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
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
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
AlexCatarino 8a1823de73 Addresses Peer-Review 2020-02-18 16:00:09 +00:00
AlexCatarino fcf2696809 Rebases With Master and Apply New API
Improves regression algorithm by adding more sanity checks.
2020-02-18 13:47:57 +00:00
AlexCatarino 21ce895c18 Implements SectorWeightingPortfolioConstructionModel
Provides an implementation of `IPortfolioConstructionModel` that generates percent targets based on the `CompanyReference.IndustryTemplateCode`.
2020-02-17 22:08:06 +00:00