Martin Molinero
6ad123ad8c
Update regression algorithms stats
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- Update regression algorithms stats after making SecurityCache ignore
QuoteBars for equity for OHCL values and GetLastData(). They were
affected since the `BenchmarkSecurity` used `.Price` which was QB for
equities. Order list hashes changed because SubmissionLastPrice will
now be TB instead of QB
2020-04-08 19:31:42 -03:00
Martin Molinero
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
Martin Molinero
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
Jack Simonson
c6767780c2
Update regression test statistics
2020-03-26 18:29:29 -07:00
Jared
8cd8d206ca
Revert "Adding Support for Equity L1 Quote Data"
2020-03-11 19:16:05 -07:00
Juan José D'Ambrosio
951e89314a
Update Regression tests
2020-03-11 14:34:16 -03:00
D
3b25ea4240
Update test after adding the new sample data
2020-03-11 14:34:16 -03:00
Juan José D'Ambrosio
b7a503a096
Update Regression algorithms
2020-03-11 14:34:13 -03:00
Martin Molinero
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
Gerardo Salazar
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
Martin Molinero
2f4929e685
Update regression algorithms
2019-09-29 21:50:44 -03:00
Martin Molinero
cb4c574eeb
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
Martin Molinero
4d108094e5
Implement QCAlgorithm.AddRiskManagement
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- Implemention `QCAlgorithm.AddRiskManagement`
- Adding Py/C# regression test algoririthms
- Moving `CompositeRiskManagementModel` from `Framework` to `Algorithm`
project
2019-04-08 10:53:06 -03:00