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Author SHA1 Message Date
Louis Szeto 279a306758 Update TrailingStopRiskManagementModel model to cancel insights (#7131)
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* Update risk model to cancel insight

* Updates Regression Tests

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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
 2023-03-23 15:29:04 -03:00
Alexandre Catarino 0247b95edd Adds TrailingStopRiskFrameworkRegressionAlgorithm (#7132)
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Replaces old `TrailingStopRiskFrameworkAlgorithm` for `TrailingStopRiskFrameworkRegressionAlgorithm` that inherits from `BaseFrameworkRegressionAlgorithm` as a member of the framework regression tests.
 2023-03-23 13:43:09 -03:00
Derek Melchin 0fa2ea19bc Reset trailing stop model highwater mark upon security liquidation (#6724)
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* Fix trailing stop reset

* Add regression algorithm
 2022-11-07 17:46:46 -03:00