github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
10,260 Commits 16 Branches 4,269 Tags
39e56ea7c0b873f65f337da19f00c2fe8ccbbfa1
Commit Graph

3 Commits

Author SHA1 Message Date
Martin Molinero 0ff713d8f9 Refactor AccumulativeInsight PCM 
- Refactor AccumulativeInsightPortfolioConstructionModel to inherit from
the EWPCM, reducing code duplication and adding support for rebalancing
period
- Fixing bug where only 1 new insight per symbol was processed per loop
- Adding unit tests
 2020-02-17 16:09:16 -03:00
Martin Molinero 8f14f1bdfa Fix failing regression tests 
- After https://github.com/QuantConnect/Lean/pull/4000
CoarseFineFundamentalRegressionAlgorithm started using `MarketCap`, but
this value was always 0 in existing data, so it caused undeterministic
results. Adding new data and update expected result.
- `AccumulativeInsightFrameworkAlgorithm` expected statistic were not
correct, updating.
 2020-01-17 11:14:09 -03:00
Martin Molinero 14be31d0e5 BacktestingResultHandler orders delta 
- BacktestingResultHandler will send a maximum of 50 orders per update
packet and will check `LastFillTime` and `LastUpdateTime` too
- Fix invalid linked file
`AccumulativeInsightPortfolioRegressionAlgorithm`
 2020-01-16 17:50:42 -03:00