Commit Graph

5 Commits

Author SHA1 Message Date
Martin Molinero c77a7b9116 Add performance note 2019-06-04 19:05:36 -03:00
Martin Molinero ee4f8fee82 Overall performance improvements
- `TimeSliceFactory` will avoid creating empty collections
- `ExecutionModels` will check target collection count before trying to
enumerate
- Reduce calls to .`TotalPortfolioValue`
- `SecurityValues` will only be created when required
- `TimeKeeper` will use TimeZone unique Id as dictionary key. The
TimeZone hash is expensive.
- `AlgorithmManager` will avoid calling `DateTime.UtcNow`,
`ConvertFromUtc()` and `RoundDownInTimeZone()`
2019-06-03 15:09:02 -03:00
Stefano Raggi 9d3c1df5f3 Fix execution models to handle partially filled orders 2019-05-24 11:50:31 +02:00
Martin Molinero 19f1806ddc Address review: readd Framework project 2019-04-03 21:55:43 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00