* Have BrokerageModel determine default benchmark
* Add DefaultBenchmark to Python wrapper
* Handle Null benchmark case
* Add NullBenchmarkRegressionAlgorithm
* Refactor solution to have BrokerageModel return IBenchmark; also refactor QCAlgorithm benchmark handling
* Always create a new security for benchmark
* Drop security overload, Always create a new security for benchmark
* Check our securities for a symbol matching the ticker before creating a new one
* No Python version of this regression
* Address review
* Create shared SecurityBenchmark creator function
* Add Python regression and needed FuncBenchmark constructor
* Creates IShortableProvider interface + interface impls
* This is the foundational work for the addition of the shortable stocks
feature for backtesting and live trading. Note that the QCAlgorithm
API and the backend transaction handling will be implemented
separately.
* temp; work on preorder checks
* improve checks
* tmep
* Enforces ETB checks at BrokerageTransactionHandler
* Adds ETB Shortable Provider to QCAlgorithm and IAlgorithm
* Removes ETB check from PreOrderChecksImpl
* Removes outdated test, new test to come soon for relevant class
* Work in progress commit, pushing for review.
* Adds new regression algorithm (WIP)
* Enhances ShortableProviderOrdersRejectedRegressionAlgorithm
* Adds new methods to QCAlgorithm
* Move IShortableProvider to have BrokerageModel own it
* Comments updates
* Adds new properties to Equity Security for shortable
* Fixes bug where retrieving open order quantities would aggregate the
submitted order quantity rather than the remaining order quantity for
open orders.
* Fixes bug where quantity of zero would result in a
false positive in QCAlgorithm.Shortable(...)
* Code refactoring and comments updates
Co-authored-by: Jared <jaredbroad@gmail.com>
- Adding _some_ of the missing PyObject.Dispose calls. In the cases
where C# is calling the Python side.
- Note that Python calls to C# code is correctly handling the
disposure of resources.
Summary of members in python wrapper classes where pointing to other methods for reference when they should have a meaningful description to be used in documentation
Colton Sellers