Commit Graph

5 Commits

Author SHA1 Message Date
Martin Molinero 2f4929e685 Update regression algorithms 2019-09-29 21:50:44 -03:00
Martin Molinero 7cd1c18887 Benchmark Symbol will not be added to cache 2019-08-20 18:42:31 -03:00
Martin Molinero 0d6d66cd09 SPY default security benchmark
- Setting SPY as the default security benchmark
- The security benchmark subscription will be added at `UniverseSelection`
as an internal subscription. Using its own dedicated Security instance
which doesn't live in the algorithms.Securities collection.
- Reducing algorithms exposure to internal subscriptions
- `TimeSliceFactory` will prioritize higher resolution bars, when same
symbol is present twice (for non-internal subscriptionst)
- Adding regression test `CustomUniverseWithBenchmarkRegressionAlgorithm`
2019-08-06 21:15:33 -03:00
Jared Broad 61043d9d98 Tagged algorithms for QCU 2017-09-20 15:44:51 -04:00
Ray Bohac 1b9c1b7921 Initial implementation of custom benchmarks 2015-08-05 15:30:34 -04:00