Commit Graph

10 Commits

Author SHA1 Message Date
Martin Molinero cb4c574eeb Adjust algorithms statistics 2019-08-06 21:35:25 -03:00
Martin Molinero ab3db6310b Add missing crypto data
- Add missing crypto
- Updating crypto regression tests
- Updating `DailyResolutionSplitRegressionAlgorithm` previous statistics
were calculated using the wrong factor file.
2018-12-24 17:32:39 -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
Stefano Raggi e3c6f9d32e Add missing data files for CancelOpenOrdersRegressionAlgorithm 2018-07-18 13:10:31 +02:00
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 5893a81cbd Fix regression algorithms incorrectly marked as supporting python 2018-06-05 16:42:57 -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
Stefano Raggi 0310b2945a Fix GDAX fees for limit orders in backtesting
Fixes #1852
2018-04-13 20:57:21 +02:00
Stefano Raggi e034fd3960 Fix buying power error handling bug in BacktestingBrokerage
Fixes #1843
2018-04-09 19:55:12 +02:00