Commit Graph

8 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas f8b169aa51 Fix 2/4 of CA2201 Warnings (#8101) 2024-06-24 17:00:38 -03:00
Ricardo Andrés Marino Rojas 8c33536498 Add algorithm status statistic (#8095)
* First draft of the solution

* Fix bugs

* Fix bugs
2024-06-24 14:19:32 -03:00
Ricardo Andrés Marino Rojas cce8945fe8 Api Clean up, Documentation and Standarization part two (#7964)
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* Add improvements

* Add improvments and unit tests

* Add XML comments

* Nit changes

* Add unit tests for OrderJsonConverter

* Improve unit tests

* Address requested changes

* Fix bugs

* Fix bugs

* Fix bugs and self-review

* Fix bugs

* Address requested changes

* Fix unit test bug

* Fix bugs

* Improve unit tests

* Solve bugs
2024-04-26 13:17:34 -03:00
Ricardo Andrés Marino Rojas ead2efe6b9 Add Starting and Ending KPI's (#7811)
* First draft of the solution

* Add missing changes

* Remove the new KPI's from report

* Fix bugs

* nit change

* Add improvements

* Fix regression tests

* Solve bugs in the regression algos

* Fix regression tests bugs

* Expand unit tests and add minor changes
2024-03-25 15:40:38 -03:00
Martin-Molinero feff802479 Standardize trade count statistic (#7827)
* Standarize trade count statistic

* Rename 'Total Trades' to 'Total Orders'
2024-03-06 14:52:34 -03:00
Jhonathan Abreu 09db45c91d Universes immediate selection (#7785)
* Make sure continuous futures universe selection is performed right away on the start of the algorithm.

This ensures the Future.Mapped is not null

* Minor changes

* Minor fixes

* Update regression algorithms stats

* Add DC futures map file

* Update DC futures map file

* Update regression algorithms stats

* Include ETFs for immediate universe selection

* Include Coarse Fundamentals for immediate universe selection

* Include Futures Chain Universe for immediate selection

* Add Option Chain Universe test

* Include custom universes for immediate selection

* Minor updates

* Include constituents universes for immediate selection

* Minor update

* Minor changes, docs and stats updates

* Minor changes

* Minor changes and clean up

* Minor regression algorithm stat update
2024-02-21 08:59:58 -04:00
Jhonathan Abreu 07ded61fe9 Fix currency formatting (#7723)
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* Replace currency string formatting with Lean currency symbols.

Also clean up orders tags from having redundant information.

* Setting default order tag only after price currency is properly set

* Minor fixes and new unit tests

* Minor fixes
2024-01-25 12:20:05 -03:00
Roman Yavnikov cc8caa9635 Future Stop Market Order in Out Market Hours (#7678)
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* feat: stopMarketFill in FutureFillModel + test

* feat: futureStopMarket RegressionAlgo on PY|C#

* feature: add validation of market time in utest

* feature: validate exchange hours when order filled in regression algos

* feat: validation of StopMarket Type
fix: styling format in PY

* fix: validation on ExtendedMarketHours in FutureFillMode
feature: validate that all stop orders was completed in algos

* fix: validation: asset.Subscription -> ConfigProvider.GetSubscriptionData
fix:style: missed braces

* fix: asset.IsInternalFeed() -> general includeInternalConfigs flag
remove: extra login in algo

* feat: write comment why we use includeInternalConfigs in true
remove: extra log in PY version of algo
2024-01-11 18:43:08 -03:00