Commit Graph

11 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 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 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