ac7a2601f2
Remove obsolete ISecurityTransactionModel
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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
1997197f47
Fix failing unit tests
2018-09-18 12:10:42 -03:00
41873b2315
Fixing unit tests
2018-08-31 16:06:41 -03:00
83897a7b88
Portfolio target percent respects FreePortfolioValuePercentage
2018-08-28 12:03:56 -03:00
78742e5df6
Adding cash buffer for IB Cash Accounts
2018-08-10 17:21:50 -03:00
6da57a1e12
Improving GetMaximumOrderQuantityForTargetValue
2018-08-03 16:26:14 -03:00
7806466a24
Fix SetHoldings not taking into account pending market orders
2018-06-29 15:02:27 +02:00
bd89c2cb1b
Fix currency conversion in CashBook.Convert
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Fixes #1813
2018-03-30 20:44:49 +02:00
59cb7d58d8
Update test expected value due to cash model
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Shorts are not allowed with cash model.
2018-02-12 17:38:13 +01:00
f08184c0ae
Revert class name changes from #1506
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This caused several user algorithms to break. Also, its still correct to
call these margin models.
2018-02-04 14:20:38 -05:00
acb5db6cf5
Rename Security.MarginModel to BuyingPowerModel
2018-01-31 11:47:34 +01:00
baced83ac4
Rename interface ISecurityMarginModel to IBuyingPowerModel
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Also renamed all existing margin models to buying power models:
- SecurityMarginModel -> SecurityMarginBuyingPowerModel
- FutureMarginModel -> FutureMarginBuyingPowerModel
- OptionMarginModel -> OptionMarginBuyingPowerModel
2018-01-31 11:47:34 +01:00
b5c5329522
Fix failing test
2018-01-15 14:36:51 +01:00
4c1eb022d3
Adds unit tests for decimal cases
2017-12-04 14:04:28 +00:00
dc0f5c649b
Fix failing test
2017-10-26 18:15:08 +02:00
9139ca7c40
Merge master into issue-330/decimal-quantity
2017-06-19 23:50:26 +02:00
3ba97abe8e
Remove compiler warnings from Tests project
2016-08-19 12:02:09 +02:00
0e8755dc48
Changes related to #330 order quantity decimalized
2016-06-24 11:53:29 +01:00
7763efdc83
Changes related to #330 order quantity decimalized
2016-06-24 11:28:21 +01:00
37b175f3c6
Added tests to test the rounding off of order quantities using SetHoldings
2016-06-15 18:30:11 -04:00
90aac22788
Adds more tests for CalculateOrderQuantity
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Includes a few tests with different initial and maintenance margins
2016-03-16 00:38:18 +01:00
29accc8011
Adds some failing tests for CalculateOrderQuantity
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Tests include three different leverages and small order fees
2016-03-15 00:49:26 +01:00
9e660ffcbe
Remove usages of Symbol implicits from non-algorithm projects
2015-11-18 18:15:31 -05:00
e1938baafe
Clean up using directives
2015-09-01 22:17:35 -04:00
844a040be5
Initial impl of coarse universe selection
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Adds concept of Subscription to contain everything a data feed needs in order to process single data feed item
Moves preparation of all data to data feed thread, algo thread receives data in format it needs
QCAlgorithm.SetUniverse( func ) allows selection based on market/symbol/dollar volume/price
Remove laziness from Slice as optimization, no order by in real time handler
2015-08-06 17:52:23 -04:00
c8c32b4838
Remove dependence on SubscriptionIndex
2015-08-06 17:52:22 -04:00
6064662514
Improves SetHolding implementation and provides tests
2015-07-21 11:14:19 -04:00
Martin Molinero