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Author SHA1 Message Date
Jhonathan Abreu 314a334e88 Price adjustment mode Order property (#7582)
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* Add new Order.PriceAdjustmentMode property

* Minor fix and unit test

* Minor fix and regression algorithms' stats update

* Unit test fixes

* Minor fix

* Set order price adjustment mode to raw always for live trading
 2023-11-17 16:09:03 -04:00
Ricardo Andrés Marino Rojas b4bad69772 Dynamically Adjust Risk Free Rate of Return (#7489)
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* First attempt to solve the bug

* Enhance implementation

* Enhance implementation

* Simplify implementation

* Rebase regression stats

* Solve unit test bugs

* Review

* Update Rolling.Sharpe() method

* Update regression stats

* Update unit tests

* Update missing regression algos

* Update Rolling.cs

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2023-10-02 13:42:28 -03:00
Ricardo Andrés Marino Rojas 02e54d0242 Implement OptionExerciseModelPythonWrapper.cs (#7193)
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* Implement `OptionExerciseModelPythonWrapper.cs`
- Modifiy `Option.cs` to set the automatic exercise model, even if it's a python custom option model exercise model
- Add `QuantConnect.Orders.OptionExercise` in `AlgorithmImports.py`
- Add regression algorithms in C# and Python showing how to specify a custom option exercise model

* Address required changes

- Remove unnecessary constructor in
´CustomOptionExerciseModelRegressionAlgorithm.cs´
- Change `.Dispose()` in `OptionExerciseModelPythonWrapper.OptionExercise(9` to ´using´ keyword
- Change `Option.SetOptionExerciseModel()` XML docs

* Minor tweaks

* Update CustomOptionExerciseModelRegressionAlgorithm.cs

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Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2023-04-18 16:54:53 -03:00