Fixes for QCAlgorithm.Indicators.Consolidate API

- Fixes for 3 QCAlgorithm.Indicators.Consolidate API methods
- Adding C# and Py regression test
This commit is contained in:
Martin Molinero
2020-03-23 20:15:50 -03:00
parent 899ea03a1c
commit eb533b9954
5 changed files with 251 additions and 3 deletions
@@ -82,6 +82,7 @@
<Content Include="BasicTemplateOptionsConsolidationAlgorithm.py" />
<Content Include="Benchmarks\SECReportBenchmarkAlgorithm.py" />
<Content Include="Benchmarks\SmartInsiderEventBenchmarkAlgorithm.py" />
<Content Include="ConsolidateRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataCoarseSelectionRegressionAlgorithm.py" />
<Content Include="DynamicSecurityDataAlgorithm.py" />