Commit Graph

3 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
Gerardo Salazar 4d4ad92fa7 Easy To Borrow Hotfix (#5167) 2021-01-14 15:07:54 -08:00
Gerardo Salazar 3e7af17e02 Implements Easy To Borrow Reality Modeling (WIP) (#5159)
* Creates IShortableProvider interface + interface impls

  * This is the foundational work for the addition of the shortable stocks
    feature for backtesting and live trading. Note that the QCAlgorithm
    API and the backend transaction handling will be implemented
    separately.

* temp; work on preorder checks

* improve checks

* tmep

* Enforces ETB checks at BrokerageTransactionHandler

  * Adds ETB Shortable Provider to QCAlgorithm and IAlgorithm
  * Removes ETB check from PreOrderChecksImpl
  * Removes outdated test, new test to come soon for relevant class

* Work in progress commit, pushing for review.

  * Adds new regression algorithm (WIP)
  * Enhances ShortableProviderOrdersRejectedRegressionAlgorithm
  * Adds new methods to QCAlgorithm
  * Move IShortableProvider to have BrokerageModel own it
  * Comments updates
  * Adds new properties to Equity Security for shortable

  * Fixes bug where retrieving open order quantities would aggregate the
    submitted order quantity rather than the remaining order quantity for
    open orders.

  * Fixes bug where quantity of zero would result in a
    false positive in QCAlgorithm.Shortable(...)

  * Code refactoring and comments updates

Co-authored-by: Jared <jaredbroad@gmail.com>
2021-01-14 13:33:44 -08:00