6 Commits

Author SHA1 Message Date
Jhonathan Abreu 5436c72fad Handle margin call orders for position groups (#7137)
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* Handle position group margin calls

* Minor changes

* Update regression algorithms

* Minor changes

* Minor changes

* Added regression algorithm

* Peer review

* Peer review

* Peer review

* Peer review

* Minor changes

* Minor changes

* Add unit test

* Allow sufficient buying power when closing position group

* Add unit test

* Improve regression algorithms
2023-04-10 12:42:08 -03:00
Martin-Molinero b9d3d99917 Bump pythonNet version 2.0.12 (#6310)
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* Updates after pythonNet rebase

* Bump pythonNet version 2.0.12

* Fix exception types being thrown
2022-05-02 14:38:50 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
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* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
Colton Sellers 834d4a4d58 QC PythonNet 2.0 (#5376)
* Update to new QC PythonNet

* Update readme

* Remove Python.Runtime config, replaced by env var

* Allow local packages testing in repo

* Address Review

* Add the LocalPackages readme

* Update Jupyter Image

* Update Research ReadMe
2021-03-09 18:25:31 -03:00
Martin Molinero 936af7df7b Refactor BuyingPowerModel
- Remove unrequired `GetBuyingPower`
- Making `BuyingPowerModel.GetMaintenanceMarginRequirement` protected
instead of public
- Adding `GetMaximumOrderQuantityForDeltaBuyingPower` to replace
public `GetMaintenanceMarginRequirement` and improve API experience for
consumers like the `DefaultMarginCallModel`
- Adding new unit tests
2020-02-04 18:41:15 -03:00
AlexCatarino 3688a0f9af Enables custom margin call model setting in python
- Adds `MarginCallModelPythonWrapper` to wrap a python class that represents a margin call model.
- Adds `SetMarginCallModel` to enable the setting of custom margin call model.
2018-09-21 14:45:30 +01:00