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* Fix performance degradation on expirying assets - Options would expire and get removed, when the universe removed the security it would never be reseted on universe selection, causing leaks - Minor improvement for composer assembly loading - Minor improvement for loading exception interepreters, so it uses composer * Minor regression test fix * Add new benchmark algorithm
…9062) * Adds Missing Indicator Constructor Overloads with name Parameter * Fix Typoes
- For equity history requests, we will only ask the first provider which returns a valid reply, improvements thought for live trading QC+IB
Remove no longer valid unit test
* feat: implement ModifyOrderToFill in TrailingStopOrderTestParameters * feat: prevent update TrailingOrder not equal SecurityType.Equity * Revert "feat: prevent update TrailingOrder not equal SecurityType.Equity" This reverts commit 35548dc. * rename: variable in TrailingStopOrderTestParameters
* Prevent adding zero quantity currencies to CashBook * Solve review comments * Solve new review comments * Add unit test
Match the class name: `Stochastic`. Fixes summaries.
* Initial solution * Solve review comments * Add PythonSelectionModelHandler to reduce code duplication * Refactor universe selection models * Add python instance to Selection Models with virtual/override methods * Add python instance to Alpha Models * Add python instance to Execution models * Solve review comments * Solve new review comments * Fix calling SetPythonInstance only when method exists and is callable * Use unit test instead of regression algorithms * Solve review comments * Set python instance to the models * Initialize Python containers only when instance is set * Replace try-catch with explicit method existence check * Initialize containers in BasePythonWrapper only when needed * Add null instance check before method invocation * Refactor TryExecuteMethod * Refactor Python wrappers which inherit from BasePythonWrapper<> * Solve review comments * Remove ununsed methods * Solve review comments
* test:feat: parse different future option file name csv * test:refactor: ReadSymbolFromZipEntry
* Refactor user define universe handling - Normalize user define universe additions and removals to behave like other subscriptions without requiting special handling * Minor fixes
* Add SeedInitialPrices algorithm setting This is true by default and indicates that the engine will seed initial prices right after the security is added or selected * Update regression algorithms * Update regression algorithms * Update regression algorithms * Refactor default securities seeding * Minor fix * Minro fixes * Cleanup * Updated and add regression algorithms * Address peer review * Centralize logic to get last known data for multiple securities * Some cleanup * Minor build fix * Minor fixes * More logic centralization * Some more cleanup * Cleanup * Update regression algorithms and minor fixes * Update regression algorithms * Minor fix * More minor fixes * Update regression algorithms * Cleanup * Minor test fix * Address peer review * Minor fix and performance improvement * Fix to seed open interest data * Minor test fixes * Address peer review * Minor change * Minor revert * Minor fixes and improvements * Disable initial seeding by default * Minor fixes * Cleanup * Cleanup * Minor fix
* Increase option strike digits precision to 6 - Increase option strike digits precision to 6. Adding unit test * test:fix: couple of build tests * fix:test: Asset CUSIP and OrderListHash in Regression Algorithms * test:fix: several regression algos * test:fix: old Symbol CUSIPs to new ones --------- Co-authored-by: Romazes <romazes20@gmail.com>
* Docs(Algorithm): Add XML code references Adds XML documentation tags (<see/>, <paramref/>) to code references within the Algorithm folder. This improves code navigation, IntelliSense, and helps the stubs generator tool to correctly map C# elements. Resolves #9016 * Fix missing newline at end of QCAlgorithm.cs * Update print statement from 'Hello' to 'Goodbye' * Fix documentation for market parameter in crypto methods
* fix: use decimal instead long in Scale's LeanData test:feat: validate naming with large precision * feat: use normalization in Scale's LeanData test:fix: strike precisions * fix: use str normalization in Scale's LeanData
* Track security addition and removal sent notifications * Minor regression algorithm fixes * Fix regression algorithms data points count * Add description to new regression algorithms * Simplify tracking removal notifications * Cleanup
* Add ExtendedDictionary implementations - Add DefaultExtendedDictionary<TKey, TValue> class - Add ReadOnlyExtendedDictionary<TKey, TValue> class - Refactor exposed dictionaries * Make DataDictionary inherits from DefaultExtendedDictionary * Refactor UniverseManager * Return ReadOnlyExtendedDictionary in GetParameters() * Solve review comments * Remove unnecesary property, no longer required * Reduce code duplication * Solve new review comments * Remove unnecesary constraints * Replace BaseExtendedDictionary with DataDictionary in GetLastKnownPrices method * Remove unused extensions
* Make DataDictionary ordered by key (symbol) * Cache DataDictionary sorted items * Minor tests fixes * Minor changes * Minor changes
* Initial solution * Add unit tests * Fix constructor parameter mismatch in ConstantAlphaModel * Delete unused constructor
* Avoid emitting overlapping fill forward data * Cleanup
* Centralize Python/C# model detection logic * Improve helper method * Remove unnecessary conditionals * Fix unit tests * Refactor QCAlgorithm.python.cs to use the new helper method for models * Solve review comments * Clean up Python wrapper exception * Update XML comments to better describe T and TWrapper in CreateModelOrWrapper * Join unit tests in TestCases * Solve review comments * Replace manual TryConvert checks with CreateInstanceOrWrapper helper
* add dYdX market constant * Add dYdX market constant and update symbol properties database * get Gaz limit from order properties or default value * wip * add symbol properties * add more dydx order props * update symbol properties * Add dYdX brokerage and fee model * Update dYdX configuration fields * undone meta files * minor tweaks * fix file ending * Add dYdX brokerage support to BrokerageName and IBrokerageModel * Refine dYdX fee model integration and update configuration defaults * Replace custom order size validation in dYdXBrokerageModel with DefaultBrokerageModel implementation * undone changes * Add market hours for dYdX CryptoFuture
* rebase Add 2026 EUREX, CFE and ICE Holidays * Remove entries present in generic entry For some ICE Future entries, there were holidays that were already present in their generic entry (Future-ice-[*]), so those dates were removed from the entry
…9190) * Remove dates present in cme generic entry * Remove dates present in cbot generic entry * Remove dates present in nymex generic entry * Remove dates present in comex generic entry * Remove dates present in oanda generic entry * Remove dates present in SGX and HKFE generic entries
* Remove dates present in generic entries * Remove dates present in IB generic entry
* Remove dates present in IB generic entry part 7 * Remove dates present in IB generic entry part 8
* Remove dates present in IB generic entry part 9 * Remove dates in IB generic entry part 10
…DB (#9204) * Add 2026 Oanda holidays * Add 2026 new year holiday SGX * Add Cfd-interactivebrokers 2026 holidays * Remove wrong holidays in Forex-oanda-[*] * Nit change
Remove wrong holidays in CME group Dairy, Livestock and Lumber products. There was also a wrong holidays in Future-cbot-KE
…9209) * Fix HistoryRequest DataMappingMode default to use security configuration * Solve review comments * Make HistoryRequest inherit existing subscription configuration values generically * Exclude any class that inherits from BaseChainUniverseData * Reuse existing filter for user configuration * Solve review comments * Normalize DataMappingMode * Minor fix
* Fix NullReferenceException in SecurityService * Simplify the unit test * Add unit test for RandomDataGenerator * Improve unit test name * Solve review comments
* feat: override ToString() in several Event Args * fix: typo
* Reduce excessive logs * Revert unnecesary log changes
…9215) * Fix SessionBar EndTime overflow * Fix broken tests * Update python regression tests * Solve review comments * Revert changes * Prevent overflow from Time + Period
* Add total performance statistics to live result files * Truncate closed trades in live results * Avoid adding totalPerformance to live minute result file * Deprecated Trade.Symbol in favor of new Trade.Symbols * Fixes for Trade serialization * Add trades json serialization tests * Cleanup
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