8cd8d206ca
Revert "Adding Support for Equity L1 Quote Data"
2020-03-11 19:16:05 -07:00
951e89314a
Update Regression tests
2020-03-11 14:34:16 -03:00
0027ab1e66
Regression test assert order list hash
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- Regression tests assert order list hash value
- Normalizing some regression test behavior that had differences between
C# and Py
2020-02-19 20:26:12 -03:00
61aa0d3a65
Updates regression statistics
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Please note that with these changes, any algorithms that
use daily data exclusively will have incorrect statistics.
2020-01-16 14:03:54 -08:00
2f4929e685
Update regression algorithms
2019-09-29 21:50:44 -03:00
cb4c574eeb
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
40ac9c5033
Fix IB FeeModel Option fees
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- Fixing IB FeeModel options fees. Adding unit tests
- Updating regression algorithms
2019-01-02 15:50:00 -03:00
b4a2536b86
AddOptionContract - throw if existing underlying equity not in Raw mode
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Also added OptionChainProviderAlgorithm to regression test suite
2018-08-21 14:51:43 +02:00
1605870c2b
New a check to avoid adding the same option contract multiple times
2018-06-25 14:02:14 -03:00
9ee61f425c
Refactor regression algorithm to IRegressionAlgorithmDefinition
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A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
2018-06-05 12:10:50 -04:00
7569467f45
fix bugs of no traded options
2018-05-01 15:34:40 -04:00
7373d85d4a
remove data normalization setting
2017-12-22 10:09:40 -05:00
4a4ba49aed
fix indentation
2017-12-21 15:20:33 -05:00
03057e9ca2
add OptionChainProviderAlgorithm(Csharp)
2017-12-21 14:37:12 -05:00
Jared