 Louis Szeto
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9f15ca4c9c
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feature-<#5631>-<Create SpreadExecutionModel> (#5633)
Build & Test Lean / build (push) Has been cancelled
* Create SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Create SpreadExecutionModel.cs
* Create SpreadExecutionModelTests.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModel.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModel.cs
* Update SpreadExecutionModel.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModel.cs
* Update QuantConnect.Algorithm.Framework.csproj
* Create SpreadExecutionModelRegressionAlgorithm.py
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.cs
* Address review
- Adding CSharp regression algorithm implementation
- Updating unit tests, minor format changes
* Address review. Add comment and Abs spread percent
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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2021-06-09 14:55:00 -03:00 |
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