Commit Graph

5 Commits

Author SHA1 Message Date
Louis Szeto 08a3de9e2d pep8 conversion of python algos #13 (#7955)
* t status
pep8 conversion

* Minor tweaks and rebase

* Various minor fixes

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-04-19 16:14:12 -03:00
Louis Szeto c2ad893f32 pep8 conversion of python algos #5 (#7943)
* pep8 conversion

* Fix: detect python object of python classes derived from c# classes

* Minor PEP8 updates/fixes

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-18 15:53:32 -03:00
Jhonathan Abreu 5436c72fad Handle margin call orders for position groups (#7137)
Python Virtual Environments / build (push) Has been cancelled
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
* Handle position group margin calls

* Minor changes

* Update regression algorithms

* Minor changes

* Minor changes

* Added regression algorithm

* Peer review

* Peer review

* Peer review

* Peer review

* Minor changes

* Minor changes

* Add unit test

* Allow sufficient buying power when closing position group

* Add unit test

* Improve regression algorithms
2023-04-10 12:42:08 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
Alexandre Catarino 84264ca7ef Adds CustomBuyingPowerModelAlgorithm (#4824)
* Adds CustomBuyingPowerModelAlgorithm

This algorithms is an example on how to implement a custom buying power model.

In this particular case, it shows how to override `HasSufficientBuyingPowerForOrder` in order to place orders without sufficient buying power according to the default model.

* Upgrades CustomModelsAlgorithm to Include CustomBuyingPowerModel

The custom buying power model overrides `HasSufficientBuyingPowerForOrderResult` but it doesn't change the trades and, consequently, the regression statistics.
2020-10-21 17:27:30 -07:00