f135fb8060
Bug Backtesting Brokerage Clones ( #4644 )
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* fix order updates
* Fix option exercise issue
* Regression changes
* Update regressions to reflect fixes
* Refactor handling of order to fully fix #2846
* Regression Algorithm for unit test
* Pre review
* Fix breaking tests
* OrderImmutability Regression Algo
* OrderImmutability Regression Algo Compile
* Address review
* Update regressions with new orderhash
2020-09-09 19:44:56 -03:00
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
2a0b73e1cf
Update regression algorithms
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- Update regression algorithms after removing order based insights
2020-04-01 20:37:20 -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
50b3efe12e
Address reviews
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- Disable order event streaming in backtest
- Add new OrderEvent IsUpdate flag to be set by the different brokerage
implementations
- Update regression test stats after rebase
2020-03-30 13:40:49 -03:00
78ae2d7e1b
Add Price and Quantity to OrderEvent
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- Adding order current Quantity, StopPrice and LimitPrice to the
OrderEvent instance
- Adding OrderTicketDemoAlgorithm as a regression test
2020-03-30 11:07:18 -03:00
49af364055
Update Algorithm.CSharp to respect CA1304 and CA1305
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Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture
See #3045
2019-09-12 15:30:45 -04:00
b94e62f796
fix sign typo
2018-01-25 15:03:58 -05:00
fb7d1994ff
Tidy and add tags
2017-09-20 17:14:44 -04:00
bc26980665
Fixes 6 warnings with code CS0108 ( #910 )
2017-05-12 09:30:10 -04:00
e1938baafe
Clean up using directives
2015-09-01 22:17:35 -04:00
3317d0b77a
Adds OrderTicketDemoAlgorithm
2015-08-12 13:10:23 -04:00
Colton Sellers