Commit Graph

3 Commits

Author SHA1 Message Date
Jhonathan Abreu 5436c72fad Handle margin call orders for position groups (#7137)
Python Virtual Environments / build (push) Has been cancelled
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* Handle position group margin calls

* Minor changes

* Update regression algorithms

* Minor changes

* Minor changes

* Added regression algorithm

* Peer review

* Peer review

* Peer review

* Peer review

* Minor changes

* Minor changes

* Add unit test

* Allow sufficient buying power when closing position group

* Add unit test

* Improve regression algorithms
2023-04-10 12:42:08 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
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* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
Alexandre Catarino 84264ca7ef Adds CustomBuyingPowerModelAlgorithm (#4824)
* Adds CustomBuyingPowerModelAlgorithm

This algorithms is an example on how to implement a custom buying power model.

In this particular case, it shows how to override `HasSufficientBuyingPowerForOrder` in order to place orders without sufficient buying power according to the default model.

* Upgrades CustomModelsAlgorithm to Include CustomBuyingPowerModel

The custom buying power model overrides `HasSufficientBuyingPowerForOrderResult` but it doesn't change the trades and, consequently, the regression statistics.
2020-10-21 17:27:30 -07:00