Commit Graph

1 Commits

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