- Update quantity to decimal in OptionExerciseOrder
- Update FractionalQuantityRegressionAlgorithm to use QuoteBarConsolidator
- Update FractionalQuantityRegressionAlgorithm stats
- Truncate order quantity to int in IB exerciseOptions
- Truncate order quantity to int in FuzzyInferenceAlgorithm
In some examples, we have been using Portfolio.Cash to calculate the quantity of shares in orders. This is a bad advice for users, since Portfolio.Cash does not account loses in other positions and its use can lead to invalid orders due to insufficient capital. Instead, users should use Portfolio.MarginRemaining.
FuzzyInferenceAlgorithm and LiveFeaturesAlgorithm had minor changes to perform backtests with available data
Jared Broad