Commit Graph

4 Commits

Author SHA1 Message Date
Martin-Molinero a8e7a8b27e Reconcile the Market Opening for Futures and Scheduled Events (#6397)
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- Changes taken from https://github.com/QuantConnect/Lean/pull/6227
- Rebased + a few more tweaks and added tests
2022-06-15 13:47:00 -03:00
Ronit Jain d1ff914e5a fix docs (#6285)
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2022-04-08 17:44:01 -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
Ricardo Andrés Marino Rojas af958f0ce4 Bug 5904 minimum order size rejected order (#5949)
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* - Update symbol-properties-database.csv, SymbolPropertiesDatabase.cs and SymbolProperties.cs with a new column for MinimumOrderSize parameter for Crypto type
- Change CanSubmitOrder() method implementation in GDAXBrokerageModel.cs to get the MinimumOrderSize from the security SymbolProperties directly
- Add CanSubmitOrder() method in Binance, Bitfinex and Kraken Brokerages models
- Add tests to check if CanSubmitOrder() method is working as expected in Binance, Bitfinex, Kraken and GDAX brokerages models
- Add tests to check if MinimumOrderSize parameter is loading correctly from symbol-properties-database.csv

* Revert "- Update symbol-properties-database.csv, SymbolPropertiesDatabase.cs and SymbolProperties.cs with a new column for MinimumOrderSize parameter for Crypto type"

This reverts commit e0fd66a5fa5215a6fccb98b64d4e3bf709007fdf.

* Revert "Revert "- Update symbol-properties-database.csv, SymbolPropertiesDatabase.cs and SymbolProperties.cs with a new column for MinimumOrderSize parameter for Crypto type""

This reverts commit b0f37935fc334ba8ff3b8ab09b7d979e4e731526.

* Requested changes in Crypto brokerage models
- Remove unnecessary commas in symbols-properties-database.csv
- Add TestHelpers class to reuse GetSecurity() method
- Add IsValidOrderSize() method in DefaultBrokerageModel class
- Remove unnecessary classes for brokerage models test helpers

* Nit change
- Remove unnecessary attribute from DefaultBrokerageModel.cs

* Nit change

* Nit changes and Regression test
- Add Bitfinex BTCUSD hourly data for 2 days
- Add regression test BuyBTCWithLessThanOneDollarAlgorithm.cs to test that the order size is taking into account when placing or updating an order
- Nit changes

* Change CanUpdateOrder() implementation
- CanUpdateOrder() now checks if the requested quantity value is valid

* Requested Changes
- Change regression algorithm BuyBTCWithLessThanOneDollar.cs name and implementation

* Nit changes
2021-09-30 18:30:04 -03:00