Commit Graph

4 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
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* 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
Martin Molinero a8120c197a Improvements
- Adding new unit test for python PCM implementations, asserting each
method is correctly called
- Reverting some unrequired changes in the
`MeanVarianceOptimizationFrameworkAlgorithm`
2020-02-20 12:13:47 -03:00
Martin Molinero ac53e2a790 Rebase from master. Adding missing Python algo 2019-04-24 11:05:15 -03:00