Commit Graph

10 Commits

Author SHA1 Message Date
Martin Molinero 2f4929e685 Update regression algorithms 2019-09-29 21:50:44 -03:00
Martin Molinero cb4c574eeb Adjust algorithms statistics 2019-08-06 21:35:25 -03:00
Martin Molinero 6da57a1e12 Improving GetMaximumOrderQuantityForTargetValue 2018-08-03 16:26:14 -03:00
Michael Handschuh 380caa5203 Add IRegressionAlgorithmDefinition.CanRunLocally
This flag indicates whether or not the local regression test system,
via RegressionTests.AlgorithmStatisticsRegression should run a given
IRegressionAlgorithmDefinition
2018-07-18 15:57:11 -04:00
Martin Molinero 96dc5e8673 Moving IRegressionAlgorithmDefinition to QuantConnect.Common 2018-07-03 13:34:27 -03:00
Michael Handschuh 8402b6f01e Update factor files to 2018.06.04
It's important that we keep the factor files consistent with respect to
the date that they were generated. This enables us to run the regression
algorithms in the cloud and get the same results by using the factor files
from the correct date.
2018-06-07 12:16:45 -04:00
Michael Handschuh 9ee61f425c Refactor regression algorithm to IRegressionAlgorithmDefinition
A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the  C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
2018-06-05 12:10:50 -04:00
Jared Broad 4ebc44de44 Added tags to some C# algorithms 2017-09-19 17:45:04 -04:00
Bryan Wang a97e6a9569 Convert string to Symbol with Symbol.Create
Define a class level variable for the SPY, AIG, and BAC symbol to pass
implicitly converting a string to a symbol.

Warning Code: CS0618
AddRemoveSecurityRegressionAlgorithm.cs
2016-08-02 11:02:14 -04:00
snugs 565c3bc6f7 Adds AddRemoveSecurityRegressionAlgorithm 2015-12-09 13:32:34 -05:00