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
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
4584088a9e
Address reviews
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- Refactor to avoid calling rebalancing function twice in the same loop
- Refactor making portfolio rebalance setting instance based instead of
static
2020-02-13 16:10:52 -03:00
0845f0802d
Unknown next rebalance time
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- Adding new `Func<DateTime, DateTime?>` that allows PCM to return null
if the next rebalance time is null, in which case the function will be
called again in the next loop.
- Adjusting PCM next rebalance time check to perform rebalance once the
time is reached
- Adding new regression test. Updating existing
2020-02-13 16:10:52 -03:00
e6d07d6305
Add new regression algorithms
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- Adding new regression algorithms setting PCM.RebalanceOnSecurityChanges
and PCM.RebalanceOnInsightChanges to false
2020-02-11 17:36:27 -03:00
Martin Molinero