Commit Graph

5 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 0e7c035329 Adding FreePortfolioValue
- Adding `FreePortfolioValue` to be set after algorithm initialize based
on the `TotalPortfolioValue` and the `FreePortfolioValuePercentage`
- Updating regression tests
- Adding new regression test
- Adding check for minimum order value at `BuyingPowerModel`
2019-10-23 13:56:35 -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
Martin Molinero 2c1cf0fa93 Address reviews
- Adding new regression test algorithm
- `SecurityPortfolioManager` will subscribe to the `CashBook.Updated`
event to invalidate the `TotalPortfolioValue
2019-06-07 17:51:30 -03:00