Commit Graph

4 Commits

Author SHA1 Message Date
Martin Molinero 9b507bbf34 Fix SetHoldings OnMarketOpen orders
- `SetHoldings` will take `OnMarketOpen` ordes into account when
determining order quantity
- Adding new regression test. Updating existing algorithms which
suffered of the issue
- Adding a performance improvement, will avoid margin and portfolio
calculations for MarketOnOpen orders that wont be able to fill
2019-11-05 21:05:49 -03:00
Martin Molinero 2f4929e685 Update regression algorithms 2019-09-29 21:50:44 -03:00
Martin Molinero cb4c574eeb Adjust algorithms statistics 2019-08-06 21:35:25 -03:00
Stefano Raggi e5028e087f Remove usage of DateTime.UtcNow in buying power models (#3115)
Remove usage of DateTime.UtcNow in buying power models

In PR#3013 we added support for fee models with history, so the new changes to the GDAXFeeModel exposed this bug, breaking a couple of regression tests (issue #3044)

Update regression stats for EmitInsightCryptoCashAccountType

* Fix typos

Add missing time keeper in CashBuyingPowerModelTests
2019-04-23 07:38:39 -07:00