Commit Graph

3 Commits

Author SHA1 Message Date
Martin-Molinero 513ced31d7 Add python syntax check (#8651)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Add python syntax check

* Fix some python regression algorithms

* Fixing more bugs
2025-03-28 10:36:26 -03:00
Louis Szeto 279a7ef235 pep8 conversion on python algos #10 (#7951)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* pep8 conversion

* PEP8 updates/fixes

---------

Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-19 12:59:02 -03:00
Alexandre Catarino 3aabb11315 Allows Market-On-Close Orders Outside Buffer Period (#6769)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Allows Market-On-Close Orders Outside Buffer Period

Market-On-Close orders can be submitted before and after the buffer period from 15:45 to 16:00 (Tested with TWS) meaning that we can submit MOC when the market is closed and, consequently, use daily resolution data.

* Adds Regression Test with Extended Market Hours

- Removes `nextMarketClose > Time` condition since it's unnecessary. If the algorithm Time is greater than the close of that day, `nextMarektClose` refers to the next day.

* Updates Unit Test

Updates `OrderQuantityConversionTest` because the MOC orders are submitted. They are placed at 7 pm and invalid before this pull request.

* Updates Summary of new Regression Tests
2022-12-08 19:46:58 -03:00