Commit Graph

3 Commits

Author SHA1 Message Date
Martin-Molinero dad5604813 Use Quote instead of OpenInterest for chain data. Revert previous changes
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2022-06-08 10:32:24 -03:00
Martin-Molinero 5d3453f9a4 Change algorithm data point count 2022-06-07 17:35:29 -03:00
Martin-Molinero e0b9a2735f Warmup fixes (#6293)
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* Add regression test reproducing issue

* WIP

* Update regression algorithms

* Improvements

* Cleanup and more fixes

- Clean up BaseDataExchange

* RealTimeHandler fixes

* Address reviews

* More comments, tests and minor tweaks

* Avoid false test failures

* Fixes

* Minor improvements

* Scheduled Event start time fix

* Add warmup option regression algorithm and fix

* Add WarmupFutureRegressionAlgorithm

* Normalize backtesting and live future selection
2022-05-31 10:03:56 -03:00