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feature-notebook-engine
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10 Commits

Author SHA1 Message Date
Martin Molinero 6ad123ad8c Update regression algorithms stats 
- Update regression algorithms stats after making SecurityCache ignore
  QuoteBars for equity for OHCL values and GetLastData(). They were
  affected since the `BenchmarkSecurity` used `.Price` which was QB for
  equities. Order list hashes changed because SubmissionLastPrice will
  now be TB instead of QB
 2020-04-08 19:31:42 -03:00
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 486b2e6641 Update regression stats 
- Update expected OrderListHash in regression algorithms due to
serialization improvements
 2020-03-31 12:21:13 -03:00
Jack Simonson c6767780c2 Update regression test statistics 2020-03-26 18:29:29 -07:00
Jared 8cd8d206ca Revert "Adding Support for Equity L1 Quote Data" 2020-03-11 19:16:05 -07:00
D 3b25ea4240 Update test after adding the new sample data 2020-03-11 14:34:16 -03:00
Juan José D'Ambrosio b7a503a096 Update Regression algorithms 2020-03-11 14:34:13 -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
Martin Molinero 62753b5425 Adding Security.NullLeverage 
- Adding `Security.NullLeverage` value to determine when the
`SecurityInitializer` leverage should be used or not
- Adding regression algorithm which reproduces the issue
 2019-10-30 20:03:37 -03:00