2 Commits

Author	SHA1	Message	Date
Ricardo Andrés Marino Rojas	b4bad69772	Dynamically Adjust Risk Free Rate of Return (#7489) ... * First attempt to solve the bug * Enhance implementation * Enhance implementation * Simplify implementation * Rebase regression stats * Solve unit test bugs * Review * Update Rolling.Sharpe() method * Update regression stats * Update unit tests * Update missing regression algos * Update Rolling.cs --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com> Co-authored-by: Martin-Molinero <martin@quantconnect.com>	2023-10-02 13:42:28 -03:00
Jhonathan Abreu	906ab20bee	Trailing stop orders (#7402) ... * Add trailing stop orders base implementation * Handle trailing stop order prices rounding * Implement trailing stop orders fill logic * Minor fill model changes * Add ApplySplit to fill model interface for models that might need to be aware of splits. Filling trailing stop orders require keeping track of min/max prices, which need to be split adjusted. * Add brokerage order updated event for communicating certain order types prices changes * Add order update event args class for brokerage side order updates * Revert IFillModel.ApplySplit * Add trailing stop orders regression algorithm * Updated order ticket demo algorithm to include trailing stop orders * Some cleanup * Support trailing stop orders in IB brokerage model * Some cleanup * Fix failing tests * Fix failing regression algorithm * Address peer review * Add trailing stop price calculation unit tests * Minor changes * Minor change	2023-07-28 17:49:58 -04:00