Commit Graph

4 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
Martin-Molinero e63bfc9127 Adjust virtual position in margin accounts (#6214)
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- The BrokerTransactionHandler will also adjust virtual positions for
  margin accounts when fees are in base currency and the asset is a
  crypto or forex pair. Adding new regression tests reproducing issue
2022-02-16 15:25:47 -03:00
Martin-Molinero c4a2d6eef4 Crypto base currency fees handled correctly (#6166)
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* Binance fees deducted from fill quantity accordengly

- For Binance cash accounts while buying, if fees are from the base
  currency of leans virtual position, we need to deduct the fee from the
  fill quantity, else we can end with a position bigger that it actually
  is and not be able to liquidate

* Refactor solution

- Refactor solution into a more generic approach solving fees in base
  currency at the BrokerageTransactionHandler level, covering all
  brokerages that require it. Adding regression algorithm reproducing
  issue.
- Update Bitfinex and Binance fee models to correctly reflact reality

* Log fill quantity adjusment once
2022-01-28 13:02:58 -03:00