github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
10,624 Commits 16 Branches 4,269 Tags
feature-python-dataframe-performance-2
Commit Graph

13 Commits

Author SHA1 Message Date
Juan José D'Ambrosio 5dbb0db2f9 Update regression algorithms (#4969) 2020-11-25 20:36:17 -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
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
Juan José D'Ambrosio 135f426ddb Update regression test after new crypto lot size 2019-10-09 17:31:29 +00:00
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 ab3db6310b Add missing crypto data 
- Add missing crypto
- Updating crypto regression tests
- Updating `DailyResolutionSplitRegressionAlgorithm` previous statistics
were calculated using the wrong factor file.
 2018-12-24 17:32:39 -03:00
Martin Molinero c9aba0c2db Fix warmup currency data feeds 
- `AlgorithmManager` will call `EnsureCurrencyDataFeeds()` before the
history requests are created so the conversion rate securities are also
updated during warmup.
- `EnsureCurrencyDataFeeds()` will add new `SubscriptionDataConfigs` to
the `_addedCurrencySubscriptionDataConfigs` hash set. This hash set will
be used during `UniverseSelection()` to add the subscriptions.
- Wont trigger a `UniverseSelection()` before warmup. This was causing
the data to be fetched twice and for consolidators to be updated with
old data.
- Adding a new regression test and adding new checks to existing
regression tests.
 2018-12-14 16:05:14 -03:00
Martin Molinero 1c35ab6241 Fix WarmupConversionRatesRegressionAlgorithm 2018-08-07 14:21:39 -03:00
AlexCatarino e23371d271 Adds a trade to WarmupConversionRatesRegressionAlgorithm 
Adds a trade to `WarmupConversionRatesRegressionAlgorithm` and updates the `ExpectedStatistics`.
Before the changes proposed in this pull request, CAGR jumps from 1441.897% to 3067.390%.
 2018-08-01 22:39:39 +01:00
Stefano Raggi fde0239930 Fix failing internal feed regression algorithms 2018-07-23 14:25:28 +02:00