Commit Graph

4 Commits

Author SHA1 Message Date
Ronit Jain d1ff914e5a fix docs (#6285)
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2022-04-08 17:44:01 -03:00
Martin-Molinero 06c05c4274 Fully reset security cache (#6277)
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- Fully reset the security cache when it's finally removed from the algorithm.
   Adding regression algorithm reproducing issue
- Updating regression algorithms which would trade based on data
  previously available
2022-04-01 15:00:29 -03:00
Ronit Jain 15066ae5e1 Feature improve regression tests (#6245)
* add data count properties

* 'add history count property

* assert data counts

* update missing override

* consider override/virtual cases

* implement data count

* add message handler for regression tests

* use regression test message handler

* set algorithm manager for regression test message handler

* update data count

* check if stats are present, check if algo manager is not null

* update

* add c# algo

* make same as c# algo

* use new line

* logic shifted to RegressionTestMessageHandler

* cleanup

* auto cleanup

* skip non deterministic data count

* change data count

* use inheritance

* improve stats

* update couht

* add sma indicator to c# and customSMA to python

* call base method before executing further

* skip test

* revert to original

* add duplicate sma

* skip regression test
2022-03-15 16:51:15 -03:00
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