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feature-optimize-python-load
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3 Commits

Author SHA1 Message Date
Martin Molinero 938047de47 Will ignore flat insights 
- `Flat` insights will be ignored both for scoring (`InsightManager`)
and for statistics (`StatisticsInsightManagerExtension`). Adding unit
tests
 2019-04-16 20:39:55 -03:00
Martin Molinero 9d5b1f5be6 Fix auto generated insight period 
- Updating regression test to assert of period value
 2019-03-28 18:43:09 -03:00
Martin Molinero 5b04cfe202 Emiting Insights based on Fills 
- Classic Algorithms will emight insights based on order fills.
   - To be able to update generated insights closed time, we will not
   clone emitted insights.
   - `InsightAnalysisContext` will update `AnalysisEndTimeUtc` when the
   Insight period is closed and the period is `EndOfTimeTimeSpan`
- Adding new regression algorithm asserting on the new emitted insights
- Adding unit tests
- `LiveTradingResultHandler` will store `AlphaRunTimeStatistics`
- Making `DefaultAlphaHandler.ProcessAsynchronousEvents` virtual to
facilitate cloud changes
 2019-03-26 16:09:22 -03:00