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3 Commits

Author SHA1 Message Date
AlexCatarino 5006600166 Modifies RenkoConsolidatorAlgorithm data resolution 
Subscribe to daily data instead of minute-resolution to be able to run tests locally. Also, liquidate the position in one of the event handlers to generate more trades.
- Adds regression test for that algorithm.
 2018-05-10 19:44:18 +01:00
AlexCatarino b0265ba7f5 Adds support to python selectors in Renko Consolidators 2018-04-16 14:39:25 +01:00
AlexCatarino 35e8e0891e Fixes RenkoConsolidator for python 
- Missing `event` keyword prevented pythonnet to recognize `DataConsolidated` as a event handler.
- Adds python version of `RenkoConsolidatorAlgorithm`.
 2018-04-16 13:39:16 +01:00