 Martin Molinero
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4a99eb11c6
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Fix regression tests
- Fix regression tests. Future symbol contains the market which was used
un the order hash list
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2020-04-28 16:29:16 -03:00 |
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Martin Molinero
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499248fe12
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Revert "Revert "Adding Support for Equity L1 Quote Data""
This reverts commit 8cd8d206ca.
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2020-04-06 10:32:59 -03:00 |
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Martin Molinero
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2a0b73e1cf
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Update regression algorithms
- Update regression algorithms after removing order based insights
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2020-04-01 20:37:20 -03:00 |
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Martin Molinero
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486b2e6641
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Update regression stats
- Update expected OrderListHash in regression algorithms due to
serialization improvements
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2020-03-31 12:21:13 -03:00 |
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Jack Simonson
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c6767780c2
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Update regression test statistics
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2020-03-26 18:29:29 -07:00 |
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Gerardo Salazar
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c1371ea9e7
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Update regression algorithm statistics for futures algorithms
* Follows the updates done to futures margins in PR #4145
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2020-03-26 13:34:52 -07:00 |
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Jared
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8cd8d206ca
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Revert "Adding Support for Equity L1 Quote Data"
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2020-03-11 19:16:05 -07:00 |
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Juan José D'Ambrosio
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951e89314a
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Update Regression tests
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2020-03-11 14:34:16 -03:00 |
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Martin Molinero
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0027ab1e66
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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
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2020-02-19 20:26:12 -03:00 |
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Martin Molinero
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fe78801fca
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Add future 'EnableIntradayMargins'
- Add `FutureMarginModel.EnableIntradayMargins` false by default to
avoid margin calls with SetHoldings usage
- Updating regression tests
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2020-02-04 18:41:15 -03:00 |
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Martin Molinero
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85f5b68972
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Address reviews
- Revert `OptionMarginModel` behavior change
- Renames
- Refactor future intraday margin modelling
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2020-02-04 18:41:15 -03:00 |
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Martin Molinero
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6eb45baa59
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Refactor GetMaximumOrderQuantityForTargetBuyingPower
- Refactoring `GetMaximumOrderQuantityForTargetValue` into
`GetMaximumOrderQuantityForTargetBuyingPower` which algorithm uses
margin
- Reducing code duplication
- Adding unit tests
- Fixing futures margin model. Adding intra day logic.
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2020-02-04 18:41:15 -03:00 |
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