Commit Graph

4 Commits

Author SHA1 Message Date
Louis Szeto 5eb236834f pep8 conversions of python algos, #6 (#7944)
* pep8 conversions

* Address review. Fix PythonIndicator

* Minor CSharp algo fix

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-04-18 15:15:18 -03:00
Ricardo Andrés Marino Rojas a309322ae5 Fix CustomPartialFillModelAlgorithmFails.cs/py (#7321)
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* Fix bug

The algorithm `CustomPartialFillModelAlgorithm.cs` was not working as
expected with short orders because in its Fill model, the variable
`absoluteRemaining` instead of decrease was being increased since
the `FillQuantity` in each call to this method was negative. Therefore
when this amount was substracted to `absoluteRemaining`, instead of
substract, it was added. Hence the method created more partial orders
than expected, specifically: 580 short orders for SPY with Quantity -10.

* Fix `CustomPartialFillModelAlgorithm.py`

* Address required changes

* Nit change

* Address required changes
2023-06-20 09:46:11 -04:00
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
AlexCatarino e23d7e4486 Adds CustomPartialFillModelAlgorithm
This basic algorithm implements a `CustomPartialFillModel` class that chnages the behavior of the `FillModel.MarketFill` to simulate partially fill orders.
2020-04-13 18:50:03 +01:00