► Algorithm | |
► Alphas | |
AlphaModel.cs | |
AlphaModelExtensions.cs | |
AlphaModelPythonWrapper.cs | |
CompositeAlphaModel.cs | |
IAlphaModel.cs | |
INamedModel.cs | |
NullAlphaModel.cs | |
► Execution | |
ExecutionModel.cs | |
ExecutionModelPythonWrapper.cs | |
IExecutionModel.cs | |
ImmediateExecutionModel.cs | |
NullExecutionModel.cs | |
► Portfolio | |
IPortfolioConstructionModel.cs | |
IPortfolioOptimizer.cs | |
NullPortfolioConstructionModel.cs | |
PortfolioBias.cs | |
PortfolioConstructionModel.cs | |
PortfolioConstructionModelPythonWrapper.cs | |
► Risk | |
CompositeRiskManagementModel.cs | |
IRiskManagementModel.cs | |
NullRiskManagementModel.cs | |
RiskManagementModel.cs | |
RiskManagementModelPythonWrapper.cs | |
► Selection | |
CompositeUniverseSelectionModel.cs | |
CustomUniverse.cs | |
CustomUniverseSelectionModel.cs | |
IUniverseSelectionModel.cs | |
ManualUniverse.cs | |
ManualUniverseSelectionModel.cs | |
NullUniverseSelectionModel.cs | |
OptionChainedUniverseSelectionModel.cs | |
OptionContractUniverse.cs | |
UniverseSelectionModel.cs | |
UniverseSelectionModelPythonWrapper.cs | |
CandlestickPatterns.cs | |
ConstituentUniverseDefinitions.cs | |
DollarVolumeUniverseDefinitions.cs | |
INotifiedSecurityChanges.cs | |
QCAlgorithm.cs | |
QCAlgorithm.Framework.cs | |
QCAlgorithm.Framework.Python.cs | |
QCAlgorithm.History.cs | |
QCAlgorithm.Indicators.cs | |
QCAlgorithm.Plotting.cs | |
QCAlgorithm.Python.cs | |
QCAlgorithm.Trading.cs | |
QCAlgorithm.Universe.cs | |
UniverseDefinitions.cs | |
► Algorithm.Framework | |
► Alphas | |
BasePairsTradingAlphaModel.cs | |
ConstantAlphaModel.cs | |
EmaCrossAlphaModel.cs | |
HistoricalReturnsAlphaModel.cs | |
MacdAlphaModel.cs | |
PearsonCorrelationPairsTradingAlphaModel.cs | |
RsiAlphaModel.cs | |
► Execution | |
SpreadExecutionModel.cs | |
StandardDeviationExecutionModel.cs | |
VolumeWeightedAveragePriceExecutionModel.cs | |
► Portfolio | |
AccumulativeInsightPortfolioConstructionModel.cs | |
AlphaStreamsPortfolioConstructionModel.cs | |
BlackLittermanOptimizationPortfolioConstructionModel.cs | |
ConfidenceWeightedPortfolioConstructionModel.cs | |
EqualWeightingPortfolioConstructionModel.cs | |
InsightWeightingPortfolioConstructionModel.cs | |
MaximumSharpeRatioPortfolioOptimizer.cs | |
MeanReversionPortfolioConstructionModel.cs | |
MeanVarianceOptimizationPortfolioConstructionModel.cs | |
MinimumVariancePortfolioOptimizer.cs | |
PortfolioOptimizerPythonWrapper.cs | |
ReturnsSymbolData.cs | |
RiskParityPortfolioConstructionModel.cs | |
RiskParityPortfolioOptimizer.cs | |
SectorWeightingPortfolioConstructionModel.cs | |
UnconstrainedMeanVariancePortfolioOptimizer.cs | |
► Risk | |
MaximumDrawdownPercentPerSecurity.cs | |
MaximumDrawdownPercentPortfolio.cs | |
MaximumSectorExposureRiskManagementModel.cs | |
MaximumUnrealizedProfitPercentPerSecurity.cs | |
TrailingStopRiskManagementModel.cs | |
► Selection | |
CoarseFundamentalUniverseSelectionModel.cs | |
EmaCrossUniverseSelectionModel.cs | |
EnergyETFUniverse.cs | |
ETFConstituentsUniverseSelectionModel.cs | |
FineFundamentalUniverseSelectionModel.cs | |
FundamentalUniverseSelectionModel.cs | |
FutureUniverseSelectionModel.cs | |
InceptionDateUniverseSelectionModel.cs | |
LiquidETFUniverse.cs | |
MetalsETFUniverse.cs | |
OpenInterestFutureUniverseSelectionModel.cs | |
OptionUniverseSelectionModel.cs | |
QC500UniverseSelectionModel.cs | |
ScheduledUniverseSelectionModel.cs | |
SP500SectorsETFUniverse.cs | |
TechnologyETFUniverse.cs | |
USTreasuriesETFUniverse.cs | |
VolatilityETFUniverse.cs | |
NotifiedSecurityChanges.cs | |
► Algorithm.Python | |
PythonAlgorithm.cs | |
► AlgorithmFactory | |
► Python | |
► Wrappers | |
AlgorithmPythonWrapper.cs | |
DebuggerHelper.cs | |
Loader.cs | |
► Api | |
Api.cs | |
ApiConnection.cs | |
► Brokerages | |
► Backtesting | |
BacktestingBrokerage.cs | |
BacktestingBrokerageFactory.cs | |
► CrossZero | |
CrossZeroFirstOrderRequest.cs | |
CrossZeroOrderResponse.cs | |
CrossZeroSecondOrderRequest.cs | |
► Paper | |
PaperBrokerage.cs | |
PaperBrokerageFactory.cs | |
BaseWebsocketsBrokerage.cs | |
BestBidAskUpdatedEventArgs.cs | |
Brokerage.cs | |
BrokerageConcurrentMessageHandler.cs | |
BrokerageException.cs | |
BrokerageFactory.cs | |
BrokerageMultiWebSocketEntry.cs | |
BrokerageMultiWebSocketSubscriptionManager.cs | |
DefaultConnectionHandler.cs | |
DefaultOrderBook.cs | |
IConnectionHandler.cs | |
IOrderBookUpdater.cs | |
ISymbolMapper.cs | |
IWebSocket.cs | |
SymbolPropertiesDatabaseSymbolMapper.cs | |
WebSocketClientWrapper.cs | |
WebSocketCloseData.cs | |
WebSocketError.cs | |
WebSocketMessage.cs | |
► Common | |
► Algorithm | |
► Framework | |
► Alphas | |
► Analysis | |
InsightManager.cs | |
► Serialization | |
InsightJsonConverter.cs | |
SerializedInsight.cs | |
GeneratedInsightsCollection.cs | |
IInsightScoreFunction.cs | |
Insight.cs | |
InsightCollection.cs | |
InsightDirection.cs | |
InsightScore.cs | |
InsightScoreFunctionPythonWrapper.cs | |
InsightScoreType.cs | |
InsightType.cs | |
► Portfolio | |
► SignalExports | |
BaseSignalExport.cs | |
Collective2SignalExport.cs | |
CrunchDAOSignalExport.cs | |
NumeraiSignalExport.cs | |
SignalExportManager.cs | |
SignalExportTargetParameters.cs | |
IPortfolioTarget.cs | |
PortfolioTarget.cs | |
PortfolioTargetCollection.cs | |
► Api | |
► Serialization | |
ProductJsonConverter.cs | |
Account.cs | |
Authentication.cs | |
AuthenticationResponse.cs | |
Backtest.cs | |
BacktestReport.cs | |
BaseOptimization.cs | |
Compile.cs | |
CompileState.cs | |
Data.cs | |
Estimate.cs | |
InsightResponse.cs | |
LiveAlgorithm.cs | |
LiveAlgorithmResults.cs | |
LiveAlgorithmResultsJsonConverter.cs | |
LiveAlgorithmSettings.cs | |
LiveLog.cs | |
Nodes.cs | |
ObjectStoreResponse.cs | |
Optimization.cs | |
OptimizationBacktest.cs | |
OptimizationBacktestJsonConverter.cs | |
Organization.cs | |
ParameterSetJsonConverter.cs | |
Portfolio.cs | |
Project.cs | |
ProjectFile.cs | |
ProjectNode.cs | |
ReadChartResponse.cs | |
RestResponse.cs | |
StringRepresentation.cs | |
► Benchmarks | |
FuncBenchmark.cs | |
IBenchmark.cs | |
SecurityBenchmark.cs | |
► Brokerages | |
AlpacaBrokerageModel.cs | |
AlphaStreamsBrokerageModel.cs | |
AxosClearingBrokerageModel.cs | |
BinanceBrokerageModel.cs | |
BinanceCoinFuturesBrokerageModel.cs | |
BinanceFuturesBrokerageModel.cs | |
BinanceUSBrokerageModel.cs | |
BitfinexBrokerageModel.cs | |
BrokerageExtensions.cs | |
BrokerageFactoryAttribute.cs | |
BrokerageMessageEvent.cs | |
BrokerageMessageType.cs | |
BrokerageName.cs | |
BybitBrokerageModel.cs | |
CharlesSchwabBrokerageModel.cs | |
CoinbaseBrokerageModel.cs | |
DefaultBrokerageMessageHandler.cs | |
DefaultBrokerageModel.cs | |
DelistingNotificationEventArgs.cs | |
DowngradeErrorCodeToWarningBrokerageMessageHandler.cs | |
ExanteBrokerageModel.cs | |
EzeBrokerageModel.cs | |
FTXBrokerageModel.cs | |
FTXUSBrokerageModel.cs | |
FxcmBrokerageModel.cs | |
GDAXBrokerageModel.cs | |
IBrokerageMessageHandler.cs | |
IBrokerageModel.cs | |
InteractiveBrokersBrokerageModel.cs | |
KrakenBrokerageModel.cs | |
NewBrokerageOrderNotificationEventArgs.cs | |
OandaBrokerageModel.cs | |
OptionNotificationEventArgs.cs | |
RBIBrokerageModel.cs | |
SamcoBrokerageModel.cs | |
TDAmeritradeBrokerageModel.cs | |
TradeStationBrokerageModel.cs | |
TradierBrokerageModel.cs | |
TradingTechnologiesBrokerageModel.cs | |
WolverineBrokerageModel.cs | |
ZerodhaBrokerageModel.cs | |
► Commands | |
AddSecurityCommand.cs | |
AlgorithmStatusCommand.cs | |
BaseCommand.cs | |
BaseCommandHandler.cs | |
CallbackCommand.cs | |
CancelOrderCommand.cs | |
Command.cs | |
CommandResultsPacket.cs | |
FileCommandHandler.cs | |
ICommand.cs | |
ICommandHandler.cs | |
LiquidateCommand.cs | |
OrderCommand.cs | |
QuitCommand.cs | |
UpdateOrderCommand.cs | |
► Data | |
► Auxiliary | |
AuxiliaryDataKey.cs | |
CorporateFactorProvider.cs | |
CorporateFactorRow.cs | |
FactorFile.cs | |
FactorFileZipHelper.cs | |
IFactorProvider.cs | |
IFactorRow.cs | |
LocalDiskFactorFileProvider.cs | |
LocalDiskMapFileProvider.cs | |
LocalZipFactorFileProvider.cs | |
LocalZipMapFileProvider.cs | |
MapFile.cs | |
MapFilePrimaryExchangeProvider.cs | |
MapFileResolver.cs | |
MapFileRow.cs | |
MapFileZipHelper.cs | |
MappingContractFactorProvider.cs | |
MappingContractFactorRow.cs | |
MappingExtensions.cs | |
PriceScalingExtensions.cs | |
QuoteConditionFlags.cs | |
SymbolDateRange.cs | |
TickerDateRange.cs | |
TradeConditionFlags.cs | |
ZipEntryName.cs | |
► Consolidators | |
BaseDataConsolidator.cs | |
BaseTimelessConsolidator.cs | |
Calendar.cs | |
CalendarType.cs | |
ClassicRangeConsolidator.cs | |
ClassicRenkoConsolidator.cs | |
DataConsolidator.cs | |
DynamicDataConsolidator.cs | |
FilteredIdentityDataConsolidator.cs | |
IDataConsolidator.cs | |
IdentityDataConsolidator.cs | |
MarketHourAwareConsolidator.cs | |
OpenInterestConsolidator.cs | |
PeriodCountConsolidatorBase.cs | |
QuoteBarConsolidator.cs | |
RangeConsolidator.cs | |
RenkoConsolidator.cs | |
SequentialConsolidator.cs | |
TickConsolidator.cs | |
TickQuoteBarConsolidator.cs | |
TradeBarConsolidator.cs | |
TradeBarConsolidatorBase.cs | |
VolumeRenkoConsolidator.cs | |
► Custom | |
► AlphaStreams | |
PlaceHolder.cs | |
► IconicTypes | |
IndexedLinkedData.cs | |
IndexedLinkedData2.cs | |
LinkedData.cs | |
UnlinkedData.cs | |
UnlinkedDataTradeBar.cs | |
► Intrinio | |
EconomicDataSources.cs | |
IntrinioConfig.cs | |
IntrinioEconomicData.cs | |
► Tiingo | |
Tiingo.cs | |
TiingoDailyData.cs | |
TiingoPrice.cs | |
TiingoSymbolMapper.cs | |
FxcmVolume.cs | |
NullData.cs | |
► Fundamental | |
► Generated | |
AccountsPayableBalanceSheet.cs | |
AccountsReceivableBalanceSheet.cs | |
AccruedandDeferredIncomeBalanceSheet.cs | |
AccruedandDeferredIncomeCurrentBalanceSheet.cs | |
AccruedandDeferredIncomeNonCurrentBalanceSheet.cs | |
AccruedInterestReceivableBalanceSheet.cs | |
AccruedInvestmentIncomeBalanceSheet.cs | |
AccruedLiabilitiesTotalBalanceSheet.cs | |
AccumulatedDepreciationBalanceSheet.cs | |
AdditionalPaidInCapitalBalanceSheet.cs | |
AdvanceFromFederalHomeLoanBanksBalanceSheet.cs | |
AdvancesfromCentralBanksBalanceSheet.cs | |
AllowanceForDoubtfulAccountsReceivableBalanceSheet.cs | |
AllowanceForLoansAndLeaseLossesBalanceSheet.cs | |
AllowanceForNotesReceivableBalanceSheet.cs | |
AllTaxesPaidCashFlowStatement.cs | |
AmortizationCashFlowStatement.cs | |
AmortizationIncomeStatement.cs | |
AmortizationOfFinancingCostsAndDiscountsCashFlowStatement.cs | |
AmortizationOfIntangiblesCashFlowStatement.cs | |
AmortizationOfIntangiblesIncomeStatement.cs | |
AmortizationOfSecuritiesCashFlowStatement.cs | |
AmortizationSupplementalIncomeStatement.cs | |
AssetClassification.cs | |
AssetImpairmentChargeCashFlowStatement.cs | |
AssetsHeldForSaleBalanceSheet.cs | |
AssetsHeldForSaleCurrentBalanceSheet.cs | |
AssetsHeldForSaleNonCurrentBalanceSheet.cs | |
AssetsOfDiscontinuedOperationsBalanceSheet.cs | |
AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet.cs | |
AssetsTurnover.cs | |
AuditorReportStatus.cs | |
AvailableForSaleSecuritiesBalanceSheet.cs | |
AverageDilutionEarningsIncomeStatement.cs | |
AVG5YrsROIC.cs | |
BalanceSheet.cs | |
BalanceSheetFileDate.cs | |
BankIndebtednessBalanceSheet.cs | |
BankLoansCurrentBalanceSheet.cs | |
BankLoansNonCurrentBalanceSheet.cs | |
BankLoansTotalBalanceSheet.cs | |
BankOwnedLifeInsuranceBalanceSheet.cs | |
BasicAccountingChange.cs | |
BasicAverageShares.cs | |
BasicContinuousOperations.cs | |
BasicDiscontinuousOperations.cs | |
BasicEPS.cs | |
BasicEPSOtherGainsLosses.cs | |
BasicExtraordinary.cs | |
BeginningCashPositionCashFlowStatement.cs | |
BiologicalAssetsBalanceSheet.cs | |
BookValuePerShareGrowth.cs | |
BuildingsAndImprovementsBalanceSheet.cs | |
CapExGrowth.cs | |
CapExReportedCashFlowStatement.cs | |
CapExSalesRatio.cs | |
CapitalExpenditureAnnual5YrGrowth.cs | |
CapitalExpenditureCashFlowStatement.cs | |
CapitalExpendituretoEBITDA.cs | |
CapitalLeaseObligationsBalanceSheet.cs | |
CapitalStockBalanceSheet.cs | |
CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement.cs | |
CashAndCashEquivalentsBalanceSheet.cs | |
CashAndDueFromBanksBalanceSheet.cs | |
CashBalanceSheet.cs | |
CashCashEquivalentsAndFederalFundsSoldBalanceSheet.cs | |
CashCashEquivalentsAndMarketableSecuritiesBalanceSheet.cs | |
CashConversionCycle.cs | |
CashDividendsForMinoritiesCashFlowStatement.cs | |
CashDividendsPaidCashFlowStatement.cs | |
CashEquivalentsBalanceSheet.cs | |
CashFlowFileDate.cs | |
CashFlowFromContinuingFinancingActivitiesCashFlowStatement.cs | |
CashFlowFromContinuingInvestingActivitiesCashFlowStatement.cs | |
CashFlowFromContinuingOperatingActivitiesCashFlowStatement.cs | |
CashFlowFromDiscontinuedOperationCashFlowStatement.cs | |
CashFlowfromFinancingGrowth.cs | |
CashFlowfromInvestingGrowth.cs | |
CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement.cs | |
CashFlowStatement.cs | |
CashFromDiscontinuedFinancingActivitiesCashFlowStatement.cs | |
CashFromDiscontinuedInvestingActivitiesCashFlowStatement.cs | |
CashFromDiscontinuedOperatingActivitiesCashFlowStatement.cs | |
CashGeneratedfromOperatingActivitiesCashFlowStatement.cs | |
CashPaidforInsuranceActivitiesCashFlowStatement.cs | |
CashPaidtoReinsurersCashFlowStatement.cs | |
CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement.cs | |
CashPaymentsforLoansCashFlowStatement.cs | |
CashRatio.cs | |
CashRatioGrowth.cs | |
CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement.cs | |
CashReceiptsfromFeesandCommissionsCashFlowStatement.cs | |
CashReceiptsfromLoansCashFlowStatement.cs | |
CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement.cs | |
CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement.cs | |
CashReceiptsfromTaxRefundsCashFlowStatement.cs | |
CashReceivedfromInsuranceActivitiesCashFlowStatement.cs | |
CashRestrictedOrPledgedBalanceSheet.cs | |
CashtoTotalAssets.cs | |
CededPremiumsIncomeStatement.cs | |
CFOGrowth.cs | |
ChangeInAccountPayableCashFlowStatement.cs | |
ChangeInAccruedExpenseCashFlowStatement.cs | |
ChangeinAccruedIncomeCashFlowStatement.cs | |
ChangeInAccruedInvestmentIncomeCashFlowStatement.cs | |
ChangeinAdvancesfromCentralBanksCashFlowStatement.cs | |
ChangeinCashSupplementalAsReportedCashFlowStatement.cs | |
ChangeInDeferredAcquisitionCostsCashFlowStatement.cs | |
ChangeinDeferredAcquisitionCostsNetCashFlowStatement.cs | |
ChangeInDeferredChargesCashFlowStatement.cs | |
ChangeinDepositsbyBanksandCustomersCashFlowStatement.cs | |
ChangeInDividendPayableCashFlowStatement.cs | |
ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement.cs | |
ChangeinFinancialAssetsCashFlowStatement.cs | |
ChangeinFinancialLiabilitiesCashFlowStatement.cs | |
ChangeInFundsWithheldCashFlowStatement.cs | |
ChangeInIncomeTaxPayableCashFlowStatement.cs | |
ChangeinInsuranceContractAssetsCashFlowStatement.cs | |
ChangeinInsuranceContractLiabilitiesCashFlowStatement.cs | |
ChangeinInsuranceFundsCashFlowStatement.cs | |
ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement.cs | |
ChangeInInterestPayableCashFlowStatement.cs | |
ChangeInInventoryCashFlowStatement.cs | |
ChangeinInvestmentContractIncomeStatement.cs | |
ChangeinInvestmentContractLiabilitiesCashFlowStatement.cs | |
ChangeInLoansCashFlowStatement.cs | |
ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement.cs | |
ChangeInOtherCurrentAssetsCashFlowStatement.cs | |
ChangeInOtherCurrentLiabilitiesCashFlowStatement.cs | |
ChangeInOtherWorkingCapitalCashFlowStatement.cs | |
ChangeInPayableCashFlowStatement.cs | |
ChangeInPayablesAndAccruedExpenseCashFlowStatement.cs | |
ChangeInPrepaidAssetsCashFlowStatement.cs | |
ChangeInReceivablesCashFlowStatement.cs | |
ChangeinReinsuranceReceivablesCashFlowStatement.cs | |
ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement.cs | |
ChangeInRestrictedCashCashFlowStatement.cs | |
ChangeInTaxPayableCashFlowStatement.cs | |
ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement.cs | |
ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement.cs | |
ChangeInTradingAccountSecuritiesCashFlowStatement.cs | |
ChangeInUnearnedPremiumsCashFlowStatement.cs | |
ChangeInWorkingCapitalCashFlowStatement.cs | |
ChangesInAccountReceivablesCashFlowStatement.cs | |
ChangesInCashCashFlowStatement.cs | |
ClaimsandChangeinInsuranceLiabilitiesIncomeStatement.cs | |
ClaimsandPaidIncurredIncomeStatement.cs | |
ClaimsOutstandingBalanceSheet.cs | |
ClaimsPaidCashFlowStatement.cs | |
ClassesofCashPaymentsCashFlowStatement.cs | |
ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement.cs | |
CommercialLoanBalanceSheet.cs | |
CommercialPaperBalanceSheet.cs | |
CommissionExpensesIncomeStatement.cs | |
CommissionPaidCashFlowStatement.cs | |
CommonEquityToAssets.cs | |
CommonStockBalanceSheet.cs | |
CommonStockDividendPaidCashFlowStatement.cs | |
CommonStockEquityBalanceSheet.cs | |
CommonStockIssuanceCashFlowStatement.cs | |
CommonStockPaymentsCashFlowStatement.cs | |
CommonUtilityPlantBalanceSheet.cs | |
CompanyProfile.cs | |
CompanyReference.cs | |
ComTreShaNumBalanceSheet.cs | |
ConstructionInProgressBalanceSheet.cs | |
ConsumerLoanBalanceSheet.cs | |
ContinuingAndDiscontinuedBasicEPS.cs | |
ContinuingAndDiscontinuedDilutedEPS.cs | |
ConvertibleLoansCurrentBalanceSheet.cs | |
ConvertibleLoansNonCurrentBalanceSheet.cs | |
ConvertibleLoansTotalBalanceSheet.cs | |
CostOfRevenueIncomeStatement.cs | |
CreditCardIncomeStatement.cs | |
CreditLossesProvisionIncomeStatement.cs | |
CreditRiskProvisionsIncomeStatement.cs | |
CurrentAccruedExpensesBalanceSheet.cs | |
CurrentAssetsBalanceSheet.cs | |
CurrentCapitalLeaseObligationBalanceSheet.cs | |
CurrentDebtAndCapitalLeaseObligationBalanceSheet.cs | |
CurrentDebtBalanceSheet.cs | |
CurrentDeferredAssetsBalanceSheet.cs | |
CurrentDeferredLiabilitiesBalanceSheet.cs | |
CurrentDeferredRevenueBalanceSheet.cs | |
CurrentDeferredTaxesAssetsBalanceSheet.cs | |
CurrentDeferredTaxesLiabilitiesBalanceSheet.cs | |
CurrentLiabilitiesBalanceSheet.cs | |
CurrentNotesPayableBalanceSheet.cs | |
CurrentOtherFinancialLiabilitiesBalanceSheet.cs | |
CurrentProvisionsBalanceSheet.cs | |
CurrentRatio.cs | |
CurrentRatioGrowth.cs | |
CustomerAcceptancesBalanceSheet.cs | |
CustomerAccountsBalanceSheet.cs | |
DaysInInventory.cs | |
DaysInPayment.cs | |
DaysInSales.cs | |
DDACostofRevenueIncomeStatement.cs | |
DebtDueBeyondBalanceSheet.cs | |
DebtDueInYear1BalanceSheet.cs | |
DebtDueInYear2BalanceSheet.cs | |
DebtDueInYear5BalanceSheet.cs | |
DebtSecuritiesBalanceSheet.cs | |
DebtSecuritiesinIssueBalanceSheet.cs | |
DebttoAssets.cs | |
DebtTotalBalanceSheet.cs | |
DecreaseInInterestBearingDepositsInBankCashFlowStatement.cs | |
DeferredAssetsBalanceSheet.cs | |
DeferredCostsBalanceSheet.cs | |
DeferredIncomeTaxCashFlowStatement.cs | |
DeferredIncomeTotalBalanceSheet.cs | |
DeferredPolicyAcquisitionCostsBalanceSheet.cs | |
DeferredTaxAssetsBalanceSheet.cs | |
DeferredTaxCashFlowStatement.cs | |
DeferredTaxLiabilitiesTotalBalanceSheet.cs | |
DefinedPensionBenefitBalanceSheet.cs | |
DepletionCashFlowStatement.cs | |
DepletionIncomeStatement.cs | |
DepositCertificatesBalanceSheet.cs | |
DepositsbyBankBalanceSheet.cs | |
DepositsMadeunderAssumedReinsuranceContractBalanceSheet.cs | |
DepositsReceivedunderCededInsuranceContractBalanceSheet.cs | |
DepreciationAmortizationDepletionCashFlowStatement.cs | |
DepreciationAmortizationDepletionIncomeStatement.cs | |
DepreciationAndAmortizationCashFlowStatement.cs | |
DepreciationAndAmortizationIncomeStatement.cs | |
DepreciationCashFlowStatement.cs | |
DepreciationIncomeStatement.cs | |
DepreciationSupplementalIncomeStatement.cs | |
DerivativeAssetsBalanceSheet.cs | |
DerivativeProductLiabilitiesBalanceSheet.cs | |
DilutedAccountingChange.cs | |
DilutedAverageShares.cs | |
DilutedContEPSGrowth.cs | |
DilutedContinuousOperations.cs | |
DilutedDiscontinuousOperations.cs | |
DilutedEPS.cs | |
DilutedEPSGrowth.cs | |
DilutedEPSOtherGainsLosses.cs | |
DilutedExtraordinary.cs | |
DilutedNIAvailtoComStockholdersIncomeStatement.cs | |
DividendCoverageRatio.cs | |
DividendIncomeIncomeStatement.cs | |
DividendPaidCFOCashFlowStatement.cs | |
DividendPerShare.cs | |
DividendReceivedCFOCashFlowStatement.cs | |
DividendsPaidDirectCashFlowStatement.cs | |
DividendsPayableBalanceSheet.cs | |
DividendsReceivedCFICashFlowStatement.cs | |
DividendsReceivedDirectCashFlowStatement.cs | |
DPSGrowth.cs | |
DueFromRelatedPartiesBalanceSheet.cs | |
DuefromRelatedPartiesCurrentBalanceSheet.cs | |
DuefromRelatedPartiesNonCurrentBalanceSheet.cs | |
DuetoRelatedPartiesBalanceSheet.cs | |
DuetoRelatedPartiesCurrentBalanceSheet.cs | |
DuetoRelatedPartiesNonCurrentBalanceSheet.cs | |
EarningRatios.cs | |
EarningReports.cs | |
EarningReportsAccessionNumber.cs | |
EarningReportsFileDate.cs | |
EarningReportsFormType.cs | |
EarningReportsPeriodEndingDate.cs | |
EarningReportsPeriodType.cs | |
EarningsFromEquityInterestIncomeStatement.cs | |
EarningsfromEquityInterestNetOfTaxIncomeStatement.cs | |
EarningsLossesFromEquityInvestmentsCashFlowStatement.cs | |
EBITDAGrowth.cs | |
EBITDAIncomeStatement.cs | |
EBITDAMargin.cs | |
EBITIncomeStatement.cs | |
EBITMargin.cs | |
EffectiveTaxRateAsReportedIncomeStatement.cs | |
EffectOfExchangeRateChangesCashFlowStatement.cs | |
ElectricUtilityPlantBalanceSheet.cs | |
EmployeeBenefitsBalanceSheet.cs | |
EndCashPositionCashFlowStatement.cs | |
EquipmentIncomeStatement.cs | |
EquityAttributableToOwnersOfParentBalanceSheet.cs | |
EquityInvestmentsBalanceSheet.cs | |
EquityPerShareGrowth.cs | |
EquitySharesInvestmentsBalanceSheet.cs | |
ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement.cs | |
ExciseTaxesIncomeStatement.cs | |
ExpenseRatio.cs | |
ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement.cs | |
FCFGrowth.cs | |
FCFNetIncomeRatio.cs | |
FCFPerShareGrowth.cs | |
FCFSalesRatio.cs | |
FCFtoCFO.cs | |
FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet.cs | |
FederalFundsPurchasedBalanceSheet.cs | |
FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet.cs | |
FederalFundsSoldBalanceSheet.cs | |
FederalHomeLoanBankStockBalanceSheet.cs | |
FeeRevenueAndOtherIncomeIncomeStatement.cs | |
FeesandCommissionExpenseIncomeStatement.cs | |
FeesandCommissionIncomeIncomeStatement.cs | |
FeesAndCommissionsIncomeStatement.cs | |
FinanceLeaseReceivablesBalanceSheet.cs | |
FinanceLeaseReceivablesCurrentBalanceSheet.cs | |
FinanceLeaseReceivablesNonCurrentBalanceSheet.cs | |
FinancialAssetsBalanceSheet.cs | |
FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet.cs | |
FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet.cs | |
FinancialLeverage.cs | |
FinancialLiabilitiesCurrentBalanceSheet.cs | |
FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet.cs | |
FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet.cs | |
FinancialLiabilitiesNonCurrentBalanceSheet.cs | |
FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet.cs | |
FinancialStatements.cs | |
FinancialStatementsAccessionNumber.cs | |
FinancialStatementsFileDate.cs | |
FinancialStatementsFormType.cs | |
FinancialStatementsPeriodEndingDate.cs | |
FinancialStatementsPeriodType.cs | |
FinancingCashFlowCashFlowStatement.cs | |
FineFundamental.cs | |
FinishedGoodsBalanceSheet.cs | |
FixAssetsTuronver.cs | |
FixedAssetsRevaluationReserveBalanceSheet.cs | |
FixedMaturityInvestmentsBalanceSheet.cs | |
FlightFleetVehicleAndRelatedEquipmentsBalanceSheet.cs | |
ForeclosedAssetsBalanceSheet.cs | |
ForeignCurrencyTranslationAdjustmentsBalanceSheet.cs | |
ForeignExchangeTradingGainsIncomeStatement.cs | |
FreeCashFlowCashFlowStatement.cs | |
FuelAndPurchasePowerIncomeStatement.cs | |
FuelIncomeStatement.cs | |
FundFromOperationCashFlowStatement.cs | |
FuturePolicyBenefitsBalanceSheet.cs | |
GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement.cs | |
GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement.cs | |
GainLossOnInvestmentSecuritiesCashFlowStatement.cs | |
GainLossonSaleofAssetsIncomeStatement.cs | |
GainLossOnSaleOfBusinessCashFlowStatement.cs | |
GainLossOnSaleOfPPECashFlowStatement.cs | |
GainonInvestmentPropertiesIncomeStatement.cs | |
GainOnSaleOfBusinessIncomeStatement.cs | |
GainonSaleofInvestmentPropertyIncomeStatement.cs | |
GainonSaleofLoansIncomeStatement.cs | |
GainOnSaleOfPPEIncomeStatement.cs | |
GainOnSaleOfSecurityIncomeStatement.cs | |
GainsLossesNotAffectingRetainedEarningsBalanceSheet.cs | |
GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement.cs | |
GeneralAndAdministrativeExpenseIncomeStatement.cs | |
GeneralPartnershipCapitalBalanceSheet.cs | |
GoodwillAndOtherIntangibleAssetsBalanceSheet.cs | |
GoodwillBalanceSheet.cs | |
GrossAccountsReceivableBalanceSheet.cs | |
GrossDividendPaymentIncomeStatement.cs | |
GrossLoanBalanceSheet.cs | |
GrossMargin.cs | |
GrossMargin5YrAvg.cs | |
GrossNotesReceivableBalanceSheet.cs | |
GrossPPEBalanceSheet.cs | |
GrossPremiumsWrittenIncomeStatement.cs | |
GrossProfitAnnual5YrGrowth.cs | |
GrossProfitIncomeStatement.cs | |
HedgingAssetsCurrentBalanceSheet.cs | |
HeldToMaturitySecuritiesBalanceSheet.cs | |
ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement.cs | |
ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement.cs | |
ImpairmentOfCapitalAssetsIncomeStatement.cs | |
IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement.cs | |
IncomeStatement.cs | |
IncomeStatementFileDate.cs | |
IncomeTaxPaidSupplementalDataCashFlowStatement.cs | |
IncomeTaxPayableBalanceSheet.cs | |
IncreaseDecreaseInDepositCashFlowStatement.cs | |
IncreaseDecreaseInLeaseFinancingCashFlowStatement.cs | |
IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement.cs | |
IncreaseInInterestBearingDepositsInBankCashFlowStatement.cs | |
IncreaseInLeaseFinancingCashFlowStatement.cs | |
InsuranceAndClaimsIncomeStatement.cs | |
InsuranceContractAssetsBalanceSheet.cs | |
InsuranceContractLiabilitiesBalanceSheet.cs | |
InsuranceFundsNonCurrentBalanceSheet.cs | |
InterestandCommissionPaidCashFlowStatement.cs | |
InterestBearingBorrowingsNonCurrentBalanceSheet.cs | |
InterestBearingDepositsAssetsBalanceSheet.cs | |
InterestBearingDepositsLiabilitiesBalanceSheet.cs | |
InterestCoverage.cs | |
InterestCreditedOnPolicyholderDepositsCashFlowStatement.cs | |
InterestExpenseForDepositIncomeStatement.cs | |
InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement.cs | |
InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement.cs | |
InterestExpenseForShortTermDebtIncomeStatement.cs | |
InterestExpenseIncomeStatement.cs | |
InterestExpenseNonOperatingIncomeStatement.cs | |
InterestIncomeAfterProvisionForLoanLossIncomeStatement.cs | |
InterestIncomeFromDepositsIncomeStatement.cs | |
InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement.cs | |
InterestIncomeFromLeasesIncomeStatement.cs | |
InterestIncomeFromLoansAndLeaseIncomeStatement.cs | |
InterestIncomeFromLoansIncomeStatement.cs | |
InterestIncomeFromSecuritiesIncomeStatement.cs | |
InterestIncomeIncomeStatement.cs | |
InterestIncomeNonOperatingIncomeStatement.cs | |
InterestPaidCFFCashFlowStatement.cs | |
InterestPaidCFOCashFlowStatement.cs | |
InterestPaidDirectCashFlowStatement.cs | |
InterestPaidSupplementalDataCashFlowStatement.cs | |
InterestPayableBalanceSheet.cs | |
InterestReceivedCFICashFlowStatement.cs | |
InterestReceivedCFOCashFlowStatement.cs | |
InterestReceivedDirectCashFlowStatement.cs | |
InventoriesAdjustmentsAllowancesBalanceSheet.cs | |
InventoryBalanceSheet.cs | |
InventoryTurnover.cs | |
InventoryValuationMethod.cs | |
InvestedCapitalBalanceSheet.cs | |
InvestingCashFlowCashFlowStatement.cs | |
InvestmentBankingProfitIncomeStatement.cs | |
InvestmentContractLiabilitiesBalanceSheet.cs | |
InvestmentContractLiabilitiesIncurredIncomeStatement.cs | |
InvestmentinFinancialAssetsBalanceSheet.cs | |
InvestmentPropertiesBalanceSheet.cs | |
InvestmentsAndAdvancesBalanceSheet.cs | |
InvestmentsinAssociatesatCostBalanceSheet.cs | |
InvestmentsinJointVenturesatCostBalanceSheet.cs | |
InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet.cs | |
InvestmentsinSubsidiariesatCostBalanceSheet.cs | |
IssuanceOfCapitalStockCashFlowStatement.cs | |
IssuanceOfDebtCashFlowStatement.cs | |
IssueExpensesCashFlowStatement.cs | |
ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet.cs | |
LandAndImprovementsBalanceSheet.cs | |
LeasesBalanceSheet.cs | |
LiabilitiesHeldforSaleCurrentBalanceSheet.cs | |
LiabilitiesHeldforSaleNonCurrentBalanceSheet.cs | |
LiabilitiesHeldforSaleTotalBalanceSheet.cs | |
LiabilitiesOfDiscontinuedOperationsBalanceSheet.cs | |
LimitedPartnershipCapitalBalanceSheet.cs | |
LineOfCreditBalanceSheet.cs | |
LoansandAdvancestoBankBalanceSheet.cs | |
LoansandAdvancestoCustomerBalanceSheet.cs | |
LoansHeldForSaleBalanceSheet.cs | |
LoansReceivableBalanceSheet.cs | |
LongTermCapitalLeaseObligationBalanceSheet.cs | |
LongTermDebtAndCapitalLeaseObligationBalanceSheet.cs | |
LongTermDebtBalanceSheet.cs | |
LongTermDebtEquityRatio.cs | |
LongTermDebtIssuanceCashFlowStatement.cs | |
LongTermDebtPaymentsCashFlowStatement.cs | |
LongTermDebtTotalCapitalRatio.cs | |
LongTermInvestmentsBalanceSheet.cs | |
LongTermProvisionsBalanceSheet.cs | |
LossAdjustmentExpenseIncomeStatement.cs | |
LossonExtinguishmentofDebtIncomeStatement.cs | |
LossRatio.cs | |
MachineryFurnitureEquipmentBalanceSheet.cs | |
MaintenanceAndRepairsIncomeStatement.cs | |
MaterialsAndSuppliesBalanceSheet.cs | |
MineralPropertiesBalanceSheet.cs | |
MinimumPensionLiabilitiesBalanceSheet.cs | |
MinorityInterestBalanceSheet.cs | |
MinorityInterestCashFlowStatement.cs | |
MinorityInterestsIncomeStatement.cs | |
MoneyMarketInvestmentsBalanceSheet.cs | |
MortgageAndConsumerloansBalanceSheet.cs | |
MortgageLoanBalanceSheet.cs | |
NaturalGasFuelAndOtherBalanceSheet.cs | |
NegativeGoodwillImmediatelyRecognizedIncomeStatement.cs | |
NetBusinessPurchaseAndSaleCashFlowStatement.cs | |
NetCashFromDiscontinuedOperationsCashFlowStatement.cs | |
NetCommonStockIssuanceCashFlowStatement.cs | |
NetDebtBalanceSheet.cs | |
NetForeignCurrencyExchangeGainLossCashFlowStatement.cs | |
NetForeignExchangeGainLossIncomeStatement.cs | |
NetIncomeCommonStockholdersIncomeStatement.cs | |
NetIncomeContinuousOperationsIncomeStatement.cs | |
NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement.cs | |
NetIncomeContOpsGrowth.cs | |
NetIncomeDiscontinuousOperationsIncomeStatement.cs | |
NetIncomeExtraordinaryIncomeStatement.cs | |
NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement.cs | |
NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement.cs | |
NetIncomeFromContinuingOperationsCashFlowStatement.cs | |
NetIncomeFromTaxLossCarryforwardIncomeStatement.cs | |
NetIncomeGrowth.cs | |
NetIncomeIncludingNoncontrollingInterestsIncomeStatement.cs | |
NetIncomeIncomeStatement.cs | |
NetIncomePerEmployee.cs | |
NetIntangiblesPurchaseAndSaleCashFlowStatement.cs | |
NetInterestIncomeIncomeStatement.cs | |
NetInvestmentIncomeIncomeStatement.cs | |
NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement.cs | |
NetInvestmentPurchaseAndSaleCashFlowStatement.cs | |
NetIssuancePaymentsOfDebtCashFlowStatement.cs | |
NetLoanBalanceSheet.cs | |
NetLongTermDebtIssuanceCashFlowStatement.cs | |
NetMargin.cs | |
NetNonOperatingInterestIncomeExpenseIncomeStatement.cs | |
NetOccupancyExpenseIncomeStatement.cs | |
NetOtherFinancingChargesCashFlowStatement.cs | |
NetOtherInvestingChangesCashFlowStatement.cs | |
NetOutwardLoansCashFlowStatement.cs | |
NetPolicyholderBenefitsAndClaimsIncomeStatement.cs | |
NetPPEBalanceSheet.cs | |
NetPPEPurchaseAndSaleCashFlowStatement.cs | |
NetPreferredStockIssuanceCashFlowStatement.cs | |
NetPremiumsWrittenIncomeStatement.cs | |
NetProceedsPaymentForLoanCashFlowStatement.cs | |
NetRealizedGainLossOnInvestmentsIncomeStatement.cs | |
NetShortTermDebtIssuanceCashFlowStatement.cs | |
NetTangibleAssetsBalanceSheet.cs | |
NetTradingIncomeIncomeStatement.cs | |
NetUtilityPlantBalanceSheet.cs | |
NonCurrentAccountsReceivableBalanceSheet.cs | |
NonCurrentAccruedExpensesBalanceSheet.cs | |
NonCurrentDeferredAssetsBalanceSheet.cs | |
NonCurrentDeferredLiabilitiesBalanceSheet.cs | |
NonCurrentDeferredRevenueBalanceSheet.cs | |
NonCurrentDeferredTaxesAssetsBalanceSheet.cs | |
NonCurrentDeferredTaxesLiabilitiesBalanceSheet.cs | |
NonCurrentNoteReceivablesBalanceSheet.cs | |
NonCurrentOtherFinancialLiabilitiesBalanceSheet.cs | |
NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet.cs | |
NonCurrentPrepaidAssetsBalanceSheet.cs | |
NonInterestBearingBorrowingsCurrentBalanceSheet.cs | |
NonInterestBearingBorrowingsNonCurrentBalanceSheet.cs | |
NonInterestBearingBorrowingsTotalBalanceSheet.cs | |
NonInterestBearingDepositsBalanceSheet.cs | |
NonInterestExpenseIncomeStatement.cs | |
NonInterestIncomeIncomeStatement.cs | |
NormalizedBasicEPS.cs | |
NormalizedBasicEPSGrowth.cs | |
NormalizedDilutedEPS.cs | |
NormalizedDilutedEPSGrowth.cs | |
NormalizedEBITAsReportedIncomeStatement.cs | |
NormalizedEBITDAAsReportedIncomeStatement.cs | |
NormalizedEBITDAIncomeStatement.cs | |
NormalizedIncomeAsReportedIncomeStatement.cs | |
NormalizedIncomeIncomeStatement.cs | |
NormalizedNetProfitMargin.cs | |
NormalizedOperatingProfitAsReportedIncomeStatement.cs | |
NormalizedPreTaxIncomeIncomeStatement.cs | |
NormalizedROIC.cs | |
NotesReceivableBalanceSheet.cs | |
NumberOfShareHolders.cs | |
OccupancyAndEquipmentIncomeStatement.cs | |
OperatingCashFlowCashFlowStatement.cs | |
OperatingExpenseAsReportedIncomeStatement.cs | |
OperatingExpenseIncomeStatement.cs | |
OperatingGainsLossesCashFlowStatement.cs | |
OperatingIncomeIncomeStatement.cs | |
OperatingLeaseAssetsBalanceSheet.cs | |
OperatingRevenueIncomeStatement.cs | |
OperationAndMaintenanceIncomeStatement.cs | |
OperationIncomeGrowth.cs | |
OperationMargin.cs | |
OperationRatios.cs | |
OperationRevenueGrowth3MonthAvg.cs | |
OrdinarySharesNumberBalanceSheet.cs | |
OtherAssetsBalanceSheet.cs | |
OtherBorrowedFundsBalanceSheet.cs | |
OtherCapitalStockBalanceSheet.cs | |
OtherCashAdjustExcludeFromChangeinCashCashFlowStatement.cs | |
OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement.cs | |
OtherCashPaymentsfromOperatingActivitiesCashFlowStatement.cs | |
OtherCashReceiptsfromOperatingActivitiesCashFlowStatement.cs | |
OtherCostofRevenueIncomeStatement.cs | |
OtherCurrentAssetsBalanceSheet.cs | |
OtherCurrentBorrowingsBalanceSheet.cs | |
OtherCurrentLiabilitiesBalanceSheet.cs | |
OtherCustomerServicesIncomeStatement.cs | |
OtherEquityAdjustmentsBalanceSheet.cs | |
OtherEquityInterestBalanceSheet.cs | |
OtherFinancialLiabilitiesBalanceSheet.cs | |
OtherGAIncomeStatement.cs | |
OtherIncomeExpenseIncomeStatement.cs | |
OtherIntangibleAssetsBalanceSheet.cs | |
OtherInterestExpenseIncomeStatement.cs | |
OtherInterestIncomeIncomeStatement.cs | |
OtherInventoriesBalanceSheet.cs | |
OtherInvestedAssetsBalanceSheet.cs | |
OtherInvestmentsBalanceSheet.cs | |
OtherLiabilitiesBalanceSheet.cs | |
OtherLoanAssetsBalanceSheet.cs | |
OtherLoansCurrentBalanceSheet.cs | |
OtherLoansNonCurrentBalanceSheet.cs | |
OtherLoansTotalBalanceSheet.cs | |
OtherNonCashItemsCashFlowStatement.cs | |
OtherNonCurrentAssetsBalanceSheet.cs | |
OtherNonCurrentLiabilitiesBalanceSheet.cs | |
OtherNonInterestExpenseIncomeStatement.cs | |
OtherNonInterestIncomeIncomeStatement.cs | |
OtherNonOperatingExpensesIncomeStatement.cs | |
OtherNonOperatingIncomeExpensesIncomeStatement.cs | |
OtherNonOperatingIncomeIncomeStatement.cs | |
OtherOperatingExpensesIncomeStatement.cs | |
OtherOperatingIncomeTotalIncomeStatement.cs | |
OtherOperatingInflowsOutflowsofCashCashFlowStatement.cs | |
OtherPayableBalanceSheet.cs | |
OtherPropertiesBalanceSheet.cs | |
OtherRealEstateOwnedBalanceSheet.cs | |
OtherReceivablesBalanceSheet.cs | |
OtherReservesBalanceSheet.cs | |
OtherShortTermInvestmentsBalanceSheet.cs | |
OtherSpecialChargesIncomeStatement.cs | |
OtherStaffCostsIncomeStatement.cs | |
OtherTaxesIncomeStatement.cs | |
OtherunderPreferredStockDividendIncomeStatement.cs | |
OtherUnderwritingExpensesPaidCashFlowStatement.cs | |
PayablesAndAccruedExpensesBalanceSheet.cs | |
PayablesBalanceSheet.cs | |
PaymentForLoansCashFlowStatement.cs | |
PaymentsonBehalfofEmployeesCashFlowStatement.cs | |
PaymentstoSuppliersforGoodsandServicesCashFlowStatement.cs | |
PaymentTurnover.cs | |
PensionAndEmployeeBenefitExpenseCashFlowStatement.cs | |
PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet.cs | |
PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet.cs | |
PensionCostsIncomeStatement.cs | |
PeriodAuditor.cs | |
PolicyAcquisitionExpenseIncomeStatement.cs | |
PolicyholderBenefitsCededIncomeStatement.cs | |
PolicyholderBenefitsGrossIncomeStatement.cs | |
PolicyholderDepositInvestmentReceivedCashFlowStatement.cs | |
PolicyholderDividendsIncomeStatement.cs | |
PolicyholderFundsBalanceSheet.cs | |
PolicyholderInterestIncomeStatement.cs | |
PolicyLoansBalanceSheet.cs | |
PolicyReservesBenefitsBalanceSheet.cs | |
PostTaxMargin5YrAvg.cs | |
PreferredSecuritiesOutsideStockEquityBalanceSheet.cs | |
PreferredSharesNumberBalanceSheet.cs | |
PreferredStockBalanceSheet.cs | |
PreferredStockDividendPaidCashFlowStatement.cs | |
PreferredStockDividendsIncomeStatement.cs | |
PreferredStockEquityBalanceSheet.cs | |
PreferredStockIssuanceCashFlowStatement.cs | |
PreferredStockPaymentsCashFlowStatement.cs | |
PremiumReceivedCashFlowStatement.cs | |
PrepaidAssetsBalanceSheet.cs | |
PretaxIncomeIncomeStatement.cs | |
PretaxMargin.cs | |
PreTaxMargin5YrAvg.cs | |
PreTreShaNumBalanceSheet.cs | |
ProceedsFromLoansCashFlowStatement.cs | |
ProceedsFromStockOptionExercisedCashFlowStatement.cs | |
ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement.cs | |
ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement.cs | |
ProfessionalExpenseAndContractServicesExpenseIncomeStatement.cs | |
ProfitMargin5YrAvg.cs | |
ProfitOnDisposalsCashFlowStatement.cs | |
PropertiesBalanceSheet.cs | |
ProvisionandWriteOffofAssetsCashFlowStatement.cs | |
ProvisionForDoubtfulAccountsIncomeStatement.cs | |
ProvisionForLoanLeaseAndOtherLossesCashFlowStatement.cs | |
ProvisionsTotalBalanceSheet.cs | |
PurchaseOfBusinessCashFlowStatement.cs | |
PurchaseOfIntangiblesCashFlowStatement.cs | |
PurchaseOfInvestmentCashFlowStatement.cs | |
PurchaseOfInvestmentPropertiesCashFlowStatement.cs | |
PurchaseOfJointVentureAssociateCashFlowStatement.cs | |
PurchaseOfPPECashFlowStatement.cs | |
PurchaseOfSubsidiariesCashFlowStatement.cs | |
QuickRatio.cs | |
RawMaterialsBalanceSheet.cs | |
RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement.cs | |
ReceiptsfromCustomersCashFlowStatement.cs | |
ReceiptsfromGovernmentGrantsCashFlowStatement.cs | |
ReceivablesAdjustmentsAllowancesBalanceSheet.cs | |
ReceivablesBalanceSheet.cs | |
ReceivableTurnover.cs | |
ReconciledCostOfRevenueIncomeStatement.cs | |
ReconciledDepreciationIncomeStatement.cs | |
RegressionGrowthofDividends5Years.cs | |
RegressionGrowthOperatingRevenue5Years.cs | |
RegulatoryAssetsBalanceSheet.cs | |
RegulatoryLiabilitiesBalanceSheet.cs | |
ReinsuranceandOtherRecoveriesReceivedCashFlowStatement.cs | |
ReinsuranceAssetsBalanceSheet.cs | |
ReinsuranceBalancesPayableBalanceSheet.cs | |
ReinsuranceRecoverableBalanceSheet.cs | |
ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement.cs | |
ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement.cs | |
ReinsuranceRecoveriesofInvestmentContractIncomeStatement.cs | |
RentandLandingFeesCostofRevenueIncomeStatement.cs | |
RentAndLandingFeesIncomeStatement.cs | |
RentExpenseSupplementalIncomeStatement.cs | |
ReorganizationOtherCostsCashFlowStatement.cs | |
RepaymentInLeaseFinancingCashFlowStatement.cs | |
RepaymentOfDebtCashFlowStatement.cs | |
ReportedNormalizedBasicEPS.cs | |
ReportedNormalizedDilutedEPS.cs | |
RepurchaseOfCapitalStockCashFlowStatement.cs | |
ResearchAndDevelopmentExpensesSupplementalIncomeStatement.cs | |
ResearchAndDevelopmentIncomeStatement.cs | |
RestrictedCashAndCashEquivalentsBalanceSheet.cs | |
RestrictedCashAndInvestmentsBalanceSheet.cs | |
RestrictedCashBalanceSheet.cs | |
RestrictedCommonStockBalanceSheet.cs | |
RestrictedInvestmentsBalanceSheet.cs | |
RestructuringAndMergernAcquisitionIncomeStatement.cs | |
RetainedEarningsBalanceSheet.cs | |
RevenueGrowth.cs | |
ROA.cs | |
ROA5YrAvg.cs | |
ROE.cs | |
ROE5YrAvg.cs | |
ROIC.cs | |
SalariesAndWagesIncomeStatement.cs | |
SaleOfBusinessCashFlowStatement.cs | |
SaleOfIntangiblesCashFlowStatement.cs | |
SaleOfInvestmentCashFlowStatement.cs | |
SaleOfInvestmentPropertiesCashFlowStatement.cs | |
SaleOfJointVentureAssociateCashFlowStatement.cs | |
SaleOfPPECashFlowStatement.cs | |
SaleOfSubsidiariesCashFlowStatement.cs | |
SalesPerEmployee.cs | |
SecuritiesActivitiesIncomeStatement.cs | |
SecuritiesAmortizationIncomeStatement.cs | |
SecuritiesAndInvestmentsBalanceSheet.cs | |
SecuritiesLendingCollateralBalanceSheet.cs | |
SecuritiesLoanedBalanceSheet.cs | |
SecurityAgreeToBeResellBalanceSheet.cs | |
SecurityBorrowedBalanceSheet.cs | |
SecurityReference.cs | |
SecuritySoldNotYetRepurchasedBalanceSheet.cs | |
SellingAndMarketingExpenseIncomeStatement.cs | |
SellingGeneralAndAdministrationIncomeStatement.cs | |
SeparateAccountAssetsBalanceSheet.cs | |
SeparateAccountBusinessBalanceSheet.cs | |
ServiceChargeOnDepositorAccountsIncomeStatement.cs | |
ShareIssuedBalanceSheet.cs | |
ShareOfAssociatesCashFlowStatement.cs | |
ShortTermDebtIssuanceCashFlowStatement.cs | |
ShortTermDebtPaymentsCashFlowStatement.cs | |
ShortTermInvestmentsAvailableForSaleBalanceSheet.cs | |
ShortTermInvestmentsHeldToMaturityBalanceSheet.cs | |
ShortTermInvestmentsTradingBalanceSheet.cs | |
SocialSecurityCostsIncomeStatement.cs | |
SolvencyRatio.cs | |
SpecialIncomeChargesIncomeStatement.cs | |
StaffCostsIncomeStatement.cs | |
StockBasedCompensationCashFlowStatement.cs | |
StockBasedCompensationIncomeStatement.cs | |
StockholdersEquityBalanceSheet.cs | |
StockholdersEquityGrowth.cs | |
SubordinatedLiabilitiesBalanceSheet.cs | |
TangibleBookValueBalanceSheet.cs | |
TaxAssetsTotalBalanceSheet.cs | |
TaxEffectOfUnusualItemsIncomeStatement.cs | |
TaxesAssetsCurrentBalanceSheet.cs | |
TaxesReceivableBalanceSheet.cs | |
TaxesRefundPaidCashFlowStatement.cs | |
TaxesRefundPaidDirectCashFlowStatement.cs | |
TaxLossCarryforwardBasicEPS.cs | |
TaxLossCarryforwardDilutedEPS.cs | |
TaxProvisionIncomeStatement.cs | |
TaxRate.cs | |
TaxRateForCalcsIncomeStatement.cs | |
TotalAdjustmentsforNonCashItemsCashFlowStatement.cs | |
TotalAssetsBalanceSheet.cs | |
TotalAssetsGrowth.cs | |
TotalCapitalizationBalanceSheet.cs | |
TotalDebtBalanceSheet.cs | |
TotalDebtEquityRatio.cs | |
TotalDebtEquityRatioGrowth.cs | |
TotalDebtInMaturityScheduleBalanceSheet.cs | |
TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet.cs | |
TotalDepositsBalanceSheet.cs | |
TotalDividendPaymentofEquitySharesIncomeStatement.cs | |
TotalDividendPaymentofNonEquitySharesIncomeStatement.cs | |
TotalDividendPerShare.cs | |
TotalEquityAsReportedBalanceSheet.cs | |
TotalEquityBalanceSheet.cs | |
TotalEquityGrossMinorityInterestBalanceSheet.cs | |
TotalExpensesIncomeStatement.cs | |
TotalFinancialLeaseObligationsBalanceSheet.cs | |
TotalInvestmentsBalanceSheet.cs | |
TotalLiabilitiesAsReportedBalanceSheet.cs | |
TotalLiabilitiesGrowth.cs | |
TotalLiabilitiesNetMinorityInterestBalanceSheet.cs | |
TotalMoneyMarketInvestmentsIncomeStatement.cs | |
TotalNonCurrentAssetsBalanceSheet.cs | |
TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet.cs | |
TotalOperatingIncomeAsReportedIncomeStatement.cs | |
TotalOtherFinanceCostIncomeStatement.cs | |
TotalPartnershipCapitalBalanceSheet.cs | |
TotalPremiumsEarnedIncomeStatement.cs | |
TotalRevenueAsReportedIncomeStatement.cs | |
TotalRevenueIncomeStatement.cs | |
TotalRiskBasedCapital.cs | |
TotalTaxPayableBalanceSheet.cs | |
TotalUnusualItemsExcludingGoodwillIncomeStatement.cs | |
TotalUnusualItemsIncomeStatement.cs | |
TradeandOtherPayablesNonCurrentBalanceSheet.cs | |
TradeAndOtherReceivablesNonCurrentBalanceSheet.cs | |
TradingandFinancialLiabilitiesBalanceSheet.cs | |
TradingAndOtherReceivableBalanceSheet.cs | |
TradingAssetsBalanceSheet.cs | |
TradingGainLossIncomeStatement.cs | |
TradingLiabilitiesBalanceSheet.cs | |
TradingSecuritiesBalanceSheet.cs | |
TreasuryBillsandOtherEligibleBillsBalanceSheet.cs | |
TreasurySharesNumberBalanceSheet.cs | |
TreasuryStockBalanceSheet.cs | |
TrustFeesbyCommissionsIncomeStatement.cs | |
UnallocatedSurplusBalanceSheet.cs | |
UnbilledReceivablesBalanceSheet.cs | |
UnderwritingExpensesIncomeStatement.cs | |
UnearnedIncomeBalanceSheet.cs | |
UnearnedPremiumsBalanceSheet.cs | |
UnpaidLossAndLossReserveBalanceSheet.cs | |
UnrealizedGainLossBalanceSheet.cs | |
UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement.cs | |
UnrealizedGainsLossesOnDerivativesCashFlowStatement.cs | |
ValuationRatios.cs | |
WagesandSalariesIncomeStatement.cs | |
WaterProductionBalanceSheet.cs | |
WorkingCapitalBalanceSheet.cs | |
WorkingCapitalTurnoverRatio.cs | |
WorkInProcessBalanceSheet.cs | |
WriteOffIncomeStatement.cs | |
AssetClassificationHelper.cs | |
FineFundamental.cs | |
Fundamental.cs | |
FundamentalInstanceProvider.cs | |
FundamentalProperty.cs | |
FundamentalTimeDependentProperty.cs | |
FundamentalUniverse.cs | |
MultiPeriodField.cs | |
Period.cs | |
► Market | |
Bar.cs | |
BarDirection.cs | |
BaseRenkoBar.cs | |
DataDictionary.cs | |
Delisting.cs | |
Delistings.cs | |
Dividend.cs | |
Dividends.cs | |
FuturesChain.cs | |
FuturesChains.cs | |
FuturesContract.cs | |
FuturesContracts.cs | |
Greeks.cs | |
IBar.cs | |
IBaseDataBar.cs | |
MarginInterestRate.cs | |
MarginInterestRates.cs | |
ModeledGreeks.cs | |
NullGreeks.cs | |
OpenInterest.cs | |
OptionChain.cs | |
OptionChains.cs | |
OptionContract.cs | |
OptionContracts.cs | |
QuoteBar.cs | |
QuoteBars.cs | |
RangeBar.cs | |
RenkoBar.cs | |
RenkoType.cs | |
Split.cs | |
Splits.cs | |
SymbolChangedEvent.cs | |
SymbolChangedEvents.cs | |
Tick.cs | |
Ticks.cs | |
TradeBar.cs | |
TradeBars.cs | |
VolumeRenkoBar.cs | |
► Shortable | |
InteractiveBrokersShortableProvider.cs | |
LocalDiskShortableProvider.cs | |
NullShortableProvider.cs | |
ShortableProviderPythonWrapper.cs | |
► UniverseSelection | |
BaseDataCollection.cs | |
BaseFundamentalDataProvider.cs | |
CoarseFundamental.cs | |
CoarseFundamentalDataProvider.cs | |
CoarseFundamentalUniverse.cs | |
ConstituentsUniverse.cs | |
ConstituentsUniverseData.cs | |
ContinuousContractUniverse.cs | |
ETFConstituentsUniverseFactory.cs | |
ETFConstituentUniverse.cs | |
FineFundamentalFilteredUniverse.cs | |
FineFundamentalUniverse.cs | |
FuncUniverse.cs | |
FundamentalFilteredUniverse.cs | |
FundamentalService.cs | |
FundamentalUniverseFactory.cs | |
FuturesChainUniverse.cs | |
GetSubscriptionRequestsUniverseDecorator.cs | |
IFundamentalDataProvider.cs | |
ITimeTriggeredUniverse.cs | |
OptionChainUniverse.cs | |
OptionUniverse.cs | |
Schedule.cs | |
ScheduledUniverse.cs | |
SecurityChanges.cs | |
SelectSymbolsUniverseDecorator.cs | |
SubscriptionRequest.cs | |
Universe.cs | |
UniverseDecorator.cs | |
UniverseExtensions.cs | |
UniversePythonWrapper.cs | |
UniverseSettings.cs | |
UserDefinedUniverse.cs | |
BaseData.cs | |
BaseDataRequest.cs | |
Channel.cs | |
ConsolidatorWrapper.cs | |
ConstantDividendYieldModel.cs | |
ConstantRiskFreeRateInterestRateModel.cs | |
DataAggregatorInitializeParameters.cs | |
DataHistory.cs | |
DataMonitor.cs | |
DataQueueHandlerSubscriptionManager.cs | |
DiskDataCacheProvider.cs | |
DividendYieldProvider.cs | |
DownloaderExtensions.cs | |
DynamicData.cs | |
EventBasedDataQueueHandlerSubscriptionManager.cs | |
FileFormat.cs | |
FuncRiskFreeRateInterestRateModel.cs | |
GetSetPropertyDynamicMetaObject.cs | |
HistoryExtensions.cs | |
HistoryProviderBase.cs | |
HistoryProviderInitializeParameters.cs | |
HistoryRequest.cs | |
HistoryRequestFactory.cs | |
IBaseData.cs | |
IDataAggregator.cs | |
IDividendYieldModel.cs | |
IndexedBasedData.cs | |
IndicatorHistory.cs | |
InterestRateProvider.cs | |
IRiskFreeInterestRateModel.cs | |
ISubscriptionEnumeratorFactory.cs | |
ISymbolProvider.cs | |
LeanDataWriter.cs | |
Slice.cs | |
SliceExtensions.cs | |
SubscriptionDataConfig.cs | |
SubscriptionDataConfigExtensions.cs | |
SubscriptionDataConfigList.cs | |
SubscriptionDataSource.cs | |
SubscriptionManager.cs | |
► Exceptions | |
ClrBubbledExceptionInterpreter.cs | |
DllNotFoundPythonExceptionInterpreter.cs | |
IExceptionInterpreter.cs | |
InvalidTokenPythonExceptionInterpreter.cs | |
KeyErrorPythonExceptionInterpreter.cs | |
NoMethodMatchPythonExceptionInterpreter.cs | |
PythonExceptionInterpreter.cs | |
ScheduledEventExceptionInterpreter.cs | |
StackExceptionInterpreter.cs | |
SystemExceptionInterpreter.cs | |
UnsupportedOperandPythonExceptionInterpreter.cs | |
► Indicators | |
IIndicator.cs | |
IIndicatorWarmUpPeriodProvider.cs | |
IndicatorDataPoint.cs | |
IndicatorUpdatedHandler.cs | |
InternalIndicatorValues.cs | |
IReadOnlyWindow.cs | |
RollingWindow.cs | |
► Interfaces | |
DataProviderDataFetchedEventArgs.cs | |
IAccountCurrencyProvider.cs | |
IAlgorithm.cs | |
IAlgorithmSettings.cs | |
IAlgorithmSubscriptionManager.cs | |
IApi.cs | |
IBrokerage.cs | |
IBrokerageCashSynchronizer.cs | |
IBrokerageFactory.cs | |
IBusyCollection.cs | |
IDataCacheProvider.cs | |
IDataChannelProvider.cs | |
IDataMonitor.cs | |
IDataPermissionManager.cs | |
IDataProvider.cs | |
IDataProviderEvents.cs | |
IDataQueueHandler.cs | |
IDataQueueUniverseProvider.cs | |
IDownloadProvider.cs | |
IExtendedDictionary.cs | |
IFactorFileProvider.cs | |
IFutureChainProvider.cs | |
IHistoryProvider.cs | |
IJobQueueHandler.cs | |
IMapFileProvider.cs | |
IMessagingHandler.cs | |
IObjectStore.cs | |
IOptionChainProvider.cs | |
IOptionPrice.cs | |
IOrderProperties.cs | |
IPrimaryExchangeProvider.cs | |
IRegressionAlgorithmDefinition.cs | |
IRegressionResearchDefinition.cs | |
ISecurityInitializerProvider.cs | |
ISecurityPrice.cs | |
ISecurityService.cs | |
IShortableProvider.cs | |
ISignalExportTarget.cs | |
IStreamReader.cs | |
ISubscriptionDataConfigProvider.cs | |
ISubscriptionDataConfigService.cs | |
ITimeInForceHandler.cs | |
ITimeKeeper.cs | |
ITradeBuilder.cs | |
MessagingHandlerInitializeParameters.cs | |
ObjectStoreErrorRaisedEventArgs.cs | |
► Messages | |
Messages.Algorithm.Framework.Alphas.Analysis.cs | |
Messages.Algorithm.Framework.Alphas.cs | |
Messages.Algorithm.Framework.Portfolio.cs | |
Messages.Benchmarks.cs | |
Messages.Brokerages.cs | |
Messages.Commands.cs | |
Messages.Exceptions.cs | |
Messages.Indicators.cs | |
Messages.Notifications.cs | |
Messages.Optimizer.Objectives.cs | |
Messages.Optimizer.Parameters.cs | |
Messages.Orders.cs | |
Messages.Orders.Fees.cs | |
Messages.Orders.Fills.cs | |
Messages.Orders.OptionExercise.cs | |
Messages.Orders.Slippage.cs | |
Messages.Python.cs | |
Messages.QuantConnect.cs | |
Messages.Securities.cs | |
Messages.Securities.Positions.cs | |
► Notifications | |
Notification.cs | |
NotificationJsonConverter.cs | |
NotificationManager.cs | |
► Optimizer | |
► Objectives | |
Constraint.cs | |
Extremum.cs | |
ExtremumJsonConverter.cs | |
Maximization.cs | |
Minimization.cs | |
Objective.cs | |
Target.cs | |
► Parameters | |
OptimizationParameter.cs | |
OptimizationParameterJsonConverter.cs | |
OptimizationStepParameter.cs | |
ParameterSet.cs | |
StaticOptimizationParameter.cs | |
OptimizationStatus.cs | |
► Orders | |
► Fees | |
AlpacaFeeModel.cs | |
AlphaStreamsFeeModel.cs | |
AxosFeeModel.cs | |
BinanceCoinFuturesFeeModel.cs | |
BinanceFeeModel.cs | |
BinanceFuturesFeeModel.cs | |
BitfinexFeeModel.cs | |
BybitFeeModel.cs | |
BybitFuturesFeeModel.cs | |
CharlesSchwabFeeModel.cs | |
CoinbaseFeeModel.cs | |
ConstantFeeModel.cs | |
ExanteFeeModel.cs | |
EzeFeeModel.cs | |
FeeModel.cs | |
FTXFeeModel.cs | |
FTXUSFeeModel.cs | |
FxcmFeeModel.cs | |
GDAXFeeModel.cs | |
IFeeModel.cs | |
IndiaFeeModel.cs | |
InteractiveBrokersFeeModel.cs | |
KrakenFeeModel.cs | |
ModifiedFillQuantityOrderFee.cs | |
OrderFee.cs | |
OrderFeeParameters.cs | |
RBIFeeModel.cs | |
SamcoFeeModel.cs | |
TDAmeritradeFeeModel.cs | |
TradeStationFeeModel.cs | |
WolverineFeeModel.cs | |
ZerodhaFeeModel.cs | |
► Fills | |
EquityFillModel.cs | |
Fill.cs | |
FillModel.cs | |
FillModelParameters.cs | |
FutureFillModel.cs | |
FutureOptionFillModel.cs | |
IFillModel.cs | |
ImmediateFillModel.cs | |
LatestPriceFillModel.cs | |
Prices.cs | |
► OptionExercise | |
DefaultExerciseModel.cs | |
IOptionExerciseModel.cs | |
OptionExerciseModelPythonWrapper.cs | |
► Serialization | |
OrderEventJsonConverter.cs | |
SerializedOrderEvent.cs | |
► Slippage | |
AlphaStreamsSlippageModel.cs | |
ConstantSlippageModel.cs | |
ISlippageModel.cs | |
MarketImpactSlippageModel.cs | |
NullSlippageModel.cs | |
VolumeShareSlippageModel.cs | |
► TimeInForces | |
DayTimeInForce.cs | |
GoodTilCanceledTimeInForce.cs | |
GoodTilDateTimeInForce.cs | |
AlpacaOrderProperties.cs | |
BinanceOrderProperties.cs | |
BitfinexOrderProperties.cs | |
BrokerageOrderIdChangedEvent.cs | |
BybitOrderProperties.cs | |
CancelOrderRequest.cs | |
CharlesSchwabOrderProperties.cs | |
CoinbaseOrderProperties.cs | |
ComboLegLimitOrder.cs | |
ComboLimitOrder.cs | |
ComboMarketOrder.cs | |
ComboOrder.cs | |
EzeOrderProperties.cs | |
FixOrderProperites.cs | |
FTXOrderProperties.cs | |
GDAXOrderProperties.cs | |
GroupOrderCacheManager.cs | |
GroupOrderExtensions.cs | |
GroupOrderManager.cs | |
IndiaOrderProperties.cs | |
InteractiveBrokersOrderProperties.cs | |
KrakenOrderProperties.cs | |
Leg.cs | |
LimitIfTouchedOrder.cs | |
LimitOrder.cs | |
MarketOnCloseOrder.cs | |
MarketOnOpenOrder.cs | |
MarketOrder.cs | |
OptionExerciseOrder.cs | |
Order.cs | |
OrderError.cs | |
OrderEvent.cs | |
OrderExtensions.cs | |
OrderField.cs | |
OrderJsonConverter.cs | |
OrderProperties.cs | |
OrderRequest.cs | |
OrderRequestStatus.cs | |
OrderRequestType.cs | |
OrderResponse.cs | |
OrderResponseErrorCode.cs | |
OrderSizing.cs | |
OrdersResponseWrapper.cs | |
OrderSubmissionData.cs | |
OrderTicket.cs | |
OrderTypes.cs | |
OrderUpdateEvent.cs | |
RBIOrderProperties.cs | |
ReadOrdersResponseJsonConverter.cs | |
StopLimitOrder.cs | |
StopMarketOrder.cs | |
SubmitOrderRequest.cs | |
TDAmeritradeOrderProperties.cs | |
TerminalLinkOrderProperties.cs | |
TimeInForce.cs | |
TimeInForceJsonConverter.cs | |
TradeStationOrderProperties.cs | |
TradingTechnologiesOrderProperties.cs | |
TrailingStopOrder.cs | |
UpdateOrderFields.cs | |
UpdateOrderRequest.cs | |
WolverineOrderProperties.cs | |
► Packets | |
AlgorithmNameUpdatePacket.cs | |
AlgorithmNodePacket.cs | |
AlgorithmStatusPacket.cs | |
AlgorithmTagsUpdatePacket.cs | |
AlphaNodePacket.cs | |
AlphaResultPacket.cs | |
BacktestNodePacket.cs | |
BacktestResultPacket.cs | |
BacktestResultParameters.cs | |
BaseResultParameters.cs | |
Controls.cs | |
DebugPacket.cs | |
HandledErrorPacket.cs | |
HistoryPacket.cs | |
LeakyBucketControlParameters.cs | |
LiveNodePacket.cs | |
LiveResultPacket.cs | |
LiveResultParameters.cs | |
LogPacket.cs | |
MarketTodayPacket.cs | |
OrderEventPacket.cs | |
Packet.cs | |
PythonEnvironmentPacket.cs | |
ResearchNodePacket.cs | |
RuntimeErrorPacket.cs | |
SecurityTypesPacket.cs | |
SystemDebugPacket.cs | |
► Parameters | |
ParameterAttribute.cs | |
► Python | |
BasePythonWrapper.cs | |
BenchmarkPythonWrapper.cs | |
BrokerageMessageHandlerPythonWrapper.cs | |
BrokerageModelPythonWrapper.cs | |
BuyingPowerModelPythonWrapper.cs | |
CommandPythonWrapper.cs | |
DataConsolidatorPythonWrapper.cs | |
DividendYieldModelPythonWrapper.cs | |
FeeModelPythonWrapper.cs | |
FillModelPythonWrapper.cs | |
MarginCallModelPythonWrapper.cs | |
MarginInterestRateModelPythonWrapper.cs | |
OptionAssignmentModelPythonWrapper.cs | |
PandasColumnAttribute.cs | |
PandasConverter.cs | |
PandasConverter.DataFrameGenerator.cs | |
PandasData.cs | |
PandasData.DataTypeMember.cs | |
PandasIgnoreAttribute.cs | |
PandasIgnoreMembersAttribute.cs | |
PandasNonExpandableAttribute.cs | |
PythonActivator.cs | |
PythonConsolidator.cs | |
PythonData.cs | |
PythonInitializer.cs | |
PythonSlice.cs | |
PythonWrapper.cs | |
RiskFreeInterestRateModelPythonWrapper.cs | |
SecurityInitializerPythonWrapper.cs | |
SettlementModelPythonWrapper.cs | |
SlippageModelPythonWrapper.cs | |
VolatilityModelPythonWrapper.cs | |
► Scheduling | |
BaseScheduleRules.cs | |
CompositeTimeRule.cs | |
DateRules.cs | |
FluentScheduledEventBuilder.cs | |
FuncDateRule.cs | |
FuncTimeRule.cs | |
IDateRule.cs | |
IEventSchedule.cs | |
ITimeRule.cs | |
ScheduledEvent.cs | |
ScheduledEventException.cs | |
ScheduleManager.cs | |
TimeConsumer.cs | |
TimeMonitor.cs | |
TimeRules.cs | |
► Securities | |
► Cfd | |
Cfd.cs | |
CfdCache.cs | |
CfdDataFilter.cs | |
CfdExchange.cs | |
CfdHolding.cs | |
► Crypto | |
Crypto.cs | |
CryptoExchange.cs | |
CryptoHolding.cs | |
► CryptoFuture | |
BinanceFutureMarginInterestRateModel.cs | |
BybitFutureMarginInterestRateModel.cs | |
CryptoFuture.cs | |
CryptoFutureExchange.cs | |
CryptoFutureHolding.cs | |
CryptoFutureMarginModel.cs | |
► CurrencyConversion | |
ConstantCurrencyConversion.cs | |
ICurrencyConversion.cs | |
SecurityCurrencyConversion.cs | |
► Equity | |
Equity.cs | |
EquityCache.cs | |
EquityDataFilter.cs | |
EquityExchange.cs | |
EquityHolding.cs | |
► Forex | |
Forex.cs | |
ForexCache.cs | |
ForexDataFilter.cs | |
ForexExchange.cs | |
ForexHolding.cs | |
► Future | |
EmptyFutureChainProvider.cs | |
Future.cs | |
FutureCache.cs | |
FutureExchange.cs | |
FutureExpirationCycles.cs | |
FutureFilterUniverse.cs | |
FutureHolding.cs | |
FutureMarginModel.cs | |
Futures.cs | |
FutureSettlementModel.cs | |
FuturesExpiryFunctions.cs | |
FuturesExpiryUtilityFunctions.cs | |
FuturesListings.cs | |
FutureSymbol.cs | |
MarginRequirementsEntry.cs | |
► FutureOption | |
► Api | |
CMEOptionChainQuotes.cs | |
CMEOptionsCategoryList.cs | |
CMEProductSlateV2.cs | |
CMEStrikePriceScalingFactors.cs | |
FutureOption.cs | |
FutureOptionSymbol.cs | |
FuturesOptionsExpiryFunctions.cs | |
FuturesOptionsMarginModel.cs | |
FuturesOptionsSymbolMappings.cs | |
FuturesOptionsUnderlyingMapper.cs | |
► Index | |
Index.cs | |
IndexCache.cs | |
IndexDataFilter.cs | |
IndexExchange.cs | |
IndexHolding.cs | |
IndexSymbol.cs | |
► IndexOption | |
IndexOption.cs | |
IndexOptionPriceVariationModel.cs | |
IndexOptionSymbol.cs | |
IndexOptionSymbolProperties.cs | |
► Interfaces | |
IContinuousContractModel.cs | |
ISecurityDataFilter.cs | |
► Option | |
► StrategyMatcher | |
AbsoluteRiskOptionPositionCollectionEnumerator.cs | |
ConstantOptionStrategyLegPredicateReferenceValue.cs | |
DefaultOptionPositionCollectionEnumerator.cs | |
DescendingByLegCountOptionStrategyDefinitionEnumerator.cs | |
FunctionalOptionPositionCollectionEnumerator.cs | |
IdentityOptionStrategyDefinitionEnumerator.cs | |
IOptionPositionCollectionEnumerator.cs | |
IOptionStrategyDefinitionEnumerator.cs | |
IOptionStrategyLegPredicateReferenceValue.cs | |
IOptionStrategyMatchObjectiveFunction.cs | |
OptionPosition.cs | |
OptionPositionCollection.cs | |
OptionStrategyDefinition.cs | |
OptionStrategyDefinitionMatch.cs | |
OptionStrategyDefinitions.cs | |
OptionStrategyLegDefinition.cs | |
OptionStrategyLegDefinitionMatch.cs | |
OptionStrategyLegPredicate.cs | |
OptionStrategyLegPredicateReferenceValue.cs | |
OptionStrategyMatch.cs | |
OptionStrategyMatcher.cs | |
OptionStrategyMatcherOptions.cs | |
PredicateTargetValue.cs | |
UnmatchedPositionCountOptionStrategyMatchObjectiveFunction.cs | |
ConstantQLDividendYieldEstimator.cs | |
ConstantQLRiskFreeRateEstimator.cs | |
ConstantQLUnderlyingVolatilityEstimator.cs | |
CurrentPriceOptionPriceModel.cs | |
DefaultOptionAssignmentModel.cs | |
EmptyOptionChainProvider.cs | |
FedRateQLRiskFreeRateEstimator.cs | |
IOptionAssignmentModel.cs | |
IOptionPriceModel.cs | |
IQLDividendYieldEstimator.cs | |
IQLRiskFreeRateEstimator.cs | |
IQLUnderlyingVolatilityEstimator.cs | |
NullOptionAssignmentModel.cs | |
Option.cs | |
OptionAssignmentParameters.cs | |
OptionAssignmentResult.cs | |
OptionCache.cs | |
OptionDataFilter.cs | |
OptionExchange.cs | |
OptionFilterUniverse.cs | |
OptionHolding.cs | |
OptionMarginModel.cs | |
OptionPortfolioModel.cs | |
OptionPriceModelResult.cs | |
OptionPriceModels.cs | |
OptionStrategies.cs | |
OptionStrategy.cs | |
OptionStrategyPositionGroupBuyingPowerModel.cs | |
OptionSymbol.cs | |
OptionSymbolProperties.cs | |
QLOptionPriceModel.cs | |
► Positions | |
CompositePositionGroupResolver.cs | |
GetMaximumLotsForDeltaBuyingPowerParameters.cs | |
GetMaximumLotsForTargetBuyingPowerParameters.cs | |
GetMaximumLotsResult.cs | |
HasSufficientPositionGroupBuyingPowerForOrderParameters.cs | |
IPosition.cs | |
IPositionGroup.cs | |
IPositionGroupBuyingPowerModel.cs | |
IPositionGroupResolver.cs | |
NullSecurityPositionGroupModel.cs | |
OptionStrategyPositionGroupResolver.cs | |
PortfolioMarginChart.cs | |
PortfolioState.cs | |
Position.cs | |
PositionCollection.cs | |
PositionExtensions.cs | |
PositionGroup.cs | |
PositionGroupBuyingPower.cs | |
PositionGroupBuyingPowerModel.cs | |
PositionGroupBuyingPowerModelExtensions.cs | |
PositionGroupBuyingPowerParameters.cs | |
PositionGroupCollection.cs | |
PositionGroupExtensions.cs | |
PositionGroupInitialMarginForOrderParameters.cs | |
PositionGroupInitialMarginParameters.cs | |
PositionGroupKey.cs | |
PositionGroupMaintenanceMarginParameters.cs | |
ReservedBuyingPowerForPositionGroup.cs | |
ReservedBuyingPowerForPositionGroupParameters.cs | |
ReservedBuyingPowerImpact.cs | |
ReservedBuyingPowerImpactParameters.cs | |
SecurityPositionGroupBuyingPowerModel.cs | |
SecurityPositionGroupModel.cs | |
SecurityPositionGroupResolver.cs | |
► Volatility | |
BaseVolatilityModel.cs | |
IndicatorVolatilityModel.cs | |
IVolatilityModel.cs | |
RelativeStandardDeviationVolatilityModel.cs | |
StandardDeviationOfReturnsVolatilityModel.cs | |
VolatilityModelExtensions.cs | |
AccountCurrencyImmediateSettlementModel.cs | |
AccountEvent.cs | |
AdjustedPriceVariationModel.cs | |
ApplyFundsSettlementModelParameters.cs | |
BrokerageModelSecurityInitializer.cs | |
BuyingPower.cs | |
BuyingPowerModel.cs | |
BuyingPowerModelExtensions.cs | |
BuyingPowerParameters.cs | |
Cash.cs | |
CashAmount.cs | |
CashBook.cs | |
CashBookUpdatedEventArgs.cs | |
CashBuyingPowerModel.cs | |
CompositeSecurityInitializer.cs | |
ConstantBuyingPowerModel.cs | |
ContractSecurityFilterUniverse.cs | |
ConvertibleCashAmount.cs | |
DefaultMarginCallModel.cs | |
DelayedSettlementModel.cs | |
DynamicSecurityData.cs | |
EmptyContractFilter.cs | |
EquityPriceVariationModel.cs | |
ErrorCurrencyConverter.cs | |
FuncSecurityDerivativeFilter.cs | |
FuncSecurityInitializer.cs | |
FuncSecuritySeeder.cs | |
GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs | |
GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs | |
GetMaximumOrderQuantityResult.cs | |
GetMinimumPriceVariationParameters.cs | |
HasSufficientBuyingPowerForOrderParameters.cs | |
HasSufficientBuyingPowerForOrderResult.cs | |
IBaseCurrencySymbol.cs | |
IBuyingPowerModel.cs | |
IContinuousSecurity.cs | |
ICurrencyConverter.cs | |
IdentityCurrencyConverter.cs | |
IDerivativeSecurity.cs | |
IDerivativeSecurityFilter.cs | |
IDerivativeSecurityFilterUniverse.cs | |
IMarginCallModel.cs | |
IMarginInterestRateModel.cs | |
ImmediateSettlementModel.cs | |
InitialMargin.cs | |
InitialMarginParameters.cs | |
InitialMarginRequiredForOrderParameters.cs | |
IOrderEventProvider.cs | |
IOrderProcessor.cs | |
IOrderProvider.cs | |
IPriceVariationModel.cs | |
IRegisteredSecurityDataTypesProvider.cs | |
ISecurityInitializer.cs | |
ISecurityPortfolioModel.cs | |
ISecurityProvider.cs | |
ISecuritySeeder.cs | |
ISettlementModel.cs | |
ISymbol.cs | |
LocalMarketHours.cs | |
MaintenanceMargin.cs | |
MaintenanceMarginParameters.cs | |
MarginCallOrdersParameters.cs | |
MarginInterestRateParameters.cs | |
MarketHoursDatabase.cs | |
MarketHoursSegment.cs | |
MarketHoursState.cs | |
NullBuyingPowerModel.cs | |
OptionInitialMargin.cs | |
PatternDayTradingMarginModel.cs | |
RegisteredSecurityDataTypesProvider.cs | |
ReservedBuyingPowerForPosition.cs | |
ReservedBuyingPowerForPositionParameters.cs | |
ScanSettlementModelParameters.cs | |
Security.cs | |
SecurityCache.cs | |
SecurityCacheDataStoredEventArgs.cs | |
SecurityCacheProvider.cs | |
SecurityDatabaseKey.cs | |
SecurityDataFilter.cs | |
SecurityDataFilterPythonWrapper.cs | |
SecurityDefinition.cs | |
SecurityDefinitionSymbolResolver.cs | |
SecurityEventArgs.cs | |
SecurityExchange.cs | |
SecurityExchangeHours.cs | |
SecurityHolding.cs | |
SecurityHoldingQuantityChangedEventArgs.cs | |
SecurityManager.cs | |
SecurityMarginModel.cs | |
SecurityPortfolioManager.cs | |
SecurityPortfolioModel.cs | |
SecurityPriceVariationModel.cs | |
SecurityService.cs | |
SecurityTransactionManager.cs | |
SymbolProperties.cs | |
SymbolPropertiesDatabase.cs | |
UniverseManager.cs | |
UnsettledCashAmount.cs | |
► Statistics | |
AlgorithmPerformance.cs | |
IStatisticsService.cs | |
PerformanceMetrics.cs | |
PortfolioStatistics.cs | |
Statistics.cs | |
StatisticsBuilder.cs | |
StatisticsResults.cs | |
Trade.cs | |
TradeBuilder.cs | |
TradeEnums.cs | |
TradeStatistics.cs | |
► Storage | |
ObjectStore.cs | |
► Util | |
► RateLimit | |
BusyWaitSleepStrategy.cs | |
FixedIntervalRefillStrategy.cs | |
IRefillStrategy.cs | |
ISleepStrategy.cs | |
ITokenBucket.cs | |
LeakyBucket.cs | |
ThreadSleepStrategy.cs | |
TokenBucket.cs | |
BusyBlockingCollection.cs | |
BusyCollection.cs | |
CandlestickJsonConverter.cs | |
ChartPointJsonConverter.cs | |
CircularQueue.cs | |
ColorJsonConverter.cs | |
ComparisonOperator.cs | |
ComparisonOperatorTypes.cs | |
Composer.cs | |
ConcurrentSet.cs | |
CurrencyPairUtil.cs | |
DateTimeJsonConverter.cs | |
DisposableExtensions.cs | |
DoubleUnixSecondsDateTimeJsonConverter.cs | |
EnumeratorExtensions.cs | |
ExpressionBuilder.cs | |
FixedSizeHashQueue.cs | |
FixedSizeQueue.cs | |
FuncTextWriter.cs | |
JsonRoundingConverter.cs | |
KeyStringSynchronizer.cs | |
LeanData.cs | |
LeanDataPathComponents.cs | |
LinqExtensions.cs | |
ListComparer.cs | |
MarketHoursDatabaseJsonConverter.cs | |
MemoizingEnumerable.cs | |
NullStringValueConverter.cs | |
ObjectActivator.cs | |
OptionPayoff.cs | |
PythonUtil.cs | |
RateGate.cs | |
ReaderWriterLockSlimExtensions.cs | |
Ref.cs | |
ReferenceWrapper.cs | |
SecurityExtensions.cs | |
SecurityIdentifierJsonConverter.cs | |
SeriesJsonConverter.cs | |
SingleValueListConverter.cs | |
StreamReaderEnumerable.cs | |
StreamReaderExtensions.cs | |
StringDecimalJsonConverter.cs | |
TypeChangeJsonConverter.cs | |
Validate.cs | |
WorkerThread.cs | |
XElementExtensions.cs | |
AlgorithmConfiguration.cs | |
AlgorithmSettings.cs | |
BaseSeries.cs | |
BinaryComparison.cs | |
BinaryComparisonExtensions.cs | |
Candlestick.cs | |
CandlestickSeries.cs | |
CapacityEstimate.cs | |
Chart.cs | |
ChartPoint.cs | |
ChartSeriesJsonConverter.cs | |
Country.cs | |
Currencies.cs | |
DataDownloaderGetParameters.cs | |
DataMonitorReport.cs | |
DataProviderEvents.cs | |
DefaultConverter.cs | |
DocumentationAttribute.cs | |
Exchange.cs | |
Expiry.cs | |
ExtendedDictionary.cs | |
Extensions.cs | |
Field.cs | |
FileExtension.cs | |
Global.cs | |
Globals.cs | |
IDataDownloader.cs | |
IIsolatorLimitResultProvider.cs | |
ISeriesPoint.cs | |
Isolator.cs | |
IsolatorLimitResult.cs | |
IsolatorLimitResultProvider.cs | |
ITimeProvider.cs | |
LocalTimeKeeper.cs | |
Market.cs | |
OS.cs | |
Parse.cs | |
RealTimeProvider.cs | |
RealTimeSynchronizedTimer.cs | |
RegressionTestException.cs | |
Result.cs | |
ScatterChartPoint.cs | |
ScatterChartPointJsonConverter.cs | |
SecurityIdentifier.cs | |
Series.cs | |
SeriesSampler.cs | |
StringExtensions.cs | |
StubsIgnoreAttribute.cs | |
Symbol.cs | |
SymbolCache.cs | |
SymbolCapacity.cs | |
SymbolJsonConverter.cs | |
SymbolRepresentation.cs | |
SymbolValueJsonConverter.cs | |
Time.cs | |
TimeKeeper.cs | |
TimeUpdatedEventArgs.cs | |
TimeZoneOffsetProvider.cs | |
TimeZones.cs | |
TradingCalendar.cs | |
TradingDay.cs | |
► Compression | |
Compression.cs | |
ZipStreamWriter.cs | |
► Configuration | |
ApplicationParser.cs | |
CommandLineOption.cs | |
Config.cs | |
LeanArgumentParser.cs | |
OptimizerArgumentParser.cs | |
ReportArgumentParser.cs | |
ToolboxArgumentParser.cs | |
► DownloaderDataProvider | |
► Models | |
► Constants | |
DownloaderCommandArguments.cs | |
BrokerageDataDownloader.cs | |
DataDownloadConfig.cs | |
DownloaderDataProviderArgumentParser.cs | |
Program.cs | |
► Engine | |
► DataFeeds | |
► Enumerators | |
► Factories | |
BaseDataCollectionSubscriptionEnumeratorFactory.cs | |
BaseDataSubscriptionEnumeratorFactory.cs | |
CorporateEventEnumeratorFactory.cs | |
LiveCustomDataSubscriptionEnumeratorFactory.cs | |
OptionChainUniverseSubscriptionEnumeratorFactory.cs | |
SubscriptionDataReaderSubscriptionEnumeratorFactory.cs | |
TimeTriggeredUniverseSubscriptionEnumeratorFactory.cs | |
AuxiliaryDataEnumerator.cs | |
BaseDataCollectionAggregatorEnumerator.cs | |
ConcatEnumerator.cs | |
DataQueueFuturesChainUniverseDataCollectionEnumerator.cs | |
DataQueueOptionChainUniverseDataCollectionEnumerator.cs | |
DelistingEventProvider.cs | |
DividendEventProvider.cs | |
EnqueueableEnumerator.cs | |
FastForwardEnumerator.cs | |
FillForwardEnumerator.cs | |
FilterEnumerator.cs | |
FrontierAwareEnumerator.cs | |
ITradableDateEventProvider.cs | |
ITradableDatesNotifier.cs | |
LiveAuxiliaryDataEnumerator.cs | |
LiveAuxiliaryDataSynchronizingEnumerator.cs | |
LiveDelistingEventProvider.cs | |
LiveDividendEventProvider.cs | |
LiveFillForwardEnumerator.cs | |
LiveMappingEventProvider.cs | |
LiveSplitEventProvider.cs | |
LiveSubscriptionEnumerator.cs | |
MappingEventProvider.cs | |
NewDataAvailableEventArgs.cs | |
PriceScaleFactorEnumerator.cs | |
QuoteBarFillForwardEnumerator.cs | |
RateLimitEnumerator.cs | |
RefreshEnumerator.cs | |
ScannableEnumerator.cs | |
ScheduledEnumerator.cs | |
SortEnumerator.cs | |
SplitEventProvider.cs | |
StrictDailyEndTimesEnumerator.cs | |
SubscriptionDataEnumerator.cs | |
SubscriptionFilterEnumerator.cs | |
SynchronizingBaseDataEnumerator.cs | |
SynchronizingEnumerator.cs | |
SynchronizingSliceEnumerator.cs | |
► Queues | |
DataQueue.cs | |
FakeDataQueue.cs | |
► Transport | |
LocalFileSubscriptionStreamReader.cs | |
ObjectStoreSubscriptionStreamReader.cs | |
RemoteFileSubscriptionStreamReader.cs | |
RestSubscriptionStreamReader.cs | |
► WorkScheduling | |
BaseWorkScheduler.cs | |
WeightedWorkQueue.cs | |
WeightedWorkScheduler.cs | |
WorkItem.cs | |
AggregationManager.cs | |
ApiDataProvider.cs | |
BacktestingChainProvider.cs | |
BacktestingFutureChainProvider.cs | |
BacktestingOptionChainProvider.cs | |
BaseDataCollectionAggregatorReader.cs | |
BaseDataExchange.cs | |
BaseDownloaderDataProvider.cs | |
BaseSubscriptionDataSourceReader.cs | |
CachingFutureChainProvider.cs | |
CachingOptionChainProvider.cs | |
CollectionSubscriptionDataSourceReader.cs | |
CompositeDataProvider.cs | |
CompositeTimeProvider.cs | |
CreateStreamReaderErrorEventArgs.cs | |
CurrencySubscriptionDataConfigManager.cs | |
DataChannelProvider.cs | |
DataFeedPacket.cs | |
DataManager.cs | |
DataPermissionManager.cs | |
DataQueueHandlerManager.cs | |
DateChangeTimeKeeper.cs | |
DefaultDataProvider.cs | |
DownloaderDataProvider.cs | |
FileSystemDataFeed.cs | |
FillForwardResolutionChangedEvent.cs | |
IDataFeed.cs | |
IDataFeedSubscriptionManager.cs | |
IDataFeedTimeProvider.cs | |
IDataManager.cs | |
IndexSubscriptionDataSourceReader.cs | |
InternalSubscriptionManager.cs | |
InvalidSourceEventArgs.cs | |
ISubscriptionDataSourceReader.cs | |
ISubscriptionSynchronizer.cs | |
ISynchronizer.cs | |
LiveFutureChainProvider.cs | |
LiveOptionChainProvider.cs | |
LiveSynchronizer.cs | |
LiveTimeProvider.cs | |
LiveTradingDataFeed.cs | |
ManualTimeProvider.cs | |
NullDataFeed.cs | |
PendingRemovalsManager.cs | |
PrecalculatedSubscriptionData.cs | |
PredicateTimeProvider.cs | |
ProcessedDataProvider.cs | |
ReaderErrorEventArgs.cs | |
RealTimeScheduleEventService.cs | |
SingleEntryDataCacheProvider.cs | |
Subscription.cs | |
SubscriptionCollection.cs | |
SubscriptionData.cs | |
SubscriptionDataReader.cs | |
SubscriptionDataSourceReader.cs | |
SubscriptionFrontierTimeProvider.cs | |
SubscriptionSynchronizer.cs | |
SubscriptionUtils.cs | |
Synchronizer.cs | |
TextSubscriptionDataSourceReader.cs | |
TimeSlice.cs | |
TimeSliceFactory.cs | |
UniverseSelection.cs | |
UpdateData.cs | |
ZipDataCacheProvider.cs | |
ZipEntryNameSubscriptionDataSourceReader.cs | |
► HistoricalData | |
BrokerageHistoryProvider.cs | |
FakeHistoryProvider.cs | |
HistoryProviderManager.cs | |
SineHistoryProvider.cs | |
SubscriptionDataReaderHistoryProvider.cs | |
SynchronizingHistoryProvider.cs | |
► RealTime | |
BacktestingRealTimeHandler.cs | |
BaseRealTimeHandler.cs | |
IRealTimeHandler.cs | |
LiveTradingRealTimeHandler.cs | |
ScheduledEventFactory.cs | |
► Results | |
BacktestingResultHandler.cs | |
BacktestProgressMonitor.cs | |
BaseResultsHandler.cs | |
IResultHandler.cs | |
LiveTradingResultHandler.cs | |
RegressionResultHandler.cs | |
ResultHandlerInitializeParameters.cs | |
► Server | |
ILeanManager.cs | |
LocalLeanManager.cs | |
► Setup | |
AlgorithmSetupException.cs | |
BacktestingSetupHandler.cs | |
BaseSetupHandler.cs | |
BrokerageSetupHandler.cs | |
ConsoleSetupHandler.cs | |
ISetupHandler.cs | |
SetupHandlerParameters.cs | |
► Storage | |
FileHandler.cs | |
LocalObjectStore.cs | |
StorageLimitExceededException.cs | |
► TransactionHandlers | |
BacktestingTransactionHandler.cs | |
BrokerageTransactionHandler.cs | |
CancelPendingOrders.cs | |
ITransactionHandler.cs | |
AlgorithmManager.cs | |
AlgorithmTimeLimitManager.cs | |
Engine.cs | |
Initializer.cs | |
LeanEngineAlgorithmHandlers.cs | |
LeanEngineSystemHandlers.cs | |
► Indicators | |
► CandlestickPatterns | |
AbandonedBaby.cs | |
AdvanceBlock.cs | |
BeltHold.cs | |
Breakaway.cs | |
CandleEnums.cs | |
CandleSettings.cs | |
CandlestickPattern.cs | |
ClosingMarubozu.cs | |
ConcealedBabySwallow.cs | |
Counterattack.cs | |
DarkCloudCover.cs | |
Doji.cs | |
DojiStar.cs | |
DragonflyDoji.cs | |
Engulfing.cs | |
EveningDojiStar.cs | |
EveningStar.cs | |
GapSideBySideWhite.cs | |
GravestoneDoji.cs | |
Hammer.cs | |
HangingMan.cs | |
Harami.cs | |
HaramiCross.cs | |
HighWaveCandle.cs | |
Hikkake.cs | |
HikkakeModified.cs | |
HomingPigeon.cs | |
IdenticalThreeCrows.cs | |
InNeck.cs | |
InvertedHammer.cs | |
Kicking.cs | |
KickingByLength.cs | |
LadderBottom.cs | |
LongLeggedDoji.cs | |
LongLineCandle.cs | |
Marubozu.cs | |
MatchingLow.cs | |
MatHold.cs | |
MorningDojiStar.cs | |
MorningStar.cs | |
OnNeck.cs | |
Piercing.cs | |
RickshawMan.cs | |
RiseFallThreeMethods.cs | |
SeparatingLines.cs | |
ShootingStar.cs | |
ShortLineCandle.cs | |
SpinningTop.cs | |
StalledPattern.cs | |
StickSandwich.cs | |
Takuri.cs | |
TasukiGap.cs | |
ThreeBlackCrows.cs | |
ThreeInside.cs | |
ThreeLineStrike.cs | |
ThreeOutside.cs | |
ThreeStarsInSouth.cs | |
ThreeWhiteSoldiers.cs | |
Thrusting.cs | |
Tristar.cs | |
TwoCrows.cs | |
UniqueThreeRiver.cs | |
UpDownGapThreeMethods.cs | |
UpsideGapTwoCrows.cs | |
AbsolutePriceOscillator.cs | |
AccelerationBands.cs | |
AccumulationDistribution.cs | |
AccumulationDistributionOscillator.cs | |
AdvanceDeclineDifference.cs | |
AdvanceDeclineIndicator.cs | |
AdvanceDeclineRatio.cs | |
AdvanceDeclineVolumeRatio.cs | |
Alpha.cs | |
ArmsIndex.cs | |
ArnaudLegouxMovingAverage.cs | |
AroonOscillator.cs | |
AugenPriceSpike.cs | |
AutoRegressiveIntegratedMovingAverage.cs | |
AverageDirectionalIndex.cs | |
AverageDirectionalMovementIndexRating.cs | |
AverageRange.cs | |
AverageTrueRange.cs | |
AwesomeOscillator.cs | |
BalanceOfPower.cs | |
BarIndicator.cs | |
Beta.cs | |
BollingerBands.cs | |
ChaikinMoneyFlow.cs | |
ChandeKrollStop.cs | |
ChandeMomentumOscillator.cs | |
ChoppinessIndex.cs | |
CommodityChannelIndex.cs | |
CompositeIndicator.cs | |
ConnorsRelativeStrengthIndex.cs | |
ConstantIndicator.cs | |
CoppockCurve.cs | |
Correlation.cs | |
CorrelationType.cs | |
Delay.cs | |
Delta.cs | |
DeMarkerIndicator.cs | |
DerivativeOscillator.cs | |
DetrendedPriceOscillator.cs | |
DonchianChannel.cs | |
DoubleExponentialMovingAverage.cs | |
DualSymbolIndicator.cs | |
EaseOfMovementValue.cs | |
ExponentialMovingAverage.cs | |
FilteredIdentity.cs | |
FisherTransform.cs | |
ForceIndex.cs | |
FractalAdaptiveMovingAverage.cs | |
FunctionalIndicator.cs | |
Gamma.cs | |
HeikinAshi.cs | |
HilbertTransform.cs | |
HullMovingAverage.cs | |
HurstExponent.cs | |
IchimokuKinkoHyo.cs | |
Identity.cs | |
ImpliedVolatility.cs | |
Indicator.cs | |
IndicatorBase.cs | |
IndicatorBase.Operators.cs | |
IndicatorExtensions.cs | |
IndicatorResult.cs | |
IndicatorStatus.cs | |
InternalBarStrength.cs | |
IntradayVwap.cs | |
KaufmanAdaptiveMovingAverage.cs | |
KaufmanEfficiencyRatio.cs | |
KeltnerChannels.cs | |
LeastSquaresMovingAverage.cs | |
LinearWeightedMovingAverage.cs | |
LogReturn.cs | |
MarketProfile.cs | |
MassIndex.cs | |
Maximum.cs | |
McClellanOscillator.cs | |
McClellanSummationIndex.cs | |
McGinleyDynamic.cs | |
MeanAbsoluteDeviation.cs | |
MesaAdaptiveMovingAverage.cs | |
MidPoint.cs | |
MidPrice.cs | |
Minimum.cs | |
Momentum.cs | |
MomentumPercent.cs | |
Momersion.cs | |
MoneyFlowIndex.cs | |
MovingAverageConvergenceDivergence.cs | |
MovingAverageType.cs | |
MovingAverageTypeExtensions.cs | |
NormalizedAverageTrueRange.cs | |
OnBalanceVolume.cs | |
OptionGreekIndicatorBase.cs | |
OptionGreekIndicatorsHelper.cs | |
OptionIndicatorBase.cs | |
OptionPricingModelType.cs | |
ParabolicStopAndReverse.cs | |
PercentagePriceOscillator.cs | |
PivotPointsHighLow.cs | |
PremierStochasticOscillator.cs | |
PythonIndicator.cs | |
RateOfChange.cs | |
RateOfChangePercent.cs | |
RateOfChangeRatio.cs | |
RegressionChannel.cs | |
RelativeDailyVolume.cs | |
RelativeMovingAverage.cs | |
RelativeStrengthIndex.cs | |
RelativeVigorIndex.cs | |
RelativeVigorIndexSignal.cs | |
ResetCompositeIndicator.cs | |
Rho.cs | |
RogersSatchellVolatility.cs | |
SchaffTrendCycle.cs | |
SharpeRatio.cs | |
SimpleMovingAverage.cs | |
SmoothedOnBalanceVolume.cs | |
SortinoRatio.cs | |
SqueezeMomentum.cs | |
StandardDeviation.cs | |
StochasticRelativeStrengthIndex.cs | |
Stochastics.cs | |
Sum.cs | |
SuperTrend.cs | |
SwissArmyKnife.cs | |
T3MovingAverage.cs | |
TargetDownsideDeviation.cs | |
Theta.cs | |
TimeProfile.cs | |
TimeSeriesForecast.cs | |
TimeSeriesIndicator.cs | |
TradeBarIndicator.cs | |
TriangularMovingAverage.cs | |
TripleExponentialMovingAverage.cs | |
Trix.cs | |
TrueRange.cs | |
TrueStrengthIndex.cs | |
UltimateOscillator.cs | |
ValueAtRisk.cs | |
VariableIndexDynamicAverage.cs | |
Variance.cs | |
Vega.cs | |
VolumeProfile.cs | |
VolumeWeightedAveragePriceIndicator.cs | |
VolumeWeightedMovingAverage.cs | |
Vortex.cs | |
WilderAccumulativeSwingIndex.cs | |
WilderMovingAverage.cs | |
WilderSwingIndex.cs | |
WilliamsPercentR.cs | |
WindowIdentity.cs | |
WindowIndicator.cs | |
ZeroLagExponentialMovingAverage.cs | |
ZigZag.cs | |
► Launcher | |
Program.cs | |
► Logging | |
CompositeLogHandler.cs | |
ConsoleErrorLogHandler.cs | |
ConsoleLogHandler.cs | |
FileLogHandler.cs | |
FunctionalLogHandler.cs | |
ILogHandler.cs | |
ILogHandlerExtensions.cs | |
Log.cs | |
LogEntry.cs | |
LogType.cs | |
QueueLogHandler.cs | |
RegressionFileLogHandler.cs | |
WhoCalledMe.cs | |
► Messaging | |
EventMessagingHandler.cs | |
Messaging.cs | |
StreamingMessageHandler.cs | |
► Optimizer | |
► Parameters | |
OptimizationParameterEnumerator.cs | |
OptimizationStepParameterEnumerator.cs | |
► Strategies | |
EulerSearchOptimizationStrategy.cs | |
GridSearchOptimizationStrategy.cs | |
IOptimizationStrategy.cs | |
OptimizationStrategySettings.cs | |
StepBaseOptimizationStrategy.cs | |
StepBaseOptimizationStrategySettings.cs | |
LeanOptimizer.cs | |
OptimizationNodePacket.cs | |
OptimizationResult.cs | |
► Optimizer.Launcher | |
ConsoleLeanOptimizer.cs | |
Program.cs | |
► Queues | |
JobQueue.cs | |
► Report | |
► PortfolioLooper | |
MockDataFeed.cs | |
PortfolioLooper.cs | |
PortfolioLooperAlgorithm.cs | |
► ReportElements | |
AnnualReturnsReportElement.cs | |
AssetAllocationReportElement.cs | |
CAGRReportElement.cs | |
ChartReportElement.cs | |
CrisisReportElement.cs | |
CumulativeReturnsReportElement.cs | |
DailyReturnsReportElement.cs | |
DrawdownReportElement.cs | |
EstimatedCapacityReportElement.cs | |
ExposureReportElement.cs | |
InformationRatioReportElement.cs | |
IReportElement.cs | |
LeverageUtilizationReportElement.cs | |
MarketsReportElement.cs | |
MaxDrawdownReportElement.cs | |
MonthlyReturnsReportElement.cs | |
ParametersReportElement.cs | |
PSRReportElement.cs | |
ReportElement.cs | |
ReturnsPerTradeReportElement.cs | |
RollingPortfolioBetaReportElement.cs | |
RollingSharpeReportElement.cs | |
RuntimeDaysReportElement.cs | |
SharpeRatioReportElement.cs | |
SortinoRatioReportElement.cs | |
TextReportElement.cs | |
TradesPerDayReportElement.cs | |
TurnoverReportElement.cs | |
Crisis.cs | |
CrisisEvent.cs | |
DeedleUtil.cs | |
DrawdownCollection.cs | |
DrawdownPeriod.cs | |
Metrics.cs | |
NullResultValueTypeJsonConverter.cs | |
OrderTypeNormalizingJsonConverter.cs | |
PointInTimePortfolio.cs | |
Program.cs | |
Report.cs | |
ReportKey.cs | |
ResultsUtil.cs | |
Rolling.cs | |
► Research | |
FutureHistory.cs | |
OptionHistory.cs | |
QuantBook.cs | |
► ToolBox | |
► AlgoSeekFuturesConverter | |
AlgoSeekFuturesConverter.cs | |
AlgoSeekFuturesProcessor.cs | |
AlgoSeekFuturesProgram.cs | |
AlgoSeekFuturesReader.cs | |
► CoarseUniverseGenerator | |
CoarseUniverseGeneratorProgram.cs | |
SecurityIdentifierContext.cs | |
► KaikoDataConverter | |
KaikoCryptoReader.cs | |
KaikoDataConverterProgram.cs | |
► RandomDataGenerator | |
BaseSymbolGenerator.cs | |
DataDensity.cs | |
DefaultSymbolGenerator.cs | |
DividendSplitMapGenerator.cs | |
FutureSymbolGenerator.cs | |
IPriceGenerator.cs | |
IRandomValueGenerator.cs | |
ITickGenerator.cs | |
NoTickersAvailableException.cs | |
OptionPriceModelPriceGenerator.cs | |
OptionSymbolGenerator.cs | |
RandomDataGenerator.cs | |
RandomDataGeneratorProgram.cs | |
RandomDataGeneratorSettings.cs | |
RandomPriceGenerator.cs | |
RandomValueGenerator.cs | |
RandomValueGeneratorException.cs | |
SecurityInitializerProvider.cs | |
TickGenerator.cs | |
TooManyFailedAttemptsException.cs | |
Bz2StreamProvider.cs | |
ConsolidatorDataProcessor.cs | |
CsvDataProcessor.cs | |
ExchangeInfoUpdater.cs | |
FactorFileGenerator.cs | |
FileStreamProvider.cs | |
FilteredDataProcessor.cs | |
GzipStreamProvider.cs | |
IDataProcessor.cs | |
IExchangeInfoDownloader.cs | |
IStreamParser.cs | |
IStreamProvider.cs | |
LazyStreamWriter.cs | |
LeanDataReader.cs | |
LeanInstrument.cs | |
LeanParser.cs | |
PipeDataProcessor.cs | |
Program.cs | |
RawFileProcessor.cs | |
TemporaryPathProvider.cs | |
TickAggregator.cs | |
ZipStreamProvider.cs | |