Commit Graph

13 Commits

Author SHA1 Message Date
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data""
This reverts commit 8cd8d206ca.
2020-04-06 10:32:59 -03:00
Martin Molinero 2a0b73e1cf Update regression algorithms
- Update regression algorithms after removing order based insights
2020-04-01 20:37:20 -03:00
Martin Molinero 486b2e6641 Update regression stats
- Update expected OrderListHash in regression algorithms due to
serialization improvements
2020-03-31 12:21:13 -03:00
Jared 8cd8d206ca Revert "Adding Support for Equity L1 Quote Data" 2020-03-11 19:16:05 -07:00
Juan José D'Ambrosio 951e89314a Update Regression tests 2020-03-11 14:34:16 -03:00
Martin Molinero 0027ab1e66 Regression test assert order list hash
- Regression tests assert order list hash value
- Normalizing some regression test behavior that had differences between
C# and Py
2020-02-19 20:26:12 -03:00
Gerardo Salazar 61aa0d3a65 Updates regression statistics
Please note that with these changes, any algorithms that
use daily data exclusively will have incorrect statistics.
2020-01-16 14:03:54 -08:00
Michael Handschuh 380caa5203 Add IRegressionAlgorithmDefinition.CanRunLocally
This flag indicates whether or not the local regression test system,
via RegressionTests.AlgorithmStatisticsRegression should run a given
IRegressionAlgorithmDefinition
2018-07-18 15:57:11 -04:00
Martin Molinero 96dc5e8673 Moving IRegressionAlgorithmDefinition to QuantConnect.Common 2018-07-03 13:34:27 -03:00
Michael Handschuh 8402b6f01e Update factor files to 2018.06.04
It's important that we keep the factor files consistent with respect to
the date that they were generated. This enables us to run the regression
algorithms in the cloud and get the same results by using the factor files
from the correct date.
2018-06-07 12:16:45 -04:00
Michael Handschuh 9ee61f425c Refactor regression algorithm to IRegressionAlgorithmDefinition
A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the  C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
2018-06-05 12:10:50 -04:00
Jared Broad fb7d1994ff Tidy and add tags 2017-09-20 17:14:44 -04:00
Stefano Raggi eac552169d Add regression algorithms for splits with hourly data 2017-06-06 18:35:44 +02:00