Commit Graph

2 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
Colton Sellers 94d766ff89 Refactor Default Benchmark (#5158)
* Have BrokerageModel determine default benchmark

* Add DefaultBenchmark to Python wrapper

* Handle Null benchmark case

* Add NullBenchmarkRegressionAlgorithm

* Refactor solution to have BrokerageModel return IBenchmark; also refactor QCAlgorithm benchmark handling

* Always create a new security for benchmark

* Drop security overload, Always create a new security for benchmark

* Check our securities for a symbol matching the ticker before creating a new one

* No Python version of this regression

* Address review

* Create shared SecurityBenchmark creator function

* Add Python regression and needed FuncBenchmark constructor
2021-01-19 08:40:41 -03:00