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3 Commits

Author SHA1 Message Date
Martin-Molinero cb326788b3 Filter out small orders based on Setting (#5776)
Regression Tests / build (push) Has been cancelled
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* Filter out small orders based on Setting

- BuyingPowerModel will filter out small orders based on algorithm
  setting, a % of PTV, instead of hard coded 1 share value. Addin unit
  and regression tests
- Updating regression algorithms to use new setting, reduce order trades

* Update regression algorithms
 2021-07-19 13:17:51 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
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* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
 2021-06-15 19:06:06 -03:00
Martin Molinero 2f9814f2f9 Add SetHoldings for collection of targets 
- Adding `SetHoldings` implemenetation for a collection of portfolio
targets
- Adding regression test
- Some performance improvements
 2019-11-05 13:47:42 -03:00