Commit Graph

9 Commits

Author SHA1 Message Date
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data""
This reverts commit 8cd8d206ca.
2020-04-06 10:32:59 -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
Martin Molinero d5d00f8472 Update tests
- Update regression tests
- Add missing data
- Revert Messaging.cs change
- Update unit tests
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 4102c83e88 Modify and fix select regression algorithms
* OnEndOfDayRegressionAlgorithm - Since the EndTime of the hourly benchmark is during the day,
the OnEndOfDay method gets called one less time than usual. Updates statistics

* CustomUniverseWithBenchmarkRegressionAlgorithm.cs - modified algorithm so
that it works with hourly benchmark. Previously only tested for Daily benchmark

* BasicTemplateAlgorithm.py - Modified resolution to be
Resolution.Minute, just like it is in C#

* CustomDataRegressionAlgorithm.py - Remove warmup call from Initialize

* IndicatorSuiteAlgorithm.py - Adds PythonQuandl import to fix import error
2020-01-16 14:03:55 -08:00
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 6b00a97b0d Address review 2019-08-20 19:22:18 -03:00
Martin Molinero 0d6d66cd09 SPY default security benchmark
- Setting SPY as the default security benchmark
- The security benchmark subscription will be added at `UniverseSelection`
as an internal subscription. Using its own dedicated Security instance
which doesn't live in the algorithms.Securities collection.
- Reducing algorithms exposure to internal subscriptions
- `TimeSliceFactory` will prioritize higher resolution bars, when same
symbol is present twice (for non-internal subscriptionst)
- Adding regression test `CustomUniverseWithBenchmarkRegressionAlgorithm`
2019-08-06 21:15:33 -03:00