Commit Graph

6 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 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data""
This reverts commit 8cd8d206ca.
2020-04-06 10:32:59 -03:00
Jack Simonson c6767780c2 Update regression test statistics 2020-03-26 18:29:29 -07:00
Martin Molinero 0027ab1e66 Regression test assert order list hash
- Regression tests assert order list hash value
- Normalizing some regression test behavior that had differences between
C# and Py
2020-02-19 20:26:12 -03:00
Gerardo Salazar 61aa0d3a65 Updates regression statistics
Please note that with these changes, any algorithms that
use daily data exclusively will have incorrect statistics.
2020-01-16 14:03:54 -08:00
Martin Molinero 98ae5cdd4e Fix TimeRules time zone issues
- `ITimeRules` are expected to yield time date in UTC, fixing `Noon`,
`Midnight` and `Every`
- `ScheduledUniverseSelectionModel` will use UTC time zone by default
since that is the default expected time zone `ITimeRule` provides
- Adding regression test
2019-11-04 15:34:57 -03:00