* DividedEventProvider distribution computation
- Update regression algorithm which was using a different reference
price when calculating the dividend
- Adjust divided event provider to compute distribution using factor
file reference price, if not 0. Adding unit tests
- For equities, only emit auxiliary data points for
TradeBar configurations, not for QuoteBars, nor internal.
* Address reviews
- Split and Dividend event provider will throw an exception when there
is no reference price available. Updating `wm` factor file which was
missing references price and regression algorithms using WM.
- Updating unit tests asserting new exception
- `SetHoldings` will take `OnMarketOpen` ordes into account when
determining order quantity
- Adding new regression test. Updating existing algorithms which
suffered of the issue
- Adding a performance improvement, will avoid margin and portfolio
calculations for MarketOnOpen orders that wont be able to fill
- Adding `FreePortfolioValue` to be set after algorithm initialize based
on the `TotalPortfolioValue` and the `FreePortfolioValuePercentage`
- Updating regression tests
- Adding new regression test
- Adding check for minimum order value at `BuyingPowerModel`
- Adding new regression test algorithm
- `SecurityPortfolioManager` will subscribe to the `CashBook.Updated`
event to invalidate the `TotalPortfolioValue