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feature-python-dataframe-performance-2
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11 Commits

Author SHA1 Message Date
Martin Molinero fa77c33fed Address reviews. Update unit tests 
- Updating unit tests which were still using Market.USA for futures
 2020-04-28 16:29:17 -03:00
Martin Molinero 1fcd9588d6 Dispose Timers and threads in tests 2020-04-27 17:46:16 -03:00
Martin Molinero e76dcc4055 Add Order and OrderEvents to AlphaPacket 2020-03-31 20:53:19 -03:00
Adam May 5d979295ff Fixing unit tests 2020-03-08 19:23:50 +11:00
Adam May c0c5bda6e9 Remove insights-destination-folder 2020-03-08 17:15:32 +11:00
Adam May f8ea705c3e Added License banners to files 2020-03-08 17:13:51 +11:00
Adam May 98412fcbef Add insights-destination-folder to allow for insights to be stored in a custom directory 2020-03-04 17:01:49 +11:00
Martin Molinero 938047de47 Will ignore flat insights 
- `Flat` insights will be ignored both for scoring (`InsightManager`)
and for statistics (`StatisticsInsightManagerExtension`). Adding unit
tests
 2019-04-16 20:39:55 -03:00
Martin Molinero 7d1777d364 Ignore Flat Insights direction scoring 
- We will ignore flat insights direction scoring
 2019-03-21 14:43:48 -03:00
Martin Molinero 75ffa300f1 Adding new IAlgorithm.AccountCurrency 
- Adding new `IAlgorithm.AccountCurrency { get; }` that will point to the
`Portfolio.CashBook.AccountCurrency`. Setter will be added in a
following PR.
- Base `Brokerage` class will now have a `AccountCurrency { get }`
pointing to the `IAccountCurrencyProvider`. Will be used by the different
brokerages implementations.
 2018-12-10 11:59:02 -03:00
Michael Handschuh 122711d2db By default, don't require warmup of population average scores 
In backtests with only a few insights (such as monthly), we end up never reaching
the warmup period and so we never chart the direction/magnitude scores.
 2018-07-02 14:46:08 -04:00