Fix warnings CA1574 (#8186)

Algorithm/QCAlgorithm.History.cs

@@ -1249,7 +1249,7 @@ private void CheckPeriodBasedHistoryRequestResolution(IEnumerable<Symbol> symbol
         /// <remarks>
         /// This method is only used for Python algorithms, specially for those requesting custom data type history.
         /// The reason for using this method is that custom data type Python history calls to
-        /// <see cref="History{T}(QuantConnect.Symbol, int, Resolution?)"/> will always use <see cref="PythonData"/> (the custom data base class)
+        /// <see cref="History{T}(QuantConnect.Symbol, int, Resolution?, bool?, bool?, DataMappingMode?, DataNormalizationMode?, int?)"/> will always use <see cref="PythonData"/> (the custom data base class)
         /// as the T argument, because the custom data class is a Python type, which will cause the history data in the slices to not be matched
         /// to the actual requested type, resulting in an empty list of slices.
         /// </remarks>

Algorithm/QCAlgorithm.Trading.cs

@@ -188,7 +188,7 @@ public OrderTicket Order(Symbol symbol, decimal quantity)
         /// <param name="tag">Place a custom order property or tag (e.g. indicator data).</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
         /// <returns>The order ticket instance.</returns>
-        /// <seealso cref="MarketOrder(Symbol, decimal, bool, string)"/>
+        /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
         public OrderTicket Order(Symbol symbol, decimal quantity, bool asynchronous = false, string tag = "", IOrderProperties orderProperties = null)
         {
@@ -1203,7 +1203,7 @@ private OrderResponse PreOrderChecksImpl(SubmitOrderRequest request)
         /// <param name="symbolToLiquidate">Symbols we wish to liquidate</param>
         /// <param name="tag">Custom tag to know who is calling this.</param>
         /// <returns>Array of order ids for liquidated symbols</returns>
-        /// <seealso cref="MarketOrder(QuantConnect.Symbol,decimal,bool,string)"/>
+        /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
         public List<int> Liquidate(Symbol symbolToLiquidate = null, string tag = "Liquidated")
         {
@@ -1295,7 +1295,7 @@ public void SetMaximumOrders(int max)
         /// <param name="liquidateExistingHoldings">True will liquidate existing holdings</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
-        /// <seealso cref="MarketOrder(QuantConnect.Symbol,decimal,bool,string)"/>
+        /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
         public void SetHoldings(List<PortfolioTarget> targets, bool liquidateExistingHoldings = false, string tag = "", IOrderProperties orderProperties = null)
         {
@@ -1322,7 +1322,7 @@ public void SetHoldings(List<PortfolioTarget> targets, bool liquidateExistingHol
         /// <param name="liquidateExistingHoldings">liquidate existing holdings if necessary to hold this stock</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
-        /// <seealso cref="MarketOrder(QuantConnect.Symbol,decimal,bool,string)"/>
+        /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
         public void SetHoldings(Symbol symbol, double percentage, bool liquidateExistingHoldings = false, string tag = "", IOrderProperties orderProperties = null)
         {
@@ -1337,7 +1337,7 @@ public void SetHoldings(Symbol symbol, double percentage, bool liquidateExisting
         /// <param name="liquidateExistingHoldings">bool liquidate existing holdings if necessary to hold this stock</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
-        /// <seealso cref="MarketOrder(QuantConnect.Symbol,decimal,bool,string)"/>
+        /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
         public void SetHoldings(Symbol symbol, float percentage, bool liquidateExistingHoldings = false, string tag = "", IOrderProperties orderProperties = null)
         {
@@ -1352,7 +1352,7 @@ public void SetHoldings(Symbol symbol, float percentage, bool liquidateExistingH
         /// <param name="liquidateExistingHoldings">bool liquidate existing holdings if necessary to hold this stock</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
-        /// <seealso cref="MarketOrder(QuantConnect.Symbol,decimal,bool,string)"/>
+        /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
         public void SetHoldings(Symbol symbol, int percentage, bool liquidateExistingHoldings = false, string tag = "", IOrderProperties orderProperties = null)
         {
@@ -1370,7 +1370,7 @@ public void SetHoldings(Symbol symbol, int percentage, bool liquidateExistingHol
         /// <param name="liquidateExistingHoldings">bool flag to clean all existing holdings before setting new faction.</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
-        /// <seealso cref="MarketOrder(QuantConnect.Symbol,decimal,bool,string)"/>
+        /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
         public void SetHoldings(Symbol symbol, decimal percentage, bool liquidateExistingHoldings = false, string tag = "", IOrderProperties orderProperties = null)
         {

AlgorithmFactory/Loader.cs

@@ -382,12 +382,13 @@ public bool TryCreateAlgorithmInstanceWithIsolator(string assemblyPath, int ramL
             return complete && success && algorithmInstance != null;
         }
 
-
+        #pragma warning disable CS1574
         /// <summary>
         /// Unload this factory's appDomain.
         /// </summary>
         /// <remarks>Not used in lean engine. Running the library in an app domain is 10x slower.</remarks>
         /// <seealso cref="AppDomain.CreateDomain(string, Evidence, string, string, bool, AppDomainInitializer, string[])"/>
+        #pragma warning restore CS1574
         public void Unload() {
             if (appDomain != null)
             {

Api/Api.cs

@@ -1517,7 +1517,7 @@ public Organization ReadOrganization(string organizationId = null)
         /// <param name="target">Target of the optimization, see examples in <see cref="PortfolioStatistics"/></param>
         /// <param name="targetTo">Target extremum of the optimization, for example "max" or "min"</param>
         /// <param name="targetValue">Optimization target value</param>
-        /// <param name="strategy">Optimization strategy, <see cref="GridSearchOptimizationStrategy"/></param>
+        /// <param name="strategy">Optimization strategy, <see cref="QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy"/></param>
         /// <param name="compileId">Optimization compile ID</param>
         /// <param name="parameters">Optimization parameters</param>
         /// <param name="constraints">Optimization constraints</param>
@@ -1563,7 +1563,7 @@ public Estimate EstimateOptimization(
         /// <param name="target">Target of the optimization, see examples in <see cref="PortfolioStatistics"/></param>
         /// <param name="targetTo">Target extremum of the optimization, for example "max" or "min"</param>
         /// <param name="targetValue">Optimization target value</param>
-        /// <param name="strategy">Optimization strategy, <see cref="GridSearchOptimizationStrategy"/></param>
+        /// <param name="strategy">Optimization strategy, <see cref="QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy"/></param>
         /// <param name="compileId">Optimization compile ID</param>
         /// <param name="parameters">Optimization parameters</param>
         /// <param name="constraints">Optimization constraints</param>

Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportManager.cs

@@ -80,7 +80,7 @@ public bool SetTargetPortfolioFromPortfolio()
 
         /// <summary>
         /// Obtains an array of portfolio targets from algorithm's Portfolio and returns them.
-        /// See  <see cref="PortfolioTarget.Percent(IAlgorithm, Symbol, decimal, bool)"/> for more
+        /// See  <see cref="PortfolioTarget.Percent(IAlgorithm, Symbol, decimal, bool, string)"/> for more
         /// information about how each symbol quantity was calculated
         /// </summary>
         /// <param name="targets">An array of portfolio targets from the algorithm's Portfolio</param>

Common/CapacityEstimate.cs

@@ -112,13 +112,15 @@ public void OnOrderEvent(OrderEvent orderEvent)
             _monitoredSymbolCapacitySet.Add(symbolCapacity);
         }
 
+        #pragma warning disable CS1574
         /// <summary>
         /// Updates the market capacity for any Symbols that require a market update.
         /// Sometimes, after the specified <seealso cref="_snapshotPeriod"/>, we
         /// take a "snapshot" (point-in-time capacity) of the portfolio's capacity.
         ///
         /// This result will be written into the Algorithm Statistics via the <see cref="BacktestingResultHandler"/>
         /// </summary>
+        #pragma warning restore CS1574
         public void UpdateMarketCapacity(bool forceProcess)
         {
             for (var i = _monitoredSymbolCapacity.Count - 1; i >= 0; --i)

Common/Data/Auxiliary/FactorFile.cs

@@ -63,7 +63,7 @@ public abstract class FactorFile<T> : IFactorProvider
         public string Permtick { get; }
 
         /// <summary>
-        /// Initializes a new instance of the <see cref="FactorFile"/> class.
+        /// Initializes a new instance of the <see cref="FactorFile{T}"/> class.
         /// </summary>
         protected FactorFile(string permtick, IEnumerable<T> data, DateTime? factorFileMinimumDate = null)
         {

Common/Data/Auxiliary/LocalDiskFactorFileProvider.cs

@@ -51,7 +51,7 @@ public void Initialize(IMapFileProvider mapFileProvider, IDataProvider dataProvi
         }
 
         /// <summary>
-        /// Gets a <see cref="FactorFile"/> instance for the specified symbol, or null if not found
+        /// Gets a <see cref="FactorFile{T}"/> instance for the specified symbol, or null if not found
         /// </summary>
         /// <param name="symbol">The security's symbol whose factor file we seek</param>
         /// <returns>The resolved factor file, or null if not found</returns>

Common/Data/Auxiliary/LocalZipFactorFileProvider.cs

@@ -80,7 +80,7 @@ public void Initialize(IMapFileProvider mapFileProvider, IDataProvider dataProvi
         }
 
         /// <summary>
-        /// Gets a <see cref="FactorFile"/> instance for the specified symbol, or null if not found
+        /// Gets a <see cref="FactorFile{T}"/> instance for the specified symbol, or null if not found
         /// </summary>
         /// <param name="symbol">The security's symbol whose factor file we seek</param>
         /// <returns>The resolved factor file, or null if not found</returns>

Common/Extensions.cs

@@ -593,8 +593,8 @@ public static bool IsEmpty(this BaseSeries series)
         }
 
         /// <summary>
-        /// Returns if the specified <see cref="Chart"/> instance  holds no <see cref="Series"/>
-        /// or they are all empty <see cref="IsEmpty(Series)"/>
+        /// Returns if the specified <see cref="Chart"/> instance holds no <see cref="Series"/>
+        /// or they are all empty <see cref="Extensions.IsEmpty(BaseSeries)"/>
         /// </summary>
         public static bool IsEmpty(this Chart chart)
         {

Common/Interfaces/IApi.cs

@@ -201,6 +201,7 @@ public interface IApi : IDisposable
         /// <exception cref="ArgumentException"></exception>
         public InsightResponse ReadBacktestInsights(int projectId, string backtestId, int start = 0, int end = 0);
 
+        #pragma warning disable CS1574
         /// <summary>
         /// Estimate optimization with the specified parameters via QuantConnect.com API
         /// </summary>
@@ -214,6 +215,7 @@ public interface IApi : IDisposable
         /// <param name="parameters">Optimization parameters</param>
         /// <param name="constraints">Optimization constraints</param>
         /// <returns>Estimate object from the API.</returns>
+        #pragma warning restore CS1574
         public Estimate EstimateOptimization(
             int projectId,
             string name,
@@ -225,6 +227,7 @@ public Estimate EstimateOptimization(
             HashSet<OptimizationParameter> parameters,
             IReadOnlyList<Constraint> constraints);
 
+        #pragma warning disable CS1574
         /// <summary>
         /// Create an optimization with the specified parameters via QuantConnect.com API
         /// </summary>
@@ -241,6 +244,7 @@ public Estimate EstimateOptimization(
         /// <param name="nodeType">Optimization node type</param>
         /// <param name="parallelNodes">Number of parallel nodes for optimization</param>
         /// <returns>BaseOptimization object from the API.</returns>
+        #pragma warning restore CS1574
         public OptimizationSummary CreateOptimization(
             int projectId,
             string name,

Common/Interfaces/IFactorFileProvider.cs

@@ -20,7 +20,7 @@
 namespace QuantConnect.Interfaces
 {
     /// <summary>
-    /// Provides instances of <see cref="FactorFile"/> at run time
+    /// Provides instances of <see cref="FactorFile{T}"/> at run time
     /// </summary>
     [InheritedExport(typeof(IFactorFileProvider))]
     public interface IFactorFileProvider
@@ -34,7 +34,7 @@ public interface IFactorFileProvider
         void Initialize(IMapFileProvider mapFileProvider, IDataProvider dataProvider);
 
         /// <summary>
-        /// Gets a <see cref="FactorFile"/> instance for the specified symbol, or null if not found
+        /// Gets a <see cref="FactorFile{T}"/> instance for the specified symbol, or null if not found
         /// </summary>
         /// <param name="symbol">The security's symbol whose factor file we seek</param>
         /// <returns>The resolved factor file, or null if not found</returns>

Common/Interfaces/IRegressionResearchDefinition.cs

@@ -20,11 +20,13 @@ namespace QuantConnect.Interfaces
     /// </summary>
     public interface IRegressionResearchDefinition
     {
+        #pragma warning disable CS1574
         /// <summary>
         /// This is used by the research regression test system to validate the output
         /// </summary>
         /// <remarks>Requires to be implemented last in the file <see cref="ResearchRegressionTests.UpdateResearchRegressionOutputInSourceFile"/>
         /// get should start from next line</remarks>
+        #pragma warning restore CS1574
         string ExpectedOutput { get; }
     }
 }

Common/Messages/Messages.Algorithm.Framework.Alphas.Analysis.cs

@@ -46,7 +46,7 @@ public static string ZeroInitialPriceValue(DateTime frontierTimeUtc, Algorithm.F
         }
 
         /// <summary>
-        /// Provides user-facing messages for the <see cref="Algorithm.Framework.Alphas.Analysis.ReadOnlySecurityValuesCollection"/> class and its consumers or related classes
+        /// Provides user-facing messages for the <see cref="ReadOnlySecurityValuesCollection"/> class and its consumers or related classes
         /// </summary>
         public static class ReadOnlySecurityValuesCollection
         {

Common/Messages/Messages.QuantConnect.cs

@@ -31,7 +31,7 @@ namespace QuantConnect
     public static partial class Messages
     {
         /// <summary>
-        /// Provides user-facing messages for the <see cref="QuantConnect.AlphaRuntimeStatistics"/> class and its consumers or related classes
+        /// Provides user-facing messages for the <see cref="AlphaRuntimeStatistics"/> class and its consumers or related classes
         /// </summary>
         public static class AlphaRuntimeStatistics
         {

Common/Messages/Messages.Securities.cs

@@ -178,7 +178,7 @@ public static string MarginBeingAdjustedInTheWrongDirectionUnderlyingSecurityInf
         }
 
         /// <summary>
-        /// Provides user-facing messages for the <see cref="Securities.PositionGroupBuyingPowerModel"/> class and its consumers or related classes
+        /// Provides user-facing messages for the <see cref="Securities.Positions.PositionGroupBuyingPowerModel"/> class and its consumers or related classes
         /// </summary>
         public static class PositionGroupBuyingPowerModel
         {

Common/Optimizer/Parameters/OptimizationParameterJsonConverter.cs

@@ -22,7 +22,7 @@ namespace QuantConnect.Optimizer.Parameters
 {
     /// <summary>
     /// Override <see cref="OptimizationParameter"/> deserialization method.
-    /// Can handle <see cref="OptimizationArrayParameter"/> and <see cref="OptimizationStepParameter"/> instances
+    /// Can handle <see cref="OptimizationStepParameter"/> instances
     /// </summary>
     public class OptimizationParameterJsonConverter : JsonConverter
     {

Common/Optimizer/Parameters/OptimizationStepParameter.cs

@@ -41,11 +41,13 @@ public class OptimizationStepParameter : OptimizationParameter
         [JsonProperty("step")]
         public decimal? Step { get; set; }
 
+        #pragma warning disable CS1574
         /// <summary>
         /// Minimal possible movement for current parameter, should be positive
         /// </summary>
         /// <remarks>Used by <see cref="Strategies.EulerSearchOptimizationStrategy"/> to determine when this parameter can no longer be optimized</remarks>
         [JsonProperty("minStep")]
+        #pragma warning restore CS1574
         public decimal? MinStep { get; set; }
 
         /// <summary>

Common/Securities/Option/OptionStrategyPositionGroupBuyingPowerModel.cs

@@ -445,7 +445,7 @@ public override InitialMargin GetInitialMarginRequiredForOrder(PositionGroupInit
 
         /// <summary>
         /// Gets the initial margin required for the specified contemplated position group.
-        /// Used by <see cref="GetReservedBuyingPowerImpact"/> to get the contemplated groups margin.
+        /// Used by <see cref="QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel.GetReservedBuyingPowerImpact"/> to get the contemplated groups margin.
         /// </summary>
         protected override decimal GetContemplatedGroupsInitialMargin(SecurityPortfolioManager portfolio, PositionGroupCollection contemplatedGroups,
             List<IPosition> ordersPositions)

Common/Securities/Volatility/IndicatorVolatilityModel.cs

@@ -24,7 +24,6 @@ namespace QuantConnect.Securities
     /// Provides an implementation of <see cref="IVolatilityModel"/> that uses an indicator
     /// to compute its value
     /// </summary>
-    /// <typeparam name="T">The indicator's input type</typeparam>
     public class IndicatorVolatilityModel : BaseVolatilityModel
     {
         private readonly IIndicator _indicator;

Common/Util/PythonUtil.cs

@@ -171,7 +171,7 @@ public static string PythonExceptionParser(PythonException pythonException)
         }
 
         /// <summary>
-        /// Parsers <see cref="PythonException.Message"/> into a readable message
+        /// Parsers <see cref="Exception.Message"/> into a readable message
         /// </summary>
         /// <param name="message">The python exception message</param>
         /// <returns>String with relevant part of the stacktrace</returns>

Engine/DataFeeds/Enumerators/DataQueueOptionChainUniverseDataCollectionEnumerator.cs

@@ -27,7 +27,7 @@
 namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
 {
     /// <summary>
-    /// Enumerates live options symbol universe data into <see cref="OptionChainUniverseDataCollection"/> instances
+    /// Enumerates live options symbol universe data into <see cref="BaseDataCollection"/> instances
     /// </summary>
     public class DataQueueOptionChainUniverseDataCollectionEnumerator : IEnumerator<BaseDataCollection>
     {