Commit Graph

5 Commits

Author SHA1 Message Date
Martin-Molinero 8a1f67edfc Minor fixes (#6093)
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- Update Atreyu fees
- Remove redundant check in AlphaStreamBrokerageModel
- Fix option contract removal and second addition. Adding unit test
2021-12-03 12:54:49 -03:00
Martin-Molinero 43c271a568 Atreyu template algorithm change traget SPY exchange (#6016)
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2021-10-25 15:43:35 -03:00
Martin-Molinero 4e6e0c85c6 Lean exchange improvements (#5932)
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* Lean exchanges improvements

- Adding new Exchange class to avoid exchange code clash.
  Adding and updating unit test

* Add Market for MapFile API

* Self review
2021-09-20 13:50:15 -03:00
Martin-Molinero 5ebf451fb3 Fix for python SetHoldings precision loss (#5879)
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- After https://github.com/QuantConnect/Lean/pull/5872 trading API
  changes numpy float64 was not converted correctly by pythonNet and
  used an int. Reverting API changes and adding regression test. This
  should be fixed at pythonNet layer
2021-08-25 15:25:39 -03:00
Martin-Molinero bf28a1d313 Add basic template Atreyu algorithm (#5872)
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* Add basic template Atreyu algorithm

- Add C# and Python basic template atreyu algorithm. Show casing how to
  specify exchange to execute in different ways.
- Adjust trading API to allow specifying order properties to use

* Lean Exchange improvements

- Rename PrimaryExchange to Exchange
- OrderPropeties will use Exchange enum instead of string
- Adding BSE exchange value

* Regression tests fixes
2021-08-23 18:24:44 -03:00