| ► 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 | |
| ► 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 | |
| BaseChain.cs | |
| BaseChains.cs | |
| BaseContract.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 | |
| BaseChainUniverseData.cs | |
| BaseDataCollection.cs | |
| BaseFundamentalDataProvider.cs | |
| CoarseFundamental.cs | |
| CoarseFundamentalDataProvider.cs | |
| CoarseFundamentalUniverse.cs | |
| ConstituentsUniverse.cs | |
| ConstituentsUniverseData.cs | |
| ContinuousContractUniverse.cs | |
| DerivativeUniverseData.cs | |
| ETFConstituentsUniverseFactory.cs | |
| ETFConstituentUniverse.cs | |
| FineFundamentalFilteredUniverse.cs | |
| FineFundamentalUniverse.cs | |
| FuncUniverse.cs | |
| FundamentalFilteredUniverse.cs | |
| FundamentalService.cs | |
| FundamentalUniverseFactory.cs | |
| FuturesChainUniverse.cs | |
| FutureUniverse.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 | |
| SignalExportTargetPythonWrapper.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 | |
| BaseSecurityDatabase.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 | |
| IChainUniverseData.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 | |
| 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 | |
| DataUniverseDownloaderGetParameters.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 | |
| BaseDataDownloadConfig.cs | |
| BrokerageDataDownloader.cs | |
| DataDownloadConfig.cs | |
| DataUniverseDownloadConfig.cs | |
| DownloaderDataProviderArgumentParser.cs | |
| Program.cs | |
| ► Engine | |
| ► DataFeeds | |
| ► Enumerators | |
| ► Factories | |
| BaseDataCollectionSubscriptionEnumeratorFactory.cs | |
| CorporateEventEnumeratorFactory.cs | |
| LiveCustomDataSubscriptionEnumeratorFactory.cs | |
| SubscriptionDataReaderSubscriptionEnumeratorFactory.cs | |
| TimeTriggeredUniverseSubscriptionEnumeratorFactory.cs | |
| AuxiliaryDataEnumerator.cs | |
| BaseDataCollectionAggregatorEnumerator.cs | |
| ConcatEnumerator.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 | |
| ChainProviderInitializeParameters.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 | |
| MultiSymbolIndicator.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 | |