Commit Graph

2 Commits

Author SHA1 Message Date
Alexandre Catarino 0247b95edd Adds TrailingStopRiskFrameworkRegressionAlgorithm (#7132)
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Replaces old `TrailingStopRiskFrameworkAlgorithm` for `TrailingStopRiskFrameworkRegressionAlgorithm` that inherits from `BaseFrameworkRegressionAlgorithm` as a member of the framework regression tests.
2023-03-23 13:43:09 -03:00
Derek Melchin 0fa2ea19bc Reset trailing stop model highwater mark upon security liquidation (#6724)
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* Fix trailing stop reset

* Add regression algorithm
2022-11-07 17:46:46 -03:00