Commit Graph

5 Commits

Author SHA1 Message Date
Ronit Jain d1ff914e5a fix docs (#6285)
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2022-04-08 17:44:01 -03:00
Ronit Jain 15066ae5e1 Feature improve regression tests (#6245)
* add data count properties

* 'add history count property

* assert data counts

* update missing override

* consider override/virtual cases

* implement data count

* add message handler for regression tests

* use regression test message handler

* set algorithm manager for regression test message handler

* update data count

* check if stats are present, check if algo manager is not null

* update

* add c# algo

* make same as c# algo

* use new line

* logic shifted to RegressionTestMessageHandler

* cleanup

* auto cleanup

* skip non deterministic data count

* change data count

* use inheritance

* improve stats

* update couht

* add sma indicator to c# and customSMA to python

* call base method before executing further

* skip test

* revert to original

* add duplicate sma

* skip regression test
2022-03-15 16:51:15 -03:00
Alexandre Catarino 3e52816f6e Fixes GetBuyingPowerModel Method of DefaultBrokerageModel (#6215)
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`CashBuyingPowerModel`, which reflected on `AlphaStreamBrokerageModel`, a margin-only brokerage.

It also didn't consider the account type, so `InteractiveBrokersBrokerageModel` was using the margin model even if `AccountType.Cash` was selected.

Removes `GetBuyingPowerModel` method from other Brokerage Models when their cases are covered by `DefaultBrokerageModel`

Fixes some typoes in `TradierBrokerageModel`

Fixes unit and regression tests. For the regression tests, we have explicitly set the brokerage model.
2022-02-17 19:41:55 -03:00
Colton Sellers fa1e97bc60 Round Capacity Estimate for Runtime Statistics (#5688)
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* Refactor solution to deal with rounding in CapacityEstimate

* Use DiscretelyRoundBy + adjust regressions
2021-06-21 21:06:09 -03:00
Jasper van Merle bb8bd27fe5 Support 2-leg currency conversions (#5552)
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* Apply changes from #2146 on current master

Credit for most of these changes goes to https://github.com/viliwonka.
Rebasing three years of changes didn't go so well, so I manually
applied the changes in #2146 on the current master branch.

This commit attempts to represent the changes in #2146 as closely as
possible, no cleanup has been performed yet. Despite this, some changes
were inevitable because part of #2146 has been implemented another way
in the past three years.

* Clean up

* Process review comments

* Add tests

* symbol -> potentialConversionRateSymbol

* Ensure regression tests run/get data

* Fix broken test

* Process review comments

* Process review comments

* Simplify currency conversion logic

* Performance improvement, doc updates and test rename

* Rebase fixes

* Remove obsolete properties

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-05-20 13:19:39 -03:00