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9 Commits

Author SHA1 Message Date
Gerardo Salazar e2964dd4b1 Make OrderListHash deterministic by using MD5 as its underlying hash function (#5276) 
* Update OrderListHash to use MD5 as hash instead of hash code

* Update regression algorithm OrderListHash statistic

* Use full MD5 hash as OrderListHash, update regression statistic

* Fixes failing regression tests
 2021-02-09 12:19:25 -03:00
Martin Molinero 6ad123ad8c Update regression algorithms stats 
- Update regression algorithms stats after making SecurityCache ignore
  QuoteBars for equity for OHCL values and GetLastData(). They were
  affected since the `BenchmarkSecurity` used `.Price` which was QB for
  equities. Order list hashes changed because SubmissionLastPrice will
  now be TB instead of QB
 2020-04-08 19:31:42 -03:00
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data"" 
This reverts commit 8cd8d206ca.
 2020-04-06 10:32:59 -03:00
Martin Molinero 486b2e6641 Update regression stats 
- Update expected OrderListHash in regression algorithms due to
serialization improvements
 2020-03-31 12:21:13 -03:00
Jack Simonson c6767780c2 Update regression test statistics 2020-03-26 18:29:29 -07:00
Jared 8cd8d206ca Revert "Adding Support for Equity L1 Quote Data" 2020-03-11 19:16:05 -07:00
Juan José D'Ambrosio 951e89314a Update Regression tests 2020-03-11 14:34:16 -03:00
Martin Molinero 983d84bf01 Implement PortfolioBias for MVOPCM, BLOPCM, AIPCM 
- Implement portfolio bias for
`MeanVarianceOptimizationPortfolioConstructionModel`,
`BlackLittermanOptimizationPortfolioConstructionModel`,
`AccumulativeInsightPortfolioConstructionModel`. Adding unit tests
 2020-02-21 12:12:59 -03:00
AlexCatarino c2ff03caad Implements PortfolioBias in EWPCM and IWPCM 
Implements `PortfolioBias` in EWPCM, CWPCM and IWPCM. With this new feature, these PCM will ignore insights that do not respect the desired bias. E.g. for `PortfolioBias.Long`, on Insights with `InsightDirection.Up` will be converted into `PortfolioTarget.Quantity` greater than zero and other `InsightDirection` will result in `PortfolioTarget.Quantity` of zero.
 2020-02-20 19:29:12 -03:00