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5 Commits

Author SHA1 Message Date
Martin Molinero 8966a3884f Filter custom securities from SecurityChanges 
- Will filter out custom securities from `SecurityChanges` for user
code, note that by default it will not filter
- Adding unit tests
 2019-10-21 18:03:13 -03:00
Gerardo Salazar 0aadd2b9ae Implement history requests in demo AltData algorithms 2019-10-16 10:16:17 -07:00
Gerardo Salazar f5999f794e Change Smart Insider transactions/intentions classes to use enums 
* Adds and removes various fields from enums to represent data accurately
* Renames various variables
* Changes algorithms to work with new changes
* SmartInsider transaction/intention docs updated
* Added new enum values to represent pieces of data
 2019-10-08 15:14:27 -07:00
Gerardo Salazar 5ecc8d4696 Updates SEC and Smart Insider demo AltData algorithms to remove custom data from universe 
* Updates Smart Insider demo algorithm end date for presentation
purposes of the equity curve

* Adds liquidation logic to SEC and Smart Insider demo algorithms
 2019-10-07 15:05:21 -07:00
Gerardo Salazar 7f267ed55b Adds Smart Insider demonstration algorithms (C# and Python) 2019-10-04 17:10:01 -07:00