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Update regression algorithms

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This commit is contained in:
Jhonathan Abreu
2025-10-17 10:58:41 -04:00
parent 0678de396d
commit 30c19e22a8
24 changed files with 62 additions and 99 deletions
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Algorithm.CSharp/CustomSecurityInitializerAlgorithm.cs
+4 -4
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@@ -1,4 +1,4 @@
/*
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
@@ -37,7 +37,7 @@ namespace QuantConnect.Algorithm.CSharp
// set our initializer to our custom type
SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage);
var funcSecuritySeeder = new FuncSecuritySeeder(CustomSeedFunction);
SetSecurityInitializer(new CustomSecurityInitializer(BrokerageModel, funcSecuritySeeder, DataNormalizationMode.Raw));
SetSecurityInitializer(new CustomSecurityInitializer(BrokerageModel, DataNormalizationMode.Raw));
SetStartDate(2013, 10, 01);
SetEndDate(2013, 11, 01);
@@ -83,8 +83,8 @@ namespace QuantConnect.Algorithm.CSharp
/// <param name="brokerageModel">The brokerage model used to get fill/fee/slippage/settlement models</param>
/// <param name="securitySeeder">The security seeder to be used</param>
/// <param name="dataNormalizationMode">The desired data normalization mode</param>
public CustomSecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder, DataNormalizationMode dataNormalizationMode)
: base(brokerageModel, securitySeeder)
public CustomSecurityInitializer(IBrokerageModel brokerageModel, DataNormalizationMode dataNormalizationMode)
: base(brokerageModel, SecuritySeeder.Null)
{
_dataNormalizationMode = dataNormalizationMode;
}