6ad123ad8c
Update regression algorithms stats
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- 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
499248fe12
Revert "Revert "Adding Support for Equity L1 Quote Data""
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This reverts commit 8cd8d206ca
2020-04-06 10:32:59 -03:00
486b2e6641
Update regression stats
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- Update expected OrderListHash in regression algorithms due to
serialization improvements
2020-03-31 12:21:13 -03:00
c6767780c2
Update regression test statistics
2020-03-26 18:29:29 -07:00
8cd8d206ca
Revert "Adding Support for Equity L1 Quote Data"
2020-03-11 19:16:05 -07:00
951e89314a
Update Regression tests
2020-03-11 14:34:16 -03:00
3b25ea4240
Update test after adding the new sample data
2020-03-11 14:34:16 -03:00
b7a503a096
Update Regression algorithms
2020-03-11 14:34:13 -03:00
0027ab1e66
Regression test assert order list hash
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- 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
61aa0d3a65
Updates regression statistics
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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
2f4929e685
Update regression algorithms
2019-09-29 21:50:44 -03:00
cb4c574eeb
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
cfa08a11fb
Address reviews
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- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
2019-04-03 21:55:44 -03:00
32ac3146b4
Merge Framework and Classic Algorithms
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- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00
5389f9bf8b
Implements python version of MaximumDrawdownPercentPortfolio
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- Implements python version of `MaximumDrawdownPercentPortfolio`
- Implements python version of `MaximumPortfolioDrawdownFrameworkAlgorithm`
2018-11-06 23:52:52 +00:00
537d168d4c
Fix algo description
2018-11-04 12:28:19 +08:00
c35649b1b5
Add support for trailing portfolio stop loss
2018-11-04 08:41:38 +08:00
f41315cb69
Remove non-conforming features
2018-10-25 23:40:50 +01:00
dfd8027715
Add regression algorithm - MaximumPortfolioDrawdownFrameworkAlgorithm
2018-10-25 00:03:57 +01:00
Martin Molinero