ac7a2601f2
Remove obsolete ISecurityTransactionModel
...
This commit will allow an easier `FillModel` refactor:
- Removing `ISecurityTransactionModel` and its implementations
- Merging identicall tests from `EquityTransactionModelTests`,
`ForexTransactionModelTests` and `SecurityTransactionModelTests` under
`ImmediateFillModelTests`. This was possible because the mentioned
`TransactionModels` implementations used `ImmediateFillModel`
2018-11-09 15:22:37 -03:00
0ab0405df8
Fix for typo in IContinuousContractModel
...
Fix for synchronization bug in IQFeedDataQueueUniverseProvider
2016-11-08 21:25:09 +01:00
5803115548
Option splits and renames in backtesting. Added regression tests.
2016-10-26 21:20:03 +02:00
1e514ea403
- Added continuous contract model interface
...
- Fixed several bugs in backtesting
2016-10-17 13:14:38 +02:00
239e0b3f97
Added interface. First cut.
2016-10-05 19:04:22 +02:00
20bc747589
Changes from review
2015-12-17 11:33:49 -05:00
52a4c8df5b
Moved new models to Orders\model-type folders
2015-12-16 20:32:39 -05:00
88a4995345
Renamed IFillModel -> IOrderFillModel
2015-12-16 18:46:21 -05:00
1df249e176
Split out ISlippageModel
2015-12-16 18:46:15 -05:00
ee8bb45db2
Renames IFeeModel to IOrderFeeModel
2015-12-14 14:50:49 -05:00
4f814dfb75
Remove obsoleted ISecurityTransactionModel methods
2015-12-14 14:48:54 -05:00
c3c7fb257a
Splits ISecurityTransactionModel into IFeeModel and IFillModel
2015-12-14 14:48:07 -05:00
fac6f46a9a
New Statistics implementation
...
Added Trade and TradeBuilder classes
Added UtcTime and OrderFee property to OrderEvent class
Added AlgorithmPerformance class with a few metrics + tests
Added portfolio statistics + rolling statistics
Closes #30 via PR #164
Thanks @SteffanoRaggi!
2015-09-16 20:48:02 -04:00
fde0cbed3a
Strip out block quote section header comments
2015-06-13 16:04:27 -04:00
887faa24e7
Adds support for hourly/daily data to LEAN engine
2015-06-02 21:44:44 -04:00
099cee9b3f
Implements MarketOnOpen and MarketOnClose order types
2015-05-26 19:20:05 -04:00
89b6e98af8
Fixes warnings mostly relating to xml comments
...
Also cleans up some block comments
Via PR#72 - thanks @ammachado!
2015-05-13 10:56:47 -04:00
b26e438e86
Adds Forex fee model that follows IB
2015-04-15 16:18:49 -04:00
18f4c7f89b
Added StopLimitFill to interface and tidied up comments
2015-02-27 18:12:09 -03:00
097543ec6a
Rewrite transaction models to handle new order types, remove fill method, obsolete previous Order based fill methods
2015-02-23 14:59:08 -03:00
b3de520915
Initial commit
2015-01-12 12:03:33 -03:00
Martin Molinero