9 Commits

Author SHA1 Message Date
Roman Yavnikov 1eaf4d6ae0 Flexible trading days per year property (#7690)
* feat: new `TradingDaysPerYear` prop in IAlgorithmSettings

* feat: getTradingDayPerYear by BrokerageModel
feat: init algo tradingDaysPerYear in brokerage|BacktestingSetupHandler
refactor: nullable `TradingDayPerYear`

* remove: hardcoded value:252 in statistics

* test: `algorithm.Settings.TradingDaysPerYear` for different brokerage
fix: tests calculation of `AnnualPerformance()`

* fix: Report generator by tradingDayPerYear

* fix: hardcoded value in PortfolioStatisticsTests

* fix: tradingDayPerYear in AnnualPerformanceTest
remove: extra spacing

* feat: backwards compatibility for TradingDaysPerYear

* feat: several UTest for AlgoSetting's TradingDaysPerYear prop

* fix: existed algo + test

* feat: regression algo with checking of tradingDayPerYear in OnEndOfAlgorithm()

* refactor: GetBrokerageTradingDayPerYear -> SetBrokerage... in BaseSetupHandler
refactor: carry out tradingDayPerYear at the top level and pass variable

* remove: default valuine in test param
remove: extra comment.

* fix: missed init TradingDaysPerYear in report.portfolioAlgo
fix: hardcoded value to tradingDaysPerYear

* fix: nullable TradingDaysPerYear in AlgorithmConfiguration
feat: UTest for PortfolioLooperAlgo
feat: add advanced description

* feat: test PortfolioStatistics with different tradingDaysPerYear

* revert: PortfolioLooper with TradingDaysPerYear implementation

* revert: nullable TradingDaysPerYear in AlgoConfiguration
remove: SetBrokerageTradingDayPerYear in BaseResultHandler

* style: remove empty row
2024-01-17 14:45:57 -03:00
Alexandre Catarino 7e27ab74bb Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Deprecates IAlgorithmSettings.DataSubscriptionLimit

We will let the brokerage check and notify users that they have subscribed to datafeeds beyond their quota.

* Removes Unit Test

Also remove usage in `EmptyEquityAndOptions400Benchmark`.
2023-09-08 19:41:52 -03:00
Colton Sellers e2a0873b7c Fix Lean Warnings V1 (#5408)
Cleanup all non-breaking warnings
2021-03-22 11:08:48 -07:00
Martin Molinero e73e927c0f Enable parallel unit testing 2020-04-27 17:45:53 -03:00
Martin Molinero 0e7c035329 Adding FreePortfolioValue
- 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`
2019-10-23 13:56:35 -03:00
Martin Molinero 1997197f47 Fix failing unit tests 2018-09-18 12:10:42 -03:00
Martin Molinero 41873b2315 Fixing unit tests 2018-08-31 16:06:41 -03:00
Martin Molinero 83897a7b88 Portfolio target percent respects FreePortfolioValuePercentage 2018-08-28 12:03:56 -03:00
Martin Molinero 6da57a1e12 Improving GetMaximumOrderQuantityForTargetValue 2018-08-03 16:26:14 -03:00