6ad123ad8c
Update regression algorithms stats
...
- 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
499248fe12
Revert "Revert "Adding Support for Equity L1 Quote Data""
...
This reverts commit 8cd8d206ca
2020-04-06 10:32:59 -03:00
2a0b73e1cf
Update regression algorithms
...
- Update regression algorithms after removing order based insights
2020-04-01 20:37:20 -03:00
486b2e6641
Update regression stats
...
- Update expected OrderListHash in regression algorithms due to
serialization improvements
2020-03-31 12:21:13 -03:00
c6767780c2
Update regression test statistics
2020-03-26 18:29:29 -07:00
8cd8d206ca
Revert "Adding Support for Equity L1 Quote Data"
2020-03-11 19:16:05 -07:00
951e89314a
Update Regression tests
2020-03-11 14:34:16 -03:00
3b25ea4240
Update test after adding the new sample data
2020-03-11 14:34:16 -03:00
93418d9e72
Fix rebase. Add test
...
- Fix rebase
- Update tests
- Add new unit test, that asserts fill model uses quote price is present
2020-03-11 14:34:13 -03:00
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
b51ae82900
Address reviews
...
- Add new regression algorithm which expects no regression call to
happen
2020-02-05 20:26:17 -03:00
Martin Molinero