041f1d9db5
Limit Futures Resolutions in BaseData ( #4979 )
...
* Limit futures support resolutions
* Fix broken tests
* Address review
2020-12-03 21:50:17 -03:00
77411a0b09
Fixes issue where setting leverage on cash accounts results in error
...
* Adds new unit tests
2020-03-12 10:42:30 -07:00
5d663e8944
Fixes various issues
...
* Fixes issue with how cumulative percent change was calculated
* Reworks PercentChange extension method
* Fixes PortfolioLooper leverage calculation
* Disable page 2 of reports
* Fix issue where missing values produced misaligned shape in
AnnualReturnsReportElement.cs
2019-12-31 17:37:19 -08:00
1c4935fc60
Address review - increase performance and refactor
...
* Deletes NullAlphaHandler, NullLeanManager, NullSynchronizer
* Calculate the backtest and live PointInTimePortfolios only once now
* Refactor Metrics calculations
* Add missing license headers to some files
* Reverts accessibility of AddToUserDefinedAlgorithm to private
* Other misc. fixes and cleanup
2019-12-23 14:13:28 -08:00
e2c75fa5fa
Address review - delete python report creator
...
* Move PortfolioLooper classes to their own files
* Remove VisualStudioPlugin project
* Add SharedAssemblyInfo
* Add new crisis events
2019-12-18 18:02:04 -08:00
Colton Sellers