quantconnect--lean

Author	SHA1	Message	Date
Jhonathan Abreu	314a334e88	Price adjustment mode Order property (#7582 ) Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * 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 ) Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * 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 --------- 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
Martin-Molinero	fbca273807	Add forward data only fill model example (#7232 ) Regression Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * Add forward data only fill model example - Add forward data only custom fill model C# & PY example. - Minor adjustment for 'MarketOrderFillTimeout' to be zero always in backtesting * Address reviews	2023-05-03 16:16:03 -03:00

3 Commits