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
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
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
2812ad6f8e
Address reviews. Improvement
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- Improve mechanism to fetch open orders quantity, based on method used
by the `ImmediateExecutionModel`
- Adding unit test
2019-11-06 12:14:10 -03:00
9b507bbf34
Fix SetHoldings OnMarketOpen orders
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- `SetHoldings` will take `OnMarketOpen` ordes into account when
determining order quantity
- Adding new regression test. Updating existing algorithms which
suffered of the issue
- Adding a performance improvement, will avoid margin and portfolio
calculations for MarketOnOpen orders that wont be able to fill
2019-11-05 21:05:49 -03:00
Martin Molinero