbol_CreatesOptionSymbol_WithinSpecifiedStrikePriceDeviation (line 129) | [Test] method OptionSymbolGeneratorCreatesOptionSymbol_WithExpirationDateAtLeastThreeDaysAfterMinExpiryDate (line 144) | [Test] FILE: Tests/ToolBox/RandomDataGenerator/RandomDataGeneratorTests.cs class RandomDataGeneratorTests (line 36) | [TestFixture] method NextRandomGeneratedData (line 39) | [Test] method RandomGeneratorProducesValuesBoundedForEquitiesWhenSplit (line 62) | [TestCase("20220101", "20230101")] method GetProgressAsPercentageShouldLogWhenProgressExceedsThreshold (line 123) | [TestCase(Resolution.Tick, 3.0, 33)] method RandomDataGeneratorCompletesSuccessfully (line 166) | [Test] method GetGenerator (line 225) | private static QuantConnect.ToolBox.RandomDataGenerator.RandomDataGene... method GetSecurityService (line 264) | private static SecurityService GetSecurityService(RandomDataGeneratorS... FILE: Tests/ToolBox/RandomDataGenerator/RandomPriceGeneratorTests.cs class RandomPriceGeneratorTests (line 28) | [TestFixture] method RandomPriceGeneratorTests (line 33) | public RandomPriceGeneratorTests() method ReturnsSameAsReference (line 55) | [Test] method AlwaysReady (line 70) | [Test] method ComposeRandomDataGenerator (line 77) | [Test] FILE: Tests/ToolBox/RandomDataGenerator/RandomValueGeneratorTests.cs class RandomValueGeneratorTests (line 22) | [TestFixture] method Setup (line 28) | [SetUp] method NextDateTime_CreatesDateTime_WithinSpecifiedMinMax (line 35) | [Test] method NextDateTime_CreatesDateTime_OnSpecifiedDayOfWeek (line 46) | [Test] method NextDateTime_ThrowsArgumentException_WhenMaxIsLessThanMin (line 63) | [Test] method NextDateTime_ThrowsArgumentException_WhenRangeIsTooSmallToProduceDateTimeOnRequestedDayOfWeek (line 73) | [Test] method NextPrice_ReturnsZeroForOptionsZeroReferencePrice (line 84) | [Test] method NextPrice_ThrowsIfReferencePriceIsInvalid (line 91) | [Test] method NextPrice_ThrowsIfMaximumPercentDeviationIsInvalid (line 108) | [TestCase(0)] method NextPrice_ReturnsSamePriceIfFailsToGetAValidOne (line 117) | [Test] method NextPrice_PricesIsUpdatedEvenIfMaxPercentageDeviationIsLessThanMinPriceVariation (line 129) | [Test] FILE: Tests/ToolBox/RandomDataGenerator/SecurityInitializerProviderTests.cs class SecurityInitializerProviderTests (line 23) | [TestFixture] method NotNull (line 26) | [Test] FILE: Tests/ToolBox/RandomDataGenerator/TickGeneratorTests.cs class TickGeneratorTests (line 27) | [TestFixture] method Setup (line 34) | [SetUp] method NextTick_CreatesTradeTick_WithPriceAndQuantity (line 72) | [Test] method NextTick_CreatesQuoteTick_WithCommonValues (line 88) | [Test] method NextTick_CreatesQuoteTick_WithBidData (line 101) | [Test] method NextTick_CreatesQuoteTick_WithAskData (line 114) | [Test] method NextTick_CreatesOpenInterestTick (line 127) | [Test] method NextTickTime_CreatesTimes (line 142) | [Test] method HistoryIsNotEmpty (line 207) | [Test] method HistoryIsBetweenStartAndEndDate (line 215) | [Test] method HistoryGeneratesOpenInterestDataAsExpected (line 225) | [Test] FILE: Tests/ToolBox/ToolBoxTests.cs class ToolBoxTests (line 25) | [TestFixture] method ComposeDataQueueHandlerInstances (line 28) | [Test] method CanParseTickersCorrectly (line 41) | [TestCase("--app=RDG --tickers=AAPL --resolution=Daily --from-date=202... FILE: ToolBox/AlgoSeekFuturesConverter/AlgoSeekFuturesConverter.cs class AlgoSeekFuturesConverter (line 34) | public class AlgoSeekFuturesConverter method AlgoSeekFuturesConverter (line 52) | public AlgoSeekFuturesConverter(List resolutions, DateTime... method Convert (line 65) | public void Convert() method GetFilesInRawFolder (line 184) | private IEnumerable GetFilesInRawFolder() method LoadSymbolMultipliers (line 225) | private Dictionary LoadSymbolMultipliers() method Flush (line 241) | private void Flush(Processors processors, DateTime time, bool final) method Package (line 252) | public void Package(DateTime date) FILE: ToolBox/AlgoSeekFuturesConverter/AlgoSeekFuturesProcessor.cs class AlgoSeekFuturesProcessor (line 31) | public class AlgoSeekFuturesProcessor method ShouldWriteToDisk (line 109) | public bool ShouldWriteToDisk() method AlgoSeekFuturesProcessor (line 122) | public AlgoSeekFuturesProcessor(Symbol symbol, DateTime date, TickType... method Process (line 188) | public void Process(Tick data) method FlushBuffer (line 203) | public void FlushBuffer(DateTime frontierTime, bool finalFlush) method Safe (line 233) | private static Symbol Safe(Symbol symbol) method SafeName (line 244) | private static string SafeName(string fileName) FILE: ToolBox/AlgoSeekFuturesConverter/AlgoSeekFuturesProgram.cs class AlgoSeekFuturesProgram (line 29) | public static class AlgoSeekFuturesProgram method AlgoSeekFuturesConverter (line 31) | public static void AlgoSeekFuturesConverter(string date) FILE: ToolBox/AlgoSeekFuturesConverter/AlgoSeekFuturesReader.cs class AlgoSeekFuturesReader (line 33) | public class AlgoSeekFuturesReader : IEnumerator method AlgoSeekFuturesReader (line 56) | public AlgoSeekFuturesReader(string file, Dictionary ... method MoveNext (line 89) | public bool MoveNext() method Reset (line 119) | public void Reset() method Dispose (line 127) | public void Dispose() method Parse (line 140) | private Tick Parse(string line) FILE: ToolBox/Bz2StreamProvider.cs class Bz2StreamProvider (line 22) | public class Bz2StreamProvider : IStreamProvider method Open (line 29) | public IEnumerable Open(string source) method Close (line 38) | public void Close(string source) method Dispose (line 45) | public void Dispose() FILE: ToolBox/CoarseUniverseGenerator/CoarseUniverseGeneratorProgram.cs class CoarseUniverseGeneratorProgram (line 41) | public class CoarseUniverseGeneratorProgram method CoarseUniverseGenerator (line 59) | public static bool CoarseUniverseGenerator() method CoarseUniverseGeneratorProgram (line 86) | public CoarseUniverseGeneratorProgram( method Run (line 110) | public bool Run(out ConcurrentDictionary ParseDailyFile(FileInfo dailyFile) method PopulateSidContex (line 325) | private IEnumerable PopulateSidContex(MapFi... FILE: ToolBox/CoarseUniverseGenerator/SecurityIdentifierContext.cs class SecurityIdentifierContext (line 25) | internal class SecurityIdentifierContext method SecurityIdentifierContext (line 32) | public SecurityIdentifierContext(MapFile mapFile, string market) FILE: ToolBox/ConsolidatorDataProcessor.cs class ConsolidatorDataProcessor (line 27) | public class ConsolidatorDataProcessor : IDataProcessor method ConsolidatorDataProcessor (line 39) | public ConsolidatorDataProcessor(IDataProcessor destination, Func dividen... method CombineIntraDayDividendSplits (line 90) | private static List CombineIntraDayDividendSplits(List ReadDailyEquityData(string pathForDailyE... class IntraDayDividendSplit (line 311) | private class IntraDayDividendSplit : BaseData method IntraDayDividendSplit (line 316) | public IntraDayDividendSplit(Split split, Dividend dividend) FILE: ToolBox/FileStreamProvider.cs class FileStreamProvider (line 24) | public class FileStreamProvider : IStreamProvider method Open (line 33) | public IEnumerable Open(string source) method Close (line 42) | public void Close(string source) method Dispose (line 54) | public void Dispose() FILE: ToolBox/FilteredDataProcessor.cs class FilteredDataProcessor (line 25) | public class FilteredDataProcessor : IDataProcessor method FilteredDataProcessor (line 35) | public FilteredDataProcessor(IDataProcessor processor, Func Open(string source) method Close (line 43) | public void Close(string source) method Dispose (line 56) | public void Dispose() FILE: ToolBox/IDataProcessor.cs type IDataProcessor (line 28) | public interface IDataProcessor : IDisposable method Process (line 34) | void Process(IBaseData data); class DataProcessor (line 40) | public static class DataProcessor method FilteredBy (line 45) | public static IDataProcessor FilteredBy(this IDataProcessor processor,... method Zip (line 53) | public static IDataProcessor Zip(string dataDirectory, IEnumerable Get(); FILE: ToolBox/IStreamParser.cs type IStreamParser (line 26) | public interface IStreamParser : IDisposable method Parse (line 34) | IEnumerable Parse(string source, Stream stream); FILE: ToolBox/IStreamProvider.cs type IStreamProvider (line 25) | public interface IStreamProvider : IDisposable method Open (line 32) | IEnumerable Open(string source); method Close (line 38) | void Close(string source); class StreamProvider (line 44) | public static class StreamProvider method ForExtension (line 51) | public static IStreamProvider ForExtension(string extension) FILE: ToolBox/KaikoDataConverter/KaikoCryptoReader.cs class KaikoDataReader (line 33) | public class KaikoDataReader method KaikoDataReader (line 43) | public KaikoDataReader(Symbol symbol, TickType tickType) method GetTicksFromZipEntry (line 54) | public IEnumerable GetTicksFromZipEntry(ZipEntry zipEntry) method GetRawDataStreamFromEntry (line 65) | private IEnumerable GetRawDataStreamFromEntry(ZipEntry zipEntry) method ParseKaikoQuoteFile (line 86) | private IEnumerable ParseKaikoQuoteFile(IEnumerable rawD... method CreateQuoteTick (line 149) | private Tick CreateQuoteTick(DateTime date, List currentEpc... method ParseKaikoTradeFile (line 194) | private IEnumerable ParseKaikoTradeFile(IEnumerable rawD... method ParseScientificNotationToDecimal (line 239) | private static decimal ParseScientificNotationToDecimal(string[] lineP... class KaikoTick (line 254) | private class KaikoTick : Tick FILE: ToolBox/KaikoDataConverter/KaikoDataConverterProgram.cs class KaikoDataConverterProgram (line 31) | public static class KaikoDataConverterProgram method KaikoDataConverter (line 41) | public static void KaikoDataConverter(string sourceDirectory, string d... FILE: ToolBox/LazyStreamWriter.cs class LazyStreamWriter (line 25) | public class LazyStreamWriter method LazyStreamWriter (line 34) | public LazyStreamWriter(string path) method WriteLine (line 44) | public void WriteLine(string line) method Flush (line 54) | public void Flush() method Close (line 65) | public void Close() method PrepareStreamWriter (line 76) | private void PrepareStreamWriter() FILE: ToolBox/LeanDataReader.cs class LeanDataReader (line 33) | public class LeanDataReader method LeanDataReader (line 48) | public LeanDataReader(SubscriptionDataConfig config, Symbol symbol, Re... method LeanDataReader (line 65) | public LeanDataReader(string filepath) method Parse (line 109) | public IEnumerable Parse() method GetDataTimeZone (line 179) | public DateTimeZone GetDataTimeZone() method GetExchangeTimeZone (line 188) | public DateTimeZone GetExchangeTimeZone() FILE: ToolBox/LeanInstrument.cs class LeanInstrument (line 21) | public class LeanInstrument FILE: ToolBox/LeanParser.cs class LeanParser (line 28) | public class LeanParser : IStreamParser method Parse (line 36) | public IEnumerable Parse(string source, Stream stream) method Dispose (line 61) | public void Dispose() method GetDataType (line 65) | private Type GetDataType(SecurityType securityType, Resolution resolut... FILE: ToolBox/PipeDataProcessor.cs class PipeDataProcessor (line 26) | public class PipeDataProcessor : IDataProcessor method PipeDataProcessor (line 34) | public PipeDataProcessor(IEnumerable processors) method PipeDataProcessor (line 43) | public PipeDataProcessor(params IDataProcessor[] processors) method PipeTo (line 52) | public void PipeTo(IDataProcessor processor) method Process (line 61) | public void Process(IBaseData data) method Dispose (line 72) | public void Dispose() FILE: ToolBox/Program.cs class Program (line 29) | public class Program method Main (line 31) | public static void Main(string[] args) FILE: ToolBox/RandomDataGenerator/BaseSymbolGenerator.cs class BaseSymbolGenerator (line 27) | public abstract class BaseSymbolGenerator method BaseSymbolGenerator (line 59) | protected BaseSymbolGenerator(RandomDataGeneratorSettings settings, IR... method Create (line 74) | public static BaseSymbolGenerator Create(RandomDataGeneratorSettings s... method GenerateRandomSymbols (line 103) | public IEnumerable GenerateRandomSymbols() method GenerateAsset (line 129) | protected abstract IEnumerable GenerateAsset(string ticker = n... method NextSymbol (line 138) | public Symbol NextSymbol(SecurityType securityType, string market, str... method NextTickerFromSymbolPropertiesDatabase (line 182) | protected string NextTickerFromSymbolPropertiesDatabase(SecurityType s... method GetRandomExpiration (line 210) | protected DateTime GetRandomExpiration(SecurityExchangeHours marketHou... method NextUpperCaseString (line 231) | public string NextUpperCaseString(int minLength, int maxLength) method GetAvailableSymbolCount (line 251) | public abstract int GetAvailableSymbolCount(); FILE: ToolBox/RandomDataGenerator/DataDensity.cs type DataDensity (line 6) | public enum DataDensity FILE: ToolBox/RandomDataGenerator/DefaultSymbolGenerator.cs class DefaultSymbolGenerator (line 31) | public class DefaultSymbolGenerator : BaseSymbolGenerator method DefaultSymbolGenerator (line 41) | public DefaultSymbolGenerator(RandomDataGeneratorSettings settings, IR... method GenerateAsset (line 52) | protected override IEnumerable GenerateAsset(string ticker = n... method GetAvailableSymbolCount (line 62) | public override int GetAvailableSymbolCount() FILE: ToolBox/RandomDataGenerator/DividendSplitMapGenerator.cs class DividendSplitMapGenerator (line 27) | public class DividendSplitMapGenerator method DividendSplitMapGenerator (line 61) | public DividendSplitMapGenerator( method GenerateSplitsDividends (line 84) | public void GenerateSplitsDividends(IEnumerable tickHistory) method GetLowerBoundForPreviousSplitFactor (line 246) | public static decimal GetLowerBoundForPreviousSplitFactor(int months) method GetNextPreviousSplitFactor (line 260) | public static decimal GetNextPreviousSplitFactor(Random random, decima... FILE: ToolBox/RandomDataGenerator/FutureSymbolGenerator.cs class FutureSymbolGenerator (line 27) | public class FutureSymbolGenerator : BaseSymbolGenerator method FutureSymbolGenerator (line 33) | public FutureSymbolGenerator(RandomDataGeneratorSettings settings, IRa... method GenerateAsset (line 47) | protected override IEnumerable GenerateAsset(string ticker = n... method GetAvailableSymbolCount (line 106) | public override int GetAvailableSymbolCount() => int.MaxValue; FILE: ToolBox/RandomDataGenerator/IPriceGenerator.cs type IPriceGenerator (line 26) | public interface IPriceGenerator method NextValue (line 35) | public decimal NextValue(decimal maximumPercentDeviation, DateTime ref... FILE: ToolBox/RandomDataGenerator/IRandomValueGenerator.cs type IRandomValueGenerator (line 27) | public interface IRandomValueGenerator method NextBool (line 34) | bool NextBool(double percentOddsForTrue); method NextDouble (line 40) | double NextDouble(); method NextInt (line 48) | int NextInt(int minValue, int maxValue); method NextInt (line 55) | int NextInt(int maxValue); method NextDate (line 66) | DateTime NextDate(DateTime minDateTime, DateTime maxDateTime, DayOfWee... method NextPrice (line 81) | decimal NextPrice(SecurityType securityType, string market, decimal re... FILE: ToolBox/RandomDataGenerator/ITickGenerator.cs type ITickGenerator (line 25) | public interface ITickGenerator method GenerateTicks (line 30) | IEnumerable GenerateTicks(); method NextTick (line 43) | Tick NextTick( method NextTickTime (line 61) | DateTime NextTickTime(DateTime previous, Resolution resolution, DataDe... FILE: ToolBox/RandomDataGenerator/NoTickersAvailableException.cs class NoTickersAvailableException (line 6) | public class NoTickersAvailableException : RandomValueGeneratorException method NoTickersAvailableException (line 8) | public NoTickersAvailableException(SecurityType securityType, string m... FILE: ToolBox/RandomDataGenerator/OptionPriceModelPriceGenerator.cs class OptionPriceModelPriceGenerator (line 27) | public class OptionPriceModelPriceGenerator : IPriceGenerator method OptionPriceModelPriceGenerator (line 40) | public OptionPriceModelPriceGenerator(Security security) method NextValue (line 62) | public decimal NextValue(decimal maximumPercentDeviation, DateTime ref... FILE: ToolBox/RandomDataGenerator/OptionSymbolGenerator.cs class OptionSymbolGenerator (line 24) | public class OptionSymbolGenerator : BaseSymbolGenerator method OptionSymbolGenerator (line 34) | public OptionSymbolGenerator(RandomDataGeneratorSettings settings, IRa... method GenerateAsset (line 61) | protected override IEnumerable GenerateAsset(string ticker = n... method GetAvailableSymbolCount (line 101) | public override int GetAvailableSymbolCount() => int.MaxValue; FILE: ToolBox/RandomDataGenerator/RandomDataGenerator.cs class RandomDataGenerator (line 31) | public class RandomDataGenerator method Init (line 41) | public void Init(RandomDataGeneratorSettings settings, SecurityManager... method Run (line 50) | public void Run() method GetDateMidpoint (line 290) | public static DateTime GetDateMidpoint(DateTime start, DateTime end) method GetDelistingDate (line 301) | public static DateTime GetDelistingDate(DateTime start, DateTime end, ... method CreateAggregators (line 310) | public static IEnumerable CreateAggregators(RandomData... FILE: ToolBox/RandomDataGenerator/RandomDataGeneratorHelper.cs class RandomDataGeneratorHelper (line 23) | public static class RandomDataGeneratorHelper method GetProgressAsPercentage (line 32) | public static double GetProgressAsPercentage(DateTime start, DateTime ... FILE: ToolBox/RandomDataGenerator/RandomDataGeneratorProgram.cs class RandomDataGeneratorProgram (line 34) | public static class RandomDataGeneratorProgram method RandomDataGenerator (line 38) | public static void RandomDataGenerator( FILE: ToolBox/RandomDataGenerator/RandomDataGeneratorSettings.cs class RandomDataGeneratorSettings (line 27) | public class RandomDataGeneratorSettings method FromCommandLineArguments (line 53) | public static RandomDataGeneratorSettings FromCommandLineArguments( FILE: ToolBox/RandomDataGenerator/RandomPriceGenerator.cs class RandomPriceGenerator (line 24) | public class RandomPriceGenerator : IPriceGenerator method RandomPriceGenerator (line 34) | public RandomPriceGenerator(Security security, IRandomValueGenerator r... method NextValue (line 52) | public decimal NextValue(decimal maximumPercentDeviation, DateTime ref... FILE: ToolBox/RandomDataGenerator/RandomValueGenerator.cs class RandomValueGenerator (line 27) | public class RandomValueGenerator : IRandomValueGenerator method RandomValueGenerator (line 35) | public RandomValueGenerator() method RandomValueGenerator (line 39) | public RandomValueGenerator(int seed) method RandomValueGenerator (line 43) | public RandomValueGenerator(Random random) method RandomValueGenerator (line 47) | public RandomValueGenerator( method RandomValueGenerator (line 55) | public RandomValueGenerator(Random random, MarketHoursDatabase marketH... method NextBool (line 62) | public bool NextBool(double percentOddsForTrue) method NextDate (line 67) | public virtual DateTime NextDate(DateTime minDateTime, DateTime maxDat... method NextDouble (line 119) | public double NextDouble() => _random.NextDouble(); method NextInt (line 121) | public int NextInt(int minValue, int maxValue) => _random.Next(minValu... method NextInt (line 123) | public int NextInt(int maxValue) => _random.Next(maxValue); method NextPrice (line 138) | public virtual decimal NextPrice(SecurityType securityType, string mar... method RoundPrice (line 205) | private static decimal RoundPrice(decimal price, decimal minimumPriceV... method IsWithinRange (line 211) | private bool IsWithinRange(DateTime value, DateTime min, DateTime max) method IsPriceValid (line 216) | private static bool IsPriceValid(SecurityType securityType, decimal pr... FILE: ToolBox/RandomDataGenerator/RandomValueGeneratorException.cs class RandomValueGeneratorException (line 8) | public class RandomValueGeneratorException : ApplicationException method RandomValueGeneratorException (line 10) | public RandomValueGeneratorException(string message) FILE: ToolBox/RandomDataGenerator/SecurityInitializerProvider.cs class SecurityInitializerProvider (line 21) | public class SecurityInitializerProvider : ISecurityInitializerProvider method SecurityInitializerProvider (line 25) | public SecurityInitializerProvider(ISecurityInitializer securityInitia... FILE: ToolBox/RandomDataGenerator/TickGenerator.cs class TickGenerator (line 28) | public class TickGenerator : ITickGenerator method TickGenerator (line 41) | public TickGenerator(RandomDataGeneratorSettings settings, TickType[] ... method GenerateTicks (line 60) | public IEnumerable GenerateTicks() method NextTick (line 142) | public virtual Tick NextTick(DateTime dateTime, TickType tickType, dec... method NextOpenInterest (line 197) | public Tick NextOpenInterest(DateTime dateTime, decimal previousValue,... method NextTickTime (line 222) | public virtual DateTime NextTickTime(DateTime previous, Resolution res... method GetMaximumDeviation (line 274) | private static decimal GetMaximumDeviation(Resolution resolution) FILE: ToolBox/RandomDataGenerator/TooManyFailedAttemptsException.cs class TooManyFailedAttemptsException (line 6) | public class TooManyFailedAttemptsException : RandomValueGeneratorException method TooManyFailedAttemptsException (line 8) | public TooManyFailedAttemptsException(string method, int attempts) FILE: ToolBox/RawFileProcessor.cs class RawFileProcessor (line 27) | public class RawFileProcessor : IDisposable method RawFileProcessor (line 42) | public RawFileProcessor(IStreamProvider streamProvider, IStreamParser ... method Run (line 58) | public static bool Run(string name, IEnumerable sources, IStre... method Process (line 82) | public void Process(string source) method Dispose (line 108) | public void Dispose() FILE: ToolBox/TemporaryPathProvider.cs class TemporaryPathProvider (line 27) | public static class TemporaryPathProvider method Get (line 32) | public static string Get() method Delete (line 45) | public static void Delete() FILE: ToolBox/TickAggregator.cs class TickAggregator (line 14) | public abstract class TickAggregator method TickAggregator (line 16) | protected TickAggregator(Resolution resolution, TickType tickType) method Update (line 47) | public virtual void Update(BaseData data) method Flush (line 56) | public List Flush() method ForTickTypes (line 71) | public static IEnumerable ForTickTypes(SecurityType se... class QuoteTickAggregator (line 116) | public class QuoteTickAggregator : TickAggregator method QuoteTickAggregator (line 118) | public QuoteTickAggregator(Resolution resolution) class TradeTickAggregator (line 133) | public class TradeTickAggregator : TickAggregator method TradeTickAggregator (line 135) | public TradeTickAggregator(Resolution resolution) class OpenInterestTickAggregator (line 150) | public class OpenInterestTickAggregator : TickAggregator method OpenInterestTickAggregator (line 152) | public OpenInterestTickAggregator(Resolution resolution) class IdentityTickAggregator (line 167) | public class IdentityTickAggregator : TickAggregator method IdentityTickAggregator (line 169) | public IdentityTickAggregator(TickType tickType) FILE: ToolBox/ZipStreamProvider.cs class ZipStreamProvider (line 26) | public class ZipStreamProvider : IStreamProvider method Open (line 36) | public IEnumerable Open(string source) method Close (line 53) | public void Close(string source) method Dispose (line 69) | public void Dispose() FILE: run_syntax_check.py function init_pool (line 18) | def init_pool(l): function log (line 22) | def log(message: str): function sync_log (line 27) | def sync_log(message: str): function adjust_file_contents (line 38) | def adjust_file_contents(target_file: str): function should_ignore (line 58) | def should_ignore(line: str, prev_line_ignored: bool) -> bool: function run_syntax_check (line 113) | def run_syntax_check(target_file: str):