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feature-python-dataframe-performance-2
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12 Commits

Author SHA1 Message Date
Martin-Molinero 9cb2452025 Oanda default Forex Market (#4706) 
* Oanda default forex Market

- Use Oanda as default forex Market since it has more pairs.
- Remove FXCM data add Oanda equivalente data.
- Update unit and regression tests

* Address reviews

- Revert FXCM data removal
- Remove unrequired commented code

* Fix rebase
 2020-09-14 16:43:23 -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
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 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 177d786ac5 Removing internal currency subscriptions 
- `UniverseSelection` class will now keep track and remove internal
currency subscriptions through the usage of new class
`CurrencySubscriptionDataConfigManager`
- Modifying existing regression tests to assert bug 2773.
- Adding new regression test that fixes the case where a new cash is set
after initialization. This could happen during cash sync performed by
the `BrokerageTransactionHandler`.
    - Adding new `CashAdded` event for the `CashBook` to solve the
    issue.
 2018-12-21 17:31:47 -03:00