Commit Graph

11 Commits

Author SHA1 Message Date
Martin Molinero de05f15a12 Address review
- Adding live trading unit test
2020-04-24 19:04:41 -03:00
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data""
This reverts commit 8cd8d206ca.
2020-04-06 10:32:59 -03:00
Martin Molinero 2a0b73e1cf Update regression algorithms
- Update regression algorithms after removing order based insights
2020-04-01 20:37:20 -03:00
Martin Molinero 486b2e6641 Update regression stats
- 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
Martin Molinero 0027ab1e66 Regression test assert order list hash
- 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
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 e2c129a311 Improved version
- Renaming `PreSelected` to `Constituents`
- Adding base `ConstituentsUniverse`
- Adding Py and C# regression algorithm
- Fixing bug in `UniverseSelection`, it wasn't removing pending to be
removed securities unless the universe selection changed
- Adding test data
2019-11-20 17:16:44 -03:00